ta4j-core

ta4j-core contains the production API surface for strategy modeling, backtesting, analysis, and live-style record management.

Start here

Series model: BarSeries, BaseBarSeries, ConcurrentBarSeries
Strategy model: Indicator, Rule, Strategy
Execution model: BarSeriesManager, BacktestExecutor, TradeExecutionModel
Trade/fill model: TradingRecord, BaseTradingRecord, Trade, TradeFill
Analysis model: AnalysisCriterion and criteria packages

Choose the right execution path

Single strategy over one series: use BarSeriesManager
Many candidates, tuning, weighted ranking: use BacktestExecutor
Broker-confirmed/partial-fill replay: use manual evaluation loop + BaseTradingRecord.operate(fill)

Live evaluation semantics (important)

ta4j evaluates the bar state you provide at the requested index; it does not force closed-candle-only evaluation.
If your feed uses addBar(bar, true) or equivalent replace-last-bar updates, you are evaluating a live (still-forming) candle.
If you evaluate only after adding a completed bar, you are evaluating closed candles.
For live execution, call shouldEnter(index, tradingRecord) / shouldExit(index, tradingRecord) and keep tradingRecord synchronized with broker-confirmed fills.
Add an integration guard (for example, one entry per bar index) to avoid duplicate orders when a live candle keeps the same rule state across multiple updates.

Trace rule decisions

To answer "why did this fire?" or "why did this not fire?", enable SLF4J TRACE on the relevant Rule or Strategy logger and run the normal isSatisfied(...), shouldEnter(...), or shouldExit(...) call.
TRACE logging is the off switch; there is no mutable trace mode to set on shared rule or strategy instances.
Default trace output is Rule.TraceMode.VERBOSE, which emits the evaluated rule plus child-rule path/depth fields where a composite rule evaluates children.
Use Rule#isSatisfiedWithTraceMode(..., Rule.TraceMode.SUMMARY) or Strategy#shouldEnterWithTraceMode(...) / shouldExitWithTraceMode(...) for a one-shot parent summary when child logs would be too noisy.
Price and numeric comparison rules include the values they compared, the operator or window, and a short reason so a single rule trace line explains the decision.
Stop rules include flat key=value decision fields such as currentPrice, entryPrice, stopPrice, side, trailing extremes, and configured amount or percentage fields.

Choose the right series type

Single-threaded backtests and deterministic local runs: BaseBarSeries
Concurrent ingestion/evaluation pipelines: ConcurrentBarSeries

Choose the right numeric model

Precision-first workflows: DecimalNum
Throughput-first workflows with accepted floating-point tradeoffs: DoubleNum

Choose the right correlation metric

All rolling correlation indicators live under org.ta4j.core.indicators.statistics and return NaN when the requested window is not ready or the statistic is undefined.

Question	Indicator	Notes
Are two continuous signals linearly related in the same window?	`CorrelationCoefficientIndicator`	Pearson-style baseline for dense, simultaneous numeric series
Is the relationship monotonic but not necessarily linear?	`SpearmanRankCorrelationIndicator`	Uses average ranks for ties before applying Pearson correlation
Do ordered samples agree when ties matter?	`KendallTauIndicator`	Rolling Kendall tau-b with tie correction
Does one signal lead or trail another by a fixed number of bars?	`LaggedCorrelationIndicator`	Positive lag means the first indicator leads the second
Do two signals share non-linear structure?	`DistanceCorrelationIndicator`	Builds centered pairwise distance matrices; `O(window^2)` per calculated index
Does knowing one discretized state reduce uncertainty about another?	`MutualInformationIndicator`	Equal-width bins for v1; reports natural-log mutual information in nats
Does correlation only matter inside a trend, volatility, or custom state?	`RegimeSegmentedCorrelationIndicator`	Filters each rolling window with an `Indicator<Boolean>` regime selector

Companion user guides

Backtesting: https://ta4j.github.io/ta4j-wiki/Backtesting.html
Live trading: https://ta4j.github.io/ta4j-wiki/Live-trading.html
Risk/criteria: https://ta4j.github.io/ta4j-wiki/Analysis-Criteria-and-Risk-Metrics.html

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