Ta4j — Technical Analysis for Java

Welcome to the ta4j wiki, the working handbook for building indicators, strategies, backtests, and live trading systems on the JVM.

The current wiki reflects ta4j’s newer unified trading stack:

• BaseTradingRecord is the default trading-record implementation for both backtests and live or paper-trading flows.
• BarSeriesManager is the default single-strategy backtest driver and now accepts either its own default record factory or a record you provide.
• BacktestExecutor builds on BarSeriesManager when you want to rank or tune many strategies at once, including weighted normalized leaderboards.
• Manual loops are still the right tool when orders and fills are decoupled, partial fills matter, or your broker confirms executions asynchronously.
• LiveTradingRecord and ExecutionFill remain available only as 0.22.x compatibility facades. New code should use BaseTradingRecord and TradeFill.

Start Here

• Home - Quick navigation and execution-path overview
• Getting Started - Install ta4j, build a strategy, and pick the right driver
• Backtesting - BarSeriesManager, BacktestExecutor, supplied records, and manual simulation loops
• Live Trading - Event-driven live or paper flows with BaseTradingRecord
• Usage Examples - Runnable examples, including parity and bot loops
• Release Notes - Version-by-version changelog and migration notes

Core Concepts

• Bar Series & Bars - OHLCV data, aggregation, moving windows, and streaming updates
• Data Sources - Loading bars or trades from files and HTTP providers
• Num - Precision-aware numeric types such as DoubleNum and DecimalNum
• Technical Indicators - Indicator composition and caching
• Trading Strategies - Rules, strategies, unstable bars, and serialization
• Charting - Visual overlays, trading-record rendering, and analysis charts

Pick The Right Execution Path

Need	Recommended path	Why
One strategy over historical data	BarSeriesManager + default BaseTradingRecord	Fastest path with minimal wiring
Backtest with a preconfigured record	BarSeriesManager.run(strategy, providedRecord, ...)	Keep a specific ExecutionMatchPolicy, fee model, or reusable record instance
Large batch runs or tuning	BacktestExecutor	Runtime telemetry, weighted leaderboards, progress callbacks, and batching
Live or paper trading with confirmed fills	Manual loop + BaseTradingRecord	Signals and broker fills stay separate; stream TradingRecord.operate(fill) or batch Trade.fromFills(...)
Maintaining older live adapters	LiveTradingRecord / ExecutionFill	Compatibility only while migrating toward BaseTradingRecord / TradeFill

Project & Community

• How to Contribute - Development setup and contribution workflow
• Found a Bug? - Reporting issues effectively
• Roadmap & Tasks - Planned work and known gaps
• Alternative Libraries - Comparable TA libraries
• Related Projects - Ecosystem projects built around ta4j

Need a runnable reference? Browse the ta4j-examples module and the community Discord.