Built-in functions

Built-ins are grouped by surface. Every one is type-checked and runs inside the sandbox.

Time series

| Name | Returns | |---|---| | sma(src, n) | series<float> — simple moving average | | ema(src, n) | series<float> — exponential moving average | | rma(src, n) | series<float> — Wilder's smoothing | | highest(src, n) | series<float> — rolling max | | lowest(src, n) | series<float> — rolling min | | stdev(src, n) | series<float> — rolling standard deviation | | change(src) | series<float> — src - src[1] |

Indicators

rsi(src, n)            // 0–100
macd(src, fast, slow)  // returns {line, signal, hist}
atr(n)                 // average true range
vwap(anchor: ...)      // anchored VWAP

Signals

cross_up(a, b)    // a was ≤ b last bar, > b this bar
cross_down(a, b)
pivot_high(src, n)
pivot_low(src, n)

Output and rendering

plot(value, color: ..., width: ..., pane: "...")
mark(condition, label: "...", color: ...)
band(upper, lower, color: ..., fill: ...)
draw_zone(top: ..., bottom: ..., fill: ..., opacity: ...)
notify(when: ..., channel: "...")

Orders (Strategy kind only)

buy(qty: ..., sl: ..., tp: ...)
sell(qty: ..., sl: ..., tp: ...)
sell_all()

Constants

close, open, high, low, volume     // current bar OHLCV series
bar(N)                              // timestamp of bar N
accent, bull, bear, warning, info  // theme colors

Individual trades

Bind the source before calling its methods:

let tape = feed.tap(feed.trades)
let biggest = tape.largest()
output biggest.side_known and biggest.usd >= 1000000

The trades surface includes len, price, size, usd, is_buy, side_known, time, window_ms, buy_vol, sell_vol, delta, count_buys, count_sells, max_size, largest, and since. Index zero is the newest print. Read the complete runtime contract in Tick-based scripting.

The full reference catalogues every signature and every parameter — see the language reference index page.