SQA::TAI - Technical Analysis Indicators

Features 🚀 136 Indicators - Comprehensive coverage with 94% of trading-relevant TA-Lib indicators ⚡ Blazing Fast - C library performance with Ruby convenience 🎯 Clean API - Simple, intuitive Ruby interface with keyword arguments 📊 Comprehensive - Overlap studies, momentum, volatility, volume, cycles, stats, patterns 🔌 Easy Integration - Works seamlessly with existing Ruby trading tools ✅ Well Tested - 73 tests, 332 assertions, 100% passing 📚 Documented - Full documentation at madbomber.github.io/sqa-tai 🔧 Bug Fixed - Includes monkey patch for ta_lib_ffi 0.3.0 multi-array parameter bug

TA-Lib C library must be installed before using this gem.

brew install ta-lib

wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
tar -xzf ta-lib-0.4.0-src.tar.gz
cd ta-lib/
./configure --prefix=/usr
make
sudo make install

Download and install from ta-lib.org

Add to your Gemfile:

gem 'sqa-tai'

Or install directly:

gem install sqa-tai

require 'sqa/tai'

prices = [44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.42, 45.84, 46.08]

# Moving Averages
sma = SQA::TAI.sma(prices, period: 5)
ema = SQA::TAI.ema(prices, period: 5)

# Momentum Indicators
rsi = SQA::TAI.rsi(prices, period: 14)
macd, signal, histogram = SQA::TAI.macd(prices)

# Volatility
upper, middle, lower = SQA::TAI.bbands(prices, period: 20)

# Check if TA-Lib is available
if SQA::TAI.available?
  puts "TA-Lib is ready!"
end

• SMA, EMA, WMA - Moving Averages
• DEMA, TEMA, TRIMA - Advanced Moving Averages
• KAMA, T3, MAMA - Adaptive Moving Averages
• BBANDS - Bollinger Bands
• SAREXT, HT_TRENDLINE - Trend indicators
• MIDPOINT, MIDPRICE, MAVP - Price calculations

• RSI - Relative Strength Index
• MACD, MACDEXT, MACDFIX - MACD variants
• STOCH, STOCHF, STOCHRSI - Stochastic variants
• MOM - Momentum
• CCI - Commodity Channel Index
• WILLR - Williams' %R
• ROC, ROCP, ROCR, ROCR100 - Rate of Change variants
• PPO, APO - Price Oscillators
• ADX, ADXR, DX - Directional Movement
• AROON, AROONOSC - Aroon indicators
• BOP - Balance of Power
• CMO - Chande Momentum Oscillator
• MFI - Money Flow Index
• PLUS_DI, MINUS_DI, PLUS_DM, MINUS_DM - Directional indicators
• TRIX - Triple Smooth EMA
• ULTOSC - Ultimate Oscillator

• ATR - Average True Range
• NATR - Normalized Average True Range
• TRANGE - True Range
• SAR - Parabolic SAR

• OBV - On Balance Volume
• AD - Chaikin A/D Line
• ADOSC - Chaikin A/D Oscillator

• AVGPRICE - Average Price
• MEDPRICE - Median Price
• TYPPRICE - Typical Price
• WCLPRICE - Weighted Close Price

• HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period
• HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode
• HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase
• HT_PHASOR - Hilbert Transform - Phasor Components
• HT_SINE - Hilbert Transform - SineWave

• CORREL - Pearson's Correlation Coefficient
• BETA - Beta Coefficient
• VAR - Variance
• STDDEV - Standard Deviation
• LINEARREG - Linear Regression
• LINEARREG_ANGLE, LINEARREG_INTERCEPT, LINEARREG_SLOPE - Linear Regression components
• TSF - Time Series Forecast

• Basic Patterns: Doji, Hammer, Engulfing, Hanging Man, Shooting Star
• Star Patterns: Morning Star, Evening Star, Morning Doji Star, Evening Doji Star
• Reversal Patterns: Harami, Piercing, Dark Cloud Cover, Inverted Hammer
• Continuation Patterns: Three White Soldiers, Three Black Crows, Rising/Falling Three Methods
• Complex Patterns: Abandoned Baby, Kicking, Unique 3 River, Tristar
• And 40+ more candlestick patterns...

See full indicator list in documentation.

require 'sqa/tai'

# Golden Cross detection
prices = load_stock_prices('AAPL')
sma_50 = SQA::TAI.sma(prices, period: 50)
sma_200 = SQA::TAI.sma(prices, period: 200)

if sma_50.last > sma_200.last
  puts "Golden Cross - Bullish signal!"
end

# RSI Overbought/Oversold
prices = load_stock_prices('TSLA')
rsi = SQA::TAI.rsi(prices, period: 14)

case rsi.last
when 0...30
  puts "Oversold - Potential buy"
when 70..100
  puts "Overbought - Potential sell"
else
  puts "Neutral"
end

# Bollinger Bands
prices = load_stock_prices('MSFT')
upper, middle, lower = SQA::TAI.bbands(prices, period: 20, nbdev_up: 2.0, nbdev_down: 2.0)

current_price = prices.last
if current_price > upper.last
  puts "Price above upper band - overbought"
elsif current_price < lower.last
  puts "Price below lower band - oversold"
end

# Candlestick patterns
open   = [100, 102, 101, 99, 98]
high   = [103, 105, 104, 102, 101]
low    = [99, 101, 100, 97, 96]
close  = [102, 103, 100, 98, 99]

doji = SQA::TAI.cdl_doji(open, high, low, close)
hammer = SQA::TAI.cdl_hammer(open, high, low, close)

puts "Doji detected!" if doji.last != 0
puts "Hammer detected!" if hammer.last != 0

begin
  result = SQA::TAI.sma(prices, period: 30)
rescue SQA::TAI::TAINotInstalledError => e
  puts "Please install TA-Lib: #{e.message}"
rescue SQA::TAI::InvalidParameterError => e
  puts "Invalid parameters: #{e.message}"
end

sqa-tai is part of the SQA project:

• sqa - Trading strategy framework
• sqa-tai - Technical indicators (this gem)
• sqa-cli - Command-line tool with AI integration

Full documentation available at:

• Online: madbomber.github.io/sqa-tai
• API Reference: Detailed method documentation
• Tutorials: Getting started guides
• Examples: Real-world usage examples

git clone https://github.com/MadBomber/sqa-tai.git
cd sqa-tai
bundle install
bundle exec rake test

# Run all tests
bundle exec rake test

# Run specific test
bundle exec ruby test/sqa/tai_test.rb

Bug reports and pull requests are welcome at https://github.com/MadBomber/sqa-tai.

1. Fork it
2. Create your feature branch (git checkout -b feature/my-feature)
3. Commit your changes (git commit -am 'Add some feature')
4. Push to the branch (git push origin feature/my-feature)
5. Create new Pull Request

The gem is available as open source under the terms of the MIT License.

• TA-Lib - The underlying C library
• ta_lib_ffi - Ruby FFI wrapper

• 🐛 Issues: GitHub Issues
• 📚 Docs: Documentation Site