Welcome to the ta4j Wiki

ta4j gives you the building blocks for technical-analysis-driven systems in Java: bar series, indicators, rules, strategies, reports, and a unified trading-record model that now spans backtests, paper trading, and live execution.

What’s Newer On Current Master

• Configurable backtest execution models: BarSeriesManager and BacktestExecutor can now stay on the default next-open model or switch to current-close, slippage, or stop-limit execution.
• Weighted strategy ranking: BacktestExecutionResult#getTopStrategiesWeighted(...) and WeightedCriterion let you rank strategies by a normalized composite score instead of a single raw metric.
• One trade-record story for partial fills: New code can stream TradeFill values directly with TradingRecord.operate(fill) or group an order with Trade.fromFills(...), then inspect getCurrentPosition() and getOpenPositions() on the same record.
• Broader analysis surface: Recent current-master additions include SharpeRatioCriterion, SortinoRatioCriterion, CalmarRatioCriterion, OmegaRatioCriterion, and volume pressure indicators such as ForceIndexIndicator, EaseOfMovementIndicator, and KlingerVolumeOscillatorIndicator.

Start Here

1. Install ta4j - Follow Getting Started to build from the current branch or wire the latest release into your project.
2. Learn the building blocks - Read Bar Series & Bars, Num, and Technical Indicators.
3. Build your first strategy - Use the walkthrough in Getting Started.
4. Choose the right execution path - Use Backtesting for BarSeriesManager and BacktestExecutor, then Live Trading for event-driven loops.

Unified Trading Stack At A Glance

Scenario	Recommended path	Core classes
Quick historical validation	BarSeriesManager	BarSeriesManager, BaseTradingRecord, TradeExecutionModel
Parameter sweeps and leaderboards	BacktestExecutor	BacktestExecutor, WeightedCriterion, BacktestRuntimeReport
Deterministic replay with a preconfigured record	BarSeriesManager.run(..., tradingRecord, ...)	BaseTradingRecord, ExecutionMatchPolicy
Live or paper execution with asynchronous fills	Manual loop	Strategy, TradingRecord, TradeFill, Trade.fromFills(...), ConcurrentBarSeries
Older live adapter compatibility	Temporary bridge only	LiveTradingRecord, ExecutionFill

The key change is simple: new code no longer needs a split “backtest record” versus “live record” mental model. BaseTradingRecord already supports classic enter / exit operations, fill-aware updates, open-lot views, recorded fees, and open-position criteria.

Where To Go Next

• Getting Started - First strategy, first backtest, and first live-style loop
• Backtesting - When to use BarSeriesManager, BacktestExecutor, or a manual simulation loop
• Analysis Criteria and Risk Metrics - Rolling criteria, risk-adjusted return, open exposure, and risk-unit scoring
• Walk-Forward Research - Strategy walk-forward runs and generic prediction research workflows
• Live Trading - ConcurrentBarSeries, broker-confirmed fills, persistence, and downstream integration patterns
• Usage Examples - Runnable examples like Quickstart, TradingRecordParityBacktest, TradeFillRecordingExample, and SimpleMovingAverageRangeBacktest
• Release Notes - Migration details and version history

Community

• Chat on the ta4j Discord
• Explore the ta4j repository and its ta4j-examples module
• Open a PR or issue when you spot drift, missing examples, or confusing behavior