Usage Examples

The ta4j-examples module is the runnable companion to this wiki. Each example is a standalone main program you can open in your IDE or run with Maven.

Choose by intent

If you are deciding where to start, use this map:

• First successful run: Start quickly
• Build and compare strategy logic: Strategy patterns
• Preview compact serialization configuration: Serialization and Named Shorthand
• Validate execution assumptions and metrics: Backtesting & analytics
• Integrate bot loops and fill-driven recording: Bots & live trading
• Debug indicators and visual behavior: Indicators & visualization
• Deep Elliott workflows: Elliott Wave analysis

For a curated progression, also see the module-level examples index: ta4j-examples/README.md. For verification signals and common failure patterns, see Examples Expected Outputs.

Start quickly

• Quickstart - Load data, build a strategy, run a backtest, and render the result
• StrategyAnalysis - Print common criteria and strategy diagnostics

Indicators & visualization

• IndicatorsToCsv - Export indicator values for spreadsheet analysis
• IndicatorsToChart - Plot price plus indicator overlays
• CandlestickChart - Candlestick chart overlays
• Forecast Indicators - Build forward-looking return and price distributions, then project them to rule-friendly point forecasts
• Charting - Full ChartWorkflow guide
• ElliottWaveIndicatorSuiteDemo - Full Elliott Wave indicator-suite run with charts and scenario analysis
• ElliottWavePresetDemo - Preset Elliott Wave launcher for ossified BTC/ETH/SP500 datasets or live datasource arguments
• WyckoffCycleIndicatorSuiteDemo - Wyckoff cycle facade and one-shot analysis demo

Strategy patterns

• CCICorrectionStrategy - Baseline trend-reversion pattern
• RSI2Strategy - Classic mean-reversion example
• NetMomentumStrategy - Strategy built around Net Momentum
• HighRewardElliottWaveStrategy - Elliott Wave strategy using scenario confidence, risk/reward, trend, and momentum gates
• WalkForward - Full walk-forward optimization loop

Backtesting & analytics

• SimpleMovingAverageBacktest - Baseline crossover backtest
• MovingAverageCrossOverRangeBacktest - Parameter sweeps across SMA windows
• SimpleMovingAverageRangeBacktest - Parameter sweep that ranks the shortlist with weighted normalized criteria (WeightedCriterion.of(...), getTopStrategiesWeighted(...))
• CoinbaseBacktest - Backtest against Coinbase-sourced data
• YahooFinanceBacktest - Backtest against Yahoo Finance data
• TradingRecordParityBacktest - Compare next-open, current-close, and slippage execution models side by side, then show the same fills across default, provided, and factory-configured BaseTradingRecord runs
• TradeFillRecordingExample - Stream fills with TradingRecord.operate(fill), group batches with Trade.fromFills(...), and compare FIFO, LIFO, AVG_COST, and SPECIFIC_ID exit matching
• BacktestPerformanceTuningHarness - Tune large batch runs built on BacktestExecutor
• StaticPortfolioBacktest - Run a deterministic static target-weight portfolio simulation with aligned assets, cash and transaction costs
• StrategyExecutionLogging - Trace rule evaluation and execution decisions line by line
• ElliottWaveTrendBacktest - Evaluate Elliott Wave trend-bias prediction accuracy across ossified datasets
• HighRewardElliottWaveBacktest - Run several parameter profiles for the high-reward Elliott Wave strategy

If you are learning the current execution stack, start with Quickstart, then TradingRecordParityBacktest, then TradeFillRecordingExample, and finally SimpleMovingAverageRangeBacktest.

Elliott Wave analysis

• ElliottWaveAdaptiveSwingAnalysis - Composite fractal/adaptive-ZigZag swing detection with confidence breakdown logging
• ElliottWaveMultiDegreeAnalysisDemo - Multi-degree analysis with cross-degree scenario support
• ElliottWavePatternProfileDemo - Compare default and pattern-aware confidence profiles

Bots & live trading

• TradingBotOnMovingBarSeries - Minimal manual bot loop using a moving series and BaseTradingRecord
• Live Trading - Production-oriented guidance for ConcurrentBarSeries, fill-driven record updates, and recovery
• Bar Series & Bars - Streaming aggregation and bar-ingestion patterns

For new live code:

• Use BaseTradingRecord as the record type
• Update the record from confirmed fills with TradingRecord.operate(fill) or batch one logical order with Trade.fromFills(...)
• Use ConcurrentBarSeries when feed ingestion and strategy evaluation happen on different threads
• Treat LiveTradingRecord and ExecutionFill as compatibility-only APIs during migration

More examples

The examples module also contains data-source adapters, charting helpers, Elliott Wave demos, and indicator showcases. If a workflow is documented in the wiki but missing a runnable example, contributions are welcome.

For compatibility migration between legacy and preferred APIs, see Migration and Version Compatibility.