TaLib::Function.call2(
	"SMA", # name of technical analysis function
	0, # start index in input arrays for processing
	9, # end index in input arrays for processing
	in_data, # input parameter
	out_data, # output parameter
	10) # optional parameter

See repository…

To compile and install extension use commands (for Linux):

ruby extconf.rb

make

sudo make install

Source code can be found here

Documentation can be found here

Usage:

<function name> <contract>, <input parameters>, <option input parameters>

where
<contract> - contract name symbol
<function name> - is the technical analysis function name from Ta-Lib in lower case
<option input parameters> - optional input parameters for the technical analysis function (see documentation for Ta-Lib abstract layer) separated by comma

For example:
ema YM, 12

P.S. Technical analysis functions with more than one output arrays don’t tested.

Yes, I did it! Ta-lib now works in Ruby!

Now working on Ta-lib plugin for trading robot DSL.

• Opentick online and history quotes support
• Opentick future symbols (begin with “/”) support
• Natural language date/time support

To the next release i must add technical analysis functions and other types of orders.
P.S. some changes in opentick-ruby was commited (revision 2).
See repository…

Time.now and (Time.now-24.3600)

I thinks, that more convenient way is using natural language date/time like this:

3 years ago, 5 months before now, 7 hours ago, 7 days from now, 1 year ago tomorrow, 3 months ago saturday at 5:00 pm

The main disadvantage of this way is using quotes in DSL code to separate natural language date/time string. It is Ruby language’s restriction.

Tomorrow i’ll try to add natural languae date/time support in our trading robot DSL.

Added to project’s TODO list.

plugin DSL::OpentickHistoryPlugin

configurated by history command:

history :host => 'feed1.opentick.com', :port => 10010,

  :user => 'opentick account login',:password => 'opentick account password',

  :from => Time.now - 24*3600, :to => Time.now, :duration => 300

Parameters description:
host, port, user, password - opentick servers connection parameters
from..to - time period for history quote requesting
duration - bar size in seconds

P.S. Later i’ll improve history command to be more user friendly, it will like this:

history do
  host 'feed1.opentick.com'
  port 10010
  user 'opentick account login'
  password 'opentick account password'
  from yesterday
  to now
  duration 5 min
end

will see

svn checkout http://tradingrobotdsl.rubyforge.org/svn/
or
svn checkout svn://rubyforge.org/var/svn/tradingrobotdsl

For opentick-ruby project replace tradingrobotdsl with opentick-ruby.

robot do
  ...
  query MSFT do
     # trading robot body
  end # query
end # robot

But if you request quotes for two or more symbols, then opentick servers process you request step by step, i.e. you’ll receive all history quotes for the first requested symbol, then for the next and etc.

robot do
  ...
  query MSFT, GOOG, CSCO do
      # trading robot body
  end # query
end # robot

In the last case you’ll need to wait until all requested historical quotes for all symbols will be received, and only after that, trading robot body will be executed.
How can we solve this problem? The simplest way is to create query command which will request quotes in a little at a time. For example, you request history for a year, but our command requests history day by day and execute trading robot body for received day.

P.S. added to project development TODO list.