Changelog for ta4j, roughly following keepachangelog.com from version 0.9 onwards.

0.21.0 (Released November 29, 2025)

Changed

• Unified return representation system: Say goodbye to inconsistent return formats across your analysis! Return-based criteria now use a unified ReturnRepresentation system that lets you choose how returns are displayed—whether you prefer multiplicative (1.12 for +12%), decimal (0.12), percentage (12.0), or logarithmic formats. Set it once globally via ReturnRepresentationPolicy or customize per-criterion. No more mental math converting between formats—Ta4j handles it all automatically. Legacy addBase constructors are deprecated in favor of the more expressive ReturnRepresentation enum.
• Ratio criteria now speak your language: All ratio-producing criteria now support ReturnRepresentation, so you can format outputs consistently across your entire analysis pipeline. Whether you’re comparing strategies, measuring risk, or tracking performance metrics, everything uses the same format. Updated criteria include:
  • VersusEnterAndHoldCriterion: Strategy vs. buy-and-hold comparison (e.g., 0.5 = 50% better, displayed as 0.5, 50.0, or 1.5 depending on your preference)
  • ReturnOverMaxDrawdownCriterion: Reward-to-risk ratio (e.g., 2.0 = return is 2x drawdown)
  • PositionsRatioCriterion: Win/loss percentage (e.g., 0.5 = 50% winning)
  • InPositionPercentageCriterion: Time in market (e.g., 0.5 = 50% of time)
  • CommissionsImpactPercentageCriterion: Trading cost impact (e.g., 0.05 = 5% impact)
  • AbstractProfitLossRatioCriterion (and subclasses): Profit-to-loss ratio (e.g., 2.0 = profit is 2x loss)

  All ratio criteria default to ReturnRepresentation.DECIMAL (the conventional format for ratios), but you can override per-criterion or globally. Perfect for dashboards, reports, or when you need to match external data formats. See each criterion’s javadoc for detailed examples.

• Improved return representation tooling: Added factory-level exponential support to avoid premature double conversions, expanded representation parsing to accept flexible names, and aligned VaR/ES/average-return empty-record behaviour across representations.
• High-precision DecimalNum exponentials: DecimalNumFactory#exp now evaluates exponentials using the configured MathContext instead of delegating to {@code Math.exp}, preventing accidental loss of precision for high-precision numeric workflows.
• Simplified Returns class implementation: Removed unnecessary formatOnAccess complexity from Returns class, inlined trivial formatReturn() wrapper method, and improved documentation clarity. The class now has a cleaner separation of concerns with better cross-references between Returns, ReturnRepresentation, and ReturnRepresentationPolicy.

Breaking

• EMA indicators now return NaN during unstable period: EMAIndicator, MMAIndicator, and all indicators extending AbstractEMAIndicator now return NaN for indices within the unstable period (indices < beginIndex + getCountOfUnstableBars()). Previously, these indicators would return calculated values during the unstable period. Action required: Update any code that accesses EMA indicator values during the unstable period to handle NaN values appropriately, or wait until after the unstable period before reading values.
• DifferencePercentageIndicator deprecated: DifferencePercentageIndicator has been deprecated in favor of PercentageChangeIndicator, which now provides all the same functionality plus additional features. Action required: Migrate to PercentageChangeIndicator using the migration examples in the deprecation javadoc.

Added

• Added TrueStrengthIndexIndicator, SchaffTrendCycleIndicator, and ConnorsRSIIndicator to expand oscillator coverage
• Added PercentRankIndicator helper indicator to calculate the percentile rank of a value within a rolling window
• Added DifferenceIndicator helper indicator to calculate the difference between current and previous indicator values
• Added StreakIndicator helper indicator to track consecutive up or down movements in indicator values
• Added StochasticIndicator as a generic stochastic calculation indicator, extracted from SchaffTrendCycleIndicator for reuse
• AI-powered semantic release scheduler: Added automated GitHub workflow that uses AI to analyze changes, determine version bumps (patch/minor/major), and schedule releases every 14 days. Includes structured approval process for major version bumps and OIDC token-based authentication for AI model calls. Enhanced release workflows with improved error handling, tag checking, and logging.

0.19 (released November 19, 2025)

Breaking

• TradingStatement is now an interface: Converted to an interface implemented by BaseTradingStatement. This exposes the underlying Strategy and TradingRecord for advanced analysis workflows. Action required: Update any code that directly instantiates TradingStatement to use BaseTradingStatement instead.
• PnL and return criteria refactored into net/gross variants: Split ProfitLossCriterion, ProfitCriterion, LossCriterion, AverageProfitCriterion, AverageLossCriterion, ReturnCriterion, ProfitLossRatioCriterion, and ProfitLossPercentageCriterion into separate net and gross concrete classes. This provides explicit control over whether trading costs are included in calculations. Action required: Update imports and class names to use the appropriate net or gross variant based on your analysis needs.
• Indicator operation classes consolidated: #1266 Unified BinaryOperation, UnaryOperation, TransformIndicator, and CombineIndicator into a cleaner API. Action required: Replace deprecated TransformIndicator and CombineIndicator usage with the new consolidated classes.
• Drawdown criteria moved to sub-package: Relocated MaximumDrawdownCriterion and ReturnOverMaxDrawdownCriterion to the criteria/drawdown/ sub-package for better organization. Action required: Update import statements to reflect the new package location.

Added

• Rule naming support: Added Rule#getName() and Rule#setName(String) methods to allow rules to have custom names for improved trace logging and serialization. Rules now default to JSON-formatted names that include type and component information, but can be overridden with custom labels for better readability in logs and debugging output.
• Time-based trading rules: Added HourOfDayRule and MinuteOfHourRule to enable trading strategies based on specific hours of the day (0-23) or minutes of the hour (0-59). These rules work with DateTimeIndicator to filter trading signals by time, enabling time-of-day based strategies.
• Time-based strategy examples: Added HourOfDayStrategy and MinuteOfHourStrategy as example implementations demonstrating how to use the new time-based rules in complete trading strategies.
• Enhanced backtesting with performance tracking: Introduced BacktestExecutionResult and BacktestRuntimeReport with new BacktestExecutor entry points. Users can now track per-strategy execution times, receive progress callbacks during long-running backtests, and efficiently stream top-k strategy selection for large strategy grids without loading all results into memory.
• Strategy serialization for persistence: Added StrategySerialization with Strategy#toJson() and Strategy#fromJson(BarSeries, String) methods. This enables users to save and restore complete strategy configurations (including entry/exit rules) as JSON, making it easy to share strategies, version control configurations, and build strategy libraries.
• NamedStrategy serialization with compact format: #1349 Enabled NamedStrategy serialization/deserialization with compact labels (e.g., ToggleNamedStrategy_true_false_u3). Users can now persist strategy presets alongside their parameters in a human-readable format. Added registry/permutation helper APIs and lazy package scanning via NamedStrategy.initializeRegistry(...) for efficient strategy discovery.
• Renko chart indicators: #1187 Added RenkoUpIndicator, RenkoDownIndicator, and RenkoXIndicator to detect Renko brick sequences, enabling users to build strategies based on Renko chart patterns.
• Advanced drawdown analysis: Added CumulativePnL, MaximumAbsoluteDrawdownCriterion, MaximumDrawdownBarLengthCriterion, and MonteCarloMaximumDrawdownCriterion. Users can now analyze drawdowns in absolute terms, measure drawdown duration, and estimate drawdown risk distributions through Monte Carlo simulation of different trade orderings.
• Comprehensive commission tracking: Added CommissionsCriterion to total commissions paid across positions and CommissionsImpactPercentageCriterion to measure how much trading costs reduce gross profit. This helps users understand the real impact of transaction costs on strategy performance.
• Streak and extreme position analysis: Added MaxConsecutiveLossCriterion, MaxConsecutiveProfitCriterion, MaxPositionNetLossCriterion, and MaxPositionNetProfitCriterion. Users can now identify worst loss streaks, best win streaks, and extreme per-position outcomes to better understand strategy risk and consistency.
• Position timing analysis: Added InPositionPercentageCriterion to calculate the percentage of time a strategy remains invested, helping users understand capital utilization and exposure.
• Flexible bar building options: Added AmountBarBuilder to aggregate bars after a fixed number of amount have been traded. Bars can now be built by beginTime instead of endTime, providing more flexibility in bar aggregation strategies.
• Volume-weighted MACD: Added MACDVIndicator to volume-weight MACD calculations, providing an alternative MACD variant that incorporates volume information.
• Net momentum indicator: Added NetMomentumIndicator for momentum-based strategy development.
• Vote-based rule composition: Added VoteRule class, enabling users to create rules that trigger based on majority voting from multiple underlying rules.
• Enhanced data loading: Added AdaptiveJsonBarsSerializer to support OHLC bar data from Coinbase or Binance, and new JsonBarsSerializer.loadSeries(InputStream) overload for easier data loading from streams.
• Improved charting and examples: Expanded charting utilities to overlay indicators with trading records, added NetMomentumStrategy and TopStrategiesExample, and bundled a Coinbase ETH/USD sample data set to demonstrate the new APIs.
• Automated release pipeline: Added GitHub workflow to automatically version, build, and publish artifacts to Maven Central. The pipeline uses prepare-release.sh to prepare release versions, creates release branches and tags, and publishes to Maven Central. Added scripts/tests/test_prepare_release.sh to validate release preparation functionality.
• Enhanced performance reporting: Added Gson DurationTypeAdapter, BasePerformanceReport, and revised TradingStatementGenerator so generated statements always carry their source strategy and trading record for complete traceability.
• UnaryOperation helper: Added substitute helper function to UnaryOperation for easier indicator transformations.
• Testing infrastructure: Added tests for DoubleNumFactory and DecimalNumFactory, unit tests around indicator concurrency in preparation for future multithreading features, and DecimalNumPrecisionPerformanceTest to demonstrate precision vs performance trade-offs.

Changed

• Enhanced rule serialization with custom name preservation: Improved RuleSerialization to preserve custom rule names set via setName() during serialization and deserialization. Custom names are now properly distinguished from default JSON-formatted names, enabling better strategy persistence and debugging workflows.
• Improved trace logging with rule names: Enhanced trace logging in AbstractRule and BaseStrategy to use rule names (custom or default) in log output, making it easier to identify which rules are being evaluated during strategy execution.
• Unified logging backend: Replaced Logback bindings with Log4j 2 log4j-slf4j2-impl so examples and tests share a single logging backend. Added Log4j 2 configurations for modules and tests. This simplifies logging configuration and ensures consistent behavior across all modules. Set unit test logging level to INFO and cleaned build output of all extraneous logging.
• More accurate return calculations: Changed AverageReturnPerBarCriterion, EnterAndHoldCriterion, and ReturnOverMaxDrawdownCriterion to use NetReturnCriterion instead of GrossReturnCriterion to avoid optimistic bias. This provides more realistic performance metrics that account for trading costs.
• Improved drawdown criterion behavior: ReturnOverMaxDrawdownCriterion now returns 0 instead of NaN for strategies that never operate, and returns net profit instead of NaN for strategies with no drawdown. This makes the criterion more robust and easier to use in automated analysis.
• More flexible stop rules: StopGainRule and StopLossRule now accept any price Indicator instead of only ClosePriceIndicator. Users can now create stop rules based on high, low, open, or custom price indicators for more sophisticated exit strategies.
• Enhanced swing indicators: Reworked RecentSwingHighIndicator and RecentSwingLowIndicator with plateau-aware, NaN-safe logic and exposed getLatestSwingIndex for downstream analysis. This improves reliability and enables more advanced swing-based strategies.
• Configurable numeric precision: Reduced default DecimalNum precision from 32 to 16 digits, improving performance while still maintaining sufficient accuracy for most use cases. Users can configure precision based on their specific needs.
• Improved numeric indicator chaining: NumericIndicator’s previous method now returns a NumericIndicator, enabling fluent method chaining for indicator composition.
• Enhanced trading statements: Added TradingRecord property to TradingStatement for more downstream flexibility around analytics, enabling users to access the full trading record from performance reports.
• Better code maintainability: Removed magic number 25 in UpTrendIndicator and DownTrendIndicator, making the code more maintainable and self-documenting.
• Modernized build infrastructure: #1399 Refreshed dependencies, plugins, and build tooling while enforcing Java 21 and Maven 3.9+. This ensures compatibility with modern development environments and security updates.
• Maven Central distribution: Changed snapshot distribution to Maven Central after OSSRH end-of-life, ensuring continued availability of snapshot builds.
• Improved bar series builder: BaseBarSeriesBuilder now automatically uses the NumFactory from given bars instead of the default one, ensuring consistent numeric types throughout bar series construction.

Fixed

• Kalman filter robustness: Guarded KalmanFilterIndicator against NaN/Infinity measurements to keep the Kalman state consistent, preventing calculation errors when input data contains invalid values.
• Recursive indicator stack overflow: Fixed recursion bug in RecursiveCachedIndicator that could lead to stack overflow in certain situations, improving reliability for complex indicator calculations.
• Cost tracking in enter-and-hold: Fixed EnterAndHoldCriterion to properly keep track of transaction and hold costs, ensuring accurate performance comparisons.
• Convergence divergence indicator: Fixed strict rules of ConvergenceDivergenceIndicator for more accurate divergence detection.
• Return over max drawdown calculation: Fixed calculation for ReturnOverMaxDrawdownCriterion and VersusEnterAndHoldCriterion to ensure accurate performance metrics.
• Profit/loss percentage calculation: Refactored ProfitLossPercentageCriterion to correctly calculate aggregated return, fixing previous calculation errors.
• Bar series trade parameter order: Fixed swapped parameter naming in BaseBarSeries#addTrade(final Number tradeVolume, final Number tradePrice) to match the method signature order.
• Bar builder aggregation: Fixed aggregation of amount and trades in VolumeBarBuilder and TickBarBuilder to ensure accurate bar construction.
• SMA unstable period calculation: Corrected the calculation of unstable bars for the SMA indicator, ensuring indicators report accurate stability periods.
• Java 25 compatibility: Fixed PivotPointIndicatorTest to work with Java 25, ensuring compatibility with the latest Java versions. Note that this does not mean Ta4j as a whole now supports Java 25, that will come in a future release.
• JSON data loading: Fixed bug in MovingAverageCrossOverRangeBacktest that prevented successfully loading test JSON bar data.
• Build performance: Updated GitHub test workflow to cache dependencies for quicker builds, reducing CI/CD execution time.
• Documentation: Updated test status badge on README and clarified PnL criterion comments about trading costs for better user understanding.

Removed/Deprecated

• Deprecated indicator classes: Removed TransformIndicator and CombineIndicator in favor of the consolidated BinaryOperationIndicator and UnaryOperationIndicator classes. Action required: Migrate any code using these deprecated classes to the new consolidated API.

0.18 (released May 15, 2025)

Breaking

• Updated project Java JDK from 11 > 21
• Updated Github workflows to use JDK 21
• Extracted NumFactory as source of numbers with defined precision
• Replaced ZonedDateTime with Instant
• Renamed FixedDecimalIndicator with FixedNumIndicator
• Moved BaseBarBuilder and BaseBarBuilderFactory to bars-package and renamed to TimeBarBuilder and TimeBarBuilderFactory
• Renamed BaseBarConvertibleBuilderTest to BaseBarSeriesBuilderTest
• Renamed Indicator.getUnstableBars to Indicator.getCountOfUnstableBars
• Moved indicators/AbstractEMAIndicator to indicators/averages-package
• Moved indicators/DoubleEMAIndicator to indicators/averages-package
• Moved indicators/EMAIndicator to indicators/averages-package
• Moved indicators/HMAIndicator to indicators/averages-package
• Moved indicators/KAMAIndicator to indicators/averages-package
• Moved indicators/LWMAIndicator to indicators/averages-package
• Moved indicators/MMAIndicator to indicators/averages-package
• Moved indicators/SMAIndicator to indicators/averages-package
• Moved indicators/TripleEMAIndicator to indicators/averages-package
• Moved indicators/WMAIndicator to indicators/averages-package
• Moved indicators/ZLEMAIndicator to indicators/averages-package
• Implemented sharing of MathContext in DecimalNum. For creating numbers, NumFactory implementations are the preferred way.

Fixed

• Fixed BaseBar.toString() to avoid NullPointerException if any of its property is null
• Fixed SMAIndicatorTest to set the endTime of the next bar correctly
• Fixed SMAIndicatorMovingSeriesTest to set the endTime of the next bar correctly
• Use UTC TimeZone for AroonOscillatorIndicatorTest, PivotPointIndicatorTest
• Fixed MockBarBuilder to use Instant.now for beginTime
• Fixed RecentSwingHighIndicatorTest to create bars consistently
• Fixed LSMAIndicator to fix lsma calculation for incorrect values

Changed

• Updated jfreechart dependency in ta4j-examples project from 1.5.3 to 1.5.5 to resolve CVE-2023-52070
• Updated logback-classic 1.4.12 > 1.5.6 to resolve CVE-2023-6481
• Cleaned code by using new java syntax text blocks
• Faster test execution by using String.lines() instead of String concatenation
• Improve Javadoc for DecimalNumand DoubleNum
• Allowed JUnit5 for new tests. Old remain as is.

Added

• added HeikinAshiBarAggregator: Heikin-Ashi bar aggregator implementation
• added HeikinAshiBarBuilder: Heikin-Ashi bar builder implementation
• added Bar.getZonedBeginTime: the bar’s begin time usable as ZonedDateTime
• added Bar.getZonedEndTime: the bar’s end time usable as ZonedDateTime
• added Bar.getSystemZonedBeginTime: the bar’s begin time converted to system time zone
• added Bar.getSystemZonedEndTime: the bar’s end time converted to system time zone
• added BarSeries.getSeriesPeriodDescriptionInSystemTimeZone: with times printed in system’s default time zone
• added KRIIndicator
• Added constructor with amount for EnterAndHoldCriterion
• Added constructor with amount for VersusEnterAndHoldCriterion
• Added TickBarBuilder to bars-package to aggregate bars after a fixed number of ticks
• Added VolumeBarBuilder to bars-package to aggregate bars after a fixed number of contracts (volume)
• Added TickBarBuilder to bars-package
• Added VolumeBarBuilder to bars-package
• Added Indicator.isStable: is true if the indicator no longer produces incorrect values due to insufficient data
• Added WildersMAIndicator to indicators.averages-package: Wilder’s moving average indicator
• Added DMAIndicator to indicators.averages-package: Displaced Moving Average (DMA) indicator
• Added EDMAIndicator to indicators.averages-package: Exponential Displaced Moving Average (EDMA) indicator
• Added JMAIndicator to indicators.averages-package: Jurik Moving Average (JMA) indicator
• Added TMAIndicator to indicators.averages-package: Trangular Moving Average (TMA) indicator
• Added ATMAIndicator to indicators.averages-package: Asymmetric Trangular Moving Average (TMA) indicator
• Added MCGinleyMAIndicator to indicators.averages-package: McGinley Moving Average (McGinleyMA) indicator
• Added SMMAIndicator to indicators.averages-package: Smoothed Moving Average (SMMA) indicator
• Added SGMAIndicator to indicators.averages-package: Savitzky-Golay Moving Average (SGMA) indicator
• Added LSMAIndicator to indicators.averages-package: Least Squares Moving Average (LSMA) indicator
• Added KiJunV2Indicator to indicators.averages-package: Kihon Moving Average (KiJunV2) indicator
• Added VIDYAIndicator to indicators.averages-package: Chande’s Variable Index Dynamic Moving Average (VIDYA) indicator
• Added VWMAIndicator to indicators.averages-package: Volume Weighted Moving Average (VWMA) indicator
• added AverageIndicator

0.17 (released September 9, 2024)

Breaking

• Renamed SMAIndicatorMovingSerieTest to SMAIndicatorMovingSeriesTest

Fixed

• Fixed ta4jexamples project still pointing to old (0.16) version of ta4j-core
• Fixed SMAIndicatorMovingSeriesTest test flakiness where on fast enough build machines the mock bars are created with the exact same end time
• Fixed NaN in DXIndicator, MinusDIIndicator, PlusDIIndicator if there is no trend
• Fixed look ahead bias in RecentSwingHighIndicator and RecentSwingLowIndicator

Changed

• Implemented inner cache for SMAIndicator
• BooleanTransformIndicator remove enum constraint in favor of more flexible Predicate
• EnterAndHoldReturnCriterion replaced by EnterAndHoldCriterion to calculate the “enter and hold”-strategy of any criteria.
• ATRIndicator re-use tr by passing it as a constructor param when initializing averageTrueRangeIndicator

Added

• Added signal line and histogram to MACDIndicator
• Added getTransactionCostModel, getHoldingCostModel, getTrades in TradingRecord
• Added Num.bigDecimalValue(DoubleNum) to convert Num to a BigDecimal
• Added AverageTrueRangeTrailingStopLossRule
• Added AverageTrueRangeStopLossRule
• Added AverageTrueRangeStopGainRule
• Added SqueezeProIndicator
• Added RecentSwingHighIndicator
• Added RecentSwingLowIndicator
• Added KalmanFilterIndicator
• Added HammerIndicator
• Added InvertedHammerIndicator
• Added HangingManIndicator
• Added ShootingStarIndicator
• Added DownTrendIndicator
• Added UpTrendIndicator

0.16 (released May 15, 2024)

Breaking

• Upgraded to Java 11
• VersusBuyAndHoldCriterion renamed to VersusEnterAndHoldCriterion
• BarSeries constructors use any instance of Num instead of Num-Function
• GrossReturnCriterion renamed to ReturnCriterion
• NetProfitCriterion and GrossProfitCriterion replaced by ProfitCriterion
• NetLossCriterion and GrossLossCriterion replaced by LossCriterion
• LosingPositionsRatioCriterion replaced by PositionsRatioCriterion
• WinningPositionsRatioCriterion replaced by PositionsRatioCriterion
• Strategy#unstablePeriod renamed to Strategy#unstableBars*
• DateTimeIndicator moved to package indicators/helpers
• UnstableIndicator moved to package indicators/helpers
• ConvertableBaseBarBuilder renamed to BaseBarConvertableBuilder
• BarSeriesManager updated to use TradeOnNextOpenModel by default, which opens new trades at index t + 1 at the open price.
  • For strategies require the previous behaviour, i.e. trades seconds or minutes before the closing prices, TradeOnCurerentCloseModel can be passed to BarSeriesManager
    • For example:
      • BarSeriesManager manager = new BarSeriesManager(barSeries, new TradeOnCurrentCloseModel())
      • BarSeriesManager manager = new BarSeriesManager(barSeries, transactionCostModel, holdingCostModel, tradeExecutionModel)
• BarSeriesManager and BacktestExecutor moved to packge backtest
• BarSeries#getBeginIndex() methode returns correct begin index for bar series with max bar count

Fixed

• Fixed SuperTrendIndicator fixed calculation when close price is the same as the previous Super Trend indicator value
• Fixed ParabolicSarIndicator fixed calculation for sporadic indices
• ExpectancyCriterion fixed calculation
• catch NumberFormatException if DecimalNum.valueOf(Number) is NaN
• ProfitCriterion fixed excludeCosts functionality as it was reversed
• LossCriterion fixed excludeCosts functionality as it was reversed
• PerformanceReportGenerator fixed netProfit and netLoss calculations to include costs
• DifferencePercentageIndicator fixed re-calculate instance variable on every iteration
• ThreeWhiteSoldiersIndicator fixed eliminated instance variable holding possible wrong value
• ThreeBlackCrowsIndicator fixed eliminated instance variable holding possible wrong value
• TrailingStopLossRule removed instance variable currentStopLossLimitActivation because it may not be alway the correct (last) value
• sets ClosePriceDifferenceIndicator#getUnstableBars = 1
• sets ClosePriceRatioIndicator#getUnstableBars = 1
• sets ConvergenceDivergenceIndicator#getUnstableBars = barCount
• sets GainIndicator#getUnstableBars = 1
• sets HighestValueIndicator#getUnstableBars = barCount
• sets LossIndicator#getUnstableBars = 1
• sets LowestValueIndicator#getUnstableBars = barCount
• sets TRIndicator#getUnstableBars = 1
• sets PreviousValueIndicator#getUnstableBars = n (= the n-th previous index)
• PreviousValueIndicator returns NaN if the (n-th) previous value of an indicator does not exist, i.e. if the (n-th) previous is below the first available index.
• EnterAndHoldReturnCriterion fixes exception thrown when bar series was empty
• BaseBarSeries fixed UnsupportedOperationException when creating a bar series that is based on an unmodifiable collection
• Num implements Serializable

Changed

• BarSeriesManager consider finishIndex when running backtest
• BarSeriesManager add holdingTransaction
• BacktestExecutor evaluates strategies in parallel when possible
• CachedIndicator synchronize on getValue()
• BaseBar defaults to DecimalNum type in all constructors
• TRIndicator improved calculation
• WMAIndicator improved calculation
• KSTIndicator improved calculation
• RSIIndicator simplify calculation
• FisherIndicator improved calculation
• DoubleEMAIndicator improved calculation
• CMOIndicator improved calculation
• PearsonCorrelationIndicator improved calculation
• PivotPoint-Indicators improved calculations
• ValueAtRiskCriterion improved calculation
• ExpectedShortfallCriterion improved calculation
• SqnCriterion improved calculation
• NumberOfBreakEvenPositionsCriterion shorten code
• AverageReturnPerBarCriterion improved calculation
• ZLEMAIndicator improved calculation
• InPipeRule improved calculation
• SumIndicator improved calculation
• updated pom.xml: slf4j-api to 2.0.7
• updated pom.xml: org.apache.poi to 5.2.3
• updated pom.xml: maven-jar-plugin to 3.3.0
• add final to properties where possible
• improved javadoc
• SuperTrendIndicator,SuperTrendUpperIndicator,SuperTrendLowerIndicator: optimized calculation
• SuperTrendIndicator, SuperTrendLowerBandIndicator, SuperTrendUpperBandIndicator: multiplier changed to from Integer to Double
• add missing @Override annotation
• RecursiveCachedIndicator: simplified code
• LossIndicator: optimize calculation
• GainIndicator: improved calculation
• PriceVariationIndicator renamed to ClosePriceRatioIndicator for consistency with new ClosePriceDifferenceIndicator
• made UnaryOperation and BinaryOperation public

Removed/Deprecated

• removed Serializable from CostModel
• removed @Deprecated Bar#addTrade(double tradeVolume, double tradePrice, Function<Number, Num> numFunction); use Bar#addTrade(Num tradeVolume, Num tradePrice) instead.
• removed @Deprecated Bar#addTrade(String tradeVolume, String tradePrice, Function<Number, Num> numFunction); use Bar#addTrade(Num tradeVolume, Num tradePrice) instead.
• removed DecimalNum.valueOf(DecimalNum)
• delete .travis.yml as this project is managed by “Github actions”

Added

• added TradingRecord.getStartIndex() and TradingRecord.getEndIndex() to track start and end of the recording
• added SuperTrendIndicator
• added SuperTrendUpperBandIndicator
• added SuperTrendLowerBandIndicator
• added Donchian Channel indicators (Upper, Lower, and Middle)
• added Indicator.getUnstableBars()
• added TransformIndicator.pow()
• added BarSeriesManager.getHoldingCostModel() and BarSeriesManager.getTransactionCostModel() to allow extending BarSeriesManager and reimplementing run()
• added MovingAverageCrossOverRangeBacktest.java and ETH-USD-PT5M-2023-3-13_2023-3-15.json test data file to demonstrate parallel strategy evaluation
• added javadoc improvements for percentage criteria
• added “lessIsBetter”-property for AverageCriterion
• added “lessIsBetter”-property for RelativeStandardDeviation
• added “lessIsBetter”-property for StandardDeviationCriterion
• added “lessIsBetter”-property for StandardErrorCriterion
• added “lessIsBetter”-property for VarianceCriterion
• added “lessIsBetter”-property for NumberOfPositionsCriterion
• added “addBase”-property for ReturnCriterion to include or exclude the base percentage of 1
• added RelativeVolumeStandardDeviationIndicator
• added MoneyFlowIndexIndicator
• added IntraDayMomentumIndexIndicator
• added ClosePriceDifferenceIndicator
• added TimeSegmentedVolumeIndicator
• added DecimalNum.valueOf(DoubleNum) to convert a DoubleNum to a DecimalNum.
• added DoubleNum.valueOf(DecimalNum) to convert a DecimalNum to a DoubleNum.
• added “TradeExecutionModel” to modify trade execution during backtesting
• added NumIndicator to calculate any Num-value for a Bar
• added RunningTotalIndicator to calculate a cumulative sum for a period.

Fixed

• Fixed CashFlow fixed calculation with custom startIndex and endIndex
• Fixed Returns fixed calculation with custom startIndex and endIndex
• Fixed ExpectedShortfallCriterion fixed calculation with custom startIndex and endIndex
• Fixed MaximumDrawDownCriterion fixed calculation with custom startIndex and endIndex
• Fixed EnterAndHoldReturnCriterion fixed calculation with custom startIndex and endIndex
• Fixed VersusEnterAndHoldCriterion fixed calculation with custom startIndex and endIndex
• Fixed BarSeriesManager consider finishIndex when running backtest

0.15 (released September 11, 2022)

Breaking

• NumberOfConsecutiveWinningPositions renamed to NumberOfConsecutivePositions
• DifferencePercentage renamed to DifferencePercentageIndicator
• BuyAndHoldCriterion renamed to EnterAndHoldCriterion
• DXIndicator moved to adx-package
• PlusDMIndicator moved to adx-package
• MinusDMIndicator moved to adx-package
• analysis/criterion-package moved to root
• cost-package moved to analysis/cost-package
• AroonXXX indicators moved to aroon package

Fixed

• LosingPositionsRatioCriterion correct betterThan
• VersusBuyAndHoldCriterionTest NaN-Error.
• Fixed ChaikinOscillatorIndicatorTest
• DecimalNum#remainder() adds NaN-check
• Fixed ParabolicSarIndicatorTest fixed openPrice always 0 and highPrice lower than lowPrice
• UlcerIndexIndicator using the max price of current period instead of the highest value of last n bars
• DurationBarAggregator fixed aggregation of bars with gaps

Changed

• KeltnerChannelMiddleIndicator changed superclass to AbstractIndicator; add GetBarCount() and toString()
• KeltnerChannelUpperIndicator add constructor to accept pre-constructed ATR; add GetBarCount() and toString()
• KeltnerChannelLowerIndicator add constructor to accept pre-constructed ATR; add GetBarCount() and toString()
• BarSeriesManager removed empty args constructor

• **Open

  High

  Low

  Close** do not cache price values anymore

• DifferenceIndicator(i1,i2) replaced by the more flexible CombineIndicator.minus(i1,i2)
• DoubleNum replace redundant toString() call in DoubleNum.valueOf(Number i) with i.doubleValue()
• ZeroCostModel now extends from FixedTransactionCostModel

Removed/Deprecated

• Num removed Serializable
• PriceIndicator removed

Added

• NumericIndicator new class providing a fluent and lightweight api for indicator creation
• AroonFacade, BollingerBandFacade, KeltnerChannelFacade new classes providing a facade for indicator groups by using lightweight NumericIndicators
• AbstractEMAIndicator added getBarCount() to support future enhancements
• ATRIndicator “uncached” by changing superclass to AbstractIndicator; added constructor to accept TRIndicator and getter for same; added toString(); added getBarCount() to support future enhancements
• :tada: Enhancement added possibility to use CostModels when backtesting with the BacktestExecutor
• :tada: Enhancement added Num#zero, Num#one, Num#hundred
• :tada: Enhancement added possibility to use CostModels when backtesting with the BacktestExecutor
• :tada: Enhancement added Indicator#stream() method
• :tada: Enhancement added a new CombineIndicator, which can combine the values of two Num Indicators with a given combine-function
• Example added a json serialization and deserialization example of BarSeries using google-gson library
• EnterAndHoldCriterion added constructor with TradeType to begin with buy or sell
• :tada: Enhancement added Position#getStartingType() method
• :tada: Enhancement added SqnCriterion
• :tada: Enhancement added StandardDeviationCriterion
• :tada: Enhancement added RelativeStandardDeviationCriterion
• :tada: Enhancement added StandardErrorCriterion
• :tada: Enhancement added VarianceCriterion
• :tada: Enhancement added AverageCriterion
• :tada: Enhancement added javadoc for all rules to make clear which rule makes use of a TradingRecord
• Enhancement prevent Object[] allocation for varargs log.trace and log.debug calls by wrapping them in if blocks
• :tada: Enhancement added FixedTransactionCostModel
• :tada: Enhancement added AnalysisCriterion.PositionFilter to handle both sides within one Criterion.

0.14 (released April 25, 2021)

Breaking

• Breaking: PrecisionNum renamed to DecimalNum
• Breaking: AverageProfitableTradesCriterion renamed to WinningTradesRatioCriterion
• Breaking: AverageProfitCriterion renamed to AverageReturnPerBarCriterion
• Breaking: BuyAndHoldCriterion renamed to BuyAndHoldReturnCriterion
• Breaking: RewardRiskRatioCriterion renamed to ReturnOverMaxDrawdownCriterion
• Breaking: ProfitLossCriterion moved to PnL-Package
• Breaking: ProfitLossPercentageCriterion moved to PnL-Package
• Breaking: TotalProfitCriterion renamed to GrossReturnCriterion and moved to PnL-Package.
• Breaking: TotalProfit2Criterion renamed to GrossProfitCriterion and moved to PnL-Package.
• Breaking: TotalLossCriterion renamed to NetLossCriterion and moved to PnL-Package.
• Breaking: package “tradereports” renamed to “reports”
• Breaking: NumberOfTradesCriterion renamed to NumberOfPositionsCriterion
• Breaking: NumberOfLosingTradesCriterion renamed to NumberOfLosingPositionsCriterion
• Breaking: NumberOfWinningTradesCriterion renamed to NumberOfWinningPositionsCriterion
• Breaking: NumberOfBreakEvenTradesCriterion renamed to NumberOfBreakEvenPositionsCriterion
• Breaking: WinningTradesRatioCriterion renamed to WinningPositionsRatioCriterion
• Breaking: TradeStatsReport renamed to PositionStatsReport
• Breaking: TradeStatsReportGenerator renamed to PositionStatsReportGenerator
• Breaking: TradeOpenedMinimumBarCountRule renamed to OpenedPositionMinimumBarCountRule
• Breaking: Trade.class renamed to Position.class
• Breaking: Order.class renamed to Trade.class
• Breaking: package “tradereports” renamed to “reports”
• Breaking: package “trading/rules” renamed to “rules”
• Breaking: remove Serializable from all indicators
• Breaking: Bar#trades: changed type from int to long

Fixed

• Fixed Trade: problem with profit calculations on short trades.
• Fixed TotalLossCriterion: problem with profit calculations on short trades.
• Fixed BarSeriesBuilder: removed the Serializable interface
• Fixed ParabolicSarIndicator: problem with calculating in special cases
• Fixed BaseTimeSeries: can now be serialized
• Fixed ProfitLossPercentageCriterion: use entryPrice#getValue() instead of entryPrice#getPricePerAsset()

Changed

• Trade: Changed the way Nums are created.
• WinningTradesRatioCriterion (previously AverageProfitableTradesCriterion): Changed to calculate trade profits using Trade’s getProfit().
• BuyAndHoldReturnCriterion (previously BuyAndHoldCriterion): Changed to calculate trade profits using Trade’s getProfit().
• ExpectedShortfallCriterion: Removed unnecessary primitive boxing.
• NumberOfBreakEvenTradesCriterion: Changed to calculate trade profits using Trade’s getProfit().
• NumberOfLosingTradesCriterion: Changed to calculate trade profits using Trade’s getProfit().
• NumberOfWinningTradesCriterion: Changed to calculate trade profits using Trade’s getProfit().
• ProfitLossPercentageCriterion: Changed to calculate trade profits using Trade’s entry and exit prices.
• TotalLossCriterion: Changed to calculate trade profits using Trade’s getProfit().
• TotalReturnCriterion (previously TotalProfitCriterion): Changed to calculate trade profits using Trade’s getProfit().
• WMAIndicator: reduced complexity of WMAIndicator implementation

Removed/Deprecated

• MultiplierIndicator: replaced by TransformIndicator.
• AbsoluteIndicator: replaced by TransformIndicator.

Added

• Enhancement Improvements on gitignore
• Enhancement Added TradeOpenedMinimumBarCountRule - rule to specify minimum bar count for opened trade.
• Enhancement Added DateTimeIndicator a new Indicator for dates.
• Enhancement Added DayOfWeekRule for specifying days of the week to trade.
• Enhancement Added TimeRangeRule for trading within time ranges.
• Enhancement Added floor() and ceil() to Num.class
• Enhancement Added getters getLow() and getUp() in CrossedDownIndicatorRule
• Enhancement Added BarSeriesUtils: common helpers and shortcuts for BarSeries methods.
• Enhancement Improvements for PreviousValueIndicator: more descriptive toString() method, validation of n-th previous bars in
• Enhancement Added Percentage Volume Oscillator Indicator, PVOIndicator.
• Enhancement Added Distance From Moving Average Indicator, DistanceFromMAIndicator.
• Enhancement Added Know Sure Thing Indicator, KSTIndicator. constructor of PreviousValueIndicator
• :tada: Enhancement added getGrossProfit() and getGrossProfit(BarSeries) on Trade.
• :tada: Enhancement added getPricePerAsset(BarSeries) on Order.
• :tada: Enhancement added convertBarSeries(BarSeries, conversionFunction) to BarSeriesUtils.
• :tada: Enhancement added UnstableIndicator.
• :tada: Enhancement added Chainrule.
• :tada: Enhancement added BarSeriesUtils#sortBars.
• :tada: Enhancement added BarSeriesUtils#addBars.
• :tada: Enhancement added Num.negate() to negate a Num value.
• :tada: Enhancement added GrossLossCriterion.class.
• :tada: Enhancement added NetProfitCriterion.class.
• :tada: Enhancement added chooseBest() method with parameter tradeType in AnalysisCriterion.
• :tada: Enhancement added AverageLossCriterion.class.
• :tada: Enhancement added AverageProfitCriterion.class.
• :tada: Enhancement added ProfitLossRatioCriterion.class.
• :tada: Enhancement added ExpectancyCriterion.class.
• :tada: Enhancement added ConsecutiveWinningPositionsCriterion.class.
• :tada: Enhancement added LosingPositionsRatioCriterion.class
• :tada: Enhancement added Position#hasProfit.
• :tada: Enhancement added Position#hasLoss.
• :tada: Enhancement exposed both EMAs in MACD indicator

0.13 (released November 5, 2019)

Breaking

• Breaking Refactored from Max/Min to High/Low in Bar class
• Breaking Removed redundant constructors from BaseBar class
• Breaking Renamed TimeSeries to BarSeries

Fixed

• Fixed BaseBarSeries: problem with getSubList for series with specified maximumBarCount.
• Fixed return BigDecimal instead of Number in: PrecisionNum.getDelegate.
• Fixed java.lang.ClassCastException in: PrecisionNum.equals().
• Fixed java.lang.ClassCastException in: DoubleNum.equals().
• Fixed java.lang.NullPointerException in: NumberOfBarsCriterion.calculate(TimeSeries, Trade) for opened trade.
• Fixed java.lang.NullPointerException in: AverageProfitableTradesCriterion.calculate(TimeSeries, Trade) for opened trade.
• StopGainRule: now correctly handles stops for sell orders
• StopLossRule: now correctly handles stops for sell orders
• ProfitLossCriterion: fixed to work properly for short trades
• PivotPointIndicator: fixed possible npe if first bar is not in same period
• IchimokuChikouSpanIndicator: fixed calculations - applied correct formula.
• CloseLocationValueIndicator: fixed special case, return zero instead of NaN if high price == low price

Changed

• PrecisionNum: improve performance for methods isZero/isPositive/isPositiveOrZero/isNegative/isNegativeOrZero.
• BaseTimeSeriesBuilder moved from inner class to own class
• TrailingStopLossRule added ability to look back the last x bars for calculating the trailing stop loss

Added

• Enhancement Added getters for AroonDownIndicator and AroonUpIndicator in AroonOscillatorIndicator
• Enhancement Added common constructors in BaseBar for BigDecimal, Double and String values
• Enhancement Added constructor in BaseBar with trades property
• Enhancement Added BaseBarBuilder and ConvertibleBaseBarBuilder - BaseBar builder classes
• Enhancement Added BarAggregator and TimeSeriesAggregator to allow aggregates bars and time series
• Enhancement Added LWMA Linearly Weighted Moving Average Indicator
• Enhancement Implemented trading cost models (linear transaction and borrowing cost models)
• Enhancement Implemented Value at Risk Analysis Criterion
• Enhancement Implemented Expected Shortfall Analysis Criterion
• Enhancement Implemented Returns class to analyze the time series of return rates. Supports logarithmic and arithmetic returns
• Enhancement Implemented a way to find the best result for multiple strategies by submitting a range of numbers while backtesting
• Enhancement Implemented NumberOfBreakEvenTradesCriterion for counting break even trades
• Enhancement Implemented NumberOfLosingTradesCriterion for counting losing trades
• Enhancement Implemented NumberOfWinningTradesCriterion for counting winning trades
• Enhancement Implemented NumberOfWinningTradesCriterion for counting winning trades
• Enhancement Implemented ProfitLossPercentageCriterion for calculating the total performance percentage of your trades
• Enhancement Implemented TotalProfit2Criterion for calculating the total profit of your trades
• Enhancement Implemented TotalLossCriterion for calculating the total loss of your trades
• Enhancement Added ADX indicator based strategy to ta4j-examples
• Enhancement TrailingStopLossRule: added possibility of calculations of TrailingStopLossRule also for open, high, low price. Added getter for currentStopLossLimitActivation
• Enhancement Add constructors with parameters to allow custom implementation of ReportGenerators in BacktestExecutor
• Enhancement Added license checker goal on CI’s pipeline
• Enhancement Added source format checker goal on CI’s pipeline

Removed/Deprecated

0.12 (released September 10, 2018)

Breaking:

• Decimal class has been replaced by new Num interface. Enables using Double, BigDecimal and custom data types for calculations.
• Big changes in TimeSeries and BaseTimeSeries. Multiple new addBar(..) functions in TimeSeries allow to add data directly to the series

Fixed

• TradingBotOnMovingTimeSeries: fixed calculations and ArithmeticException Overflow
• Fixed wrong indexing in: Indicator.toDouble().
• PrecisionNum.sqrt(): using DecimalFormat.parse().

• **RandomWalk[High

  Low]Indicator**: fixed formula (max/min of formula with n iterating from 2 to barCount)

Changed

• ALL INDICATORS: Decimal replaced by Num.
• ALL CRITERION: Calculations modified to use Num.
• AbstractIndicator: new AbstractIndicator#numOf(Number n) function as counterpart of dropped Decimal.valueOf(double|int|..)

• **TimeSeries

  Bar**: preferred way to add bar data to a TimeSeries is directly to the series via new TimeSeries#addBar(time,open,high,..) functions. It ensures to use the correct Num implementation of the series

• XlsTestsUtils: now processes xls with one or more days between data rows (daily, weekly, monthly, etc). Also handle xls #DIV/0! calculated cells (imported as NaN.NaN)
• CachedIndicator: Last bar is not cached to support real time indicators

• **TimeSeries

  Bar **: added new #addPrice(price) function that adds price to (last) bar.

• Parameter timeFrame renamed to barCount.
• Various Rules: added constructor that provides Number parameters
• AroonUpIndicator: redundant TimeSeries call was removed from constructor
• AroonDownIndicator: redundant TimeSeries call was removed from constructor
• BaseTimeSeries: added setDefaultFunction() to SeriesBuilder for setting the default Num type function for all new TimeSeries built by that SeriesBuilder, updated BuildTimeSeries example
• **CriterionTest**: changed from explicit constructor calls to `AbstractCriterionTest.getCriterion()` calls.
• ChopIndicator: transparent fixes
• StochasticRSIIndicator: comments and params names changes to reduce confusion
• ConvergenceDivergenceIndicator: remove unused method
• ChopIndicatorTest: spelling, TODO: add better tests
• Various Indicators: remove double math operations, change Math.sqrt(double) to Num.sqrt(), other small improvements

• **RandomWalk[High

  Low]Indicator**: renamed to RWI[High|Low]Indicator

Added

• BaseTimeSeries.SeriesBuilder: simplifies creation of BaseTimeSeries.
• Num: Extracted interface of dropped Decimal class
• DoubleNum: Num implementation to support calculations based on double primitive
• BigDecimalNum: Default Num implementation of BaseTimeSeries
• DifferencePercentageIndicator: New indicator to get the difference in percentage from last value
• PrecisionNum: Num implementation to support arbitrary precision
• TestUtils: removed convenience methods for permuted parameters, fixed all unit tests
• TestUtils: added parameterized abstract test classes to allow two test runs with DoubleNum and BigDecimalNum
• ChopIndicator new common indicator of market choppiness (low volatility), and related ‘ChopIndicatorTest’ JUnit test and ‘CandlestickChartWithChopIndicator’ example
• BollingerBandWidthIndicator: added missing constructor documentation.
• BollingerBandsLowerIndicator: added missing constructor documentation.
• BollingerBandsMiddleIndicator: added missing constructor documentation.
• TrailingStopLossRule: new rule that is satisfied if trailing stop loss is reached
• Num: added Num sqrt(int) and Num sqrt()
• pom.xml: added support to generate ta4j-core OSGi artifact.

Removed/Deprecated

• Decimal: removed. Replaced by Num interface
• TimeSeries#addBar(Bar bar): deprecated. Use TimeSeries#addBar(Time, open, high, low, ...)
• BaseTimeSeries: Constructor BaseTimeSeries(TimeSeries defaultSeries, int seriesBeginIndex, int seriesEndIndex) removed. Use TimeSeries.getSubseries(int i, int i) instead
• FisherIndicator: commented constructor removed.
• TestUtils: removed convenience methods for permuted parameters, fixed all unit tests
• BaseTimeSeries: Constructor BaseTimeSeries(TimeSeries defaultSeries, int seriesBeginIndex, int seriesEndIndex) removed. Use TimeSeries.getSubseries(int i, int i) instead
• BigDecimalNum: removed. Replaced by PrecisionNum
• AbstractCriterionTest: removed constructor AbstractCriterionTest(Function<Number, Num). Use AbstractCriterionTest(CriterionFactory, Function<Number, Num>).
• **Indicator**: removed redundant `private TimeSeries`

0.11 (released January 25, 2018)

• BREAKING: Tick has been renamed to Bar

Fixed

• ATRIndicator: fixed calculations
• PlusDI, MinusDI, ADX: fixed calculations
• LinearTransactionCostCriterion: fixed calculations, added xls file and unit tests
• FisherIndicator: fixed calculations
• ConvergenceDivergenceIndicator: fixed NPE of optional “minStrenght”-property

Changed

• TotalProfitCriterion: If not NaN the criterion uses the price of the Order and not just the close price of underlying TimeSeries
• Order: Now constructors and static sell/buyAt(..) functions need a price and amount parameter to satisfy correct be behaviour of criterions (entry/exit prices can differ from corresponding close prices in Order)
• JustOnceRule: now it is possible to add another rule so that this rule is satisfied if the inner rule is satisfied for the first time
• MeanDeviationIndicator: moved to statistics package
• Decimal: use BigDecimal::valueof instead of instantiating a new BigDecimal for double, int and long
  • now Decimal extends Number
• Strategy: can now have a optional parameter “name”.
• Tick: Tick has been renamed to Bar for a more appropriate description of the price movement over a set period of time.
• MMAIndicator: restructured and moved from helpers to indicators package
• AverageTrueRangeIndicator: renamed to ATRIndicator
• AverageDirectionalMovementDownIndicator: renamed to ADXIndicator
• ADXIndicator: added new two argument constructor
• DirectionalMovementPlusIndicator and DirectionalMovementPlusIndicator: renamed to PlusDIIndicator and MinusDIIndicator
• XlsTestsUtils: rewritten to provide getSeries(), getIndicator(), getFinalCriterionValue(), and getTradingRecord() in support of XLSCriterionTest and XLSIndicatorTest.
• IndicatorFactory: made generic and renamed createIndicator() to getIndicator()
• RSIIndicatorTest: example showing usage of new generic unit testing of indicators
• LinearTransactionCostCriterionTest: example showing usage of new generic unit testing of criteria

Added

• ConvergenceDivergenceIndicator: new Indicator for positive/negative convergence and divergence.
• BooleanTransformIndicator: new indicator to transform any decimal indicator to a boolean indicator by using logical operations.
• DecimalTransformIndicator: new indicator to transforms any indicator by using common math operations.
• Decimal: added functions Decimal valueOf(BigDecimal) and BigDecimal getDelegate()
• AbstractEMAIndicator: new abstract indicator for ema based indicators like MMAIndicator
• PearsonCorrelationIndicator: new statistic indicator with pearson correlation
• TimeSeries: new method getSubSeries(int, int) to create a sub series of the TimeSeries that stores bars exclusively between startIndex and endIndex parameters
• IIIIndicator: Intraday Intensity Index
• CriterionFactory: new functional interface to support CriterionTest
• IndicatorTest: new class for storing an indicator factory, allows for generic calls like getIndicator(D data, P… params) after the factory is set once in the constructor call. Facilitates standardization across unit tests.
• CriterionTest: new class for storing a criterion factory, allows for generic calls like getCriterion(P… params) after the factory is set once in the constructor call. Facilitates standardization across unit tests.
• ExternalIndicatorTest: new interface for fetching indicators and time series from external sources
• ExternalCriterionTest: new interface for fetching criteria, trading records, and time series from external sources
• XLSIndicatorTest: new class implementing ExternalIndicatorTest for XLS files, for use in XLS unit tests
• XLSCriterionTest: new class implementing ExternalCriterionTest for XLS files, for use in XLS unit tests

Removed

• TraillingStopLossIndicator: no need for this as indicator. No further calculations possible after price falls below stop loss. Use StopLossRule or DifferenceIndicator

Deprecated

• BaseTimeSeries: Constructor: BaseTimeSeries(TimeSeries defaultSeries, int seriesBeginIndex, int seriesEndIndex) use getSubSeries(int, int)
• Decimal: Method toDouble() use doubleValue()

0.10 (released October 30, 2017)

VERY Important note!!!!

with the release 0.10 we have changed the previous java package definition to org.ta4j or to be more specific to org.ta4j.core (the new organisation). You have to reorganize all your refernces to the new packages! In eclipse you can do this easily by selecting your sources and run “Organize imports” Changed ownership of the ta4j repository: from mdeverdelhan/ta4j (stopped the maintenance) to ta4j/ta4j (new organization)

Fixed

• ParabolicSarIndicator: wrong calculation fixed
• KAMAIndicator: stack overflow bug fixed
• AroonUpIndicator and AroonDownIndicator: wrong calculations fixed and can handle NaN values now

Changed

• BREAKING: new package structure: change eu.verdelhan.ta4j to org.ta4j.ta4j-core
• new package adx: new location of AverageDirectionalMovementIndicator and DMI+/DMI-
• Ownership of the ta4j repository: from mdeverdelhan/ta4j (stopped the maintenance) to ta4j/ta4j (new organization)
• ParabolicSarIndicator: old constructor removed (there was no need for time frame parameter after big fix). Three new constructors for default and custom parameters.
• HighestValueIndicator and LowestValueIndicator: ignore also NaN values if they are at the current index

Added

• AroonOscillatorIndicator: new indicator based on AroonUp/DownIndicator
• AroonUpIndicator and AroonDownIndicator: New constructor with parameter for custom indicator for min price and max price calculation
• ROCVIndicator: rate of Change of Volume
• DirectionalMovementPlusIndicator: new indicator for Directional Movement System (DMI+)
• DirectionalMovementDownIndicator: new indicator for Directional Movement System (DMI-)
• ChaikinOscillatorIndicator: new indicator.
• InSlopeRule: new rule that is satisfied if the slope of two indicators are within a boundary
• IsEqualRule: new rule that is satisfied if two indicators are equal
• AroonUpIndicator and AroonDownIndicator: new constructor with parameter for custom indicator for min price and max price calculation
• Pivot Point Indicators Package: new package with Indicators for calculating standard, Fibonacci and DeMark pivot points and reversals
  • PivotPointIndicator: new indicator for calculating the standard pivot point
    • StandardReversalIndicator: new indicator for calculating the standard reversals (R3,R2,R1,S1,S2,S3)
    • FibonacciReversalIndicator: new indicator for calculating the Fibonacci reversals (R3,R2,R1,S1,S2,S3)
  • DeMarkPivotPointIndicator: new indicator for calculating the DeMark pivot point
    • DeMarkReversalIndicator: new indicator for calculating the DeMark resistance and the DeMark support
• IsFallingRule: new rule that is satisfied if indicator strictly decreases within the timeFrame.
• IsRisingRule: new rule that is satisfied if indicator strictly increases within the timeFrame.
• IsLowestRule: new rule that is satisfied if indicator is the lowest within the timeFrame.
• IsHighestRule: new rule that is satisfied if indicator is the highest within the timeFrame.

0.9 (released September 7, 2017)

• BREAKING drops Java 7 support
• use java.time instead of java.util.Date
• Added interfaces for some API basic objects
• Cleaned whole API
• Reordered indicators
• Added PreviousValueIndicator
• Fixed #162 - Added amount field into Tick constructor
• Fixed #183 - addTrade bad calculation
• Fixed #153, #170 - Updated StopGainRule and StopLossRule for short trades
• Removed dependency to Joda-time
• Dropped Java 6 and Java 7 compatibility
• Fixed #120 - ZLEMAIndicator StackOverflowError
• Added stochastic RSI indicator
• Added smoothed RSI indicator
• Fixed examples
• Fixed #81 - Tick uses Period of 24H when it possibly means 1 Day
• Fixed #80 - TimeSeries always iterates over all the data
• Removed the timePeriod field in time series
• Fixed #102 - RSIIndicator returns NaN when rsi == 100
• Added periodical growth rate indicator
• Fixed #105 - Strange calculation with Ichimoku Indicator
• Added Random Walk Index (high/low) indicators
• Improved performance for Williams %R indicator
• Moved mock indicators to regular scope (renamed in Fixed*Indicator)

0.8 (released February 25, 2016)

• Fixed StackOverflowErrors on recursive indicators (see #60 and #68)
• Fixed #74 - Question on backtesting strategies with indicators calculated with enough ticks
• Added Chande Momentum Oscillator indicator
• Added cumulated losses/gains indicators
• Added Range Action Verification Index indicator
• Added MVWAP indicator
• Added VWAP indicator
• Added Chandelier exit indicators
• Improved Decimal performances
• Added Fisher indicator
• Added KAMA indicator
• Added Detrended Price Oscillator
• Added Ichimoku clouds indicators
• Added statistical indicators: Simple linear regression, Correlation coefficient, Variance, Covariance, Standard error
• Moved standard deviation
• Added Bollinger BandWidth and %B indicator
• Added Keltner channel indicators
• Added Ulcer Index and Mass Index indicators
• Added a trailing stop-loss indicator
• Added Coppock Curve indicator
• Added sum indicator
• Added candle indicators: Real body, Upper/Lower shadow, Doji, 3 black crows, 3 white soldiers, Bullish/Bearish Harami, Bullish/Bearish Engulfing
• Added absolute indicator
• Added Hull Moving Average indicator
• Updated Bollinger Bands (variable multiplier, see #53)
• Fixed #39 - Possible update for TimeSeries.run()
• Added Chaikin Money Flow indicator
• Improved volume indicator
• Added Close Location Value indicator
• Added Positive Volume Index and Negative Volume Index indicators
• Added zero-lag EMA indicator

0.7 (released May 21, 2015)

• Fixed #35 - Fix max drawdown criterion
• Improved documentation: user’s guide & contributor’s guidelines
• Fixed #37 - Update Tick.toString method
• Fixed #36 - Missing ‘Period timePeriod’ in full Tick constructor
• Updated examples
• Improved analysis criteria (to use actual entry/exit prices instead of close prices)
• Added price and amount to Order
• Added helpers for order creation
• Renamed Operation to Order
• Added a record/history of a trading session (TradingRecord)
• Moved the trading logic from strategies to rules
• Refactored trade operations
• Added a difference indicator
• Small other API changes

0.6 (released February 5, 2015)

• Added NaN to Decimals
• Renamed TADecimal to Decimal
• Fixed #24 - Error in standard deviation calculation
• Added moving time series (& cache: #25)
• Refactored time series and ticks
• Added entry-pass filter and exit-pass filter strategies
• Replaced JustBuyOnceStrategy and CombinedBuyAndSellStrategy by JustEnterOnceStrategy and CombinedEntryAndExitStrategy respectively
• Added examples
• Added operation type helpers
• Added strategy execution traces through SLF4J
• Removed .summarize(...) methods and Decision (analysis)
• Improved performance of some indicators and strategies
• Generalized cache to all indicators (#20)
• Removed AssertJ dependency
• Fixed #16 - Division by zero in updated WalkForward example

0.5 (released October 22, 2014)

• Switched doubles for TADecimals (BigDecimals) in indicators
• Semantic improvement for IndicatorOverIndicatorStrategy
• Fixed #11 - UnknownFormatConversionException when using toString() for 4 strategies
• Added a maximum value starter strategy
• Added linear transaction cost (analysis criterion)
• Removed evaluators (replaced by .chooseBest(...) and .betterThan(...) methods)
• Added triple EMA indicator
• Added double EMA indicator
• Removed slicers (replaced by .split(...) methods)
• Removed runner (replaced by .run(...) methods)
• Added more tests
• Removed ConstrainedTimeSeries (replaced by .subseries(...) methods)
• Added/refactored examples (including walk-forward and candlestick chart)

0.4 (released May 28, 2014)

• Fixed #2 - Tests failing in JDK8
• Added indicators: Mean deviation, Commodity channel index, Percentage price oscillator (tests)
• Added distance between indicator and constant
• Added opposite strategy
• Removed some runners
• Added strategy runs on whole series
• Refactored slicers
• Removed log4j dependency
• Added examples

0.3 (released March 11, 2014)

• First public release
• 100% Pure Java - works on any Java Platform version 6 or later
• More than 40 technical indicators (Aroon, ATR, moving averages, parabolic SAR, RSI, etc.)
• A powerful engine for building custom trading strategies
• Utilities to run and compare strategies
• Minimal 3rd party dependencies
• MIT license