goldenChart/ta4j-master/CHANGELOG.md

Unreleased

Breaking

• Updated project Java JDK from 21 to 25

Added

• Rolling advanced correlation indicators: Added Spearman rank correlation, Kendall tau-b, lag-aware cross-correlation, distance correlation, mutual information, and regime-segmented correlation indicators under org.ta4j.core.indicators.statistics, with NaN handling for undefined windows and documentation for choosing the right metric.
• Staged rule composition for thesis-based exits: Added TriggeredRule so strategies can keep invalidation and timeout rules active while trigger/delegate stages arm follow-on exits such as trailing stops. Stages support finite or unbounded activation windows, delegate priming, explicit reset rules, and position-change resets for reusable target, timeout, and risk-management workflows.
• Anchor-aware Elliott tuning harness: You can now run ElliottWaveAnchorCalibrationHarness with the versioned BTC-anchor-registry-v1.json registry to replay major BTC tops and bottoms, compare the locked baseline against coarse challenger profiles on top-1/top-3 anchor hits plus ECE/Brier/LogLoss, and get a deterministic promote-or-retain bundle that also sanity-checks the selected profile on ETH/USD and S&P 500 data.
• Backtesting throughput comparisons are now reproducible: BacktestPerformanceTuningHarness can write fixed-matrix matrix_performance.json artifacts with cells/min, hypotheses/min, hashed host telemetry, and per-cell timings, while scripts/benchmark-backtest-throughput.sh compares HEAD^ and HEAD on the same dataset/spec/host for focused tuning work (CF-170).
• Release automation audit artifacts: Release workflows now emit structured release dossiers, model catalog preflight data, normalized AI decisions, exact artifact manifests, tag-resolution snapshots, full-build logs, and workflow summaries so release failures can be diagnosed from the exact step that produced them.
• Report-producing analysis demos can run on demand or on schedule: The new standalone analysis-demo JUnit tag starts with a live Elliott Wave BTC/USD macro report backed by Coinbase daily candles, plus a dedicated GitHub Actions workflow that can be manually run for provider-qualified instruments like coinbase:BTC-USD and uploads the resulting JSON, chart, and cached data artifacts.
• Elliott macro-cycle replay has a dedicated runner path: The BTC macro-cycle replay regression now uses the explicit elliott-macro-cycle-replay JUnit tag and a manual-only self-hosted GitHub Actions workflow, keeping the multi-hour replay out of hosted PR verification and report-producing analysis-demo runs.
• PULL_REQUESTS.md guidance for AI agents: New rules were added for handling pull requests.

Changed

• Rule trace diagnostics are now explicit and safer for shared strategies: enabling SLF4J TRACE on a rule or strategy logger now emits default verbose diagnostics without mutating shared instances, one-shot SUMMARY / VERBOSE calls scope noisy child logs, and output uses stable flat key=value fields for path/depth, compared values, cross/slope windows, risk/reward math, short-circuit reasons, unstable strategy decisions, and stop-rule prices.
• GitHub workflow action pins now stay on the current supported lines: Maintainers can rerun CI, release, snapshot, and release-freeze automation without tripping over deprecated hosted-action runtimes because the workflow set now consistently uses the current official actions/* majors (checkout@v6, cache@v5, setup-java@v5, github-script@v9, and upload-artifact@v7) plus the current release-publishing and linting actions (softprops/action-gh-release@v3, rhysd/actionlint@v1.7.12) across fast feedback and release lanes (CF-160).
• Contributor verify and example runs now line up with the repo’s real commands: You can now run mvn verify to mirror CI’s advisory SpotBugs and JaCoCo feedback for ta4j-core and ta4j-examples, then launch examples straight from repo root with mvn -pl ta4j-examples exec:java for Quickstart or -Dexec.mainClass=... for a specific demo (CF-119).
• Release health now proves the snapshot really shipped without false handoff alarms: release-health.yml now checks the live Maven snapshot metadata for the current -SNAPSHOT version, but only treats a missing snapshot as drift once snapshot.yml has had a chance to finish, so maintainers can see whether the post-release snapshot publication actually landed instead of only inferring it from pom.xml drift (CF-118).
• Agent guidance stays accurate across repo and personal workflows: scripts/agents_for_target.sh guidance now clearly describes path-scoped AGENTS.md discovery from the current repo/workspace root, so contributors can use it for file-targeted lookup without assuming it also covers personal PR/comment workflow guidance.
• Release prep now keeps removal-ready APIs on schedule: prepare-release.yml now runs a Java-based removal-ready deprecation scanner before release commits to block due or overdue removals, then scans the next snapshot to create, refresh, reopen, or close stale cleanup issues for matching @Deprecated(forRemoval = true) symbols.
• BTC daily Elliott runs now share one macro-validated core path: You can now run the historical BTC macro study and the live BTC preset through the same core-ranked Elliott engine, keep the locked 1-2-3-4-5 / A-B-C truth-set regression in place, and read the current-cycle invalidation directly as a condition like <= 68997.75 instead of reverse-engineering a raw number from the demo output. The BTC wrapper is now primarily about loading ossified data, choosing the prevalidated profile, and rendering charts/reports.
• Tagged test suites are easier to run when you actually want them: benchmark and integration JUnit tags now each have a dedicated GitHub Actions workflow with manual dispatch plus independently gated daily, weekly, or monthly schedule slots controlled by repository variables, so opt-in suites stay out of push CI without becoming hard to exercise.
• AI release scheduling now uses richer GitHub Models context: release-scheduler.yml now defaults to the GitHub Models openai/gpt-4.1 path, validates the configured catalog entry before inference, and sends a generated release dossier instead of the prior heavily truncated path summary.
• Release publishing now gates on candidate verification and exact artifacts: publish-release.yml now runs the official release-candidate build gate with the repository’s standard release test-tag exclusions before deploy, validates the expected release jars, fails on new Javadoc warnings relative to the tracked baseline, requires explicit recovery mode for manual unreachable commits, and dispatches snapshot publication after a successful tag verification. github-release.yml now validates bare SemVer tags and uploads only the expected release artifacts.
• Documentation surfaces are now aligned across code and wiki workflows: Core strategy/rule/indicator/bar-series API docs were clarified, key runnable examples were documented at class level, and contribution/release guidance was consolidated so documentation mirrors the current codebase and maintainer process.
• Tagged tests use explicit execution lanes: benchmark, integration, analysis-demo, and elliott-macro-cycle-replay JUnit tags now have dedicated GitHub Actions workflows or documented local commands, so long-running suites stay out of push CI without becoming hard to exercise.
• Documentation surface area is now consolidated around canonical owners: Overlapping execution-choice guidance was reduced to a single decision-matrix source, wiki navigation duplicates were removed, maintainer architecture index duplication was cleaned up, and onboarding/live/backtesting docs now route through clearer ownership boundaries while preserving deprecation-safe link compatibility.

Fixed

• Stop and timeout rules are safer to compose: Stop-loss, stop-gain, trailing stop, open-position timeout, and wait-for rules now validate invalid configuration up front, preserve touch-or-beyond boundary behavior, avoid pre-entry trailing-stop signals, and remove repeated trailing-stop helper allocation from hot exit paths.
• PR validation stays fast while the Elliott replay suite remains runnable: GitHub build CI now keeps integration, analysis-demo, and elliott-macro-cycle-replay excluded by default instead of running every tagged test on each PR, and contributors can still rerun the BTC macro-cycle replay suite through its dedicated tag when they need full validation.
• Scheduled release automation now stays on the production path: release-scheduler.yml cron runs continue to dispatch prepare-release.yml with dryRun=false, skipped scheduled runs no longer post production summaries, and the prepare workflow no longer fails removal-ready issue sync by redeclaring GitHub Script's injected bindings.

0.22.6 (2026-04-01)

Fixed

• GitHub Release reruns are much less fragile on cold runners: github-release.yml now caches Maven dependencies and retries release artifact packaging with backoff, so a single Maven Central connection reset does not derail tag backfills or release reruns like 0.22.5.

0.22.5 (2026-03-29)

Added

• Calmar and Omega ratios: Added CalmarRatioCriterion and OmegaRatioCriterion for drawdown-adjusted CAGR and threshold-based return-distribution asymmetry analysis.
• Release PR freeze is now visible and enforced: while any PR labeled release is open against master, non-release PR merges are now blocked by .github/workflows/release-freeze.yml; other open PRs automatically get a freeze notice with direct links to active release PRs, and that notice is removed once release PRs close or merge. This prevents “whoops, this should have waited for release” merge windows during release prep (#1481).

Changed

• Release workflows are now safer for release orchestration: cancel-in-progress is disabled in prepare-release.yml, publish-release.yml, github-release.yml, release-health.yml, and release-scheduler.yml so release runs can continue through manual triggers, schedules, and chained events. Fast-feedback workflows keep concurrency cancellation (actionlint.yml, check.yml, test.yml, validate.yml, snapshot.yml) enabled for PR responsiveness.
• Release tag baselines now follow reachable ancestry instead of first-parent only: release-health.yml and release-scheduler.yml now resolve tags through a shared scripts/resolve-release-tags.sh helper, so the scheduler diffs and version floors use the newest release tag actually reachable from master, while first-parent tag lag remains an explicit diagnostic only.

Fixed

• Windowed maximum drawdown now stays inside the requested analysis range: MaximumDrawdownCriterion#calculate(series, tradingRecord, window[, context]) now bounds its cash-flow work to the requested window instead of propagating across the full trailing series, so long cached histories no longer make small windowed drawdown calculations slower as the overall series grows (#1485).

0.22.4 (2026-03-15)

Added

• Window-aware criterion evaluation API: AnalysisCriterion can now analyze exactly the slice you care about, including specific bar ranges, date/time ranges, lookback bars, and lookback durations, via AnalysisWindow/AnalysisContext and AnalysisCriterion#calculate(series, tradingRecord, window[, context]), with strict/clamp history policies and configurable open-position handling.
• Price-structure aggregators: Added RangeBarAggregator, VolumeBarAggregator, and RenkoBarAggregator for range-, volume-, and Renko-brick derived bar series with externally configurable thresholds and comprehensive fixture-driven regression coverage.
• One-shot multi-timeframe Elliott Wave analysis: You can now run ElliottWaveAnalysisRunner once and get an ElliottWaveAnalysisResult with base + neighboring degree outputs, ranked scenarios, and confidence context in one place.
• Reusable walk-forward framework with backtest integration: Added WalkForwardEngine, WalkForwardTuner, WalkForwardObjective, and StrategyWalkForwardExecutor, plus BacktestExecutor entrypoints so you can run backtest-only, walk-forward-only, or both in one consistent flow.
• Weighted strategy ranking across execution results: TradingStatementExecutionResult and BacktestExecutionResult#getTopStrategiesWeighted(...) now support normalized weighted ranking (for example net profit + drawdown + trade count) with pluggable normalization and deterministic ordering. You can jump in with WeightedCriterion.of(...), RankingProfile.weighted(...), or the direct weighted overloads, and the README plus SimpleMovingAverageRangeBacktest now show a concrete “net profit + RoMaD” shortlist flow you can copy directly.
• Shared scoring/weighting primitives for library extensions: Added NamedScoreFunction<I, S> and WeightedValue<T> so indicator, confidence, and walk-forward components can reuse the same scoring and weighted-aggregation contracts.
• Live Elliott preset demo support: ElliottWavePresetDemo now accepts live tickers (for example BTC-USD, ETH-USD, SPY) so you can run the same EW workflow on non-ossified daily data.

Changed (Trading Record and Execution Flow)

• Elliott APIs and demos now follow runner-centric naming and defaults: The project has moved from legacy analyzer naming to ElliottWaveAnalysisRunner, examples are organized under analysis.elliottwave.{demo,backtest,support}, and demo defaults now emphasize auto-degree selection with multi-degree context.
• HighRewardElliottWaveStrategy momentum confirmation now uses MACD-V: The strategy now uses VolatilityNormalizedMACDIndicator and drops redundant exit-rule guarding to keep rule flow cleaner.
• Release automation now favors safer incremental bumps: release-scheduler.yml and semver-rules-override.txt now drive explicit go/no-go decisions with patch|minor outputs only, normalize noisy AI bump values (for example MAJOR or minor), and keep major bumps disabled so automated releases stay predictable for library consumers and maintainers (#1477).
• @since policy is now explicit for contributors: .github/CONTRIBUTING.md now clearly requires introducing release versions without -SNAPSHOT (for example @since 0.22.4), plus a documented 5-minor volatility window so teams can adopt new APIs with clearer risk expectations (#1477).

Fixed

• Volume indicator cold-cache warmup: VolumeIndicator now uses recursive-indicator prefill protection, so requesting a late bar first no longer triggers a StackOverflowError during rolling-sum warmup (#1484).
• Net momentum can now jump straight to later bars without falling over: NetMomentumIndicator now handles large first-lookups and constrained maximumBarCount series without blowing the stack, so replay/backtest flows can request a late bar first, warm up on pruned rolling windows, and keep the same momentum values they would get from sequential evaluation.
• Release workflow drift guardrails: Release maintainers now get near-immediate drift detection because release-health.yml runs on every master push and after Publish Release to Maven Central completes, and publish-release.yml now hard-fails if the pushed release tag does not resolve to the expected releaseCommit or is not reachable from origin/<default_branch>.
• Rolling variance now matches sample-statistics expectations by default: VarianceIndicator now computes sample variance out of the box (n-1 divisor), so spreadsheet-style checks like issue #1152 line up directly. You can now choose behavior explicitly with SampleType/factory helpers across VarianceIndicator, StandardDeviationIndicator, StandardErrorIndicator, SigmaIndicator, and CorrelationCoefficientIndicator (for example: VarianceIndicator.ofSample(...), VarianceIndicator.ofPopulation(...), StandardDeviationIndicator.ofSample(...), or CorrelationCoefficientIndicator.ofPopulation(...)).
• Enter-and-hold wrappers now keep return format metadata intact: EnterAndHoldCriterion now forwards getReturnRepresentation() from its wrapped criterion, so downstream consumers can reliably detect whether outputs are decimal, percentage, multiplicative, or log without special casing wrapper criteria.
• Elliott analysis hardening: Enforced bounded ElliottDegree.RecommendedHistory ranges, hardened ossified resource loading for classpath edge cases, and simplified redundant trend-bias null guarding in EW analysis reporting.
• Walk-forward fold metadata stability: Fixed fold-value reporting so criterion maps and fold views remain stable and deterministic when consumers rely on fold order for downstream comparisons.

Breaking

• Trade and record handling now has one obvious happy path: Build fill-aware trades with Trade.fromFill(...) or Trade.fromFills(...), then pass them to TradingRecord#operate(...). The older live-only wrappers (ExecutionFill, LiveTrade, LiveTradingRecord, and PositionLedger) are still available in 0.22.x as deprecated migration shims, but they are no longer the API you should reach for first.
• Open-position APIs now use Position end to end: TradingRecord#getOpenPositions() returns open Position snapshots, getCurrentPosition() remains the canonical net-open view, and getNetOpenPosition() is now just a compatibility alias. The separate OpenPosition type is gone.
• Lot bookkeeping is finally internal again: PositionBook and PositionLot now stay inside BaseTradingRecord, while FIFO, LIFO, average-cost, and specific-id matching keep the same external behavior.

Changed (Backtest Execution Models and Custom Records)

• Partial-fill recording is smoother in live-style flows: You can now stream one fill at a time with TradingRecord.operate(fill) when fills arrive incrementally, or keep using Trade.fromFills(...) plus operate(...) when you already have the whole batch for one logical order. TradeFillRecordingExample in ta4j-examples now walks through both styles and also shows how FIFO, LIFO, AVG_COST, and SPECIFIC_ID change partial-exit matching.
• Bring your own trading record in backtests: BarSeriesManager can now run directly against a caller-provided TradingRecord (run(strategy, tradingRecord[, amount, start, end])) and can also be configured with a default TradingRecordFactory, so you can keep standard BaseTradingRecord runs or wire custom record implementations without changing existing run(...) calls.
• BacktestExecutor now picks up the same backtest wiring without extra boilerplate: You can construct it directly with a TradeExecutionModel for the common slippage/stop-limit case, or hand it a preconfigured BarSeriesManager so custom TradingRecordFactory behavior flows through normal backtest, top-K, and walk-forward execution.
• Execution-model examples are easier to copy straight into your own backtests: TradingRecordParityBacktest in ta4j-examples now walks through next-open, current-close, and slippage fills side by side, then verifies the same behavior with provided and factory-configured BaseTradingRecord runs.
• Stop-limit/live parity hardening: StopLimitExecutionModel now expires stale pending orders before accepting new signals (so old orders cannot block fresh ones), commits partial expiry fills on unified BaseTradingRecord exit flows for better real-world fill progression, and keeps rejection metadata for the unfilled remainder.

0.22.3 (2026-03-01)

Added

• Bill Williams indicator suite: Added FractalHighIndicator, FractalLowIndicator, AlligatorIndicator (jaw/teeth/lips defaults), GatorOscillatorIndicator (upper/lower histogram branches), and MarketFacilitationIndexIndicator with comprehensive regression coverage for confirmation delays, overlapping windows, flat-price/zero-volume edge cases, constructor validation, unstable-bar boundaries, and lower-histogram signed-zero handling.
• Risk controls APIs: Added PositionRiskModel, StopLossPositionRiskModel, and RMultipleCriterion for risk-unit (R-multiple) evaluation, plus StopLossPriceModel/StopGainPriceModel and fixed/trailing/volatility/ATR stop-loss and stop-gain rule variants.
• Agent guidance tooling and docs: Reorganized project AGENTS.md into scoped, task-local guides and added scripts/agents_for_target.sh to resolve effective instructions for any target path.
• Regression coverage additions: Added explicit tests for TimeBarBuilder gap placement, NetMomentumIndicator pivot/decay edge handling, mixed-field serialization routing, named-strategy label/vararg diagnostics, and VolumeIndicator rolling-window behavior.
• Added PiercingLineIndicator and DarkCloudCoverIndicator with configurable body-size, gap, and penetration thresholds for candlestick pattern detection.
• Trend confirmation oscillators: Added VortexIndicator (+VI, -VI, and oscillator output) and UltimateOscillatorIndicator with configurable periods, warm-up guards, and regression tests against published reference values.
• Volatility-normalized MACD-V toolkit: Added VolatilityNormalizedMACDIndicator with canonical ATR-normalized MACD-V calculation, configurable signal/histogram helpers, and MACDVMomentumState classification utilities.
• MACD-V momentum helper components: Added MACDHistogramMode, MACDLineValues, MACDVMomentumProfile, MACDVMomentumStateIndicator, and MomentumStateRule to support configurable histogram polarity, bundled line snapshots, and momentum-state rule composition.
• MACD-V strategy demo: Added MACDVMomentumStateStrategy to ta4j-examples, demonstrating custom signal-line injection and momentum-state filtered entry/exit rules.

Changed

• Risk/stop-rule refinements: Tightened volatility stop-gain coefficient validation, removed redundant risk recomputation in RMultipleCriterion, added the missing AverageTrueRangeTrailingStopLossRule lookback overload, and expanded shared stop-rule fixtures/tests and Javadocs.
• VolumeIndicator performance: Replaced O(barCount) per-index summation with an O(1) rolling partial-sum update, including clearer algorithm/complexity Javadocs.
• Serialization routing precedence: ComponentSerialization now resolves mixed payloads by descriptor type so strategies prefer rules while indicators/rules prefer components, while keeping legacy children/baseIndicators compatibility.
• NamedStrategy reconstruction diagnostics: Strategy reconstruction now emits richer, label-aware errors for missing identifiers, malformed labels, and constructor/parameter failures.
• Build entrypoint + Maven Wrapper compatibility: scripts/run-full-build-quiet.sh now auto-detects and uses ./mvnw when present (falling back to mvn), so wrapper adoption does not require a second build command.
• Full build script portability: scripts/run-full-build-quiet.sh no longer requires Python; timeout handling, quiet-output filtering, heartbeat logging, and test-summary aggregation now run in Bash.
• Indicator composition reuse: Added IndicatorUtils.requireSameSeries(...) to centralize same-series validation and refactored VortexIndicator, UltimateOscillatorIndicator, and TRIndicator to compose shared true-range/series-validation logic instead of duplicating private helpers.
• Indicator validation helper consolidation: Merged IndicatorSeriesUtils into IndicatorUtils, added shared IndicatorUtils.requireIndicator(...) / IndicatorUtils.isInvalid(...), and refactored Bill Williams, VWAP, support/resistance, and Wyckoff indicators to reuse centralized validation and NaN-guard logic.
• Fractal hierarchy consolidation: Extracted AbstractFractalConfirmationIndicator and AbstractRecentFractalSwingIndicator, and added FractalDetectionHelper.findLatestConfirmedFractalIndex(...) so high/low fractal families share confirmation and scanning logic while preserving the existing public APIs.
• Fractal documentation and regression hardening: Expanded Javadocs for shared fractal internals and added FractalDetectionHelperTest coverage for latest-pivot scanning, bounds handling, equality allowances, and invalid input guards.
• MACD-V signal-line extensibility: VolatilityNormalizedMACDIndicator now supports custom signal-line indicator injection for both signal and histogram generation.
• MACDVIndicator API robustness and clarity: Clarified that MACDVIndicator is a volume/ATR-weighted MACD variant (not ATR-normalized MACD-V), added default signal/histogram conveniences and constructor overloads, and hardened warm-up/NaN handling with lazy transient sub-indicator rebuild.
• MACD-V indicator ergonomics: MACDVIndicator and VolatilityNormalizedMACDIndicator now expose configuration/sub-indicator getters, line bundle helpers, momentum-state indicator factories, and crossover/momentum rule helpers for strategy composition.
• MACD-V package organization: Grouped MACD-V specific helpers and indicators under org.ta4j.core.indicators.macd to reduce top-level indicators package clutter, and retained a deprecated compatibility shim for moved MACDVIndicator in org.ta4j.core.indicators so downstream projects can migrate imports without immediate build breakage.
• Deprecation visibility for deprecated classes: Added runtime deprecation warnings (emitted once per classloader) for deprecated compatibility classes in core and legacy JSON helper classes in examples so migration guidance appears directly in logs.

Fixed

• Stop-rule behavior and efficiency: Trailing stop-gain variants now arm only after the configured favorable move, volatility stop-loss variants trigger on exact threshold touches, gain-side helpers are used consistently, and trailing volatility/fixed-amount rules now reuse stabilized max-lookback indicators to reduce hot-path allocations.
• NetMomentum neutral pivot validation: Constructor now rejects NaN/infinite neutral pivot values to prevent undefined momentum output states.
• VolumeIndicator constrained-window correctness: Rolling sums now anchor to the series beginIndex so max-bar-count eviction does not double-count or backtrack into pruned history.
• Publish-release manual dispatch inputs: publish-release.yml now reads workflow_dispatch metadata from event inputs so manual reruns correctly receive releaseVersion/releaseCommit.
• Prepare-release metadata guard: Added a Maven Central metadata validation gate in prepare-release.yml (including dry-run mode) to fail early when required POM metadata (including developers) is missing.
• VWAP and Wyckoff market-structure toolkit: Added rolling/anchored VWAP analytics (deviation, standard deviation, z-score, bands), support/resistance clustering (bounce-count, price-cluster, KDE volume profile), and Wyckoff cycle analysis APIs with a runnable demo.
• Release workflow dispatch and metadata checks: publish-release.yml now reads workflow_dispatch inputs correctly for manual reruns, and prepare-release.yml now fails early when required Maven Central POM metadata is missing.
• README snippet synchronization line endings: ReadmeContentManager.updateReadmeSnippets(...) now preserves the target README's dominant line separator (LF/CRLF), with regression tests covering both newline modes.
• Indicator serialization and stability: Aligned VWAP, price-cluster, and Wyckoff indicators on descriptor ordering, NaN handling, and unstable-bar conventions.

0.22.2 (2026-02-15)

Breaking

• Trade model split: Trade is now an interface; the previous concrete implementation is SimulatedTrade (backtesting/simulation), and live executions are represented by LiveTrade.
• Swing indicator interfaces: Removed deprecated RecentSwingHighIndicator and RecentSwingLowIndicator; use RecentSwingIndicator and concrete implementations directly.

Added

• Charting time axis mode: Added TimeAxisMode with BAR_INDEX support to compress non-trading gaps (weekends/holidays) on charts while keeping bar timestamps intact.
• Concurrent real-time bar series pipeline: Introduced core support for concurrent, streaming bar ingestion with a dedicated series (ConcurrentBarSeries/builder), realtime bar model (RealtimeBar/BaseRealtimeBar), and streaming-bar ingestion helpers to enable candle reconciliation and side/liquidity-aware trade aggregation.
• Live trading domain model: Added ExecutionIntent, ExecutionFill, LiveTrade, and LiveTradingRecord with partial-fill tracking, multi-lot bookkeeping, and configurable matching (FIFO, LIFO, AVG_COST, SPECIFIC_ID).
• Strategy trade direction: Added Strategy#getStartingType() (default BUY) so strategies can declare long-first or short-first behavior explicitly.
• Open position analytics: Added PositionLedger, OpenPositionCostBasisCriterion, OpenPositionUnrealizedProfitCriterion, and TotalFeesCriterion for live exposure and fee analysis.
• Sharpe Ratio: Added SharpeRatioCriterion and its related calculation classes
• Equity-curve controls: Added OpenPositionHandling and PerformanceIndicator to standardize mark-to-market vs realized behavior across performance metrics.
• Added ThreeInsideUpIndicator and ThreeInsideDownIndicator
• Added MorningStarIndicator and EveningStarIndicator
• Added BullishKickerIndicator and BearishKickerIndicator
• Added PiercingIndicator and DarkCloudIndicator
• Added PiercingLineIndicator and DarkCloudCoverIndicator with configurable body-size, gap, and penetration thresholds for candlestick pattern detection.
• Threshold-based boolean rules: #1422 Added AndWithThresholdRule/OrWithThresholdRule that also work backwards with a certain threshold.
• Added versions-maven-plugin
• DonchianChannelFacade: #1407: Added DonchianChannelFacade new class providing a facade for DonchianChannel Indicators by using lightweight NumericIndicators
• Added constructors accepting custom ATR indicator to AverageTrueRangeStopGainRule AverageTrueRangeStopLossRule and AverageTrueRangeTrailingStopLossRule
• Sortino Ratio: Added SortinoRatioCriterion for downside deviation-based risk adjustment
• Trend confirmation oscillators: Added VortexIndicator (+VI, -VI, and oscillator output) and UltimateOscillatorIndicator with configurable periods, warm-up guards, and regression tests against published reference values.
• Volume indicator coverage: Added ForceIndexIndicator, EaseOfMovementIndicator, and KlingerVolumeOscillatorIndicator with documented formulas and bullish/bearish/sideways spreadsheet regression fixtures.

Changed

• Bar builders null handling: Bar builders now skip null-valued bars entirely instead of inserting placeholder/null bars, leaving gaps when inputs are missing or invalid.
• Indicator composition reuse: Added IndicatorUtils.requireSameSeries(...) to centralize same-series validation and refactored VortexIndicator, UltimateOscillatorIndicator, and TRIndicator to compose shared true-range/series-validation logic instead of duplicating private helpers.
• Charting overlays: Refactored overlay renderer construction and centralized time-axis domain value selection to reduce branching without changing chart output.
• Volume indicator coverage: Added ForceIndexIndicator, EaseOfMovementIndicator, and KlingerVolumeOscillatorIndicator with documented formulas and bullish/bearish/sideways spreadsheet regression fixtures.
• Charting defaults: Centralized chart styling defaults (anti-aliasing, background, title paint) for consistency across chart types.
• Chart builder metadata: Chart definitions now surface a shared metadata object for domain series, title, and time axis mode; chart plans expose a ChartContext and derive their primary series from it, with ChartWorkflow rendering helpers accepting contexts.
• TimeBarBuilder: Enhanced with trade ingestion logic, time alignment validation, and RealtimeBar support.
• BaseBarSeriesBuilder: Deprecated setConstrained in favor of deriving constrained mode from max-bar-count configuration.
• Release automation (two-phase, tokens, tooling): Two-phase workflows (prepare-release.yml, publish-release.yml) with optional direct push (RELEASE_DIRECT_PUSH). Token handling: preflight runs before checkout; GH_TA4J_REPO_TOKEN is used for checkout and push only when valid, otherwise github.token; fail fast when the token lacks write (warn in dry-run). Release process docs overhauled; pre-push hook runs actionlint on workflow changes (see CONTRIBUTING); agent workflow skips full build for workflow/CHANGELOG/docs-only changes.
• Release scheduler and discussions: Gated by RELEASE_SCHEDULER_ENABLED. Dispatches through prepare-release only when binary-impacting changes exist (pom.xml or src/main/**); AI prompt uses summarized binary changes and trimmed changelog with optional RELEASE_AI_MODEL. Scheduler and release runs post to GitHub Discussions with run mode and timestamp; binary path list and Maven Central summary in collapsible details; previous dry-run comments for the same tag are removed before posting.
• Publish-release manual trigger: For workflow_dispatch, releaseCommit is optional and auto-detected from release/<version>.md on the default branch so manual publishes require only the release version.
• Release health workflow: Scheduled checks for tag reachability, snapshot version drift, stale release PRs, and missing release notes, with summaries posted to Discussions.
• Factory selection from bars: Derive the NumFactory from the first available bar price instead of assuming a specific price is always present.
• CashFlow: Added a realized-only calculation mode alongside the default mark-to-market cash flow curve.
• Live/backtest calculation parity: CashFlow, CumulativePnL, Returns, and drawdown criteria now align on bar indices, support explicit equity/open-position handling, and correctly account for multiple live lots.
• Live vs simulated record boundaries: BaseTradingRecord now rejects LiveTrade, while charting/analysis paths can build partial LiveTradingRecord instances so recorded live fees are preserved.
• Live persistence simplification: Removed LiveTradingRecordSnapshot; persistence now uses LiveTradingRecord serialization plus explicit cost-model rehydration.
• Recorded fee semantics: Live-trading positions and criteria now use recorded LiveTrade fees via RecordedTradeCostModel so PnL reflects actual execution costs.
• Quiet full-build lifecycle: scripts/run-full-build-quiet.sh now traps SIGINT/SIGTERM/EXIT and cleanly terminates background build/heartbeat processes.
• License headers: Switch Java source file headers to SPDX identifiers.
• Position duration criterion: implemented PositionDurationCriterion to measure positions duration.
• Statistics helper: Consolidated statistics selection into the Statistics enum, with Num calculations.
• Monte Carlo drawdown criterion: Reused shared statistics helper for simulated drawdown summaries.
• Dependencies: update to latest versions
• CI concurrency: Cancel in-progress runs for the primary PR/push validation workflows to reduce backlog.
• Java 25 LTS baseline: #1338 Ta4j now builds and publishes for Java 25+, matching the project policy of tracking Java LTS releases.

Fixed

• Chart window focus stealing: ta4j-examples chart display paths now set setFocusableWindowState(false) so chart-related test/example runs do not steal desktop focus.
• Build script: Ensure scripts/run-full-build-quiet.sh creates a temp filter script on macOS by using a trailing-X mktemp template and guarding cleanup when the temp list is unset.
• TimeBarBuilder: Preserve in-progress bars when trade ingestion skips across multiple time periods.
• Release workflow notifications: Fix discussion comment posting in workflows (unescaped template literals).
• Release workflow hardening: Improved prepare-release.yml token preflight with push-capability checks and an early git push --dry-run probe, and fixed github-script core redeclaration errors in both prepare-release.yml and publish-release.yml.
• Maven Central publication metadata: Restored <developers> information in the parent POM so Central Portal validation accepts ta4j release bundles.
• Release health workflow: Ensure discussion notifications are posted even when summary generation fails and avoid github-script core redeclaration errors.
• Indicator unstable periods: Standardized unstable-bar aggregation and warm-up guarding across indicators so pre-warmup bars are handled consistently, including lookback-driven trend/cross indicators.
• CashFlow: Prevented NaN values when a position opens and closes on the same bar index.
• Returns: Mark-to-market returns now carry forward cost-adjusted prices for consistent holding-cost treatment.
• BarSeries MaxBarCount: Fixed sub-series creation to preserve the original series max bars, instead of resetting it to default Integer.MAX_VALUE
• SimulatedTrade: Avoid divide-by-zero when calculating net price for zero-amount trades and return a non-null zero-cost model when deserialized without a transient cost model.
• Position: Default transaction/holding cost models after deserialization now return zero-cost models instead of null.
• Live-trading validation hardening: BaseTradingRecord now rejects empty trade arrays with a clear error, and PositionBook validates null/non-positive live trades before mutating lot state.
• Strategy starting type propagation: BarSeriesManager default run(...) methods now use Strategy#getStartingType(), BaseStrategy composition (and/or/opposite) preserves non-default starting types, and strategy serialization round-trips retain short-mode (SELL) starting type metadata.
• ExecutionFill index handling: LiveTradingRecord.recordExecutionFill(ExecutionFill) now applies explicit fill indices consistently for both LiveTrade and non-LiveTrade implementations.
• Keltner channels: Rebuild ATR indicators after deserialization and include ATR unstable bars in the reported warmup.
• Trade interface naming: Aligned the public Trade interface filename with Java conventions to restore compilation.
• Release scheduler: Gate release decisions on binary-impacting changes (pom.xml or src/main/**) so workflow-only updates no longer trigger releases.
• Release scheduler redaction: Avoid masking long Java class names in binary-change listings.
• Release version validation: Fixed version comparison in prepare-release.yml to properly validate that nextVersion is greater than releaseVersion using semantic version sorting, preventing invalid version sequences.
• Release token preflight hardening: prepare-release.yml now requires literal repo/public_repo scopes for push capability and uses a 30-second GitHub API timeout.
• Candlestick ratio safety: DarkCloudCoverIndicator and PiercingLineIndicator now short-circuit on zero/NaN denominators, with regression coverage for zero and NaN inputs.
• TRIndicator unstable bars: getCountOfUnstableBars() now includes the previous-close lookback when the close input has warm-up bars.
• Fixed incorrect @since 0.23 by replacing with 0.22.2
• Full build script: Fix macOS temp file creation in run-full-build-quiet.sh by using a portable mktemp template.

0.22.1 (2026-01-15)

Added

• Manual GitHub Release workflow trigger: Added workflow_dispatch support with a required tag input so maintainers can backfill or re-run a GitHub Release directly from the Actions UI.
• GitHub Release dry-run option: Added a dryRun flag for manual GitHub Release triggers to preview notes, validate artifacts, and preflight release token permissions without publishing.
• Manual actionlint trigger: Added workflow_dispatch support so workflow linting can be run on demand.

Changed

• GitHub Release execution path: Release creation now relies on tag-push triggers (and the manual dispatch option) instead of being invoked directly from release.yml, with the workflow checking out the target tag to align notes and artifacts.
• Release automation tokens: release-scheduler.yml and release.yml use GITHUB_TOKEN, while github-release.yml uses the GH_TA4J_REPO_TOKEN classic PAT for GitHub Release creation under org token restrictions.

Fixed

• GitHub Release artifacts: Build now uses the production-release profile so javadoc jars are generated and artifact validation succeeds.
• GitHub Release asset uploads: Removed overlapping upload patterns to prevent duplicate asset uploads from failing the release.

0.22.0 (2025-12-29)

Breaking Changes

• CachedIndicator and RecursiveCachedIndicator synchronization changes: CachedIndicator and RecursiveCachedIndicator no longer use synchronized methods. Thread safety is now achieved through internal locking using ReentrantReadWriteLock. Action required: Code that relied on external synchronization using indicator instances (e.g., synchronized(indicator) { ... }) must be updated to use explicit external locks.
• SqueezeProIndicator return type change: SqueezeProIndicator return type changed from Boolean to Num. Use getSqueezeLevel(int) or isInSqueeze(int) for compression state instead of direct boolean checks.

Added

• Added GitHub Actions workflow linting (actionlint) to catch workflow expression and shell syntax errors early.

• Num.isValid() utility method: Added static Num.isValid(Num) method as the logical complement of Num.isNaNOrNull(), providing a convenient way to check if a value is non-null and represents a real number. Used extensively throughout the Elliott Wave indicators package for robust NaN handling.

• SqueezeProIndicator correction: Corrected SqueezeProIndicator to mirror TradingView/LazyBear squeeze momentum output: SMA-based Bollinger vs. Keltner compression tiers (high/mid/low), SMA true range width (not Wilder ATR), and the LazyBear detrended-price momentum baseline used by linreg (with regression tests on AAPL/NEE 2025-12-05).

• SuperTrend indicator usability improvements: Enhanced the SuperTrend indicator suite with intuitive helper methods and comprehensive documentation for traders:

  • Added isUpTrend(int), isDownTrend(int), and trendChanged(int) methods to SuperTrendIndicator for easy trend detection and signal generation without manual band comparisons
  • Comprehensive Javadoc with formulas, trading signals, usage examples, and references to authoritative sources (Investopedia, TradingView)
  • Added package-info.java documentation for the supertrend package
  • Expanded unit test coverage with trend reversal scenarios, serialization roundtrip tests, and ratcheting behavior verification

• Trendline and swing point analysis suite: Added a comprehensive set of indicators for automated trendline drawing and swing point detection. These indicators solve the common problem of manually identifying support/resistance levels and drawing trendlines by automating the process while maintaining the same logic traders use when drawing lines manually. Useful for breakout strategies, trend-following systems, and Elliott Wave analysis.

  • Automated trendline indicators: TrendLineSupportIndicator and TrendLineResistanceIndicator project support and resistance lines by connecting confirmed swing points. The indicators select the best trendline from a configurable lookback window using a scoring system based on swing point touches, proximity to current price, and recency. Historical values are automatically backfilled so trendlines stay straight and anchored on actual pivot points (not confirmation bars), avoiding the visual artifacts common in other implementations. Works with any price indicator (high/low/open/close/VWAP) and handles plateau detection, NaN values, and irregular time gaps—trendlines remain straight even across weekends and holidays. Supports both dynamic recalculation (updates on each bar) and static mode (freeze the first established line and project forward).
  • ZigZag pattern detection: Added ZigZag indicator suite (ZigZagStateIndicator, ZigZagPivotHighIndicator, ZigZagPivotLowIndicator, RecentZigZagSwingHighIndicator, RecentZigZagSwingLowIndicator) that filters out insignificant price movements to reveal underlying trend structure. Unlike window-based swing indicators that require fixed lookback periods, ZigZag adapts dynamically using percentage or absolute price thresholds, making it particularly useful in volatile markets where fixed windows can miss significant moves. Pivot signals fire immediately when reversals are confirmed (no confirmation bar delay), and you can track support/resistance levels dynamically for mean-reversion strategies. Supports both fixed thresholds (e.g., 2% price movement) and dynamic thresholds based on indicators like ATR for volatility-adaptive detection.
  • Fractal-based swing detection: RecentFractalSwingHighIndicator and RecentFractalSwingLowIndicator implement Bill Williams' fractal approach, identifying swing points by requiring a specified number of surrounding bars to be strictly higher or lower. Includes plateau-aware logic to handle flat tops and bottoms, making it robust for real-world market data. Good choice if you prefer the classic fractal methodology or need consistent swing detection across different market conditions.
  • Unified swing infrastructure: All swing indicators share a common foundation (AbstractRecentSwingIndicator base class and RecentSwingIndicator interface) that provides consistent caching, automatic purging of stale swing points, and a unified API for accessing swing point indexes and values. Makes it straightforward to build custom swing detection algorithms or integrate with trendline tools—implement the interface and you get caching and lifecycle management automatically.
  • Swing point visualization: SwingPointMarkerIndicator highlights confirmed swing points on charts without drawing connecting lines, useful for visualizing where pivots occur. Works with any swing detection algorithm (fractal-based, ZigZag, or custom implementations).

• Unified data source interface for seamless market data loading: Finally, a consistent way to load market data regardless of where it comes from! The new BarSeriesDataSource interface lets you work with trading domain concepts (ticker, interval, date range) instead of wrestling with file paths, API endpoints, or parsing logic. Want to switch from CSV files to Yahoo Finance API? Just swap the data source implementation—your strategy code stays exactly the same. Implementations include:

  • YahooFinanceBarSeriesDataSource: Fetch live data from Yahoo Finance (stocks, ETFs, crypto) with optional response caching to speed up development and avoid API rate limits
  • CoinbaseBarSeriesDataSource: Load historical crypto data from Coinbase's public API with automatic caching
  • CsvFileBarSeriesDataSource: Load OHLCV data from CSV files with intelligent filename pattern matching (e.g., AAPL-PT1D-20230102_20231231.csv)
  • JsonFileBarSeriesDataSource: Load Coinbase/Binance-style JSON bar data with flexible date filtering
  • BitStampCsvTradesFileBarSeriesDataSource: Aggregate Bitstamp trade-level CSV data into bars on-the-fly

  All data sources support the same domain-driven API: loadSeries(ticker, interval, start, end). No more remembering whether your CSV uses _bars_from_ or -PT1D- in the filename, or which API endpoint returns what format. The interface handles the implementation details so you can focus on building strategies. File-based sources automatically search for matching files, while API-based sources fetch and cache data transparently. See the new CoinbaseBacktest and YahooFinanceBacktest examples for complete workflows.

• Elliott Wave analysis package: Added a comprehensive suite of indicators for Elliott Wave analysis, enabling automated wave counting, pattern recognition, and confidence scoring. The package handles the inherent ambiguity in Elliott Wave analysis by generating multiple plausible wave interpretations with confidence percentages, making it practical for algorithmic trading strategies. All indicators work with swing point data from RecentSwingIndicator implementations (fractal or ZigZag), automatically filtering and compressing swings to identify Elliott wave structures. The system treats DoubleNum NaN values as invalid using Num.isNaNOrNull() and Num.isValid(), preventing NaN pivots, ratios, and targets from leaking into analysis.

  • Core swing processing: ElliottSwingIndicator generates Elliott swings from RecentSwingIndicator swing points, ElliottSwingCompressor filters and compresses swings to identify wave structures, and ElliottWaveCountIndicator counts waves in the current pattern. ElliottSwingMetadata tracks swing relationships and wave structure.
  • Fibonacci analysis: ElliottRatioIndicator calculates Fibonacci retracement/extension ratios between waves, ElliottChannelIndicator projects parallel trend channels for wave validation, and ElliottConfluenceIndicator identifies price levels where multiple Fibonacci ratios converge. ElliottFibonacciValidator provides continuous proximity scoring methods (waveTwoProximityScore(), waveThreeProximityScore(), etc.) returning 0.0-1.0 instead of boolean pass/fail.
  • Wave state tracking: ElliottPhaseIndicator tracks the current wave phase (impulse waves 1-5, corrective waves A-B-C), and ElliottInvalidationIndicator surfaces invalidations when wave counts break down. ElliottPhase enum represents wave phases with degree information.
  • Confidence scoring and scenario generation: ElliottConfidence record captures confidence metrics with weighted factor scores (Fibonacci proximity 35%, time proportions 20%, alternation quality 15%, channel adherence 15%, structure completeness 15%). ElliottConfidenceScorer is a stateless utility that calculates confidence from swing data with configurable weights. ElliottScenario represents a single wave interpretation with confidence, invalidation level, and Fibonacci-based price targets. ElliottScenarioSet is an immutable container holding ranked alternative scenarios with convenience methods (base(), alternatives(), consensus(), hasStrongConsensus(), confidenceSpread()). ScenarioType enum classifies pattern types (IMPULSE, CORRECTIVE_ZIGZAG, CORRECTIVE_FLAT, CORRECTIVE_TRIANGLE, CORRECTIVE_COMPLEX, UNKNOWN). ElliottScenarioGenerator generates alternative interpretations by exploring different starting points, pattern types, and degree variations, with automatic pruning of low-confidence scenarios. ElliottScenarioIndicator is a CachedIndicator returning ElliottScenarioSet for each bar, integrating scenario generation with the indicator framework. ElliottScenarioComparator provides utilities for comparing scenarios with methods like divergenceScore(), sharedInvalidation(), consensusPhase(), and commonTargetRange().
  • Price projections and invalidation levels: ElliottProjectionIndicator returns Fibonacci-based price targets from the base case scenario. ElliottInvalidationLevelIndicator returns the specific price level that would invalidate the current count, with PRIMARY/CONSERVATIVE/AGGRESSIVE modes.
  • Facade and utilities: ElliottWaveFacade provides a high-level API with scenario-based methods: scenarios(), primaryScenario(int), alternativeScenarios(int), confidenceForPhase(int, ElliottPhase), hasScenarioConsensus(int), scenarioConsensus(int), scenarioSummary(int). ElliottDegree enum represents wave degrees (SUBMINUETTE through GRAND_SUPERCYCLE) with methods for higher/lower degree navigation. ElliottChannel represents parallel trend channels for wave validation.
  • Example and integration: ElliottWaveAnalysis example demonstrates confidence percentages, scenario probability distributions, and alternative scenario display, showing how to integrate Elliott Wave analysis into trading strategies.

• Chart annotation support: Added BarSeriesLabelIndicator to the ta4j-examples charting package, enabling sparse bar-index labels for chart annotations. The indicator returns label Y-values (typically prices) at labeled indices and NaN elsewhere, with integrated support in TradingChartFactory for rendering text annotations on charts. Useful for marking significant events, wave labels, or custom annotations on trading charts.

• Channel overlay helpers: Added a PriceChannel interface (upper/lower/median, shared validity/width/contains helpers, and a boundary enum), a ChannelBoundaryIndicator charting helper, and ChartBuilder.withChannelOverlay(...) convenience methods (including a channel-indicator overload) for plotting channel boundaries like Elliott channels, Bollinger bands, and Keltner channels. Charting now validates that channel overlays include both upper and lower boundaries, provides TradingView-inspired muted defaults with channel fill shading and a dashed, lower-opacity median line, and exposes a fluent channel styling stage including interior fill controls.

• Introduced a thread-safe ConcurrentBarSeries with a dedicated builder and comprehensive concurrency tests for simultaneous reads and writes.

• Added streaming bar ingestion helpers to ConcurrentBarSeries so Coinbase WebSocket candles can populate a series without pulling in the XChange projects.

• Added realtime bar support (RealtimeBar/BaseRealtimeBar) with optional side/liquidity breakdowns; bar builders can emit realtime bars and ConcurrentBarSeries trade ingestion accepts optional side/liquidity metadata.

• Added configurable remainder carry-over policy for volume/amount bars to control whether side/liquidity splits follow threshold rollovers.

Changed

• Elliott Wave scenario probability JSON output: Scenario probability values are now serialized as decimal ratios (0.0-1.0) rounded to two decimals instead of percentages, while log output remains in percent.
• CachedIndicator and RecursiveCachedIndicator performance improvements: Major refactoring to improve indicator caching performance:
  • O(1) eviction: Replaced ArrayList-based storage with a fixed-size ring buffer (CachedBuffer). When maximumBarCount is set, evicting old values now takes constant time instead of O(n) per-bar copies.
  • Read-optimized locking: Migrated from synchronized blocks to a non-fair ReentrantReadWriteLock with an optimistic (lock-free) fast path for cache hits. Cache misses and invalidation remain write-locked, while read-heavy workloads scale without serializing threads.
  • Reduced allocation churn: Eliminated Collections.nCopies() allocations in the common "advance by 1 bar" case. The ring buffer writes directly to slots without creating intermediate lists.
  • Last-bar mutation caching: Repeated calls to getValue(endIndex) on an unchanged in-progress bar now reuse the cached result. The cache automatically invalidates when the bar is mutated (via addTrade() or addPrice()) or replaced (via addBar(..., true)).
  • Deadlock avoidance: Fixed lock-order deadlock risk between last-bar caching and the main cache by ensuring last-bar computations and invalidation never run while holding locks needed by cache writes.
  • Iterative prefill under single lock: RecursiveCachedIndicator now uses CachedBuffer.prefillUntil() to compute gap values iteratively under one write lock, avoiding repeated lock re-entry and series lookups.
  • Last-bar computation timeout: Added 5-second timeout for waiting threads to prevent indefinite hangs if the thread owning a last-bar computation dies unexpectedly.
• ta4j-examples runners and regression coverage: Added main-source runners (CachedIndicatorBenchmark, RuleNameBenchmark, TrendLineAndSwingPointAnalysis) and a robust regression test (TrendLineAndSwingPointAnalysisTest) so full builds stay quiet while still validating trendlines/swing points and enabling chart generation via main.
• BacktestPerformanceTuningHarness: Expanded the example into a configurable tuning harness that sweeps strategy counts, bar counts, and maximumBarCount hints, capturing runtime + GC overhead and identifying the last linear ("sweet spot") configuration. Includes an optional heap sweep that forks a child JVM per -Xmx value.
• Comprehensive README overhaul: Completely rewrote the README to make Ta4j more approachable for new users while keeping it useful for experienced developers. Added a dedicated "Sourcing market data" section that walks through getting started with Yahoo Finance (no API key required!), explains all available data source implementations, and shows how to create custom data sources. Reorganized content with clearer navigation, better code examples, and practical tips throughout. The Quickstart example now includes proper error handling and demonstrates real-world data loading patterns. New users can go from zero to running their first backtest in minutes, while experienced quants can quickly find the advanced features they need.

Removed

• Legacy release workflow: Removed release.yml now that publish-release.yml fully replaces it.
• Deleted BuyAndSellSignalsToChartTest.java, CashFlowToChartTest.java, StrategyAnalysisTest.java, TradeCostTest.java, IndicatorsToChartTest.java, IndicatorsToCsvTest.java from the ta4j-examples project. Despite designated as "tests", they simply launched the main of the associated class.
• Consolidated SwingPointAnalysis.java and TrendLineAnalysis.java into TrendLineAndSwingPointAnalysis.java to provide a unified analysis example combining both features.
• Removed TopStrategiesExampleBacktest.java and TrendLineDefaultCapsTest.java as part of example consolidation and test cleanup.

Fixed

• Rule naming now lightweight: Rule#getName() is now a simple label (defaults to the class name) and no longer triggers JSON serialization. Composite rules build readable names from child labels without serialization side effects.
• Explicit rule serialization APIs: Added Rule#toJson(BarSeries)/Rule#fromJson(BarSeries, String) so serialization happens only when explicitly requested. Custom names are preserved via __customName metadata, independent of getName().
• Rule name visibility: Made rule names volatile and added regression coverage so custom names set on one thread are always visible on others, preventing fallback to expensive default-name serialization under concurrency.
• Fixed GitHub Actions release-scheduler.yml failure in the Compute new version step (bash syntax) and hardened job if: conditions.
• Fixed SuperTrendUpperBandIndicator NaN contamination by recovering once ATR leaves its unstable window and aligning unstable-bar counts across SuperTrend components so values stabilize after ATR warms up.
• Consistent NaN handling across all SuperTrend indicators: SuperTrendLowerBandIndicator and SuperTrendIndicator now return NaN during the unstable period (when ATR values are not yet reliable), consistent with SuperTrendUpperBandIndicator and the project convention that indicators should return NaN during their unstable period. Previously, these indicators returned zero during the unstable period, which was inconsistent with other indicators and could lead to misleading calculations.
• Test improvements for headless environment compatibility: Updated strategy and charting tests (RSI2StrategyTest, CCICorrectionStrategyTest, GlobalExtremaStrategyTest, MovingMomentumStrategyTest, ChartWorkflowTest) to use SwingChartDisplayer.DISABLE_DISPLAY_PROPERTY instead of Assume.assumeFalse() for headless environment checks. This allows tests to run reliably in both headless and non-headless environments without skipping, improving CI/CD compatibility and test coverage.
• Cross-platform non-interactive chart test JVMs: ta4j-examples Surefire now sets java.awt.headless=true and ta4j.chart.disableDisplay=true during tests, and swing-overlay chart assertions no longer skip in headless mode.

0.21.0 (2025-11-29) Skipped 0.20.0 due to a double version incrementing bug in the release-scheduler workflow

Changed

• Unified return representation system: Say goodbye to inconsistent return formats across your analysis! Return-based criteria now use a unified ReturnRepresentation system that lets you choose how returns are displayed—whether you prefer multiplicative (1.12 for +12%), decimal (0.12), percentage (12.0), or logarithmic formats. Set it once globally via ReturnRepresentationPolicy or customize per-criterion. No more mental math converting between formats—Ta4j handles it all automatically. Legacy addBase constructors are deprecated in favor of the more expressive ReturnRepresentation enum.

• Ratio criteria now speak your language: All ratio-producing criteria now support ReturnRepresentation, so you can format outputs consistently across your entire analysis pipeline. Whether you're comparing strategies, measuring risk, or tracking performance metrics, everything uses the same format. Updated criteria include:

  • VersusEnterAndHoldCriterion: Strategy vs. buy-and-hold comparison (e.g., 0.5 = 50% better, displayed as 0.5, 50.0, or 1.5 depending on your preference)
  • ReturnOverMaxDrawdownCriterion: Reward-to-risk ratio (e.g., 2.0 = return is 2x drawdown)
  • PositionsRatioCriterion: Win/loss percentage (e.g., 0.5 = 50% winning)
  • InPositionPercentageCriterion: Time in market (e.g., 0.5 = 50% of time)
  • CommissionsImpactPercentageCriterion: Trading cost impact (e.g., 0.05 = 5% impact)
  • AbstractProfitLossRatioCriterion (and subclasses): Profit-to-loss ratio (e.g., 2.0 = profit is 2x loss)

  All ratio criteria default to ReturnRepresentation.DECIMAL (the conventional format for ratios), but you can override per-criterion or globally. Perfect for dashboards, reports, or when you need to match external data formats. See each criterion's javadoc for detailed examples.

• Simplified Returns class implementation: Removed unnecessary formatOnAccess complexity from Returns class, inlined trivial formatReturn() wrapper method, and improved documentation clarity. The class now has a cleaner separation of concerns with better cross-references between Returns, ReturnRepresentation, and ReturnRepresentationPolicy.

Added

• Added TrueStrengthIndexIndicator, SchaffTrendCycleIndicator, and ConnorsRSIIndicator to expand oscillator coverage
• Added PercentRankIndicator helper indicator to calculate the percentile rank of a value within a rolling window
• Added DifferenceIndicator helper indicator to calculate the difference between current and previous indicator values
• Added StreakIndicator helper indicator to track consecutive up or down movements in indicator values
• Added StochasticIndicator as a generic stochastic calculation indicator, extracted from SchaffTrendCycleIndicator for reuse
• AI-powered semantic release scheduler: Added automated GitHub workflow that uses AI to analyze changes, determine version bumps (patch/minor/major), and schedule releases every 14 days. Includes structured approval process for major version bumps and OIDC token-based authentication for AI model calls. Enhanced release workflows with improved error handling, tag checking, and logging.

Changed

• EMA indicators now return NaN during unstable period: EMAIndicator, MMAIndicator, and all indicators extending AbstractEMAIndicator now return NaN for indices within the unstable period (indices < beginIndex + getCountOfUnstableBars()). Previously, these indicators would return calculated values during the unstable period. Action required: Update any code that accesses EMA indicator values during the unstable period to handle NaN values appropriately, or wait until after the unstable period before reading values.
• Pivot point indicators refactored for maintainability: Refactored PivotPointIndicator and DeMarkPivotPointIndicator to extend a new AbstractPivotPointIndicator base class, eliminating code duplication and centralizing period calculation logic. The refactoring improves maintainability and makes it easier to add new pivot point variants in the future. All existing functionality remains unchanged—this is purely an internal improvement that makes the codebase cleaner and more extensible.

Fixed

• Pivot point indicators boundary condition: Fixed AbstractPivotPointIndicator.getBarsOfPreviousPeriod() to correctly include the bar at beginIndex when it belongs to the previous period. Previously, DeMarkPivotPointIndicator used > (strictly greater than) which excluded the bar at beginIndex, causing incorrect pivot calculations when the first bar in the series was part of the previous period. The fix ensures all bars from the previous period are included, which is especially important for DeMarkPivotPointIndicator as it uses the open price from the earliest bar in the previous period. Both PivotPointIndicator and DeMarkPivotPointIndicator now correctly include all bars from the previous period in their calculations.

0.19 (released November 19, 2025)

Breaking

• TradingStatement is now an interface: Converted to an interface implemented by BaseTradingStatement. This exposes the underlying Strategy and TradingRecord for advanced analysis workflows. Action required: Update any code that directly instantiates TradingStatement to use BaseTradingStatement instead.
• PnL and return criteria refactored into net/gross variants: Split ProfitLossCriterion, ProfitCriterion, LossCriterion, AverageProfitCriterion, AverageLossCriterion, ReturnCriterion, ProfitLossRatioCriterion, and ProfitLossPercentageCriterion into separate net and gross concrete classes. This provides explicit control over whether trading costs are included in calculations. Action required: Update imports and class names to use the appropriate net or gross variant based on your analysis needs.
• Indicator operation classes consolidated: #1266 Unified BinaryOperation, UnaryOperation, TransformIndicator, and CombineIndicator into a cleaner API. Action required: Replace deprecated TransformIndicator and CombineIndicator usage with the new consolidated classes.
• Drawdown criteria moved to sub-package: Relocated MaximumDrawdownCriterion and ReturnOverMaxDrawdownCriterion to the criteria/drawdown/ sub-package for better organization. Action required: Update import statements to reflect the new package location.

Added

• Rule naming support: Added Rule#getName() and Rule#setName(String) methods to allow rules to have custom names for improved trace logging and serialization. Rules now default to JSON-formatted names that include type and component information, but can be overridden with custom labels for better readability in logs and debugging output.
• Time-based trading rules: Added HourOfDayRule and MinuteOfHourRule to enable trading strategies based on specific hours of the day (0-23) or minutes of the hour (0-59). These rules work with DateTimeIndicator to filter trading signals by time, enabling time-of-day based strategies.
• Time-based strategy examples: Added HourOfDayStrategy and MinuteOfHourStrategy as example implementations demonstrating how to use the new time-based rules in complete trading strategies.
• Enhanced backtesting with performance tracking: Introduced BacktestExecutionResult and BacktestRuntimeReport with new BacktestExecutor entry points. Users can now track per-strategy execution times, receive progress callbacks during long-running backtests, and efficiently stream top-k strategy selection for large strategy grids without loading all results into memory.
• Strategy serialization for persistence: Added StrategySerialization with Strategy#toJson() and Strategy#fromJson(BarSeries, String) methods. This enables users to save and restore complete strategy configurations (including entry/exit rules) as JSON, making it easy to share strategies, version control configurations, and build strategy libraries.
• NamedStrategy serialization with compact format: #1349 Enabled NamedStrategy serialization/deserialization with compact labels (e.g., ToggleNamedStrategy_true_false_u3). Users can now persist strategy presets alongside their parameters in a human-readable format. Added registry/permutation helper APIs and lazy package scanning via NamedStrategy.initializeRegistry(...) for efficient strategy discovery.
• Renko chart indicators: #1187 Added RenkoUpIndicator, RenkoDownIndicator, and RenkoXIndicator to detect Renko brick sequences, enabling users to build strategies based on Renko chart patterns.
• Advanced drawdown analysis: Added CumulativePnL, MaximumAbsoluteDrawdownCriterion, MaximumDrawdownBarLengthCriterion, and MonteCarloMaximumDrawdownCriterion. Users can now analyze drawdowns in absolute terms, measure drawdown duration, and estimate drawdown risk distributions through Monte Carlo simulation of different trade orderings.
• Comprehensive commission tracking: Added CommissionsCriterion to total commissions paid across positions and CommissionsImpactPercentageCriterion to measure how much trading costs reduce gross profit. This helps users understand the real impact of transaction costs on strategy performance.
• Streak and extreme position analysis: Added MaxConsecutiveLossCriterion, MaxConsecutiveProfitCriterion, MaxPositionNetLossCriterion, and MaxPositionNetProfitCriterion. Users can now identify worst loss streaks, best win streaks, and extreme per-position outcomes to better understand strategy risk and consistency.
• Position timing analysis: Added InPositionPercentageCriterion to calculate the percentage of time a strategy remains invested, helping users understand capital utilization and exposure.
• Flexible bar building options: Added AmountBarBuilder to aggregate bars after a fixed number of amount have been traded. Bars can now be built by beginTime instead of endTime, providing more flexibility in bar aggregation strategies.
• Volume-weighted MACD: Added MACDVIndicator to volume-weight MACD calculations, providing an alternative MACD variant that incorporates volume information.
• Net momentum indicator: Added NetMomentumIndicator for momentum-based strategy development.
• Vote-based rule composition: Added VoteRule class, enabling users to create rules that trigger based on majority voting from multiple underlying rules.
• Enhanced data loading: Added AdaptiveJsonBarsSerializer to support OHLC bar data from Coinbase or Binance, and new JsonBarsSerializer.loadSeries(InputStream) overload for easier data loading from streams.
• Improved charting and examples: Expanded charting utilities to overlay indicators with trading records, added NetMomentumStrategy and TopStrategiesExample, and bundled a Coinbase ETH/USD sample data set to demonstrate the new APIs.
• Automated release pipeline: Added GitHub workflow to automatically version, build, and publish artifacts to Maven Central. The pipeline uses prepare-release.sh to prepare release versions, creates release branches and tags, and publishes to Maven Central. Added scripts/tests/test_prepare_release.sh to validate release preparation functionality.
• Enhanced performance reporting: Added Gson DurationTypeAdapter, BasePerformanceReport, and revised TradingStatementGenerator so generated statements always carry their source strategy and trading record for complete traceability.
• UnaryOperation helper: Added substitute helper function to UnaryOperation for easier indicator transformations.
• Testing infrastructure: Added tests for DoubleNumFactory and DecimalNumFactory, unit tests around indicator concurrency in preparation for future multithreading features, and DecimalNumPrecisionPerformanceTest to demonstrate precision vs performance trade-offs.

Changed

• Robust NaN handling in EMA indicators: Enhanced AbstractEMAIndicator (and thus EMAIndicator and MMAIndicator) with comprehensive NaN handling to prevent contamination of future values. When a NaN value is detected in the current input, the indicator returns NaN immediately. If a previous EMA value is NaN, the indicator gracefully recovers by resetting to the current input value, preventing NaN contamination of all future calculations. This aligns with project guidelines for robust NaN handling and improves data quality in composite indicators.
• Consolidated EMA implementations: Removed duplicate SmoothingIndicator class and replaced all usages with EMAIndicator, eliminating code duplication and ensuring consistent behavior across all EMA-based calculations.
• Enhanced rule serialization with custom name preservation: Improved RuleSerialization to preserve custom rule names set via setName() during serialization and deserialization. Custom names are now properly distinguished from default JSON-formatted names, enabling better strategy persistence and debugging workflows.
• Improved trace logging with rule names: Enhanced trace logging in AbstractRule and BaseStrategy to use rule names (custom or default) in log output, making it easier to identify which rules are being evaluated during strategy execution.
• Unified logging backend: Replaced Logback bindings with Log4j 2 log4j-slf4j2-impl so examples and tests share a single logging backend. Added Log4j 2 configurations for modules and tests. This simplifies logging configuration and ensures consistent behavior across all modules. Set unit test logging level to INFO and cleaned build output of all extraneous logging.
• More accurate return calculations: Changed AverageReturnPerBarCriterion, EnterAndHoldCriterion, and ReturnOverMaxDrawdownCriterion to use NetReturnCriterion instead of GrossReturnCriterion to avoid optimistic bias. This provides more realistic performance metrics that account for trading costs.
• Improved drawdown criterion behavior: ReturnOverMaxDrawdownCriterion now returns 0 instead of NaN for strategies that never operate, and returns net profit instead of NaN for strategies with no drawdown. This makes the criterion more robust and easier to use in automated analysis.
• More flexible stop rules: StopGainRule and StopLossRule now accept any price Indicator instead of only ClosePriceIndicator. Users can now create stop rules based on high, low, open, or custom price indicators for more sophisticated exit strategies.
• Enhanced swing indicators: Reworked RecentSwingHighIndicator and RecentSwingLowIndicator with plateau-aware, NaN-safe logic and exposed getLatestSwingIndex for downstream analysis. This improves reliability and enables more advanced swing-based strategies.
• Configurable numeric precision: Reduced default DecimalNum precision from 32 to 16 digits, improving performance while still maintaining sufficient accuracy for most use cases. Users can configure precision based on their specific needs.
• Improved numeric indicator chaining: NumericIndicator's previous method now returns a NumericIndicator, enabling fluent method chaining for indicator composition.
• Enhanced trading statements: Added TradingRecord property to TradingStatement for more downstream flexibility around analytics, enabling users to access the full trading record from performance reports.
• Better code maintainability: Removed magic number 25 in UpTrendIndicator and DownTrendIndicator, making the code more maintainable and self-documenting.
• Modernized build infrastructure: #1399 Refreshed dependencies, plugins, and build tooling while enforcing Java 21 and Maven 3.9+. This ensures compatibility with modern development environments and security updates.
• Maven Central distribution: Changed snapshot distribution to Maven Central after OSSRH end-of-life, ensuring continued availability of snapshot builds.
• Improved bar series builder: BaseBarSeriesBuilder now automatically uses the NumFactory from given bars instead of the default one, ensuring consistent numeric types throughout bar series construction.

Fixed

• NaN contamination in EMA calculations: Fixed issue where NaN values in EMA indicator inputs would contaminate all future EMA values. The indicator now gracefully recovers from NaN inputs by resetting to the current value, preventing propagation of invalid data through the calculation chain.
• Kalman filter robustness: Guarded KalmanFilterIndicator against NaN/Infinity measurements to keep the Kalman state consistent, preventing calculation errors when input data contains invalid values.
• Recursive indicator stack overflow: Fixed recursion bug in RecursiveCachedIndicator that could lead to stack overflow in certain situations, improving reliability for complex indicator calculations.
• Cost tracking in enter-and-hold: Fixed EnterAndHoldCriterion to properly keep track of transaction and hold costs, ensuring accurate performance comparisons.
• Convergence divergence indicator: Fixed strict rules of ConvergenceDivergenceIndicator for more accurate divergence detection.
• Return over max drawdown calculation: Fixed calculation for ReturnOverMaxDrawdownCriterion and VersusEnterAndHoldCriterion to ensure accurate performance metrics.
• Profit/loss percentage calculation: Refactored ProfitLossPercentageCriterion to correctly calculate aggregated return, fixing previous calculation errors.
• Bar series trade parameter order: Fixed swapped parameter naming in BaseBarSeries#addTrade(final Number tradeVolume, final Number tradePrice) to match the method signature order.
• Bar builder aggregation: Fixed aggregation of amount and trades in VolumeBarBuilder and TickBarBuilder to ensure accurate bar construction.
• SMA unstable period calculation: Corrected the calculation of unstable bars for the SMA indicator, ensuring indicators report accurate stability periods.
• Java 25 compatibility: Fixed PivotPointIndicatorTest to work with Java 25, ensuring compatibility with the latest Java versions. Note that this does not mean Ta4j as a whole now supports Java 25, that will come in a future release.
• JSON data loading: Fixed bug in MovingAverageCrossOverRangeBacktest that prevented successfully loading test JSON bar data.
• Build performance: Updated GitHub test workflow to cache dependencies for quicker builds, reducing CI/CD execution time.
• Documentation: Updated test status badge on README and clarified PnL criterion comments about trading costs for better user understanding.

Removed/Deprecated

• Deprecated indicator classes: Removed TransformIndicator and CombineIndicator in favor of the consolidated BinaryOperationIndicator and UnaryOperationIndicator classes. Action required: Migrate any code using these deprecated classes to the new consolidated API.

0.18 (released May 15, 2025)

Breaking

• Updated project Java JDK from 11 > 21
• Updated Github workflows to use JDK 21
• Extracted NumFactory as source of numbers with defined precision
• Replaced ZonedDateTime with Instant
• Renamed FixedDecimalIndicator with FixedNumIndicator
• Moved BaseBarBuilder and BaseBarBuilderFactory to bars-package and renamed to TimeBarBuilder and TimeBarBuilderFactory
• Renamed BaseBarConvertibleBuilderTest to BaseBarSeriesBuilderTest
• Renamed Indicator.getUnstableBars to Indicator.getCountOfUnstableBars
• Moved indicators/AbstractEMAIndicator to indicators/averages-package
• Moved indicators/DoubleEMAIndicator to indicators/averages-package
• Moved indicators/EMAIndicator to indicators/averages-package
• Moved indicators/HMAIndicator to indicators/averages-package
• Moved indicators/KAMAIndicator to indicators/averages-package
• Moved indicators/LWMAIndicator to indicators/averages-package
• Moved indicators/MMAIndicator to indicators/averages-package
• Moved indicators/SMAIndicator to indicators/averages-package
• Moved indicators/TripleEMAIndicator to indicators/averages-package
• Moved indicators/WMAIndicator to indicators/averages-package
• Moved indicators/ZLEMAIndicator to indicators/averages-package
• Implemented sharing of MathContext in DecimalNum. For creating numbers, NumFactory implementations are the preferred way.

Fixed

• Fixed BaseBar.toString() to avoid NullPointerException if any of its property is null
• Fixed SMAIndicatorTest to set the endTime of the next bar correctly
• Fixed SMAIndicatorMovingSeriesTest to set the endTime of the next bar correctly
• Use UTC TimeZone for AroonOscillatorIndicatorTest, PivotPointIndicatorTest
• Fixed MockBarBuilder to use Instant.now for beginTime
• Fixed RecentSwingHighIndicatorTest to create bars consistently
• Fixed LSMAIndicator to fix lsma calculation for incorrect values
• Fixed RSIIndicator getCountOfUnstableBars to return barCount value instead of 0
• Fixed RSIIndicator calculate to return NaN during unstable period

Changed

• Updated jfreechart dependency in ta4j-examples project from 1.5.3 to 1.5.5 to resolve CVE-2023-52070
• Updated logback-classic 1.4.12 > 1.5.6 to resolve CVE-2023-6481
• Cleaned code by using new java syntax text blocks
• Faster test execution by using String.lines() instead of String concatenation
• Improve Javadoc for DecimalNumand DoubleNum
• Allowed JUnit5 for new tests. Old remain as is.
• Updated StochasticOscillatorKIndicator constructor to use generic params
• Updated StochasticRSIIndicator to use StochasticOscillatorKIndicator instead of duplicating the logic
• Updated TestUtils assertIndicatorEquals and assertIndicatorNotEquals to handle NaN values

Removed/Deprecated

Added

• added HeikinAshiBarAggregator: Heikin-Ashi bar aggregator implementation
• added HeikinAshiBarBuilder: Heikin-Ashi bar builder implementation
• added Bar.getZonedBeginTime: the bar's begin time usable as ZonedDateTime
• added Bar.getZonedEndTime: the bar's end time usable as ZonedDateTime
• added Bar.getSystemZonedBeginTime: the bar's begin time converted to system time zone
• added Bar.getSystemZonedEndTime: the bar's end time converted to system time zone
• added BarSeries.getSeriesPeriodDescriptionInSystemTimeZone: with times printed in system's default time zone
• added KRIIndicator
• Added constructor with amount for EnterAndHoldCriterion
• Added constructor with amount for VersusEnterAndHoldCriterion
• Added TickBarBuilder to bars-package to aggregate bars after a fixed number of ticks
• Added VolumeBarBuilder to bars-package to aggregate bars after a fixed number of contracts (volume)
• Added TickBarBuilder to bars-package
• Added VolumeBarBuilder to bars-package
• Added Indicator.isStable: is true if the indicator no longer produces incorrect values due to insufficient data
• Added WildersMAIndicator to indicators.averages-package: Wilder's moving average indicator
• Added DMAIndicator to indicators.averages-package: Displaced Moving Average (DMA) indicator
• Added EDMAIndicator to indicators.averages-package: Exponential Displaced Moving Average (EDMA) indicator
• Added JMAIndicator to indicators.averages-package: Jurik Moving Average (JMA) indicator
• Added TMAIndicator to indicators.averages-package: Trangular Moving Average (TMA) indicator
• Added ATMAIndicator to indicators.averages-package: Asymmetric Trangular Moving Average (TMA) indicator
• Added MCGinleyMAIndicator to indicators.averages-package: McGinley Moving Average (McGinleyMA) indicator
• Added SMMAIndicator to indicators.averages-package: Smoothed Moving Average (SMMA) indicator
• Added SGMAIndicator to indicators.averages-package: Savitzky-Golay Moving Average (SGMA) indicator
• Added LSMAIndicator to indicators.averages-package: Least Squares Moving Average (LSMA) indicator
• Added KiJunV2Indicator to indicators.averages-package: Kihon Moving Average (KiJunV2) indicator
• Added VIDYAIndicator to indicators.averages-package: Chande’s Variable Index Dynamic Moving Average (VIDYA) indicator
• Added VWMAIndicator to indicators.averages-package: Volume Weighted Moving Average (VWMA) indicator
• added AverageIndicator

0.17 (released September 9, 2024)

Breaking

• Renamed SMAIndicatorMovingSerieTest to SMAIndicatorMovingSeriesTest

Fixed

• Fixed ta4jexamples project still pointing to old (0.16) version of ta4j-core
• Fixed SMAIndicatorMovingSeriesTest test flakiness where on fast enough build machines the mock bars are created with the exact same end time
• Fixed NaN in DXIndicator, MinusDIIndicator, PlusDIIndicator if there is no trend
• Fixed look ahead bias in RecentSwingHighIndicator and RecentSwingLowIndicator

Changed

• Implemented inner cache for SMAIndicator
• BooleanTransformIndicator remove enum constraint in favor of more flexible Predicate
• EnterAndHoldReturnCriterion replaced by EnterAndHoldCriterion to calculate the "enter and hold"-strategy of any criteria.
• ATRIndicator re-use tr by passing it as a constructor param when initializing averageTrueRangeIndicator

Removed/Deprecated

Added

• Added signal line and histogram to MACDIndicator
• Added getTransactionCostModel, getHoldingCostModel, getTrades in TradingRecord
• Added Num.bigDecimalValue(DoubleNum) to convert Num to a BigDecimal
• Added AverageTrueRangeTrailingStopLossRule
• Added AverageTrueRangeStopLossRule
• Added AverageTrueRangeStopGainRule
• Added SqueezeProIndicator
• Added RecentSwingHighIndicator
• Added RecentSwingLowIndicator
• Added KalmanFilterIndicator
• Added HammerIndicator
• Added InvertedHammerIndicator
• Added HangingManIndicator
• Added ShootingStarIndicator
• Added DownTrendIndicator
• Added UpTrendIndicator

0.16 (released May 15, 2024)

Breaking

• Upgraded to Java 11
• VersusBuyAndHoldCriterion renamed to VersusEnterAndHoldCriterion
• BarSeries constructors use any instance of Num instead of Num-Function
• GrossReturnCriterion renamed to ReturnCriterion
• NetProfitCriterion and GrossProfitCriterion replaced by ProfitCriterion
• NetLossCriterion and GrossLossCriterion replaced by LossCriterion
• LosingPositionsRatioCriterion replaced by PositionsRatioCriterion
• WinningPositionsRatioCriterion replaced by PositionsRatioCriterion
• Strategy#unstablePeriod renamed to Strategy#unstableBars*
• DateTimeIndicator moved to package indicators/helpers
• UnstableIndicator moved to package indicators/helpers
• ConvertableBaseBarBuilder renamed to BaseBarConvertableBuilder
• BarSeriesManager updated to use TradeOnNextOpenModel by default, which opens new trades at index t + 1 at the open price.
  • For strategies require the previous behaviour, i.e. trades seconds or minutes before the closing prices, TradeOnCurerentCloseModel can be passed to BarSeriesManager
    • For example:
      • BarSeriesManager manager = new BarSeriesManager(barSeries, new TradeOnCurrentCloseModel())
      • BarSeriesManager manager = new BarSeriesManager(barSeries, transactionCostModel, holdingCostModel, tradeExecutionModel)
• BarSeriesManager and BacktestExecutor moved to package backtest
• BarSeries#getBeginIndex() method returns correct begin index for bar series with max bar count

Fixed

• Fixed SuperTrendIndicator fixed calculation when close price is the same as the previous Super Trend indicator value
• Fixed ParabolicSarIndicator fixed calculation for sporadic indices
• ExpectancyCriterion fixed calculation
• catch NumberFormatException if DecimalNum.valueOf(Number) is NaN
• ProfitCriterion fixed excludeCosts functionality as it was reversed
• LossCriterion fixed excludeCosts functionality as it was reversed
• PerformanceReportGenerator fixed netProfit and netLoss calculations to include costs
• DifferencePercentageIndicator fixed re-calculate instance variable on every iteration
• ThreeWhiteSoldiersIndicator fixed eliminated instance variable holding possible wrong value
• ThreeBlackCrowsIndicator fixed eliminated instance variable holding possible wrong value
• TrailingStopLossRule removed instance variable currentStopLossLimitActivation because it may not be always the correct (last) value
• sets ClosePriceDifferenceIndicator#getUnstableBars = 1
• sets ClosePriceRatioIndicator#getUnstableBars = 1
• sets ConvergenceDivergenceIndicator#getUnstableBars = barCount
• sets GainIndicator#getUnstableBars = 1
• sets HighestValueIndicator#getUnstableBars = barCount
• sets LossIndicator#getUnstableBars = 1
• sets LowestValueIndicator#getUnstableBars = barCount
• sets TRIndicator#getUnstableBars = 1
• sets PreviousValueIndicator#getUnstableBars = n (= the n-th previous index)
• PreviousValueIndicator returns NaN if the (n-th) previous value of an indicator does not exist, i.e. if the (n-th) previous is below the first available index.
• EnterAndHoldReturnCriterion fixes exception thrown when bar series was empty
• BaseBarSeries fixed UnsupportedOperationException when creating a bar series that is based on an unmodifiable collection
• Num implements Serializable

Changed

• BarSeriesManager consider finishIndex when running backtest
• BarSeriesManager add holdingTransaction
• BacktestExecutor evaluates strategies in parallel when possible
• CachedIndicator synchronize on getValue()
• BaseBar defaults to DecimalNum type in all constructors
• TRIndicator improved calculation
• WMAIndicator improved calculation
• KSTIndicator improved calculation
• RSIIndicator simplify calculation
• FisherIndicator improved calculation
• DoubleEMAIndicator improved calculation
• CMOIndicator improved calculation
• PearsonCorrelationIndicator improved calculation
• PivotPoint-Indicators improved calculations
• ValueAtRiskCriterion improved calculation
• ExpectedShortfallCriterion improved calculation
• SqnCriterion improved calculation
• NumberOfBreakEvenPositionsCriterion shorten code
• AverageReturnPerBarCriterion improved calculation
• ZLEMAIndicator improved calculation
• InPipeRule improved calculation
• SumIndicator improved calculation
• updated pom.xml: slf4j-api to 2.0.7
• updated pom.xml: org.apache.poi to 5.2.3
• updated pom.xml: maven-jar-plugin to 3.3.0
• add final to properties where possible
• improved javadoc
• SuperTrendIndicator,SuperTrendUpperIndicator,SuperTrendLowerIndicator: optimized calculation
• SuperTrendIndicator, SuperTrendLowerBandIndicator, SuperTrendUpperBandIndicator: multiplier changed to from Integer to Double
• add missing @Override annotation
• RecursiveCachedIndicator: simplified code
• LossIndicator: optimize calculation
• GainIndicator: improved calculation
• PriceVariationIndicator renamed to ClosePriceRatioIndicator for consistency with new ClosePriceDifferenceIndicator
• made UnaryOperation and BinaryOperation public

Removed/Deprecated

• removed Serializable from CostModel
• removed @Deprecated Bar#addTrade(double tradeVolume, double tradePrice, Function<Number, Num> numFunction); use Bar#addTrade(Num tradeVolume, Num tradePrice) instead.
• removed @Deprecated Bar#addTrade(String tradeVolume, String tradePrice, Function<Number, Num> numFunction); use Bar#addTrade(Num tradeVolume, Num tradePrice) instead.
• removed DecimalNum.valueOf(DecimalNum)
• delete .travis.yml as this project is managed by "Github actions"

Added

• added TradingRecord.getStartIndex() and TradingRecord.getEndIndex() to track start and end of the recording
• added SuperTrendIndicator
• added SuperTrendUpperBandIndicator
• added SuperTrendLowerBandIndicator
• added Donchian Channel indicators (Upper, Lower, and Middle)
• added Indicator.getUnstableBars()
• added TransformIndicator.pow()
• added BarSeriesManager.getHoldingCostModel() and BarSeriesManager.getTransactionCostModel() to allow extending BarSeriesManager and reimplementing run()
• added MovingAverageCrossOverRangeBacktest.java and ETH-USD-PT5M-2023-3-13_2023-3-15.json test data file to demonstrate parallel strategy evaluation
• added javadoc improvements for percentage criteria
• added "lessIsBetter"-property for AverageCriterion
• added "lessIsBetter"-property for RelativeStandardDeviation
• added "lessIsBetter"-property for StandardDeviationCriterion
• added "lessIsBetter"-property for StandardErrorCriterion
• added "lessIsBetter"-property for VarianceCriterion
• added "lessIsBetter"-property for NumberOfPositionsCriterion
• added "addBase"-property for ReturnCriterion to include or exclude the base percentage of 1
• added RelativeVolumeStandardDeviationIndicator
• added MoneyFlowIndexIndicator
• added IntraDayMomentumIndexIndicator
• added ClosePriceDifferenceIndicator
• added TimeSegmentedVolumeIndicator
• added DecimalNum.valueOf(DoubleNum) to convert a DoubleNum to a DecimalNum.
• added DoubleNum.valueOf(DecimalNum) to convert a DecimalNum to a DoubleNum.
• added "TradeExecutionModel" to modify trade execution during backtesting
• added NumIndicator to calculate any Num-value for a Bar
• added RunningTotalIndicator to calculate a cumulative sum for a period.

Fixed

• Fixed CashFlow fixed calculation with custom startIndex and endIndex
• Fixed Returns fixed calculation with custom startIndex and endIndex
• Fixed ExpectedShortfallCriterion fixed calculation with custom startIndex and endIndex
• Fixed MaximumDrawDownCriterion fixed calculation with custom startIndex and endIndex
• Fixed EnterAndHoldReturnCriterion fixed calculation with custom startIndex and endIndex
• Fixed VersusEnterAndHoldCriterion fixed calculation with custom startIndex and endIndex
• Fixed BarSeriesManager consider finishIndex when running backtest

0.15 (released September 11, 2022)

Breaking

• NumberOfConsecutiveWinningPositions renamed to NumberOfConsecutivePositions
• DifferencePercentage renamed to DifferencePercentageIndicator
• BuyAndHoldCriterion renamed to EnterAndHoldCriterion
• DXIndicator moved to adx-package
• PlusDMIndicator moved to adx-package
• MinusDMIndicator moved to adx-package
• analysis/criterion-package moved to root
• cost-package moved to analysis/cost-package
• AroonXXX indicators moved to aroon package

Fixed

• LosingPositionsRatioCriterion correct betterThan
• VersusBuyAndHoldCriterionTest NaN-Error.
• Fixed ChaikinOscillatorIndicatorTest
• DecimalNum#remainder() adds NaN-check
• Fixed ParabolicSarIndicatorTest fixed openPrice always 0 and highPrice lower than lowPrice
• UlcerIndexIndicator using the max price of current period instead of the highest value of last n bars
• DurationBarAggregator fixed aggregation of bars with gaps

Changed

• KeltnerChannelMiddleIndicator changed superclass to AbstractIndicator; add GetBarCount() and toString()
• KeltnerChannelUpperIndicator add constructor to accept pre-constructed ATR; add GetBarCount() and toString()
• KeltnerChannelLowerIndicator add constructor to accept pre-constructed ATR; add GetBarCount() and toString()
• BarSeriesManager removed empty args constructor
• Open|High|Low|Close do not cache price values anymore
• DifferenceIndicator(i1,i2) replaced by the more flexible CombineIndicator.minus(i1,i2)
• DoubleNum replace redundant toString() call in DoubleNum.valueOf(Number i) with i.doubleValue()
• ZeroCostModel now extends from FixedTransactionCostModel

Removed/Deprecated

• Num removed Serializable
• PriceIndicator removed

Added

• NumericIndicator new class providing a fluent and lightweight api for indicator creation
• AroonFacade, BollingerBandFacade, KeltnerChannelFacade new classes providing a facade for indicator groups by using lightweight NumericIndicators
• AbstractEMAIndicator added getBarCount() to support future enhancements
• ATRIndicator "uncached" by changing superclass to AbstractIndicator; added constructor to accept TRIndicator and getter for same; added toString(); added getBarCount() to support future enhancements
• 🎉 Enhancement added possibility to use CostModels when backtesting with the BacktestExecutor
• 🎉 Enhancement added Num#zero, Num#one, Num#hundred
• 🎉 Enhancement added possibility to use CostModels when backtesting with the BacktestExecutor
• 🎉 Enhancement added Indicator#stream() method
• 🎉 Enhancement added a new CombineIndicator, which can combine the values of two Num Indicators with a given combine-function
• Example added a json serialization and deserialization example of BarSeries using google-gson library
• EnterAndHoldCriterion added constructor with TradeType to begin with buy or sell
• 🎉 Enhancement added Position#getStartingType() method
• 🎉 Enhancement added SqnCriterion
• 🎉 Enhancement added StandardDeviationCriterion
• 🎉 Enhancement added RelativeStandardDeviationCriterion
• 🎉 Enhancement added StandardErrorCriterion
• 🎉 Enhancement added VarianceCriterion
• 🎉 Enhancement added AverageCriterion
• 🎉 Enhancement added javadoc for all rules to make clear which rule makes use of a TradingRecord
• Enhancement prevent Object[] allocation for varargs log.trace and log.debug calls by wrapping them in if blocks
• 🎉 Enhancement added FixedTransactionCostModel
• 🎉 Enhancement added AnalysisCriterion.PositionFilter to handle both sides within one Criterion.

0.14 (released April 25, 2021)

Breaking

• Breaking: PrecisionNum renamed to DecimalNum
• Breaking: AverageProfitableTradesCriterion renamed to WinningTradesRatioCriterion
• Breaking: AverageProfitCriterion renamed to AverageReturnPerBarCriterion
• Breaking: BuyAndHoldCriterion renamed to BuyAndHoldReturnCriterion
• Breaking: RewardRiskRatioCriterion renamed to ReturnOverMaxDrawdownCriterion
• Breaking: ProfitLossCriterion moved to PnL-Package
• Breaking: ProfitLossPercentageCriterion moved to PnL-Package
• Breaking: TotalProfitCriterion renamed to GrossReturnCriterion and moved to PnL-Package.
• Breaking: TotalProfit2Criterion renamed to GrossProfitCriterion and moved to PnL-Package.
• Breaking: TotalLossCriterion renamed to NetLossCriterion and moved to PnL-Package.
• Breaking: package "tradereports" renamed to "reports"
• Breaking: NumberOfTradesCriterion renamed to NumberOfPositionsCriterion
• Breaking: NumberOfLosingTradesCriterion renamed to NumberOfLosingPositionsCriterion
• Breaking: NumberOfWinningTradesCriterion renamed to NumberOfWinningPositionsCriterion
• Breaking: NumberOfBreakEvenTradesCriterion renamed to NumberOfBreakEvenPositionsCriterion
• Breaking: WinningTradesRatioCriterion renamed to WinningPositionsRatioCriterion
• Breaking: TradeStatsReport renamed to PositionStatsReport
• Breaking: TradeStatsReportGenerator renamed to PositionStatsReportGenerator
• Breaking: TradeOpenedMinimumBarCountRule renamed to OpenedPositionMinimumBarCountRule
• Breaking: Trade.class renamed to Position.class
• Breaking: Order.class renamed to Trade.class
• Breaking: package "tradereports" renamed to "reports"
• Breaking: package "trading/rules" renamed to "rules"
• Breaking: remove Serializable from all indicators
• Breaking: Bar#trades: changed type from int to long

Fixed

• Fixed Trade: problem with profit calculations on short trades.
• Fixed TotalLossCriterion: problem with profit calculations on short trades.
• Fixed BarSeriesBuilder: removed the Serializable interface
• Fixed ParabolicSarIndicator: problem with calculating in special cases
• Fixed BaseTimeSeries: can now be serialized
• Fixed ProfitLossPercentageCriterion: use entryPrice#getValue() instead of entryPrice#getPricePerAsset()

Changed

• Trade: Changed the way Nums are created.
• WinningTradesRatioCriterion (previously AverageProfitableTradesCriterion): Changed to calculate trade profits using Trade's getProfit().
• BuyAndHoldReturnCriterion (previously BuyAndHoldCriterion): Changed to calculate trade profits using Trade's getProfit().
• ExpectedShortfallCriterion: Removed unnecessary primitive boxing.
• NumberOfBreakEvenTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
• NumberOfLosingTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
• NumberOfWinningTradesCriterion: Changed to calculate trade profits using Trade's getProfit().
• ProfitLossPercentageCriterion: Changed to calculate trade profits using Trade's entry and exit prices.
• TotalLossCriterion: Changed to calculate trade profits using Trade's getProfit().
• TotalReturnCriterion (previously TotalProfitCriterion): Changed to calculate trade profits using Trade's getProfit().
• WMAIndicator: reduced complexity of WMAIndicator implementation

Removed/Deprecated

• MultiplierIndicator: replaced by TransformIndicator.
• AbsoluteIndicator: replaced by TransformIndicator.

Added

• Enhancement Improvements on gitignore
• Enhancement Added TradeOpenedMinimumBarCountRule - rule to specify minimum bar count for opened trade.
• Enhancement Added DateTimeIndicator a new Indicator for dates.
• Enhancement Added DayOfWeekRule for specifying days of the week to trade.
• Enhancement Added TimeRangeRule for trading within time ranges.
• Enhancement Added floor() and ceil() to Num.class
• Enhancement Added getters getLow() and getUp() in CrossedDownIndicatorRule
• Enhancement Added BarSeriesUtils: common helpers and shortcuts for BarSeries methods.
• Enhancement Improvements for PreviousValueIndicator: more descriptive toString() method, validation of n-th previous bars in
• Enhancement Added Percentage Volume Oscillator Indicator, PVOIndicator.
• Enhancement Added Distance From Moving Average Indicator, DistanceFromMAIndicator.
• Enhancement Added Know Sure Thing Indicator, KSTIndicator. constructor of PreviousValueIndicator
• 🎉 Enhancement added getGrossProfit() and getGrossProfit(BarSeries) on Trade.
• 🎉 Enhancement added getPricePerAsset(BarSeries) on Order.
• 🎉 Enhancement added convertBarSeries(BarSeries, conversionFunction) to BarSeriesUtils.
• 🎉 Enhancement added UnstableIndicator.
• 🎉 Enhancement added Chainrule.
• 🎉 Enhancement added BarSeriesUtils#sortBars.
• 🎉 Enhancement added BarSeriesUtils#addBars.
• 🎉 Enhancement added Num.negate() to negate a Num value.
• 🎉 Enhancement added GrossLossCriterion.class.
• 🎉 Enhancement added NetProfitCriterion.class.
• 🎉 Enhancement added chooseBest() method with parameter tradeType in AnalysisCriterion.
• 🎉 Enhancement added AverageLossCriterion.class.
• 🎉 Enhancement added AverageProfitCriterion.class.
• 🎉 Enhancement added ProfitLossRatioCriterion.class.
• 🎉 Enhancement added ExpectancyCriterion.class.
• 🎉 Enhancement added ConsecutiveWinningPositionsCriterion.class.
• 🎉 Enhancement added LosingPositionsRatioCriterion.class
• 🎉 Enhancement added Position#hasProfit.
• 🎉 Enhancement added Position#hasLoss.
• 🎉 Enhancement exposed both EMAs in MACD indicator

0.13 (released November 5, 2019)

Breaking

• Breaking Refactored from Max/Min to High/Low in Bar class
• Breaking Removed redundant constructors from BaseBar class
• Breaking Renamed TimeSeries to BarSeries

Fixed

• Fixed BaseBarSeries: problem with getSubList for series with specified maximumBarCount.
• Fixed return BigDecimal instead of Number in: PrecisionNum.getDelegate.
• Fixed java.lang.ClassCastException in: PrecisionNum.equals().
• Fixed java.lang.ClassCastException in: DoubleNum.equals().
• Fixed java.lang.NullPointerException in: NumberOfBarsCriterion.calculate(TimeSeries, Trade) for opened trade.
• Fixed java.lang.NullPointerException in: AverageProfitableTradesCriterion.calculate(TimeSeries, Trade) for opened trade.
• StopGainRule: now correctly handles stops for sell orders
• StopLossRule: now correctly handles stops for sell orders
• ProfitLossCriterion: fixed to work properly for short trades
• PivotPointIndicator: fixed possible npe if first bar is not in same period
• IchimokuChikouSpanIndicator: fixed calculations - applied correct formula.
• CloseLocationValueIndicator: fixed special case, return zero instead of NaN if high price == low price

Changed

• PrecisionNum: improve performance for methods isZero/isPositive/isPositiveOrZero/isNegative/isNegativeOrZero.
• BaseTimeSeriesBuilder moved from inner class to own class
• TrailingStopLossRule added ability to look back the last x bars for calculating the trailing stop loss

Added

• Enhancement Added getters for AroonDownIndicator and AroonUpIndicator in AroonOscillatorIndicator
• Enhancement Added common constructors in BaseBar for BigDecimal, Double and String values
• Enhancement Added constructor in BaseBar with trades property
• Enhancement Added BaseBarBuilder and ConvertibleBaseBarBuilder - BaseBar builder classes
• Enhancement Added BarAggregator and TimeSeriesAggregator to allow aggregates bars and time series
• Enhancement Added LWMA Linearly Weighted Moving Average Indicator
• Enhancement Implemented trading cost models (linear transaction and borrowing cost models)
• Enhancement Implemented Value at Risk Analysis Criterion
• Enhancement Implemented Expected Shortfall Analysis Criterion
• Enhancement Implemented Returns class to analyze the time series of return rates. Supports logarithmic and arithmetic returns
• Enhancement Implemented a way to find the best result for multiple strategies by submitting a range of numbers while backtesting
• Enhancement Implemented NumberOfBreakEvenTradesCriterion for counting break even trades
• Enhancement Implemented NumberOfLosingTradesCriterion for counting losing trades
• Enhancement Implemented NumberOfWinningTradesCriterion for counting winning trades
• Enhancement Implemented NumberOfWinningTradesCriterion for counting winning trades
• Enhancement Implemented ProfitLossPercentageCriterion for calculating the total performance percentage of your trades
• Enhancement Implemented TotalProfit2Criterion for calculating the total profit of your trades
• Enhancement Implemented TotalLossCriterion for calculating the total loss of your trades
• Enhancement Added ADX indicator based strategy to ta4j-examples
• Enhancement TrailingStopLossRule: added possibility of calculations of TrailingStopLossRule also for open, high, low price. Added getter for currentStopLossLimitActivation
• Enhancement Add constructors with parameters to allow custom implementation of ReportGenerators in BacktestExecutor
• Enhancement Added license checker goal on CI's pipeline
• Enhancement Added source format checker goal on CI's pipeline

Removed/Deprecated

0.12 (released September 10, 2018)

Breaking:

• Decimal class has been replaced by new Num interface. Enables using Double, BigDecimal and custom data types for calculations.
• Big changes in TimeSeries and BaseTimeSeries. Multiple new addBar(..) functions in TimeSeries allow to add data directly to the series

Fixed

• TradingBotOnMovingTimeSeries: fixed calculations and ArithmeticException Overflow
• Fixed wrong indexing in: Indicator.toDouble().
• PrecisionNum.sqrt(): using DecimalFormat.parse().
• RandomWalk[High|Low]Indicator: fixed formula (max/min of formula with n iterating from 2 to barCount)

Changed

• ALL INDICATORS: Decimal replaced by Num.
• ALL CRITERION: Calculations modified to use Num.
• AbstractIndicator: new AbstractIndicator#numOf(Number n) function as counterpart of dropped Decimal.valueOf(double|int|..)
• TimeSeries | Bar: preferred way to add bar data to a TimeSeries is directly to the series via new TimeSeries#addBar(time,open,high,..) functions. It ensures to use the correct Num implementation of the series
• XlsTestsUtils: now processes xls with one or more days between data rows (daily, weekly, monthly, etc). Also handle xls #DIV/0! calculated cells (imported as NaN.NaN)
• CachedIndicator: Last bar is not cached to support real time indicators
• **TimeSeries | Bar **: added new #addPrice(price) function that adds price to (last) bar.
• Parameter timeFrame renamed to barCount.
• Various Rules: added constructor that provides Number parameters
• AroonUpIndicator: redundant TimeSeries call was removed from constructor
• AroonDownIndicator: redundant TimeSeries call was removed from constructor
• BaseTimeSeries: added setDefaultFunction() to SeriesBuilder for setting the default Num type function for all new TimeSeries built by that SeriesBuilder, updated BuildTimeSeries example
• CriterionTest: changed from explicit constructor calls to AbstractCriterionTest.getCriterion() calls.
• ChopIndicator: transparent fixes
• StochasticRSIIndicator: comments and params names changes to reduce confusion
• ConvergenceDivergenceIndicator: remove unused method
• ChopIndicatorTest: spelling, TODO: add better tests
• Various Indicators: remove double math operations, change Math.sqrt(double) to Num.sqrt(), other small improvements
• RandomWalk[High|Low]Indicator: renamed to RWI[High|Low]Indicator

Added

• BaseTimeSeries.SeriesBuilder: simplifies creation of BaseTimeSeries.
• Num: Extracted interface of dropped Decimal class
• DoubleNum: Num implementation to support calculations based on double primitive
• BigDecimalNum: Default Num implementation of BaseTimeSeries
• DifferencePercentageIndicator: New indicator to get the difference in percentage from last value
• PrecisionNum: Num implementation to support arbitrary precision
• TestUtils: removed convenience methods for permuted parameters, fixed all unit tests
• TestUtils: added parameterized abstract test classes to allow two test runs with DoubleNum and BigDecimalNum
• ChopIndicator new common indicator of market choppiness (low volatility), and related 'ChopIndicatorTest' JUnit test and 'CandlestickChartWithChopIndicator' example
• BollingerBandWidthIndicator: added missing constructor documentation.
• BollingerBandsLowerIndicator: added missing constructor documentation.
• BollingerBandsMiddleIndicator: added missing constructor documentation.
• TrailingStopLossRule: new rule that is satisfied if trailing stop loss is reached
• Num: added Num sqrt(int) and Num sqrt()
• pom.xml: added support to generate ta4j-core OSGi artifact.

Removed/Deprecated

• Decimal: removed. Replaced by Num interface
• TimeSeries#addBar(Bar bar): deprecated. Use TimeSeries#addBar(Time, open, high, low, ...)
• BaseTimeSeries: Constructor BaseTimeSeries(TimeSeries defaultSeries, int seriesBeginIndex, int seriesEndIndex) removed. Use TimeSeries.getSubseries(int i, int i) instead
• FisherIndicator: commented constructor removed.
• TestUtils: removed convenience methods for permuted parameters, fixed all unit tests
• BaseTimeSeries: Constructor BaseTimeSeries(TimeSeries defaultSeries, int seriesBeginIndex, int seriesEndIndex) removed. Use TimeSeries.getSubseries(int i, int i) instead
• BigDecimalNum: removed. Replaced by PrecisionNum
• AbstractCriterionTest: removed constructor AbstractCriterionTest(Function<Number, Num). Use AbstractCriterionTest(CriterionFactory, Function<Number, Num>).
• Indicator: removed redundant private TimeSeries

0.11 (released January 25, 2018)

• BREAKING: Tick has been renamed to Bar

Fixed

• ATRIndicator: fixed calculations
• PlusDI, MinusDI, ADX: fixed calculations
• LinearTransactionCostCriterion: fixed calculations, added xls file and unit tests
• FisherIndicator: fixed calculations
• ConvergenceDivergenceIndicator: fixed NPE of optional "minStrenght"-property

Changed

• TotalProfitCriterion: If not NaN the criterion uses the price of the Order and not just the close price of underlying TimeSeries
• Order: Now constructors and static sell/buyAt(..) functions need a price and amount parameter to satisfy correct be behaviour of criterions (entry/exit prices can differ from corresponding close prices in Order)
• JustOnceRule: now it is possible to add another rule so that this rule is satisfied if the inner rule is satisfied for the first time
• MeanDeviationIndicator: moved to statistics package
• Decimal: use BigDecimal::valueof instead of instantiating a new BigDecimal for double, int and long
  • now Decimal extends Number
• Strategy: can now have a optional parameter "name".
• Tick: Tick has been renamed to Bar for a more appropriate description of the price movement over a set period of time.
• MMAIndicator: restructured and moved from helpers to indicators package
• AverageTrueRangeIndicator: renamed to ATRIndicator
• AverageDirectionalMovementDownIndicator: renamed to ADXIndicator
• ADXIndicator: added new two argument constructor
• DirectionalMovementPlusIndicator and DirectionalMovementPlusIndicator: renamed to PlusDIIndicator and MinusDIIndicator
• XlsTestsUtils: rewritten to provide getSeries(), getIndicator(), getFinalCriterionValue(), and getTradingRecord() in support of XLSCriterionTest and XLSIndicatorTest.
• IndicatorFactory: made generic and renamed createIndicator() to getIndicator()
• RSIIndicatorTest: example showing usage of new generic unit testing of indicators
• LinearTransactionCostCriterionTest: example showing usage of new generic unit testing of criteria

Added

• ConvergenceDivergenceIndicator: new Indicator for positive/negative convergence and divergence.
• BooleanTransformIndicator: new indicator to transform any decimal indicator to a boolean indicator by using logical operations.
• DecimalTransformIndicator: new indicator to transforms any indicator by using common math operations.
• Decimal: added functions Decimal valueOf(BigDecimal) and BigDecimal getDelegate()
• AbstractEMAIndicator: new abstract indicator for ema based indicators like MMAIndicator
• PearsonCorrelationIndicator: new statistic indicator with pearson correlation
• TimeSeries: new method getSubSeries(int, int) to create a sub series of the TimeSeries that stores bars exclusively between startIndex and endIndex parameters
• IIIIndicator: Intraday Intensity Index
• CriterionFactory: new functional interface to support CriterionTest
• IndicatorTest: new class for storing an indicator factory, allows for generic calls like getIndicator(D data, P... params) after the factory is set once in the constructor call. Facilitates standardization across unit tests.
• CriterionTest: new class for storing a criterion factory, allows for generic calls like getCriterion(P... params) after the factory is set once in the constructor call. Facilitates standardization across unit tests.
• ExternalIndicatorTest: new interface for fetching indicators and time series from external sources
• ExternalCriterionTest: new interface for fetching criteria, trading records, and time series from external sources
• XLSIndicatorTest: new class implementing ExternalIndicatorTest for XLS files, for use in XLS unit tests
• XLSCriterionTest: new class implementing ExternalCriterionTest for XLS files, for use in XLS unit tests

Removed

• TraillingStopLossIndicator: no need for this as indicator. No further calculations possible after price falls below stop loss. Use StopLossRule or DifferenceIndicator

Deprecated

• BaseTimeSeries: Constructor: BaseTimeSeries(TimeSeries defaultSeries, int seriesBeginIndex, int seriesEndIndex) use getSubSeries(int, int)
• Decimal: Method toDouble() use doubleValue()

0.10 (released October 30, 2017)

VERY Important note!!!!

with the release 0.10 we have changed the previous java package definition to org.ta4j or to be more specific to org.ta4j.core (the new organisation). You have to reorganize all your references to the new packages! In eclipse you can do this easily by selecting your sources and run "Organize imports" Changed ownership of the ta4j repository: from mdeverdelhan/ta4j (stopped the maintenance) to ta4j/ta4j (new organization)

Fixed

• ParabolicSarIndicator: wrong calculation fixed
• KAMAIndicator: stack overflow bug fixed
• AroonUpIndicator and AroonDownIndicator: wrong calculations fixed and can handle NaN values now

Changed

• BREAKING: new package structure: change eu.verdelhan.ta4j to org.ta4j.ta4j-core
• new package adx: new location of AverageDirectionalMovementIndicator and DMI+/DMI-
• Ownership of the ta4j repository: from mdeverdelhan/ta4j (stopped the maintenance) to ta4j/ta4j (new organization)
• ParabolicSarIndicator: old constructor removed (there was no need for time frame parameter after big fix). Three new constructors for default and custom parameters.
• HighestValueIndicator and LowestValueIndicator: ignore also NaN values if they are at the current index

Added

• AroonOscillatorIndicator: new indicator based on AroonUp/DownIndicator
• AroonUpIndicator and AroonDownIndicator: New constructor with parameter for custom indicator for min price and max price calculation
• ROCVIndicator: rate of Change of Volume
• DirectionalMovementPlusIndicator: new indicator for Directional Movement System (DMI+)
• DirectionalMovementDownIndicator: new indicator for Directional Movement System (DMI-)
• ChaikinOscillatorIndicator: new indicator.
• InSlopeRule: new rule that is satisfied if the slope of two indicators are within a boundary
• IsEqualRule: new rule that is satisfied if two indicators are equal
• AroonUpIndicator and AroonDownIndicator: new constructor with parameter for custom indicator for min price and max price calculation
• Pivot Point Indicators Package: new package with Indicators for calculating standard, Fibonacci and DeMark pivot points and reversals
  • PivotPointIndicator: new indicator for calculating the standard pivot point
    • StandardReversalIndicator: new indicator for calculating the standard reversals (R3,R2,R1,S1,S2,S3)
    • FibonacciReversalIndicator: new indicator for calculating the Fibonacci reversals (R3,R2,R1,S1,S2,S3)
  • DeMarkPivotPointIndicator: new indicator for calculating the DeMark pivot point
    • DeMarkReversalIndicator: new indicator for calculating the DeMark resistance and the DeMark support
• IsFallingRule: new rule that is satisfied if indicator strictly decreases within the timeFrame.
• IsRisingRule: new rule that is satisfied if indicator strictly increases within the timeFrame.
• IsLowestRule: new rule that is satisfied if indicator is the lowest within the timeFrame.
• IsHighestRule: new rule that is satisfied if indicator is the highest within the timeFrame.

0.9 (released September 7, 2017)

• BREAKING drops Java 7 support
• use java.time instead of java.util.Date

• Added interfaces for some API basic objects
• Cleaned whole API
• Reordered indicators
• Added PreviousValueIndicator
• Fixed #162 - Added amount field into Tick constructor
• Fixed #183 - addTrade bad calculation
• Fixed #153, #170 - Updated StopGainRule and StopLossRule for short trades
• Removed dependency to Joda-time
• Dropped Java 6 and Java 7 compatibility
• Fixed #120 - ZLEMAIndicator StackOverflowError
• Added stochastic RSI indicator
• Added smoothed RSI indicator
• Fixed examples
• Fixed #81 - Tick uses Period of 24H when it possibly means 1 Day
• Fixed #80 - TimeSeries always iterates over all the data
• Removed the timePeriod field in time series
• Fixed #102 - RSIIndicator returns NaN when rsi == 100
• Added periodical growth rate indicator
• Fixed #105 - Strange calculation with Ichimoku Indicator
• Added Random Walk Index (high/low) indicators
• Improved performance for Williams %R indicator
• Moved mock indicators to regular scope (renamed in Fixed*Indicator)

0.8 (released February 25, 2016)

• Fixed StackOverflowErrors on recursive indicators (see #60 and #68)
• Fixed #74 - Question on backtesting strategies with indicators calculated with enough ticks
• Added Chande Momentum Oscillator indicator
• Added cumulated losses/gains indicators
• Added Range Action Verification Index indicator
• Added MVWAP indicator
• Added VWAP indicator
• Added Chandelier exit indicators
• Improved Decimal performances
• Added Fisher indicator
• Added KAMA indicator
• Added Detrended Price Oscillator
• Added Ichimoku clouds indicators
• Added statistical indicators: Simple linear regression, Correlation coefficient, Variance, Covariance, Standard error
• Moved standard deviation
• Added Bollinger BandWidth and %B indicator
• Added Keltner channel indicators
• Added Ulcer Index and Mass Index indicators
• Added a trailing stop-loss indicator
• Added Coppock Curve indicator
• Added sum indicator
• Added candle indicators: Real body, Upper/Lower shadow, Doji, 3 black crows, 3 white soldiers, Bullish/Bearish Harami, Bullish/Bearish Engulfing
• Added absolute indicator
• Added Hull Moving Average indicator
• Updated Bollinger Bands (variable multiplier, see #53)
• Fixed #39 - Possible update for TimeSeries.run()
• Added Chaikin Money Flow indicator
• Improved volume indicator
• Added Close Location Value indicator
• Added Positive Volume Index and Negative Volume Index indicators
• Added zero-lag EMA indicator

0.7 (released May 21, 2015)

• Fixed #35 - Fix max drawdown criterion
• Improved documentation: user's guide & contributor's guidelines
• Fixed #37 - Update Tick.toString method
• Fixed #36 - Missing 'Period timePeriod' in full Tick constructor
• Updated examples
• Improved analysis criteria (to use actual entry/exit prices instead of close prices)
• Added price and amount to Order
• Added helpers for order creation
• Renamed Operation to Order
• Added a record/history of a trading session (TradingRecord)
• Moved the trading logic from strategies to rules
• Refactored trade operations
• Added a difference indicator
• Small other API changes

0.6 (released February 5, 2015)

• Added NaN to Decimals
• Renamed TADecimal to Decimal
• Fixed #24 - Error in standard deviation calculation
• Added moving time series (& cache: #25)
• Refactored time series and ticks
• Added entry-pass filter and exit-pass filter strategies
• Replaced JustBuyOnceStrategy and CombinedBuyAndSellStrategy by JustEnterOnceStrategy and CombinedEntryAndExitStrategy respectively
• Added examples
• Added operation type helpers
• Added strategy execution traces through SLF4J
• Removed .summarize(...) methods and Decision (analysis)
• Improved performance of some indicators and strategies
• Generalized cache to all indicators (#20)
• Removed AssertJ dependency
• Fixed #16 - Division by zero in updated WalkForward example

0.5 (released October 22, 2014)

• Switched doubles for TADecimals (BigDecimals) in indicators
• Semantic improvement for IndicatorOverIndicatorStrategy
• Fixed #11 - UnknownFormatConversionException when using toString() for 4 strategies
• Added a maximum value starter strategy
• Added linear transaction cost (analysis criterion)
• Removed evaluators (replaced by .chooseBest(...) and .betterThan(...) methods)
• Added triple EMA indicator
• Added double EMA indicator
• Removed slicers (replaced by .split(...) methods)
• Removed runner (replaced by .run(...) methods)
• Added more tests
• Removed ConstrainedTimeSeries (replaced by .subseries(...) methods)
• Added/refactored examples (including walk-forward and candlestick chart)

0.4 (released May 28, 2014)

• Fixed #2 - Tests failing in JDK8
• Added indicators: Mean deviation, Commodity channel index, Percentage price oscillator (tests)
• Added distance between indicator and constant
• Added opposite strategy
• Removed some runners
• Added strategy runs on whole series
• Refactored slicers
• Removed log4j dependency
• Added examples

0.3 (released March 11, 2014)

• First public release
• 100% Pure Java - works on any Java Platform version 6 or later
• More than 40 technical indicators (Aroon, ATR, moving averages, parabolic SAR, RSI, etc.)
• A powerful engine for building custom trading strategies
• Utilities to run and compare strategies
• Minimal 3rd party dependencies
• MIT license