Technical Indicators

Technical indicators (a.k.a. technicals) transform price/volume data into structured signals that power rules and strategies. ta4j currently ships with hundreds of indicator classes under org.ta4j.core.indicators, covering every major category plus building blocks for your own creations.

Exhaustive list: For a full inventory of all indicators in ta4j-core and ta4j-examples (fully qualified names, class names, short descriptions, and usage notes), see Indicators Inventory.

Category	Highlights	Docs
Trend / Moving Averages	SMA, EMA, HMA, VIDYA, Jurik, Displaced variants, SuperTrend, Renko helpers.	Moving Average Indicators
Momentum & Oscillators	RSI family, NetMomentum, MACD/MACDV, MACD-V momentum states, KST, Stochastics, CMO, ROC.	This page
Regime & signal quality	TrendScore, TrendConclusion, Compression, EntryEdge, EdgeDecaySlope, StretchZScore.	This page
Advanced correlation	Kendall tau, Spearman, lagged/distance/regime-segmented correlation, mutual information.	Indicators Inventory §11
Forecasting	Provenance-aware Num forecasts, canonical return moments, exact Monte Carlo paths, state-conditioned analogs, rolling conformal calibration, schemas, point projections, and an explicit analytic lognormal approximation.	Forecast Indicators, Forecast Projection Models
Volatility & Bands	ATR, Donchian, Bollinger, Keltner, Average True Range trailing stops.	Bar Series & Bars (for ATR-based stops)
Volume & Breadth	OBV, VWAP/VWMA, Accumulation/Distribution, Chaikin, Force Index, Ease of Movement, Klinger Volume Oscillator.	Indicators package
Market Structure (VWAP/SR/Wyckoff)	Anchored VWAP, VWAP bands/z-score, price clusters, bounce counts, KDE volume profile, Wyckoff phase/cycle detection.	VWAP, Support/Resistance, and Wyckoff Guide
Bill Williams Toolkit	Alligator (jaw/teeth/lips), FractalHigh/Low, Gator Oscillator, Market Facilitation Index.	Bill Williams Indicators
Candle/Pattern	Hammer, Shooting Star, Three White Soldiers, DownTrend/UpTrend.	indicators.candles
Price Transformations	RenkoUp/Down/X (0.19), Heikin Ashi builders, BinaryOperationIndicator/UnaryOperationIndicator transforms.	indicators.renko
Oscillators	TrueStrengthIndex, SchaffTrendCycle, ConnorsRSI (0.21.0), RSI family, MACD/MACDV, KST, Stochastics, CMO, ROC.	This page

Browse org.ta4j.core.indicators in your IDE for the full list—packages mirror the table above.

Composition example

graph TD
    BS[BarSeries] -->|input| CP[ClosePriceIndicator]
    CP -->|input| FAST[SMAIndicator fast 9]
    CP -->|input| SLOW[SMAIndicator slow 50]
    FAST -->|operand 1| DIV[BinaryOperationIndicator.division]
    SLOW -->|operand 2| DIV
    DIV -->|output| TB[trendBias Indicator]

ClosePriceIndicator close = new ClosePriceIndicator(series);
SMAIndicator fast = new SMAIndicator(close, 9);
SMAIndicator slow = new SMAIndicator(close, 50);
MACDVIndicator macdv = new MACDVIndicator(series, 12, 26, 9);
NetMomentumIndicator netMomentum = new NetMomentumIndicator(series, 14);

Indicator<Num> trendBias = BinaryOperationIndicator.division(fast, slow);
Indicator<Num> blendedMomentum = BinaryOperationIndicator.add(macdv.getMacd(), netMomentum);

• BinaryOperationIndicator / UnaryOperationIndicator are the preferred numeric composition APIs for new code; CombineIndicator remains available in org.ta4j.core.indicators.helpers.
• Output indicators can feed directly into rules (new OverIndicatorRule(trendBias, numOf(1.0))) or become inputs to other indicators.

Serialization and shorthand

Indicators can be persisted with canonical JSON:

String json = rsi.toJson();
Indicator<?> restored = Indicator.fromJson(series, json);

The companion ta4j PR #1507, targeting 0.23.1, also lets common indicators be authored through named expressions:

Indicator<?> sma = Indicator.fromExpression(series, "SMA(21)");
Indicator<?> rsiOfSma = Indicator.fromExpression(series, "RSI(SMA(14),9)");

See Serialization and Named Shorthand for the full preview guide to strategy, rule, indicator, and analysis-criterion serialization in that PR.

Market structure workflow (VWAP + S/R + Wyckoff)

ta4j now includes a complete workflow for value, location, and phase analysis:

• Value: VWAPIndicator, AnchoredVWAPIndicator, VWAPBandIndicator, VWAPZScoreIndicator
• Location: PriceClusterSupportIndicator, PriceClusterResistanceIndicator, BounceCountSupportIndicator, BounceCountResistanceIndicator, VolumeProfileKDEIndicator
• Phase: WyckoffPhaseIndicator
• Cycle context: WyckoffCycleFacade, WyckoffCycleAnalysisRunner, WyckoffEventDetector

Use the dedicated guide for implementation templates and tuning advice:

• VWAP, Support/Resistance, and Wyckoff Guide

For Donchian channels, DonchianChannelFacade provides fluent lower()/upper()/middle() numeric indicators from one constructor call; see Indicators Inventory for class-level details.

Bill Williams workflow (0.22.3)

ta4j 0.22.3 added a complete Bill Williams toolkit:

• Trend context: AlligatorIndicator (jaw/teeth/lips with canonical 13/8, 8/5, 5/3 settings)
• Breakout structure: FractalHighIndicator, FractalLowIndicator (2/2 windows by default)
• Momentum/participation confirmation: GatorOscillatorIndicator, MarketFacilitationIndexIndicator

Fractal indicators confirm on the current bar; use getConfirmedFractalIndex(...) to reference the pivot bar without introducing look-ahead bias.

Volume pressure workflow (0.22.4)

ta4j’s volume package includes price/volume pressure oscillators that complement OBV, A/D, MFI, and VWAP:

• ForceIndexIndicator multiplies close-to-close price change by volume and smooths the result with EMA (default 13).
• EaseOfMovementIndicator measures how easily price moves through the bar range relative to volume and smooths the one-period EMV with SMA (default 14, default volume divisor 100,000,000).
• KlingerVolumeOscillatorIndicator applies the Klinger volume-force formula and returns the short/long EMA spread (default 34/55).

Use them as participation or divergence filters; avoid treating them as standalone entries when volume quality is poor.

Regime and signal-quality workflow (0.22.7)

ta4j 0.22.7 adds composite regime and edge-scoring indicators for strategy gating:

• Trend pressure: TrendScoreIndicator (−100 to +100) combines EMA alignment, MACD histogram state, and signed ADX strength/change.
• Trend cooldown: TrendConclusionIndicator (0–100) estimates whether a prior trend has likely cooled (ADX fade, MACD mean reversion, price recenter, compression).
• Contraction: CompressionIndicator (0–100) scores tightening regimes from inverted ATR, Bollinger width, and Donchian width percentile ranks.
• Signal edge: EntryEdgeIndicator reports realized entry edge in basis points using only matured forward returns (no look-ahead).
• Edge trajectory: EdgeDecaySlopeIndicator tracks whether edge is improving or decaying over a lookback window.
• Stretch: StretchZScoreIndicator normalizes deviation between any source/reference pair (close vs SMA, price vs VWAP, etc.).

Pair edge indicators with EdgeHealthyRule and loss hygiene with LossTriggeredCooldownRule (see Trading Strategies and Stop Loss & Stop Gain Rules).

Forecast workflow (0.23.1)

The 0.23.1 foundation deliberately corrects the forecast API first released in 0.23.0. See the migration guide before upgrading forecast code.

ta4j’s forecast package adds prediction-valued indicators for forward-looking research and strategy filters:

• LogReturnIndicator creates reusable log-return inputs from close prices or any numeric source indicator.
• ReturnIndicator marks indicators that semantically produce returns in a declared representation.
• EWMAIndicator provides reusable explicit-decay smoothing for forecast and non-forecast workflows.
• EwmaReturnForecastStateIndicator estimates canonical ReturnMoments from a log-return ReturnIndicator.
• RoughVolatilityForecastStateIndicator composes those moments with bounded log-variogram roughness, log-volatility vol-of-vol, and cumulative horizon variance diagnostics.
• OnlineChangePointForecastStateIndicator composes MAP regime moments with deterministic Bayesian run-length summaries and recent-change posterior mass.
• MonteCarloPriceForecastIndicator transforms every simulated terminal return path before calculating exact empirical price summaries.
• MonteCarloReturnProjectionIndicator simulates cumulative log-return distributions for return-space workflows or advanced tuning.
• LognormalApproximationPriceForecastIndicator explicitly fits a coherent analytic lognormal distribution when terminal samples are unavailable.
• ForecastProjectionIndicator declares getHorizon() and exposes point projections for normal ta4j rule composition.
• ForecastSupport distinguishes unavailable, empirical-count, and named analytic output.
• ForecastFeatureSchema binds primitive feature names, units, version, order, and return representation.
• ForecastFeatureExtractors.roughVolatility() publishes the fixed [mean, volatility, roughness_hurst, vol_of_vol] shape for intentional rich-state model composition.
• ForecastFeatureExtractors.changePoint() publishes the default five-bar [mean, volatility, recent_change_probability, most_likely_run_length] shape; changePoint(window) binds custom aggregation windows into the schema identity.

Forecast indicators do not read future bars while producing getValue(i). Use the configured horizon only when evaluating the forecast against later realized outcomes. See Forecast Indicators for setup, tuning, warm-up behavior, and strategy examples.

Advanced correlation workflow (0.22.7)

Beyond Pearson/CorrelationCoefficientIndicator, ta4j now ships:

• KendallTauIndicator and SpearmanRankCorrelationIndicator for rank-based association.
• LaggedCorrelationIndicator for lead/lag analysis between two series.
• DistanceCorrelationIndicator for non-linear dependence (prefer modest windows; O(n²) per index).
• MutualInformationIndicator for binned mutual information (interpret as discretized MI for the configured bin count).
• RegimeSegmentedCorrelationIndicator for Pearson correlation over bars where a Boolean regime is active.

Use SampleType and getCountOfUnstableBars() when mixing rolling statistics with strategy warm-up.

MACD-V momentum-state workflow (0.22.3)

Prefer org.ta4j.core.indicators.macd.MACDVIndicator for new code. The legacy org.ta4j.core.indicators.MACDVIndicator is deprecated and scheduled for removal in 0.24.0.

• MACDVIndicator in ta4j is the volume/ATR-weighted EMA-spread variant (ATR is used inside the weighting term).
• VolatilityNormalizedMACDIndicator is the volatility-normalized form (EMA spread divided by ATR and scaled), often referred to as the Spiroglou-style MACD-V formulation.
• They are related but not interchangeable; thresholds and interpretation can differ materially between the two.
• Use getSignalLine(...), getHistogram(...), and getLineValues(...) to expose all MACD-V lines.
• Classify MACD-V regime with MACDVMomentumStateIndicator and MACDVMomentumProfile (default thresholds: +50/+150/-50/-150).
• Attach state-aware rules with inMomentumState(...) or MomentumStateRule.

Backtesting indicators

Indicators should be evaluated the same way strategies are—prefer realistic data with survivorship-bias filters. The Usage Examples page links to CSV/Chart demos where indicators are plotted alongside price bars.

Caching & stability

• Every indicator extends CachedIndicator, so once a value is computed (except for the most recent bar) it is reused.
• Mutating the latest bar (common with streaming data) invalidates just that slot; the rest stays cached.
• Compare the current index with indicator.getCountOfUnstableBars() before trusting early values, or pass that number to strategy.setUnstableBars(...).
• When using moving BarSeries via setMaximumBarCount, cached entries older than the oldest remaining bar disappear. Always guard against NaN if you try to access evicted indexes.

Creating custom indicators

Sub-class CachedIndicator<Num> or compose existing indicators with operations. Guidelines:

• Accept dependencies via constructor injections (Indicator<Num> base) rather than pulling directly from a BarSeries.
• Respect the Num abstraction: use Num arithmetic (plus, minus, etc.) and produce values via the series NumFactory.
• Override getCountOfUnstableBars() when your indicator requires warm-up bars (e.g., multi-stage EMAs).
• If you need state across indices, store it in the indicator (ta4j handles thread safety by design if you limit state to the calculation path).

Tips

• Normalize values when mixing indicators with different ranges (e.g., convert RSI to 0–1 before feeding it into a vote rule with MACD).
• When working with unconventional chart types (Renko, Heikin Ashi), prefer the dedicated builders/indicators shipped in 0.18/0.19/0.21.0—they keep the math consistent across strategies.
• Combine price- and volume-driven indicators to reduce false positives (e.g., new AndIndicatorRule(new OverIndicatorRule(macdv, zero), new OverIndicatorRule(vwma, close))).
• Document indicator usage inside strategies so others know the intent—especially if the indicator is non-standard or parameter-sensitive.

  Visualizing indicators

You can visualize indicators on charts using the ChartBuilder API. Indicators can be displayed as overlays on price charts or as separate sub-charts:

ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
SMAIndicator sma = new SMAIndicator(closePrice, 50);

ChartWorkflow chartWorkflow = new ChartWorkflow();
chartWorkflow.builder()
    .withSeries(series)
    .withIndicatorOverlay(sma)
    .withLineColor(Color.ORANGE)
    .display();

Caching mechanism

Some indicators need recursive calls and/or values from the previous bars in order to calculate their last value. For that reason, a caching mechanism has been implemented for all the indicators provided by ta4j. This system avoids calculating the same value twice. Therefore, if a value has been already calculated it is retrieved from cache the next time it is requested. Values for the last Bar will not be cached. This allows you to modify the last bar of the BarSeries by adding price/trades to it and to recalculate results with indicators.

Warning! If a maximum bar count has been set for the related bar Series, then the results calculated for evicted bars are evicted too. They also cannot be recomputed since the related bars have been removed. That being said, moving bar Series should not be used when you need to access long-term past bars.