Technical Analysis

Estimate 132 technical analysis metrics on financial assets — momentum, volatility, volume, overlap studies and pattern recognition.

The Technical Analysis step estimates 132 metrics for the technical analysis of financial assets, drawn from TA-Lib and grouped into eight families.

How to use it

1. Load the financial data

   Most metrics need open, close, high, low and volume variables to work properly. You can load these directly with Fetch Yahoo Finance.

2. Add the Technical Analysis step

   Select the function group, the function, its parameters and an optional prefix, then press save. The new variables are added to the dataset.

   

Function groups

Pick a group first, then a function within it. Each function exposes its own parameters, prefilled with TA-Lib defaults.

Group	Functions	Examples
Pattern Recognition	61	CDLDOJI, CDLENGULFING, CDLABANDONEDBABY, CDL3BLACKCROWS
Momentum Indicators	30	RSI, MACD, ADX, AROON, APO
Overlap Studies	17	SMA, EMA, BBANDS, SAR, KAMA
Statistic Functions	9	BETA, CORREL, LINEARREG, STDDEV
Cycle Indicators	5	HT_DCPERIOD, HT_DCPHASE, HT_SINE, HT_TRENDMODE
Price Transform	4	AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE
Volatility Indicators	3	ATR, NATR, TRANGE
Volume Indicators	3	AD, ADOSC, OBV

Each function’s output columns are named after the indicator and prefixed with whatever you enter in the prefix field, so you can run the same indicator more than once with different parameters.

The complete function list, with a plain-language description and default parameters for each, is in the group and function dropdowns of the step itself.

This example dataset contains every metric estimated for AAPL.

Next steps

Portfolio statistics

Build tear sheets and rolling performance stats.

Fetch Yahoo Finance

Load the price data these metrics need.