Message

TaIndicatorValues

One candle's worth of every indicator uw_ta publishes. Values are doubles: TA-Lib's floating-point outputs, with no exact decimal to keep. The field name carries the configuration: For example `rsi_14` is RSI with period 14. A value could be absent if the producing side did not have enough candles to warm up an indicator to compute a meaningful value.

fields22 used byStockScreenerState

▶Proto definition.proto

message TaIndicatorValues {
  optional double adx_14 = 1;
  TaAroon aroon_14 = 2;
  optional double atr_14 = 3;
  TaBollinger bb_14_2 = 4;
  TaBollinger bb_20_2 = 5;
  optional double cci_14 = 6;
  optional double ema_9 = 7;
  optional double ema_14 = 8;
  optional double ema_20 = 9;
  optional double ema_21 = 10;
  optional double ema_50 = 11;
  TaMacd macd_12_26_9 = 12;
  optional double mfi_14 = 13;
  optional double obv = 14;
  optional double rsi_14 = 15;
  optional double sma_10 = 16;
  optional double sma_14 = 17;
  optional double sma_20 = 18;
  optional double sma_50 = 19;
  optional double sma_200 = 20;
  TaStoch stoch_5_3_3 = 21;
  optional double willr_14 = 22;
}

Fields

adx_14 double optional 1

Average directional index, period 14.

aroon_14 TaAroon 2

Aroon, period 14.

atr_14 double optional 3

Average true range, period 14.

bb_14_2 TaBollinger 4

Bollinger bands, period 14, 2 standard deviations.

bb_20_2 TaBollinger 5

Bollinger bands, period 20, 2 standard deviations.

cci_14 double optional 6

Commodity channel index, period 14.

ema_9 double optional 7

Exponential moving average of the close, period 9.

ema_14 double optional 8

Exponential moving average of the close, period 14.

ema_20 double optional 9

Exponential moving average of the close, period 20.

ema_21 double optional 10

Exponential moving average of the close, period 21.

ema_50 double optional 11

Exponential moving average of the close, period 50.

macd_12_26_9 TaMacd 12

MACD with fast period 12, slow period 26, signal period 9.

mfi_14 double optional 13

Money flow index, period 14.

obv double optional 14

On-balance volume. Cumulative from wherever the producer's stream opened: the level differs between restarts and between intervals. Read it as relative (slope and crossovers), never as a level.

rsi_14 double optional 15

Relative strength index, period 14.

sma_10 double optional 16

Simple moving average of the close, period 10.

sma_14 double optional 17

Simple moving average of the close, period 14.

sma_20 double optional 18

Simple moving average of the close, period 20.

sma_50 double optional 19

Simple moving average of the close, period 50.

sma_200 double optional 20

Simple moving average of the close, period 200.

stoch_5_3_3 TaStoch 21

Stochastic oscillator with fast K 5, slow K 3, slow D 3.

willr_14 double optional 22

Williams %R, period 14.