ta4j Strategy Parser

ta4j Strategy Parser is a library to parse Technical Analysis strategies into ta4j using antlr4.

Strategies

Strategies are defined as combination of GO_LONG and GO_SHORT combined signals.

A signal could be a combination of indicator expressions and logical expressions.

(((DEMA[5] >= SMA[45]) OR ((TEMA[30] <= 1.3) OR ((DEMA[74] >= 0.3637) OR (CCI[30] <= 0.5)))) AND ((TEMA[30] <= 1.3) OR ((DEMA[74] >= 0.3637) OR (CCI[30] <= 0.5)))) [GO_LONG] 
; 
((TEMA[30] <= 1.3) OR ((DEMA[74] >= 0.3637) OR (CCII[30] <= 0.5))) [GO_SHORT]",

Logical expressions must be inserted between parentheses

• correct

((DEMA[74] >= 0.3637) OR (CCII[30] <= 0.5))

• incorrect

(DEMA[74] >= 0.3637) OR (CCII[30] <= 0.5)

Use

import org.ambulando.strategy.ta4j.parser.*;

    ...
    String input = "(RSI[5] <= 7.5) [GO_LONG] ; (CCII[5] >= 7.9) [GO_SHORT]";
    try
    {
      BarSeries barSeries = getBarSeries();
      Strategy strategy = parser.parse(input, barSeries);
    }
    catch (ParserException e)
    {
      List<ParserError> errors = e.getErrors();
      //handle errors
    }
    ...

Operators

• Logic operators between signals
  • OR
  • AND
• mathematical operators between indicators:
  • >=
  • <=

Indicators

Use of the indicator can be found in ta4j docs At now, the following indicators are recognized by the parser: