Function reference

Open, high, low, close and volume of the bar being evaluated: the latest completed daily session. Prices are split- and dividend-adjusted.

The same value n bars back. C[-1] is yesterday's close, H[-2] the high two sessions ago. Offsets work on the five price letters only; for anything else use ref().

The middle of the bar: (H + L) / 2.

The typical price: (H + L + C) / 3.

The average of the four prices: (O + H + L + C) / 4.

True range: the bar's high minus low, extended to include a gap from the previous close.

Simple moving average of the last n bars, including the current one.

Another name for sma(). Same result.

A third name for sma().

Rolling sum of the last n bars. Summing a comparison counts the bars where it held.

Lowest value of the last n bars, INCLUDING the current one.

Highest value of the last n bars, INCLUDING the current one. So C > max(C, n) can never be true.

Highest value of the n bars BEFORE the current one. This is the breakout form.

Lowest value of the n bars before the current one.

Standard deviation over the window (population form, like most charting tools).

How many standard deviations the current value sits from its window mean. A flat window scores 0.

Middle value of the window. Less pulled by one wild day than an average.

Where the current value ranks among the n − 1 bars before it, 0 to 100.

Linearly weighted moving average: recent bars count more.

Exponential moving average, smoothing 2 / (n + 1).

Wilder's smoothing, 1 / n: what RSI and ATR are built from.

The least-squares line through the window, read at the current bar: a smoothed level, not the slope.

Percent change over n bars: roc(C, 20) = 5 means up 5% in 20 sessions.

Running total from the first bar loaded.

How many bars ago the window's high was set, 0 to n − 1 (0 = this bar). The window includes the current bar.

How many bars ago the window's low was set (0 = this bar).

Relative strength index, 0 to 100 (Wilder). rsi(C, 14) is the usual one.

Average true range over n bars, in price.

ATR as a percent of the close: 3 means 3%. Comparable across symbols.

MACD line: ema(fast) − ema(slow). Defaults 12, 26, 9.

The MACD signal line: an EMA of the MACD line.

MACD histogram: line minus signal.

Upper Bollinger band: sma + up × std. Default 2.

Middle band: the simple average.

Lower Bollinger band: sma − dn × std (dn defaults to up).

Trend strength, 0 to 100, with no direction. Above 25 is usually called trending.

+DI: the upward directional movement ADX is built from.

−DI: the downward directional movement.

Stochastic %K, 0 to 100: where the close sits in the n-bar range, smoothed over slow (default 3).

Stochastic %D: the d-bar average of %K (default 3).

Commodity channel index: typical price against its average, in units of mean deviation.

Williams %R, −100 to 0: 0 is the top of the n-bar range.

On-balance volume: adds the day's volume on an up close, subtracts it on a down close.

1 on the bar where a crosses above b (it was at or below b on the bar before), 0 otherwise. As a whole rule it answers 0.95 or 0.05.

1 on the bar where a crosses below b.

Bars since a condition was last true (0 = true on this bar). Not known until it has been true once.

Absolute value.

Square root (negative input is not a number).

Natural logarithm (zero or negative input is not a number).

−1, 0 or 1.

a where the condition holds, b otherwise. Use it to switch a threshold by regime.

Any series n bars back: the offset for things that are not a price letter.

1 when x is inside [a, b] (inclusive, either order), else 0.

The smaller of two series, bar by bar.

The larger of two series, bar by bar.

A series built from its own previous value: inside step, self is the previous bar's result (seed before the first bar). Only arithmetic, comparisons and abs/sqrt/log/sign/iif/least/greatest/between may touch self.

Body at most 10% of the day's range.

(H > L) and (abs(C - O) <= 0.1 * (H - L))

Doji with a long lower wick (60%+ of the range) and almost no upper wick.

((H > L) and (abs(C - O) <= 0.1 * (H - L))) and ((H - greatest(O, C)) <= 0.1 * (H - L)) and ((least(O, C) - L) >= 0.6 * (H - L))

Doji with a long upper wick and almost no lower wick.

((H > L) and (abs(C - O) <= 0.1 * (H - L))) and ((least(O, C) - L) <= 0.1 * (H - L)) and ((H - greatest(O, C)) >= 0.6 * (H - L))

Small body (10–30% of range) with wicks of at least a quarter of the range on both sides.

(H > L) and (abs(C - O) <= 0.3 * (H - L)) and (abs(C - O) > 0.1 * (H - L)) and ((H - greatest(O, C)) >= 0.25 * (H - L)) and ((least(O, C) - L) >= 0.25 * (H - L))

Body at least 90% of the range: almost no wicks.

(H > L) and (abs(C - O) >= 0.9 * (H - L))

Lower wick at least twice the body, upper wick at most 10% of the range, closing below the close five bars back.

((H > L) and (abs(C - O) > 0) and ((least(O, C) - L) >= 2 * abs(C - O)) and ((H - greatest(O, C)) <= 0.1 * (H - L))) and (C < C[-5])

Hammer shape, closing above the close five bars back.

((H > L) and (abs(C - O) > 0) and ((least(O, C) - L) >= 2 * abs(C - O)) and ((H - greatest(O, C)) <= 0.1 * (H - L))) and (C > C[-5])

Upper wick at least twice the body, lower wick at most 10% of the range, after a five-bar rise.

((H > L) and (abs(C - O) > 0) and ((H - greatest(O, C)) >= 2 * abs(C - O)) and ((least(O, C) - L) <= 0.1 * (H - L))) and (C > C[-5])

Shooting-star shape after a five-bar decline.

((H > L) and (abs(C - O) > 0) and ((H - greatest(O, C)) >= 2 * abs(C - O)) and ((least(O, C) - L) <= 0.1 * (H - L))) and (C < C[-5])

A green body that engulfs yesterday's red body.

(C[-1] < O[-1]) and (C > O) and (O <= C[-1]) and (C >= O[-1]) and (abs(C - O) > abs(C[-1] - O[-1]))

A red body that engulfs yesterday's green body.

(C[-1] > O[-1]) and (C < O) and (O >= C[-1]) and (C <= O[-1]) and (abs(C - O) > abs(C[-1] - O[-1]))

A small green body inside yesterday's red body.

(C[-1] < O[-1]) and (C > O) and (abs(C - O) < abs(C[-1] - O[-1])) and (O >= C[-1]) and (C <= O[-1])

A small red body inside yesterday's green body.

(C[-1] > O[-1]) and (C < O) and (abs(C - O) < abs(C[-1] - O[-1])) and (O <= C[-1]) and (C >= O[-1])

After a red day, opens below its close and closes above the middle of its body (but under its open).

(C[-1] < O[-1]) and (C > O) and (O < C[-1]) and (C > (O[-1] + C[-1]) / 2) and (C < O[-1])

After a green day, opens above its close and closes below the middle of its body (but above its open).

(C[-1] > O[-1]) and (C < O) and (O > C[-1]) and (C < (O[-1] + C[-1]) / 2) and (C > O[-1])

A red bar, a small bar (half its body or less) that stays under its close, then a green bar closing above the middle of the first.

(C[-2] < O[-2]) and (abs(C[-1] - O[-1]) <= 0.5 * abs(C[-2] - O[-2])) and (greatest(O[-1], C[-1]) <= C[-2]) and (C > O) and (C > (O[-2] + C[-2]) / 2)

A green bar, a small bar that stays above its close, then a red bar closing below the middle of the first.

(C[-2] > O[-2]) and (abs(C[-1] - O[-1]) <= 0.5 * abs(C[-2] - O[-2])) and (least(O[-1], C[-1]) >= C[-2]) and (C < O) and (C < (O[-2] + C[-2]) / 2)

Three green bars, each closing higher and opening inside the previous body.

(C > O) and (C[-1] > O[-1]) and (C[-2] > O[-2]) and (C > C[-1]) and (C[-1] > C[-2]) and (O >= O[-1]) and (O <= C[-1]) and (O[-1] >= O[-2]) and (O[-1] <= C[-2])

Three red bars, each closing lower and opening inside the previous body.

(C < O) and (C[-1] < O[-1]) and (C[-2] < O[-2]) and (C < C[-1]) and (C[-1] < C[-2]) and (O <= O[-1]) and (O >= C[-1]) and (O[-1] <= O[-2]) and (O[-1] >= C[-2])

Red then green, with lows within 0.1% of each other.

(C[-1] < O[-1]) and (C > O) and (abs(L - L[-1]) <= 0.001 * C[-1])

Green then red, with highs within 0.1%.

(C[-1] > O[-1]) and (C < O) and (abs(H - H[-1]) <= 0.001 * C[-1])

Today's high and low are inside yesterday's (equal counts).

(H <= H[-1]) and (L >= L[-1])

Today's high above yesterday's and low below it.

(H > H[-1]) and (L < L[-1])

Today's whole range is above yesterday's high: an unfilled gap up.

L > H[-1]

Today's whole range is below yesterday's low.

H < L[-1]