QuantTech4D

Technical analysis for Delphi and Free Pascal - one call per indicator.

QuantTech4D is a native Pascal library that brings the complete function list of TA-Lib to Delphi and Free Pascal / Lazarus: more than 200 indicators, all 61 candlestick patterns, Hilbert Transform cycle indicators, math operators and rolling-window helpers - with a deliberately small and easy API.

uses QuantTech4D.Types, QuantTech4D.Overlap, QuantTech4D.Momentum;

var
  Fast, Slow, Strength: TQDoubleArray;
  M: TQMACD;
begin
  Fast     := EMA(Close, 12);
  Slow     := EMA(Close, 26);
  Strength := RSI(Close);          // TA-Lib defaults: period 14
  M        := MACD(Close);         // 12 / 26 / 9, returns MACD, Signal and Hist
end;

Author: Shaahin Ashayeri - https://github.com/DelphiMan68 - License: BSD-3-Clause

Highlights

Complete coverage of TA-Lib's function list: overlap studies, momentum, volume, volatility, price transforms, statistics, cycle (Hilbert Transform), math transforms and operators, and all 61 candlestick patterns.
One call per indicator. Parameters default to the TA-Lib defaults, so RSI(Close) just works.
Output aligned with input. Every result has the same length as the input series; the warm-up part is NaN (candlestick functions return 0). No begin-index bookkeeping.
Typed multi-output results. TQMACD, TQBBands, TQStoch, TQAroon, TQMinMax, TQPair, ...
NaN-aware chaining. Indicators can be fed with the output of other indicators (EMA(RSI(Close), 5)): leading NaN values are skipped automatically.
Configurable candlesticks. The TA-Lib "candle settings" model (body/shadow averaging periods and factors) is exposed through QTCandleSettings.
One codebase, two compilers. Delphi (XE and later) and Free Pascal 3.x in Delphi mode, no third-party dependencies, no DLLs, no external runtime.
Safe by default. Invalid parameters raise EQuantTechError with a clear message; division by zero and out-of-domain math produce NaN or the documented TA-Lib fallback instead of floating point exceptions.

Requirements


Delphi	XE or later (dynamic arrays, records with methods, default parameters)
Free Pascal	3.0 or later, compiled in Delphi mode (`{$MODE DELPHI}` is set automatically by `QuantTech4D.inc`)
Platforms	Any target supported by the compiler (Windows, Linux, macOS, Android, iOS)
Dependencies	None (only `SysUtils`, `Math`, `Classes`)

Installation

Delphi

Copy the src folder next to your project (or anywhere you like).
Add the folder to Project > Options > Building > Delphi Compiler > Search path.
Add the units you need to your uses clause.

Alternatively reference the units directly in the .dpr, like the bundled examples do:

uses
  QuantTech4D.Types   in '..\..\src\QuantTech4D.Types.pas',
  QuantTech4D.Core    in '..\..\src\QuantTech4D.Core.pas',
  QuantTech4D.Overlap in '..\..\src\QuantTech4D.Overlap.pas';

Free Pascal / Lazarus

fpc -Fu/path/to/QuantTech4D/src MyProgram.pas

In Lazarus add the src folder under Project > Project Options > Compiler Options > Paths > Other unit files.

Every unit includes QuantTech4D.inc, which switches Free Pascal to Delphi mode, enables long strings and advanced records, and turns range/overflow checking off for the hot loops.

Quick start

program Demo;
{$APPTYPE CONSOLE}
uses
  SysUtils,
  QuantTech4D.Types, QuantTech4D.Overlap, QuantTech4D.Momentum, QuantTech4D.Data;

var
  D: TQOHLCV;
  S20, R14: TQDoubleArray;
begin
  D   := GenerateSampleOHLCV(200);        // or LoadOHLCVFromCSV('prices.csv')
  S20 := SMA(D.Close, 20);
  R14 := RSI(D.Close);
  WriteLn('Last SMA(20): ', QTFmt(S20[High(S20)], 2));
  WriteLn('Last RSI(14): ', QTFmt(R14[High(R14)], 2));
end.

Core concepts

Data types

Type	Description
`TQDoubleArray`	`array of Double`. Index 0 is the oldest bar. Every indicator input and output uses it.
`TQIntArray`	`array of Integer`. Used by candlestick patterns and index outputs.
`TQOHLCV`	Record with parallel arrays `Open`, `High`, `Low`, `Close`, `Volume`, plus `Count` and `Resize(N)`.
`TQMAType`	`maSMA, maEMA, maWMA, maDEMA, maTEMA, maTRIMA, maKAMA, maMAMA, maT3` (same order as TA-Lib).
`TQMACD`	`MACD`, `Signal`, `Hist` arrays.
`TQBBands`	`Upper`, `Middle`, `Lower` arrays (also used by Keltner, Donchian and Acceleration Bands).
`TQStoch`	`K`, `D` arrays.
`TQAroon`	`Down`, `Up` arrays.
`TQMinMax`	`Lowest`, `Highest` arrays.
`TQMAMA`	`Mama`, `Fama` arrays.
`TQPhasor`	`InPhase`, `Quadrature` arrays.
`TQHTSine`	`Sine`, `LeadSine` arrays.
`TQPair`	`First`, `Second` arrays - the meaning of each field is documented per function.
`TQKDJ`	`K`, `D`, `J` arrays.
`TQIchimoku`	`Tenkan`, `Kijun`, `SenkouA`, `SenkouB`, `Chikou` arrays.

Warm-up values and lookback

An indicator needs a number of bars before its first value (its lookback, for example Period - 1 for a simple moving average). The result array always has the same length as the input; the lookback part is NaN.

S := SMA(Close, 20);
WriteLn(QTLookback(S));      // 19  -> the first valid value is S[19]

Use IsNaN (unit Math) to test individual values, and QTFmt(X, Decimals) to print them (NaN becomes n/a).

Chaining indicators

Leading NaN values in an input are skipped, so indicators can be stacked:

Smoothed := EMA(RSI(Close, 14), 5);        // EMA of RSI
Trix     := ROC(EMA(EMA(EMA(Close, 9), 9), 9), 1);

NaN is only supported at the start of a series; a NaN in the middle of the data propagates through the calculation.

Error handling

All validation errors raise EQuantTechError (a descendant of Exception): invalid periods, mismatched array lengths, out-of-range limits.

try
  R := RSI(Close, 1);                      // period must be >= 2
except
  on E: EQuantTechError do
    WriteLn(E.Message);                    // RSI: period must be >= 2 (got 1)
end;

Naming conventions

Indicators keep their TA-Lib names in upper case (SMA, MACD, CDLHAMMER, HT_SINE).
TA-Lib names that clash with Pascal or RTL identifiers use a descriptive prefix/suffix (RollingMax, VecAdd, StdDevRoll, ...). See the mapping table.
Helper routines are prefixed with QT (QTNaNSeries, QTFirstValid, QTLookback, ...).

Cookbook

Moving averages of any type

uses QuantTech4D.Types, QuantTech4D.Overlap;

Fast := MA(Close, 10, maEMA);
Slow := MA(Close, 30, maKAMA);
Hull := HMA(Close, 21);
Zl   := ZLEMA(Close, 20);
V    := VWMA(Close, Volume, 20);

Bollinger Bands and %B

var B: TQBBands;
B := BBANDS(Close, 20, 2.0, 2.0, maSMA);
// B.Upper[i], B.Middle[i], B.Lower[i]
PctB  := PERCENTB(Close, 20, 2.0);       // QuantTech4D.Extended
Width := BBW(Close, 20, 2.0);

MACD, stochastic and ADX

var M: TQMACD; S: TQStoch;
M := MACD(Close, 12, 26, 9);
S := STOCH(High, Low, Close, 5, 3, maSMA, 3, maSMA);
Adx := ADX(High, Low, Close, 14);
PlusDI  := PLUS_DI(High, Low, Close, 14);
MinusDI := MINUS_DI(High, Low, Close, 14);

Volatility and volume

Atr  := ATR(High, Low, Close, 14);
Natr := NATR(High, Low, Close, 14);
Obv  := OBV(Close, Volume);
Mfi  := MFI(High, Low, Close, Volume, 14);
Cmf  := CMF(High, Low, Close, Volume, 20);

Reading real data

uses QuantTech4D.Types, QuantTech4D.Data;

D := LoadOHLCVFromCSV('EURUSD_H1.csv');   // [Date,]Open,High,Low,Close,Volume - oldest row first
WriteLn(D.Count, ' bars');

Building the series yourself

D.Resize(Length(Candles));
for i := 0 to High(Candles) do
begin
  D.Open[i]   := Candles[i].Open;
  D.High[i]   := Candles[i].High;
  D.Low[i]    := Candles[i].Low;
  D.Close[i]  := Candles[i].Close;
  D.Volume[i] := Candles[i].Volume;
end;

Cycle indicators

uses QuantTech4D.Cycle;

Sine   := HT_SINE(Close);                 // Sine.Sine, Sine.LeadSine
Period := HT_DCPERIOD(Close);
Mode   := HT_TRENDMODE(Close);            // TQIntArray: 1 = trend, 0 = cycle
Ma     := MAMA(Close, 0.5, 0.05);         // Ma.Mama, Ma.Fama

Trend following and channels

uses QuantTech4D.Extended;

ST  := SUPERTREND(High, Low, Close, 10, 3.0);   // ST.First = line, ST.Second = direction (1 / -1)
Ich := ICHIMOKU(High, Low, Close);              // Tenkan, Kijun, SenkouA, SenkouB, Chikou
Kc  := KC(High, Low, Close, 20, 2.0, 10);
Dc  := DONCHIAN(High, Low, 20);
Zz  := ZIGZAG(High, Low, 5.0);                  // pivot prices, NaN elsewhere

A simple crossover strategy

Fast := SMA(Close, 10);
Slow := SMA(Close, 30);
for i := 31 to High(Close) do
  if (Fast[i - 1] <= Slow[i - 1]) and (Fast[i] > Slow[i]) then
    WriteLn('Buy signal at bar ', i)
  else if (Fast[i - 1] >= Slow[i - 1]) and (Fast[i] < Slow[i]) then
    WriteLn('Sell signal at bar ', i);

Math helpers

uses QuantTech4D.MathOps;

Diff  := VecSub(High, Low);
Roots := VecSqrt(Close);
Hi20  := RollingMax(High, 20);
Idx   := RollingMaxIndex(High, 20);       // TQIntArray of absolute indexes
Med   := RollingMedian(Close, 15);
Cum   := CumSum(Volume);

Candlestick patterns

All 61 TA-Lib patterns live in QuantTech4D.Patterns and take a TQOHLCV record:

uses QuantTech4D.Types, QuantTech4D.Patterns;

Hammer  := CDLHAMMER(D);
Engulf  := CDLENGULFING(D);
Morning := CDLMORNINGSTAR(D, 0.3);        // optional penetration factor

Result values (TQIntArray, same length as the data): 100 = bullish signal, -100 = bearish signal, 0 = no pattern (or warm-up). CDLHIKKAKE and CDLHIKKAKEMOD additionally return +-200 when the pattern is confirmed.

Penetration parameter. CDLMORNINGSTAR, CDLEVENINGSTAR, CDLMORNINGDOJISTAR, CDLEVENINGDOJISTAR, CDLABANDONEDBABY (default 0.3), CDLDARKCLOUDCOVER and CDLMATHOLD (default 0.5) accept an optional penetration factor.

Candle settings

Pattern thresholds follow TA-Lib's candle-settings model. Each setting is a record (RangeType, AvgPeriod, Factor): the "average" of a candle property is taken over the previous AvgPeriod bars and multiplied by Factor. They are stored in the global variable QTCandleSettings:

Setting	Range type	Avg period	Factor
`BodyLong`	real body	10	1.0
`BodyVeryLong`	real body	10	3.0
`BodyShort`	real body	10	1.0
`BodyDoji`	high-low	10	0.1
`ShadowLong`	real body	0	1.0
`ShadowVeryLong`	real body	0	2.0
`ShadowShort`	shadows	10	1.0
`ShadowVeryShort`	high-low	10	0.1
`PriceNear`	high-low	5	0.2
`PriceFar`	high-low	5	0.6
`PriceEqual`	high-low	5	0.05

QTCandleSettings.BodyDoji.Factor := 0.05;   // stricter doji definition
Doji := CDLDOJI(D);
QTResetCandleSettings;                       // back to the defaults

Pattern list

Function	Pattern	Signals
`CDL2CROWS(D)`	Two Crows	+-100
`CDL3BLACKCROWS(D)`	Three Black Crows	+-100
`CDL3INSIDE(D)`	Three Inside Up/Down	+-100
`CDL3LINESTRIKE(D)`	Three-Line Strike	+-100
`CDL3OUTSIDE(D)`	Three Outside Up/Down	+-100
`CDL3STARSINSOUTH(D)`	Three Stars In The South	+-100
`CDL3WHITESOLDIERS(D)`	Three Advancing White Soldiers	+-100
`CDLABANDONEDBABY(D)`	Abandoned Baby	+-100
`CDLADVANCEBLOCK(D)`	Advance Block	+-100
`CDLBELTHOLD(D)`	Belt-hold	+-100
`CDLBREAKAWAY(D)`	Breakaway	+-100
`CDLCLOSINGMARUBOZU(D)`	Closing Marubozu	+-100
`CDLCONCEALBABYSWALL(D)`	Concealing Baby Swallow	+-100
`CDLCOUNTERATTACK(D)`	Counterattack	+-100
`CDLDARKCLOUDCOVER(D)`	Dark Cloud Cover	+-100
`CDLDOJI(D)`	Doji	+-100
`CDLDOJISTAR(D)`	Doji Star	+-100
`CDLDRAGONFLYDOJI(D)`	Dragonfly Doji	+-100
`CDLENGULFING(D)`	Engulfing Pattern	+-100
`CDLEVENINGDOJISTAR(D)`	Evening Doji Star	+-100
`CDLEVENINGSTAR(D)`	Evening Star	+-100
`CDLGAPSIDESIDEWHITE(D)`	Up/Down-gap side-by-side white lines	+-100
`CDLGRAVESTONEDOJI(D)`	Gravestone Doji	+-100
`CDLHAMMER(D)`	Hammer	+-100
`CDLHANGINGMAN(D)`	Hanging Man	+-100
`CDLHARAMI(D)`	Harami Pattern	+-100
`CDLHARAMICROSS(D)`	Harami Cross Pattern	+-100
`CDLHIGHWAVE(D)`	High-Wave Candle	+-100
`CDLHIKKAKE(D)`	Hikkake Pattern	+-100, +-200
`CDLHIKKAKEMOD(D)`	Modified Hikkake Pattern	+-100, +-200
`CDLHOMINGPIGEON(D)`	Homing Pigeon	+-100
`CDLIDENTICAL3CROWS(D)`	Identical Three Crows	+-100
`CDLINNECK(D)`	In-Neck Pattern	+-100
`CDLINVERTEDHAMMER(D)`	Inverted Hammer	+-100
`CDLKICKING(D)`	Kicking	+-100
`CDLKICKINGBYLENGTH(D)`	Kicking - bull/bear determined by the longer marubozu	+-100
`CDLLADDERBOTTOM(D)`	Ladder Bottom	+-100
`CDLLONGLEGGEDDOJI(D)`	Long Legged Doji	+-100
`CDLLONGLINE(D)`	Long Line Candle	+-100
`CDLMARUBOZU(D)`	Marubozu	+-100
`CDLMATCHINGLOW(D)`	Matching Low	+-100
`CDLMATHOLD(D)`	Mat Hold	+-100
`CDLMORNINGDOJISTAR(D)`	Morning Doji Star	+-100
`CDLMORNINGSTAR(D)`	Morning Star	+-100
`CDLONNECK(D)`	On-Neck Pattern	+-100
`CDLPIERCING(D)`	Piercing Pattern	+-100
`CDLRICKSHAWMAN(D)`	Rickshaw Man	+-100
`CDLRISEFALL3METHODS(D)`	Rising/Falling Three Methods	+-100
`CDLSEPARATINGLINES(D)`	Separating Lines	+-100
`CDLSHOOTINGSTAR(D)`	Shooting Star	+-100
`CDLSHORTLINE(D)`	Short Line Candle	+-100
`CDLSPINNINGTOP(D)`	Spinning Top	+-100
`CDLSTALLEDPATTERN(D)`	Stalled Pattern	+-100
`CDLSTICKSANDWICH(D)`	Stick Sandwich	+-100
`CDLTAKURI(D)`	Takuri (Dragonfly Doji with very long lower shadow)	+-100
`CDLTASUKIGAP(D)`	Tasuki Gap	+-100
`CDLTHRUSTING(D)`	Thrusting Pattern	+-100
`CDLTRISTAR(D)`	Tristar Pattern	+-100
`CDLUNIQUE3RIVER(D)`	Unique 3 River	+-100
`CDLUPSIDEGAP2CROWS(D)`	Upside Gap Two Crows	+-100
`CDLXSIDEGAP3METHODS(D)`	Upside/Downside Gap Three Methods	+-100

(Functions with a penetration factor take it as an optional second argument.)

Function reference

Parameters are shown with their defaults. Data, High, Low, Open, Close, Volume are TQDoubleArray; D is TQOHLCV. Unless stated otherwise the result has the same length as the input and the warm-up part is NaN.

`QuantTech4D.Overlap` - Overlap studies

Moving averages, bands and trailing stops.

Function	Parameters	Returns	Description
`SMA`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	Simple Moving Average.
`EMA`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	Exponential Moving Average (seeded with an SMA, like TA-Lib).
`WMA`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	Weighted Moving Average (linear weights 1..Period).
`DEMA`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	Double Exponential Moving Average.
`TEMA`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	Triple Exponential Moving Average.
`TRIMA`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	Triangular Moving Average.
`KAMA`	Data: TQDoubleArray; Period: Integer = 30; FastLimit: Integer = 2; SlowLimit: Integer = 30	TQDoubleArray	Kaufman Adaptive Moving Average.
`T3`	Data: TQDoubleArray; Period: Integer = 5; VFactor: Double = 0.7	TQDoubleArray	Triple Exponential Moving Average (T3, Tillson).
`MA`	Data: TQDoubleArray; Period: Integer = 30; MAType: TQMAType = maSMA	TQDoubleArray	Generic moving average selected by type.
`HMA`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Hull Moving Average.
`ZLEMA`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Zero-Lag Exponential Moving Average.
`RMA`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Wilder's smoothed moving average (alpha = 1/Period).
`VWMA`	Price, Volume: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Volume Weighted Moving Average.
`BBANDS`	Data: TQDoubleArray; Period: Integer = 5; NbDevUp: Double = 2.0; NbDevDn: Double = 2.0; MAType: TQMAType = maSMA	TQBBands	Bollinger Bands (population standard deviation, like TA-Lib).
`MIDPOINT`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	MidPoint over period: (highest + lowest) / 2 of one series.
`MIDPRICE`	High, Low: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Midpoint price over period: (highest high + lowest low) / 2.
`SAR`	High, Low: TQDoubleArray; Acceleration: Double = 0.02; Maximum: Double = 0.2	TQDoubleArray	Parabolic SAR.

`QuantTech4D.Momentum` - Momentum indicators

Oscillators and directional-movement indicators.

Function	Parameters	Returns	Description
`RSI`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Relative Strength Index (Wilder smoothing).
`CMO`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Chande Momentum Oscillator.
`MACD`	Data: TQDoubleArray; FastPeriod: Integer = 12; SlowPeriod: Integer = 26; SignalPeriod: Integer = 9	TQMACD	MACD (fast EMA is seeded at the slow EMA's first bar, like TA-Lib).
`MACDFIX`	Data: TQDoubleArray; SignalPeriod: Integer = 9	TQMACD	MACD with fixed 12/26 periods and TA-Lib's legacy 0.15 / 0.075 factors.
`STOCHF`	High, Low, Close: TQDoubleArray; FastKPeriod: Integer = 5; FastDPeriod: Integer = 3; FastDMAType: TQMAType = maSMA	TQStoch	Fast Stochastic.
`STOCH`	High, Low, Close: TQDoubleArray; FastKPeriod: Integer = 5; SlowKPeriod: Integer = 3; SlowKMAType: TQMAType = maSMA; SlowDPeriod: Integer = 3; SlowDMAType: TQMAType = maSMA	TQStoch	Slow Stochastic.
`STOCHRSI`	Data: TQDoubleArray; Period: Integer = 14; FastKPeriod: Integer = 5; FastDPeriod: Integer = 3; FastDMAType: TQMAType = maSMA	TQStoch	Stochastic RSI.
`PLUS_DM`	High, Low: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Wilder-smoothed plus directional movement.
`MINUS_DM`	High, Low: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Wilder-smoothed minus directional movement.
`PLUS_DI`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	-
`MINUS_DI`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	-
`DX`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Directional Movement Index.
`ADX`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Average Directional Movement Index.
`ADXR`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Average Directional Movement Index Rating.
`CCI`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Commodity Channel Index.
`MOM`	Data: TQDoubleArray; Period: Integer = 10	TQDoubleArray	Momentum: price - price[Period ago].
`ROC`	Data: TQDoubleArray; Period: Integer = 10	TQDoubleArray	Rate of change: ((price/prev) - 1) * 100.
`ROCP`	Data: TQDoubleArray; Period: Integer = 10	TQDoubleArray	Rate of change percentage: (price - prev) / prev.
`ROCR`	Data: TQDoubleArray; Period: Integer = 10	TQDoubleArray	Rate of change ratio: price / prev.
`ROCR100`	Data: TQDoubleArray; Period: Integer = 10	TQDoubleArray	Rate of change ratio, 100 scale: price / prev * 100.
`WILLR`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Williams' %R.
`APO`	Data: TQDoubleArray; FastPeriod: Integer = 12; SlowPeriod: Integer = 26; MAType: TQMAType = maSMA	TQDoubleArray	Absolute Price Oscillator.
`PPO`	Data: TQDoubleArray; FastPeriod: Integer = 12; SlowPeriod: Integer = 26; MAType: TQMAType = maSMA	TQDoubleArray	Percentage Price Oscillator.
`AROON`	High, Low: TQDoubleArray; Period: Integer = 14	TQAroon	Aroon (down and up).
`AROONOSC`	High, Low: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Aroon Oscillator (up - down).
`BOP`	Open, High, Low, Close: TQDoubleArray	TQDoubleArray	Balance Of Power.
`MFI`	High, Low, Close, Volume: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Money Flow Index.
`TRIX`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	1-period rate of change of a triple smoothed EMA.
`ULTOSC`	High, Low, Close: TQDoubleArray; Period1: Integer = 7; Period2: Integer = 14; Period3: Integer = 28	TQDoubleArray	Ultimate Oscillator.
`AO`	High, Low: TQDoubleArray; FastPeriod: Integer = 5; SlowPeriod: Integer = 34	TQDoubleArray	Awesome Oscillator: SMA(median,5) - SMA(median,34).

`QuantTech4D.Volatility` - Volatility indicators

True range based measures.

Function	Parameters	Returns	Description
`TRANGE`	High, Low, Close: TQDoubleArray	TQDoubleArray	True Range. The first element is NaN (needs the previous close).
`ATR`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Average True Range (Wilder smoothing, seeded with the mean of the first TRs).
`NATR`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Normalized ATR: ATR / Close * 100.

`QuantTech4D.Volume` - Volume indicators

Accumulation/distribution, on-balance volume and money flow.

Function	Parameters	Returns	Description
`AD`	High, Low, Close, Volume: TQDoubleArray	TQDoubleArray	Chaikin Accumulation/Distribution line.
`ADOSC`	High, Low, Close, Volume: TQDoubleArray; FastPeriod: Integer = 3; SlowPeriod: Integer = 10	TQDoubleArray	Chaikin A/D Oscillator (fast EMA - slow EMA of the A/D line).
`OBV`	Close, Volume: TQDoubleArray	TQDoubleArray	On Balance Volume.
`CMF`	High, Low, Close, Volume: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Chaikin Money Flow.

`QuantTech4D.Price` - Price transforms

Derived price series and Heikin-Ashi candles.

Function	Parameters	Returns	Description
`AVGPRICE`	Open, High, Low, Close: TQDoubleArray	TQDoubleArray	Average price: (O + H + L + C) / 4.
`MEDPRICE`	High, Low: TQDoubleArray	TQDoubleArray	Median price: (H + L) / 2.
`TYPPRICE`	High, Low, Close: TQDoubleArray	TQDoubleArray	Typical price: (H + L + C) / 3.
`WCLPRICE`	High, Low, Close: TQDoubleArray	TQDoubleArray	Weighted close price: (H + L + 2C) / 4.
`HeikinAshi`	Data: TQOHLCV	TQOHLCV	Heikin-Ashi candles (Volume is copied unchanged).

`QuantTech4D.Statistic` - Statistic functions

Rolling statistics and linear regression.

Function	Parameters	Returns	Description
`StdDevRoll`	Data: TQDoubleArray; Period: Integer = 5; NbDev: Double = 1.0	TQDoubleArray	Rolling population standard deviation times NbDev (TA-Lib: STDDEV).
`VarianceRoll`	Data: TQDoubleArray; Period: Integer = 5	TQDoubleArray	Rolling population variance (TA-Lib: VAR).
`BetaRoll`	Data0, Data1: TQDoubleArray; Period: Integer = 5	TQDoubleArray	Beta of Data1 returns regressed on Data0 returns (TA-Lib: BETA).
`CORREL`	Data0, Data1: TQDoubleArray; Period: Integer = 30	TQDoubleArray	Pearson's correlation coefficient (TA-Lib: CORREL).
`LINEARREG`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Linear regression value at the last bar of each window.
`LINEARREG_SLOPE`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Linear regression slope.
`LINEARREG_INTERCEPT`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Linear regression intercept (value at the first bar of the window).
`LINEARREG_ANGLE`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Linear regression angle in degrees.
`TSF`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Time Series Forecast (regression projected one bar ahead).

`QuantTech4D.MathOps` - Math transforms, operators and rolling windows

Vector arithmetic, element-wise math functions and rolling window helpers.

Function	Parameters	Returns	Description
`VecAdd`	A, B: TQDoubleArray	TQDoubleArray	-
`VecSub`	A, B: TQDoubleArray	TQDoubleArray	-
`VecMult`	A, B: TQDoubleArray	TQDoubleArray	-
`VecDiv`	A, B: TQDoubleArray	TQDoubleArray	Element-wise division; division by zero yields NaN.
`VecAcos`	A: TQDoubleArray	TQDoubleArray	-
`VecAsin`	A: TQDoubleArray	TQDoubleArray	-
`VecAtan`	A: TQDoubleArray	TQDoubleArray	-
`VecCeil`	A: TQDoubleArray	TQDoubleArray	-
`VecCos`	A: TQDoubleArray	TQDoubleArray	-
`VecCosh`	A: TQDoubleArray	TQDoubleArray	-
`VecExp`	A: TQDoubleArray	TQDoubleArray	-
`VecFloor`	A: TQDoubleArray	TQDoubleArray	-
`VecLn`	A: TQDoubleArray	TQDoubleArray	-
`VecLog10`	A: TQDoubleArray	TQDoubleArray	-
`VecSin`	A: TQDoubleArray	TQDoubleArray	-
`VecSinh`	A: TQDoubleArray	TQDoubleArray	-
`VecSqrt`	A: TQDoubleArray	TQDoubleArray	-
`VecTan`	A: TQDoubleArray	TQDoubleArray	-
`VecTanh`	A: TQDoubleArray	TQDoubleArray	-
`RollingMax`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	-
`RollingMin`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	-
`RollingSum`	Data: TQDoubleArray; Period: Integer = 30	TQDoubleArray	-
`RollingMaxIndex`	Data: TQDoubleArray; Period: Integer = 30	TQIntArray	Absolute index (into Data) of the highest value in each window; -1 during warm-up.
`RollingMinIndex`	Data: TQDoubleArray; Period: Integer = 30	TQIntArray	Absolute index (into Data) of the lowest value in each window; -1 during warm-up.
`RollingMinMax`	Data: TQDoubleArray; Period: Integer = 30	TQMinMax	-
`RollingMinMaxIndex`	Data: TQDoubleArray; Period: Integer = 30; out LowestIdx, HighestIdx: TQIntArray	Boolean	Indexes of the lowest and highest value in each window (TA-Lib: MINMAXINDEX).
`RollingMedian`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Rolling median.
`CumSum`	Data: TQDoubleArray	TQDoubleArray	Cumulative sum.

`QuantTech4D.Cycle` - Cycle indicators (Hilbert Transform)

MAMA/FAMA and the HT_* family.

Function	Parameters	Returns	Description
`MAMA`	Data: TQDoubleArray; FastLimit: Double = 0.5; SlowLimit: Double = 0.05	TQMAMA	MESA Adaptive Moving Average and its companion FAMA.
`HT_TRENDLINE`	Data: TQDoubleArray	TQDoubleArray	Hilbert Transform - Instantaneous Trendline.
`HT_DCPERIOD`	Data: TQDoubleArray	TQDoubleArray	Hilbert Transform - Dominant Cycle Period.
`HT_DCPHASE`	Data: TQDoubleArray	TQDoubleArray	Hilbert Transform - Dominant Cycle Phase.
`HT_PHASOR`	Data: TQDoubleArray	TQPhasor	Hilbert Transform - Phasor Components (in-phase and quadrature).
`HT_SINE`	Data: TQDoubleArray	TQHTSine	Hilbert Transform - SineWave (sine and lead sine).
`HT_TRENDMODE`	Data: TQDoubleArray	TQIntArray	Hilbert Transform - Trend vs Cycle Mode: 1 = trend, 0 = cycle (0 in warm-up).

`QuantTech4D.Extended` - Extended indicators

The newer indicators of TA-Lib's function list.

Function	Parameters	Returns	Description
`ALMA`	Data: TQDoubleArray; Period: Integer = 9; Offset: Double = 0.85; Sigma: Double = 6.0	TQDoubleArray	Arnaud Legoux Moving Average.
`FRAMA`	Data: TQDoubleArray; Period: Integer = 16	TQDoubleArray	Fractal Adaptive Moving Average (Ehlers). Period must be even (>= 4).
`VIDYA`	Data: TQDoubleArray; Period: Integer = 14; CMOPeriod: Integer = 9	TQDoubleArray	Variable Index Dynamic Average (Chande): EMA whose alpha scales with \|CMO\|.
`MCGD`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	McGinley Dynamic.
`MAVP`	Data, Periods: TQDoubleArray; MinPeriod: Integer = 2; MaxPeriod: Integer = 30; MAType: TQMAType = maSMA	TQDoubleArray	Moving average with variable period (Periods[i] selects the period at bar i).
`MACDEXT`	Data: TQDoubleArray; FastPeriod: Integer = 12; FastMAType: TQMAType = maSMA; SlowPeriod: Integer = 26; SlowMAType: TQMAType = maSMA; SignalPeriod: Integer = 9; SignalMAType: TQMAType = maSMA	TQMACD	MACD with controllable MA types.
`MACDV`	High, Low, Close: TQDoubleArray; FastPeriod: Integer = 12; SlowPeriod: Integer = 26; SignalPeriod: Integer = 9	TQMACD	MACD-V: (EMA fast - EMA slow) / ATR(slow) * 100.
`SAREXT`	High, Low: TQDoubleArray; StartValue: Double = 0.0; OffsetOnReverse: Double = 0.0; AFInitLong: Double = 0.02; AFLong: Double = 0.02; AFMaxLong: Double = 0.2; AFInitShort: Double = 0.02; AFShort: Double = 0.02; AFMaxShort: Double = 0.2	TQDoubleArray	Parabolic SAR extended. Short-side values are returned negative (TA-Lib convention).
`SUPERTREND`	High, Low, Close: TQDoubleArray; Period: Integer = 10; Multiplier: Double = 3.0	TQPair	SuperTrend. First = SuperTrend line, Second = direction (1 up, -1 down).
`SWAK_HP`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	-
`SWAK_2PHP`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	-
`SWAK_BUTTER`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	-
`SWAK_GAUSS`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	-
`SWAK_BP`	Data: TQDoubleArray; Period: Integer = 20; Bandwidth: Double = 0.1	TQDoubleArray	-
`ACCBANDS`	High, Low, Close: TQDoubleArray; Period: Integer = 20	TQBBands	Headley Acceleration Bands.
`BBW`	Data: TQDoubleArray; Period: Integer = 20; NbDev: Double = 2.0	TQDoubleArray	Bollinger BandWidth: (upper - lower) / middle.
`PERCENTB`	Data: TQDoubleArray; Period: Integer = 20; NbDev: Double = 2.0	TQDoubleArray	Bollinger %B.
`DONCHIAN`	High, Low: TQDoubleArray; Period: Integer = 20	TQBBands	Donchian Channels (Upper = highest high, Lower = lowest low).
`KC`	High, Low, Close: TQDoubleArray; Period: Integer = 20; Multiplier: Double = 2.0; ATRPeriod: Integer = 10	TQBBands	Keltner Channels: EMA(close) +/- Multiplier * ATR.
`CE`	High, Low, Close: TQDoubleArray; Period: Integer = 22; Multiplier: Double = 3.0	TQPair	Chandelier Exit. First = long exit, Second = short exit.
`CKSP`	High, Low, Close: TQDoubleArray; P: Integer = 10; X: Double = 1.0; Q: Integer = 9	TQPair	Chande Kroll Stop. First = stop for longs, Second = stop for shorts.
`ICHIMOKU`	High, Low, Close: TQDoubleArray; TenkanPeriod: Integer = 9; KijunPeriod: Integer = 26; SenkouBPeriod: Integer = 52; Displacement: Integer = 26	TQIchimoku	Ichimoku Kinko Hyo (Senkou spans are shifted forward, Chikou back).
`ADR`	High, Low: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Average Day Range: SMA(high - low).
`ROGERSSATCHELL`	Open, High, Low, Close: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Rogers-Satchell volatility (per-bar, not annualised).
`CVI`	High, Low: TQDoubleArray; Period: Integer = 10; ROCPeriod: Integer = 10	TQDoubleArray	Chaikin's Volatility: ROC of EMA(high - low).
`CHOP`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Choppiness Index.
`CHOPTR`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Choppiness Index using the True Range box (prior close widens the high/low).
`MASSI`	High, Low: TQDoubleArray; EMAPeriod: Integer = 9; SumPeriod: Integer = 25	TQDoubleArray	Mass Index.
`VHF`	Data: TQDoubleArray; Period: Integer = 28	TQDoubleArray	Vertical Horizontal Filter.
`AC`	High, Low: TQDoubleArray	TQDoubleArray	Accelerator/Decelerator Oscillator: AO - SMA(AO, 5).
`CG`	Data: TQDoubleArray; Period: Integer = 10	TQDoubleArray	Center of Gravity oscillator (Ehlers).
`CMOU`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Chande Momentum Oscillator, unsmoothed (plain window sums).
`COPPOCK`	Data: TQDoubleArray; ROC1: Integer = 14; ROC2: Integer = 11; WMAPeriod: Integer = 10	TQDoubleArray	Coppock Curve: WMA(ROC1 + ROC2, WMAPeriod).
`CRSI`	Data: TQDoubleArray; RSIPeriod: Integer = 3; StreakPeriod: Integer = 2; RankPeriod: Integer = 100	TQDoubleArray	Connors RSI: average of RSI(price), RSI(streak) and PercentRank(ROC).
`CTI`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Correlation Trend Indicator (Ehlers): correlation of price with time.
`DOSC`	Data: TQDoubleArray; RSIPeriod: Integer = 14; EMA1: Integer = 5; EMA2: Integer = 3; SignalPeriod: Integer = 9	TQDoubleArray	Derivative Oscillator: smoothed RSI minus its signal line.
`DPO`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Detrended Price Oscillator.
`ER`	Data: TQDoubleArray; Period: Integer = 10	TQDoubleArray	Kaufman Efficiency Ratio.
`ERI`	High, Low, Close: TQDoubleArray; Period: Integer = 13	TQPair	Elder Ray Index. First = bull power, Second = bear power.
`FISHER`	High, Low: TQDoubleArray; Period: Integer = 9	TQPair	Fisher Transform. First = Fisher, Second = trigger (previous Fisher).
`FOSC`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Forecast Oscillator: 100 * (close - TSF) / close.
`IBS`	High, Low, Close: TQDoubleArray	TQDoubleArray	Internal Bar Strength: (close - low) / (high - low).
`IMI`	Open, Close: TQDoubleArray; Period: Integer = 14	TQDoubleArray	Intraday Momentum Index.
`KDJ`	High, Low, Close: TQDoubleArray; Period: Integer = 9; KSmooth: Integer = 3; DSmooth: Integer = 3	TQKDJ	KDJ stochastic with recursive 1/3 smoothing; seeds are 50.
`KST`	Data: TQDoubleArray; R1: Integer = 10; R2: Integer = 15; R3: Integer = 20; R4: Integer = 30; S1: Integer = 10; S2: Integer = 10; S3: Integer = 10; S4: Integer = 15; SignalPeriod: Integer = 9	TQPair	Know Sure Thing (Pring). First = KST, Second = signal.
`KSTEXT`	Data: TQDoubleArray; R1: Integer = 10; R2: Integer = 15; R3: Integer = 20; R4: Integer = 30; S1: Integer = 10; S2: Integer = 10; S3: Integer = 10; S4: Integer = 15; SignalPeriod: Integer = 9; MAType: TQMAType = maSMA	TQPair	Know Sure Thing with controllable MA type.
`PSO`	High, Low, Close: TQDoubleArray; StochPeriod: Integer = 8; SmoothPeriod: Integer = 5	TQDoubleArray	Premier Stochastic Oscillator (Leibfarth), range -1..1.
`RVI`	Data: TQDoubleArray; StdPeriod: Integer = 10; SmoothPeriod: Integer = 14	TQDoubleArray	Relative Volatility Index (Dorsey) on closes.
`RVIR`	High, Low: TQDoubleArray; StdPeriod: Integer = 10; SmoothPeriod: Integer = 14	TQDoubleArray	Relative Volatility Index, refined: average of RVI(high) and RVI(low).
`SMI`	High, Low, Close: TQDoubleArray; Period: Integer = 10; Smooth1: Integer = 3; Smooth2: Integer = 3; SignalPeriod: Integer = 3	TQPair	Stochastic Momentum Index (Blau). First = SMI, Second = signal.
`SQZMOM`	High, Low, Close: TQDoubleArray; BBPeriod: Integer = 20; BBMult: Double = 2.0; KCPeriod: Integer = 20; KCMult: Double = 1.5	TQPair	Squeeze Momentum. First = momentum, Second = squeeze flag (1 = squeeze on).
`STC`	Data: TQDoubleArray; FastPeriod: Integer = 23; SlowPeriod: Integer = 50; CyclePeriod: Integer = 10; Smooth: Double = 0.5	TQDoubleArray	Schaff Trend Cycle.
`TSI`	Data: TQDoubleArray; LongPeriod: Integer = 25; ShortPeriod: Integer = 13	TQDoubleArray	True Strength Index.
`VORTEX`	High, Low, Close: TQDoubleArray; Period: Integer = 14	TQPair	Vortex Indicator. First = VI+, Second = VI-.
`WAVETREND`	High, Low, Close: TQDoubleArray; ChannelPeriod: Integer = 10; AveragePeriod: Integer = 21	TQPair	WaveTrend Oscillator. First = WT1, Second = WT2 (SMA(WT1,4)).
`SI`	Open, High, Low, Close: TQDoubleArray; LimitMove: Double = 0.5	TQDoubleArray	Wilder Swing Index.
`ASI`	Open, High, Low, Close: TQDoubleArray; LimitMove: Double = 0.5	TQDoubleArray	Wilder Accumulative Swing Index.
`AVGDEV`	Data: TQDoubleArray; Period: Integer = 14	TQDoubleArray	-
`SkewRoll`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Rolling skewness (population moments).
`KurtosisRoll`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Rolling excess kurtosis (population moments).
`PercentileRoll`	Data: TQDoubleArray; Period: Integer = 20; Percentile: Double = 50.0	TQDoubleArray	Rolling percentile, nearest-rank method (Percentile in 0..100).
`PERCENTRANK`	Data: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Percent rank: share of the previous Period values that are <= the current value.
`EFI`	Close, Volume: TQDoubleArray; Period: Integer = 13	TQDoubleArray	Elder's Force Index: EMA(volume * close change).
`EMV`	High, Low, Volume: TQDoubleArray; Period: Integer = 14; VolumeScale: Double = 10000.0	TQDoubleArray	Arms Ease of Movement (VolumeScale divides the volume to size the box ratio).
`KVO`	High, Low, Close, Volume: TQDoubleArray; FastPeriod: Integer = 34; SlowPeriod: Integer = 55; SignalPeriod: Integer = 13	TQPair	Klinger Volume Oscillator. First = KVO, Second = signal.
`MARKETFI`	High, Low, Volume: TQDoubleArray	TQDoubleArray	Market Facilitation Index: (high - low) / volume.
`NVI`	Close, Volume: TQDoubleArray	TQDoubleArray	Negative Volume Index (starts at 1000).
`PVI`	Close, Volume: TQDoubleArray	TQDoubleArray	Positive Volume Index (starts at 1000).
`PVO`	Volume: TQDoubleArray; FastPeriod: Integer = 12; SlowPeriod: Integer = 26; SignalPeriod: Integer = 9	TQMACD	Percentage Volume Oscillator (MACD of volume, in percent).
`PVT`	Close, Volume: TQDoubleArray	TQDoubleArray	Price Volume Trend.
`QSTICK`	Open, Close: TQDoubleArray; Period: Integer = 8	TQDoubleArray	Qstick: SMA(close - open).
`RVOL`	Volume: TQDoubleArray; Period: Integer = 20	TQDoubleArray	Relative Volume: volume / SMA(volume).
`VWAP`	High, Low, Close, Volume: TQDoubleArray	TQDoubleArray	Cumulative Volume Weighted Average Price of the whole series.
`WAD`	High, Low, Close: TQDoubleArray	TQDoubleArray	Williams' Accumulation/Distribution.
`FRACTAL`	High, Low: TQDoubleArray	TQPair	Williams Fractal. First = fractal highs, Second = fractal lows (value at the centre bar).
`ZIGZAG`	High, Low: TQDoubleArray; Deviation: Double = 5.0	TQDoubleArray	ZigZag with a percentage deviation. Pivot prices at pivot bars, NaN elsewhere.

`QuantTech4D.Data` - Data helpers

CSV loading, synthetic sample data and formatting.

Function	Parameters	Returns	Description
`LoadOHLCVFromCSV`	FileName: string; HasHeader: Boolean = True; Delimiter: Char = ','	TQOHLCV	Loads OHLCV bars from a CSV file. Accepted layouts: [Date,]Open,High,Low,Close,Volume (a leading text/date column is detected automatically when there are 6 or more columns). Rows are expected oldest first.
`GenerateSampleOHLCV`	Count: Integer; Seed: Integer = 42; StartPrice: Double = 100.0	TQOHLCV	Generates a reproducible random-walk OHLCV series for demos and tests.
`QTFmt`	X: Double; Decimals: Integer = 4	string	Formats a value with the given decimals; NaN becomes 'n/a'.

`QuantTech4D.Core` - Core helpers

Low-level helpers used by the indicator units.

Function	Parameters	Returns	Description
`QTNaNSeries`	N: Integer	TQDoubleArray	Returns an array of N elements, all set to NaN.
`QTFirstValid`	X: TQDoubleArray	Integer	Index of the first non-NaN element, or -1 if there is none.
`QTLookback`	X: TQDoubleArray	Integer	Number of leading NaN values in an indicator output (its "lookback").
`QTCheckPeriod`	Period, MinPeriod: Integer; FuncName: string	-	Raises EQuantTechError when Period < MinPeriod.
`QTCheckLength`	A, B: Integer; FuncName: string	-	Raises EQuantTechError when two input arrays differ in length.
`QTEMAAt`	X: TQDoubleArray; Period: Integer; K: Double; SeedIdx: Integer	TQDoubleArray	EMA whose first value (an SMA seed) is placed at SeedIdx. The seed is the average of X[SeedIdx-Period+1 .. SeedIdx].
`QTEMA`	X: TQDoubleArray; Period: Integer; K: Double	TQDoubleArray	EMA seeded at the first valid index + Period - 1 (TA-Lib classic behaviour).
`QTRollingStdDev`	X: TQDoubleArray; Period: Integer	TQDoubleArray	Rolling population standard deviation (divides by N, like TA-Lib).

`QuantTech4D.Patterns` - Candlestick patterns

61 functions, see the pattern list. Additional members: QTCandleSettings (variable of type TQCandleSettings) and procedure QTResetCandleSettings.

`QuantTech4D.Types`

Shared types listed in Data types plus EQuantTechError.

TA-Lib name mapping

Names that would clash with Pascal/RTL identifiers differ from TA-Lib:

TA-Lib	QuantTech4D
`MAX`, `MIN`, `SUM`	`RollingMax`, `RollingMin`, `RollingSum`
`MAXINDEX`, `MININDEX`, `MINMAX`, `MINMAXINDEX`	`RollingMaxIndex`, `RollingMinIndex`, `RollingMinMax`, `RollingMinMaxIndex`
`MEDIAN`, `CUMSUM`	`RollingMedian`, `CumSum`
`ADD`, `SUB`, `MULT`, `DIV`	`VecAdd`, `VecSub`, `VecMult`, `VecDiv`
`ACOS`, `ASIN`, `ATAN`, `CEIL`, `COS`, `COSH`, `EXP`, `FLOOR`, `LN`, `LOG10`, `SIN`, `SINH`, `SQRT`, `TAN`, `TANH`	`Vec` + the same name (`VecAcos`, `VecLn`, ...)
`STDDEV`, `VAR`, `BETA`	`StdDevRoll`, `VarianceRoll`, `BetaRoll`
`SKEW`, `KURTOSIS`, `PERCENTILE`	`SkewRoll`, `KurtosisRoll`, `PercentileRoll`
`HA`	`HeikinAshi`

All other functions keep their TA-Lib name.

Algorithm notes

Compatibility with TA-Lib

EMA is seeded with the simple average of the first Period values; K = 2 / (Period + 1).
MACD seeds the fast EMA at the first bar of the slow EMA (as TA-Lib does). MACDFIX uses the fixed 12/26 periods with TA-Lib's 0.15 / 0.075 smoothing factors.
RSI, CMO, ATR, ADX family use Wilder smoothing seeded with a simple average.
Bollinger Bands use the population standard deviation (divides by N); NbDev multipliers apply per band.
SAR / SAREXT follow TA-Lib's reversal logic; SAREXT returns negative values while short.
Stochastic %K is 0 when the window range is zero; %D and slow %K accept any TQMAType.
Candlestick lookbacks are derived from the candle settings, as in TA-Lib.
Hilbert Transform functions share one state machine (4-bar WMA smoother plus even/odd Hilbert transformer). Lookbacks: MAMA, HT_DCPERIOD, HT_PHASOR 32 bars; HT_TRENDLINE, HT_DCPHASE, HT_SINE, HT_TRENDMODE 63 bars.

Differences in the API

Results are full-length arrays with NaN warm-up instead of begIdx / nbElement pairs.
TA_SetUnstablePeriod and TA_SetCompatibility are not exposed; the classic (non-Metastock) behaviour with zero unstable period is always used.
MA with maMAMA returns the MAMA line using the default limits (0.5 / 0.05); the period is ignored.

Definitions used by `QuantTech4D.Extended`

Indicator	Definition / defaults
`AC`	`AO - SMA(AO, 5)`
`ACCBANDS`	Headley bands: `SMA(High * (1 + 4 * (H - L) / (H + L)))`, `SMA(Close)`, `SMA(Low * (1 - 4 * (H - L) / (H + L)))`, period 20
`ADR`	`SMA(High - Low, 14)`
`ALMA`	Gaussian-weighted MA, offset 0.85, sigma 6, period 9
`SI`, `ASI`	Wilder swing index / cumulative swing index, limit move 0.5
`AVGDEV`	Mean absolute deviation from the mean, period 14
`BBW`, `PERCENTB`	`(Upper - Lower) / Middle` and `(Price - Lower) / (Upper - Lower)`, 20 bars, 2 deviations
`CE`	Chandelier exit: `HH(22) - 3 * ATR` (long) and `LL(22) + 3 * ATR` (short)
`CKSP`	Chande-Kroll stop, `P = 10`, `X = 1`, `Q = 9`
`CG`	Ehlers center of gravity, period 10
`CHOP`, `CHOPTR`	`100 * log10(sum(TR) / (HH - LL)) / log10(N)`, period 14; `CHOPTR` widens the box with the previous close
`CMOU`	CMO from plain window sums of ups and downs (no Wilder smoothing), period 14
`COPPOCK`	`WMA(ROC(14) + ROC(11), 10)`
`CRSI`	`(RSI(price, 3) + RSI(streak, 2) + PercentRank(ROC(1), 100)) / 3`
`CTI`	Correlation of price with time over 20 bars
`CVI`	Chaikin volatility: 10-bar ROC of `EMA(High - Low, 10)`
`DONCHIAN`, `KC`	Highest high / lowest low; `EMA(20) +- 2 * ATR(10)`
`DOSC`	Smoothed RSI(14) with EMA 5 and 3 minus a 9-bar SMA signal
`DPO`	`Price[i - (N/2 + 1)] - SMA(N)`, period 20
`EFI`	`EMA(Volume * (Close - PrevClose), 13)`
`EMV`	Arms ease of movement, SMA 14, box ratio `(Volume / VolumeScale) / (High - Low)`
`ER`	Kaufman efficiency ratio, period 10
`ERI`	Bull power `High - EMA(13)`, bear power `Low - EMA(13)`
`FISHER`	Ehlers Fisher transform, period 9, trigger = previous value
`FOSC`	`100 * (Close - TSF(14)) / Close`
`FRACTAL`	Williams 5-bar fractals, value reported at the centre bar
`FRAMA`	Ehlers fractal adaptive MA, period 16
`IBS`	`(Close - Low) / (High - Low)`
`ICHIMOKU`	9 / 26 / 52 with displacement 26 (Senkou spans shifted forward, Chikou back)
`IMI`	Intraday momentum index, period 14
`KDJ`	RSV period 9 with recursive 1/3 smoothing, `J = 3K - 2D`, seeds 50
`KST`, `KSTEXT`	Pring's KST, ROC 10/15/20/30 smoothed 10/10/10/15, weights 1-4, signal 9
`KVO`	Klinger oscillator 34/55 with signal 13
`MACDEXT`, `MACDV`	MACD with MA types; MACD divided by `ATR(26)` times 100
`MARKETFI`, `MASSI`	`(High - Low) / Volume`; mass index EMA 9, sum 25
`MAVP`	Per-bar period selected from `Periods[i]`, clipped to `[MinPeriod, MaxPeriod]`
`MCGD`	McGinley dynamic, period 14
`NVI`, `PVI`, `PVT`	Volume indexes starting at 1000; price-volume trend
`PERCENTILE`, `PERCENTRANK`	Nearest-rank percentile; share of the previous N values <= current
`PSO`	Premier stochastic oscillator, stochastic period 8, smoothing 5, range -1..1
`PVO`	`(EMA12(V) - EMA26(V)) / EMA26(V) * 100`, signal 9
`QSTICK`	`SMA(Close - Open, 8)`
`ROGERSSATCHELL`	Per-bar Rogers-Satchell volatility, 20 bars
`RVI`, `RVIR`	Dorsey relative volatility index (std 10, EMA 14); refined = average of high and low forms
`RVOL`	`Volume / SMA(Volume, 20)`
`SKEW`, `KURTOSIS`	Rolling population skewness / excess kurtosis
`SMI`	Blau stochastic momentum index 10/3/3 with signal 3
`SQZMOM`	Bollinger vs Keltner squeeze flag and linear-regression momentum
`STC`	Schaff trend cycle 23/50, cycle 10, smoothing 0.5
`SUPERTREND`	ATR(10) x 3 with ratcheting bands
`SWAK_*`	Ehlers high-pass, two-pole high-pass, Butterworth, Gaussian and band-pass filters, period 20
`TSI`	True strength index 25 / 13
`VHF`	Vertical horizontal filter, period 28
`VIDYA`	Chande VIDYA, EMA period 14 scaled by `
`VORTEX`	Vortex indicator, period 14
`VWAP`	Cumulative volume weighted average price of the series
`WAD`	Williams accumulation/distribution
`WAVETREND`	LazyBear WaveTrend 10 / 21, signal SMA 4
`ZIGZAG`	Percentage deviation zig-zag on highs/lows, default 5%

Examples

Both folders contain the same four programs (console applications):

Program	Shows
`BasicIndicators`	SMA, EMA, RSI, ATR, ADX, Bollinger Bands, MACD and Stochastic printed for the last bars
`CandlestickScan`	Scanning data for Hammer, Engulfing, Morning Star, Three White Soldiers and Doji
`SmaCrossover`	A long-only SMA(10)/SMA(30) crossover back-test
`AdvancedIndicators`	HT_SINE, SuperTrend, Ichimoku, Keltner, ZigZag and Kicking patterns

Delphi - open examples/delphi/<Name>.dpr and press F9. The projects reference ..\..\src directly.

Free Pascal

cd examples/freepascal
fpc -Fu../../src BasicIndicators.lpr
./BasicIndicators

The examples use GenerateSampleOHLCV (a reproducible random walk), so they run without any data file.

Project layout

QuantTech4D/
  LICENSE                      BSD 3-Clause license
  NOTICE                       TA-Lib attribution and original license text
  README.md
  src/
    QuantTech4D.inc            compiler directives shared by all units
    QuantTech4D.Types.pas      types, records, exception class
    QuantTech4D.Core.pas       helpers (NaN series, lookback, EMA engine, ...)
    QuantTech4D.Overlap.pas    moving averages, bands, SAR
    QuantTech4D.Momentum.pas   oscillators and directional movement
    QuantTech4D.Volatility.pas TRANGE, ATR, NATR
    QuantTech4D.Volume.pas     AD, ADOSC, OBV, CMF
    QuantTech4D.Price.pas      price transforms, Heikin-Ashi
    QuantTech4D.Statistic.pas  rolling statistics, regression
    QuantTech4D.MathOps.pas    vector math, rolling windows
    QuantTech4D.Cycle.pas      MAMA and Hilbert Transform
    QuantTech4D.Extended.pas   newer indicators
    QuantTech4D.Patterns.pas   61 candlestick patterns
    QuantTech4D.Data.pas       CSV loader, sample data, formatting
  examples/
    delphi/                    .dpr console programs
    freepascal/                .lpr console programs

License and credits

QuantTech4D is released under the BSD 3-Clause License (see LICENSE).

It is a Pascal port of the algorithms of TA-Lib (https://github.com/TA-Lib/ta-lib), also BSD-3-Clause. TA-Lib's copyright notice and license text are reproduced in NOTICE and must accompany every redistribution of QuantTech4D.

Name		Name	Last commit message	Last commit date
assets		assets
examples		examples
src		src
.gitattributes		.gitattributes
.gitignore		.gitignore
LICENSE		LICENSE
NOTICE		NOTICE
README.md		README.md

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QuantTech4D

Table of contents

Highlights

Requirements

Installation

Quick start

Core concepts

Data types

Warm-up values and lookback

Chaining indicators

Error handling

Naming conventions

Cookbook

Moving averages of any type

Bollinger Bands and %B

MACD, stochastic and ADX

Volatility and volume

Reading real data

Building the series yourself

Cycle indicators

Trend following and channels

A simple crossover strategy

Math helpers

Candlestick patterns

Candle settings

Pattern list

Function reference

QuantTech4D.Overlap - Overlap studies

QuantTech4D.Momentum - Momentum indicators

QuantTech4D.Volatility - Volatility indicators

QuantTech4D.Volume - Volume indicators

QuantTech4D.Price - Price transforms

QuantTech4D.Statistic - Statistic functions

QuantTech4D.MathOps - Math transforms, operators and rolling windows

QuantTech4D.Cycle - Cycle indicators (Hilbert Transform)

QuantTech4D.Extended - Extended indicators

QuantTech4D.Data - Data helpers

QuantTech4D.Core - Core helpers

QuantTech4D.Patterns - Candlestick patterns

QuantTech4D.Types

TA-Lib name mapping

Algorithm notes

Compatibility with TA-Lib

Differences in the API

Definitions used by QuantTech4D.Extended

Examples

Project layout

License and credits

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