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TALIB ADX

Can someone give me an example of how to use the TALIB ADX function? I can't find the documentation online.

Thanks

9 responses

Here is a quick sample of calculating ADX via talib. The docstring for the function is below, hope this helps.

Docstring:  
ADX(high, low, close[, timeperiod=?])

Average Directional Movement Index (Momentum Indicators)

Inputs:  
    prices: ['high', 'low', 'close']  
Parameters:  
    timeperiod: 14  
Outputs:  
    real  

Thank you!

I have a similar question, but more general. I want to use various talib indicators, but how do I find a list of all the parameters? Is there a docstrings for all the talib functions somewhere?

You can add a specific indicator to this search or look thru the results as is more generally for working talib code samples:

https://www.google.com/search?q=%22import+talib%22+site%3Aquantopian.com

The search is: "import talib" site:quantopian.com

Using the quotation marks, it takes that as a string including the space, and that line needs to be in any algo using talib.
The last part specifies that all of the results need to be from quantopian.com

Thanks! I found this link which seems to cover all the parameters: https://github.com/gbeced/pyalgotrade/blob/master/pyalgotrade/talibext/indicator.py

Yes, probably from this Quantopian page https://www.quantopian.com/posts/talib-indicators where I pointed to that github page last year. I worked with that talib page and found it a puzzle and fairly time-consuming to dissect the different ways they are called etc.

For those landing here in the future looking for quick working examples, supposing one wants to use Stochastics in talib (technical analysis library):

A search adding a particular indicator like:

STOCH "import talib" site:quantopian.com

... finds among the results:

Quantopian - How to apply stochastic oscillator to all stocks ...
https://www.quantopian.com/posts/how-to-apply-stochastic-oscillator-to-all-stocks-in-universe-at-once
Jul 28, 2015 - Now i want to do the same with a stochastic oscillator, but with my code
it gives a logical but iritating error that it can not do this calculation to all ...

... where the second algo by David Edwards is doing trading and is copy/paste-ready, on the 'Source' tab.

Or another example with a different indicator:

MACD "import talib" site:quantopian.com

... includes on the list:

Quantopian - MACD signal with Volume MA signal
https://www.quantopian.com/posts/macd-signal-with-volume-ma-signal
Nov 3, 2014 - If the MACD signal is triggered and also the volume for that day turns ....
garyha. Nov 3, 2014. Using talib.MACD() now, besides talib.KAMA() ...

... and here's part of what it contains in the 'Source' tab:

    for stock in context.stocks:  
        C_list = np.array(prices[stock].values.tolist())  
        macd   = talib.MACD(C_list, 12, 26, 9)[0][-1]  
        #                  0 macd values ------^  ^^--- last value in the list  
        #                  1 signal values  
        #                  2 histogram values  

Now that I think about it, there's a more efficient way to handle talib's MACD (in bulk) altho that does provide some clues to help clarify a few things.
Hope that helps.

Figured out how to access a quick reference for functions while in the iPython notebook in research. This is really what I was looking for. The output in the notebook gives the inputs, parameters and outputs of the function.

import talib  
help(talib.PPO)  

It seems to me that Talib only works with daily data even if minute data is provided.
How can I use Talib ADX with a different time range than daily?

Thanks in advance.


Well... I can see that it is not Talib. It is the record method that only allows 1 value per day.
How can I use record method with minute data?
Thanks