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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.

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.

Choose your audience path

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

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
  • Forecast Indicators - Forward-looking return and price distributions, point projections, and strategy filters
  • Trading Strategies - Rules, strategies, unstable bars, and serialization
  • Charting - Visual overlays, trading-record rendering, and analysis charts

Pick The Right Execution Path

Use the canonical matrix for execution choices:

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Repository for maintaining the ta4j wiki https://ta4j.github.io/ta4j-wiki/

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