Indicator Expression Reference

The expression DSL provides 77 indicator functions. Use the names, parameters and output fields below when writing rules; the indicator guide explains how to choose and combine them.

A dash in the default column means the catalog does not specify a default; execution context or a particular parameter combination may supply one. Signatures show reference notation; the Example expression blocks are executable. Parameter aliases name the same choice: an explicit canonical name takes precedence, while repeated identical keys and competing aliases without that canonical choice are rejected.

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ICT

NWOG — New Week Opening Gap (NWOG)

Gap between Friday close and Sunday/Monday open, a key ICT reference level.

Signature

NWOG({lookback?: number = 1, interval: IntervalString}) -> {gapPercent: number, gapLow: number, gapHigh: number, gapMidpoint: number}[]

Parameters

Parameter	Default	Aliases
lookback	1	—
interval	"D"	—

Parameter notes

• lookback: Number of weeks to return
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
gapPercent	Gap size as a percentage of Friday close
gapLow	Lower edge of the opening gap
gapHigh	Upper edge of the opening gap
gapMidpoint	Midpoint of the opening gap

Example expression

NWOG().gapPercent

Momentum

AC — Accelerator Oscillator (AC)

Measures the acceleration or deceleration of the driving force behind price movement.

Signature

AC({shortPeriod?: number = 5, longPeriod?: number = 34, signalPeriod?: number = 5, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
shortPeriod	5	fast
longPeriod	34	slow
signalPeriod	5	—
interval	"D"	—

Parameter notes

• shortPeriod: Short period for AO calculation
• longPeriod: Long period for AO calculation
• signalPeriod: Signal smoothing period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

AC()

AO — Awesome Oscillator

Difference between 5-period and 34-period simple moving averages of the median price.

Signature

AO({interval: IntervalString, shortPeriod?: number = 5, longPeriod?: number = 34}) -> number[]

Parameters

Parameter	Default	Aliases
shortPeriod	5	fast
longPeriod	34	slow
interval	"D"	—

Parameter notes

• shortPeriod: Short period
• longPeriod: Long period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

AO()

CG — Center of Gravity (CG)

Identifies turning points with minimal lag by weighting recent prices more heavily.

Signature

CG({period?: number = 5, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	5	length
interval	"D"	—

Parameter notes

• period: CG period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

CG()

ADOSC — Chaikin Oscillator

Difference between fast and slow EMAs of the Accumulation/Distribution line.

Signature

ADOSC({fastLength?: number = 3, slowLength?: number = 10, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
fastLength	3	shortPeriod, fast
slowLength	10	longPeriod, slow
interval	"D"	—

Parameter notes

• fastLength: Fast EMA period
• slowLength: Slow EMA period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

ADOSC()

CCI — Commodity Channel Index (CCI)

Measures how far price deviates from its statistical mean.

Signature

CCI({period?: number = 14, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

CCI()

MOM — Momentum (MOM)

Absolute difference between current price and price N periods ago.

Signature

MOM({period?: number = 14, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

MOM()

PPO — Percentage Price Oscillator (PPO)

Percentage difference between two EMAs, with a signal line and histogram.

Signature

PPO({fastPeriod?: number = 12, slowPeriod?: number = 26, signalPeriod?: number = 9, interval: IntervalString}) -> {ppo: number, signal: number, histogram: number}[]

Parameters

Parameter	Default	Aliases
fastPeriod	12	shortPeriod, fast
slowPeriod	26	longPeriod, slow
signalPeriod	9	signal
interval	"D"	—

Parameter notes

• fastPeriod: Fast EMA period
• slowPeriod: Slow EMA period
• signalPeriod: Signal EMA period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
ppo	PPO line value
signal	Signal line (EMA of PPO)
histogram	PPO minus signal line

Example expression

PPO().ppo

PVO — Percentage Volume Oscillator (PVO)

Percentage difference between two volume EMAs, with a signal line and histogram.

Signature

PVO({fastPeriod?: number = 12, slowPeriod?: number = 26, signalPeriod?: number = 9, interval: IntervalString}) -> {pvo: number, signal: number, histogram: number}[]

Parameters

Parameter	Default	Aliases
fastPeriod	12	shortPeriod, fast
slowPeriod	26	longPeriod, slow
signalPeriod	9	signal
interval	"D"	—

Parameter notes

• fastPeriod: Fast EMA period
• slowPeriod: Slow EMA period
• signalPeriod: Signal EMA period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
pvo	PVO line value
signal	Signal line (EMA of PVO)
histogram	PVO minus signal line

Example expression

PVO().pvo

RSI2 — RSI 2-Period

2-period RSI for short-term mean-reversion signals. Equivalent to RSI with period 2.

Signature

RSI2({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

RSI2()

ROC — Rate of Change (ROC)

Percentage change between current price and the price N periods ago.

Signature

ROC({period?: number = 14, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

ROC()

RSI — Relative Strength Index (RSI)

Momentum oscillator measuring the speed and magnitude of price changes (0-100).

Signature

RSI({length?: number = 14, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
length	14	—
interval	"D"	—
source	"close"	—

Parameter notes

• length: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

RSI()

STOCH — Stochastic Oscillator

Compares closing price to its range over a period.

Signature

STOCH({kPeriod?: number = 5, kPeriodSlow?: number = 3, dPeriod?: number = 3, dSmoothingType?: string = 'sma', interval: IntervalString}) -> {slowK: number, slowD: number}[]

Parameters

Parameter	Default	Aliases
kPeriod	5	kLength
kPeriodSlow	3	kSmoothing, kSmooth
dPeriod	3	dSmoothing, dSmooth
dSmoothingType	"sma"	—
interval	"D"	—

Parameter notes

• kPeriod: K period
• kPeriodSlow: K slow period
• dPeriod: D period
• dSmoothingType: %D smoothing algorithm (sma, ema, or wma)
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
slowK	Slow %K line
slowD	Slow %D line (SMA of %K)

Example expression

STOCH().slowK

STOCHRSI — Stochastic RSI

Applies the Stochastic formula to RSI values for increased sensitivity.

Signature

STOCHRSI({rsiPeriod?: number = 14, stochasticPeriod?: number = 14, dPeriod?: number = 3, dSmoothingType?: string = 'sma', interval: IntervalString}) -> {fastK: number, fastD: number}[]

Parameters

Parameter	Default	Aliases
rsiPeriod	14	—
stochasticPeriod	14	stochPeriod
dPeriod	3	—
dSmoothingType	"sma"	—
interval	"D"	—

Parameter notes

• rsiPeriod: RSI calculation period
• stochasticPeriod: Stochastic lookback period
• dPeriod: D smoothing period
• dSmoothingType: %D smoothing algorithm (sma, ema, or wma)
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
fastK	StochRSI %K line
fastD	StochRSI %D line (SMA of %K)

Example expression

STOCHRSI().fastK

TSI — True Strength Index (TSI)

Double-smoothed momentum oscillator that measures trend strength and direction.

Signature

TSI({longPeriod?: number = 25, shortPeriod?: number = 13, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
longPeriod	25	long
shortPeriod	13	short
interval	"D"	—

Parameter notes

• longPeriod: Long smoothing period
• shortPeriod: Short smoothing period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

TSI()

UO — Ultimate Oscillator (UO)

Multi-period momentum oscillator that combines buying pressure across three lookbacks.

Signature

UO({period1?: number = 7, period2?: number = 14, period3?: number = 28, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period1	7	short
period2	14	medium
period3	28	long
interval	"D"	—

Parameter notes

• period1: Short lookback period
• period2: Medium lookback period
• period3: Long lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

UO()

WILLR — Williams %R

Oscillator showing overbought/oversold levels (-100 to 0).

Signature

WILLR({period?: number = 14, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

WILLR()

Structure

CONSOL — Consolidation Range

Identifies horizontal consolidation ranges where price has been trading sideways.

Signature

CONSOL({lookback?: number = 200, interval?: IntervalString = '1h'}) -> {isConsolidating: number, rangeHigh: number, rangeLow: number}[]

Parameters

Parameter	Default	Aliases
lookback	200	—
interval	"D"	—

Parameter notes

• lookback: Number of bars to analyze for consolidation
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
isConsolidating	Whether price is in a consolidation range
rangeHigh	Upper bound of the consolidation range
rangeLow	Lower bound of the consolidation range

Example expression

CONSOL().isConsolidating

EXTENTS — Extents

Highest high and lowest low over a rolling window.

Signature

EXTENTS({period?: number = 1, interval: IntervalString}) -> {highest: number, lowest: number}[]

Parameters

Parameter	Default	Aliases
period	1	—
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
highest	Highest high in the window
lowest	Lowest low in the window

Example expression

EXTENTS().highest

IB — Initial Balance (IB)

High and low of the first hour of the trading session.

Signature

IB({lookback?: number = 3}) -> {ibHigh: number, ibLow: number}[]

Parameters

Parameter	Default	Aliases
lookback	3	—

Parameter notes

• lookback: Number of sessions to calculate IB for

Outputs

Field	Meaning
ibHigh	Initial balance high
ibLow	Initial balance low

Example expression

IB().ibHigh

OR — Opening Range (OR)

High and low of the opening range of the trading session.

Signature

OR({duration?: number = 5}) -> {orHigh: number, orLow: number}[]

Parameters

Parameter	Default	Aliases
duration	5	minutes

Parameter notes

• duration: Opening range duration in minutes from RTH open

Outputs

Field	Meaning
orHigh	Opening range high
orLow	Opening range low

Example expression

OR().orHigh

FIB_LEVELS — Fibonacci Levels

Retracement and extension levels from the most recent completed anchor swing.

Signature

FIB_LEVELS({lookback: number, source: string, anchorProvider: string}) -> {anchorStartPrice: number, anchorEndPrice: number, anchorStartBarsAgo: number, anchorEndBarsAgo: number, swingDirection: number, swingSize: number, anchorConfidence: number, retracement236: number, retracement382: number, retracement500: number, retracement618: number, retracement786: number, extension1272: number, extension1618: number, extension2000: number, extension2618: number}

Parameters

Parameter	Default	Aliases
lookback	120	—
source	high-low	—
anchorProvider	swing	—
leftBars	1	—
rightBars	1	—
requireConfirmed	true	—
reversalPercent	5	—
atrPeriod	—	—
atrMultiplier	—	—
anchorStartBarsAgo	—	—
anchorEndBarsAgo	—	—
anchorStartPrice	—	—
anchorEndPrice	—	—
swingDirection	—	—
interval	"D"	—

Parameter notes

• lookback: Bars retained for anchor selection
• source: Pivot price source: high-low or close
• anchorProvider: Anchor provider: swing, manual, or zigzag
• leftBars: Swing provider left bars
• rightBars: Swing provider right bars
• requireConfirmed: Require confirmed pivots
• reversalPercent: ZigZag percentage reversal threshold
• atrPeriod: ZigZag ATR period
• atrMultiplier: ZigZag ATR multiplier
• anchorStartBarsAgo: Manual anchor start offset
• anchorEndBarsAgo: Manual anchor end offset
• anchorStartPrice: Manual anchor start price
• anchorEndPrice: Manual anchor end price
• swingDirection: Manual anchor direction, 1 for up and -1 for down
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
anchorStartPrice	Anchor start price
anchorEndPrice	Anchor end price
anchorStartBarsAgo	Bars since anchor start
anchorEndBarsAgo	Bars since anchor end
swingDirection	Anchor direction, 1 for upward and -1 for downward
swingSize	Absolute anchor swing size
anchorConfidence	Minimum provider confidence across anchor pivots
retracement236	23.6% retracement level
retracement382	38.2% retracement level
retracement500	50.0% retracement level
retracement618	61.8% retracement level
retracement786	78.6% retracement level
extension1272	127.2% extension level
extension1618	161.8% extension level
extension2000	200.0% extension level
extension2618	261.8% extension level

Example expression

FIB_LEVELS().anchorStartPrice

FIB_PATTERN — Fibonacci Pattern

Fibonacci harmonic pattern completion signals from pivot providers.

Signature

FIB_PATTERN({pattern: string, lookback: number, source: string, anchorProvider: string}) -> {matched: number, confidence: number, completionPrice: number, stopPrice: number, target1: number, target2: number, ageBars: number, patternDirection: number}

Parameters

Parameter	Default	Aliases
pattern	abcd	—
lookback	200	—
source	high-low	—
anchorProvider	swing	—
leftBars	1	—
rightBars	1	—
requireConfirmed	true	—
reversalPercent	5	—
tolerance	0.08	—
maxAgeBars	20	—
xBarsAgo	—	—
aBarsAgo	—	—
bBarsAgo	—	—
cBarsAgo	—	—
dBarsAgo	—	—
xPrice	—	—
aPrice	—	—
bPrice	—	—
cPrice	—	—
dPrice	—	—
patternDirection	—	—
interval	"D"	—

Parameter notes

• pattern: Pattern: abcd, gartley, bat, or butterfly
• lookback: Bars retained for pivot selection
• source: Pivot price source: high-low or close
• anchorProvider: Pivot provider: swing, manual, or zigzag
• leftBars: Swing provider left bars
• rightBars: Swing provider right bars
• requireConfirmed: Require confirmed pivots
• reversalPercent: ZigZag percentage reversal threshold
• tolerance: Allowed fractional ratio error
• maxAgeBars: Maximum completion age before a match is stale
• xBarsAgo: Manual X pivot offset for XABCD patterns
• aBarsAgo: Manual A pivot offset
• bBarsAgo: Manual B pivot offset
• cBarsAgo: Manual C pivot offset
• dBarsAgo: Manual D pivot offset
• xPrice: Manual X pivot price
• aPrice: Manual A pivot price
• bPrice: Manual B pivot price
• cPrice: Manual C pivot price
• dPrice: Manual D pivot price
• patternDirection: Manual pattern direction, 1 for bullish and -1 for bearish
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
matched	1 when the selected pattern is matched
confidence	Ratio conformance score from 0 to 1
completionPrice	Pattern completion price
stopPrice	Projected stop price
target1	First projected target
target2	Second projected target
ageBars	Bars since the completion pivot
patternDirection	1 for bullish, -1 for bearish, 0 for unmatched

Example expression

FIB_PATTERN().matched

Trend

APO — Absolute Price Oscillator (APO)

Difference between a fast and slow EMA of price.

Signature

APO({fastLength?: number = 12, slowLength?: number = 26, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
fastLength	12	shortPeriod, fast
slowLength	26	longPeriod, slow
interval	"D"	—

Parameter notes

• fastLength: Fast EMA period
• slowLength: Slow EMA period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

APO()

AROON — Aroon Indicator

Identifies trend changes and strength via up/down lines and oscillator.

Signature

AROON({period?: number = 14, interval: IntervalString}) -> {up: number, down: number, oscillator: number}[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
up	Aroon Up — measures bars since highest high
down	Aroon Down — measures bars since lowest low
oscillator	Aroon Up minus Aroon Down

Example expression

AROON().up

ADX — Average Directional Index (ADX)

Measures trend strength regardless of direction.

Signature

ADX({period?: number = 14, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

ADX()

BOP — Balance of Power (BOP)

Compares the relative strength of buyers and sellers.

Signature

BOP({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

BOP()

CFO — Chande Forecast Oscillator (CFO)

Forecast oscillator from a linear regression projection.

Signature

CFO({period?: number = 14, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

CFO()

DEMA — Double Exponential Moving Average (DEMA)

Reduces lag versus a single EMA.

Signature

DEMA({length?: number = 20, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
length	20	period
interval	"D"	—
source	"close"	—

Parameter notes

• length: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

DEMA()

DMI — Directional Movement Index (DMI)

Identifies direction of price movement via +DI and -DI lines.

Signature

DMI({period?: number = 14, interval: IntervalString}) -> {plusDi: number, minusDi: number}[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
plusDi	Positive directional indicator (+DI)
minusDi	Negative directional indicator (-DI)

Example expression

DMI().plusDi

ICHIMOKU — Ichimoku Cloud

Multi-component indicator providing support/resistance, trend direction, and momentum signals. Chart-only displacement is not a function argument. Senkou spans are raw/unshifted and chikouSpan=current close. At source offset n, forward plot displacement d uses senkouSpanA[n+d], senkouSpanB[n+d]; tenkanSen/kijunSen stay at n. Accepted positive integer periods satisfy 0 < tenkanSenPeriod <= kijunSenPeriod <= senkouSpanBPeriod. Bundle warmup: senkouSpanBPeriod bars (largest period); indexed history availability is independent.

Signature

ICHIMOKU({tenkanSenPeriod?: number = 9, kijunSenPeriod?: number = 26, senkouSpanBPeriod?: number = 52, interval: IntervalString}) -> {tenkanSen: number, kijunSen: number, senkouSpanA: number, senkouSpanB: number, chikouSpan: number}[]

Parameters

Parameter	Default	Aliases
tenkanSenPeriod	9	tenkan
kijunSenPeriod	26	kijun
senkouSpanBPeriod	52	senkou_b
interval	"D"	—

Parameter notes

• tenkanSenPeriod: Tenkan-sen period
• kijunSenPeriod: Kijun-sen period
• senkouSpanBPeriod: Source-bar lookback; positive integer periods: 0 < tenkanSenPeriod <= kijunSenPeriod <= senkouSpanBPeriod. Bundle warmup: senkouSpanBPeriod bars (largest period); indexed history availability is independent. Chart-only displacement is not a function argument. Senkou spans are raw/unshifted and chikouSpan=current close. At source offset n, forward displacement d uses senkouSpanA[n+d], senkouSpanB[n+d]; tenkanSen/kijunSen stay at n.
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
tenkanSen	Conversion line: high/low midpoint over tenkanSenPeriod at the source bar
kijunSen	Base line: high/low midpoint over kijunSenPeriod at the source bar
senkouSpanA	Raw, unshifted Senkou Span A: midpoint of Tenkan and Kijun at the source bar
senkouSpanB	Raw, unshifted Senkou Span B: high/low midpoint over senkouSpanBPeriod at the source bar
chikouSpan	Current source-bar close; backward displacement is a charting convention only

Example expression

ICHIMOKU().tenkanSen

KAMA — Kaufman Adaptive Moving Average (KAMA)

Adaptive moving average that adjusts smoothing based on market efficiency.

Signature

KAMA({length?: number = 20, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
length	20	period
interval	"D"	—
source	"close"	—

Parameter notes

• length: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

KAMA()

KDJ — Random Index (KDJ)

Extended stochastic oscillator with an additional J line for overbought/oversold signals.

Signature

KDJ({rsv?: number = 3, k?: number = 3, d?: number = 3, interval: IntervalString}) -> {k: number, d: number, j: number}[]

Parameters

Parameter	Default	Aliases
rsv	3	—
k	3	—
d	3	—
interval	"D"	—

Parameter notes

• rsv: RSV period
• k: K period
• d: D period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
k	K line (smoothed RSV)
d	D line (smoothed K)
j	J line (3K - 2D divergence)

Example expression

KDJ().k

LINREG — Linear Regression

Linear regression slope, projected value, and intercept over a rolling window.

Signature

LINREG({period?: number = 14, interval: IntervalString, source?: PriceSource}) -> {slope: number, value: number, intercept: number}[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Outputs

Field	Meaning
slope	Regression slope per bar
value	Projected regression value at current bar
intercept	Y-intercept of the regression line

Example expression

LINREG().slope

MI — Mass Index (MI)

Identifies trend reversals by measuring the narrowing and widening of the range between high and low prices.

Signature

MI({period?: number = 25, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	25	length
interval	"D"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

MI()

MA — Moving Average (MA)

Generic moving average with selectable sub-type.

Signature

MA({length?: number = 20, type?: 'sma'|'ema'|..., interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
length	20	period
type	—	—
interval	"D"	—
source	"close"	—

Parameter notes

• length: Lookback period
• type: Moving-average sub-type
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

MA()

SMA — Simple Moving Average (SMA)

Arithmetic mean over the last N bars.

Signature

SMA({length?: number = 20, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
length	20	period
interval	"D"	—
source	"close"	—

Parameter notes

• length: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

SMA()

EMA — Exponential Moving Average (EMA)

Exponentially weighted moving average.

Signature

EMA({length?: number = 20, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
length	20	period
interval	"D"	—
source	"close"	—

Parameter notes

• length: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

EMA()

MACD — Moving Average Convergence Divergence (MACD)

Trend-following momentum indicator showing the relationship between two moving averages.

Signature

MACD({shortPeriod?: number = 12, longPeriod?: number = 26, signalPeriod?: number = 9, interval: IntervalString}) -> {macd: number, signal: number, histogram: number}[]

Parameters

Parameter	Default	Aliases
shortPeriod	12	fastLength, fast
longPeriod	26	slowLength, slow
signalPeriod	9	signalLength, signal
interval	"D"	—

Parameter notes

• shortPeriod: Short EMA period
• longPeriod: Long EMA period
• signalPeriod: Signal EMA period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
macd	MACD line (fast EMA minus slow EMA)
signal	Signal line (EMA of MACD)
histogram	MACD minus signal line

Example expression

MACD().macd

SAR — Parabolic SAR

Trailing stop-and-reverse indicator for trend detection.

Signature

SAR({interval: IntervalString, initialAccelerationFactor?: number = 0.02, maxAccelerationFactor?: number = 0.2}) -> number[]

Parameters

Parameter	Default	Aliases
initialAccelerationFactor	0.02	afStep, step
maxAccelerationFactor	0.2	afMax, max
interval	"D"	—

Parameter notes

• initialAccelerationFactor: Initial acceleration factor
• maxAccelerationFactor: Maximum acceleration factor
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

SAR()

QSTICK — Qstick

Moving average of the difference between open and close prices to quantify buying/selling pressure.

Signature

QSTICK({period?: number = 8, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	8	length
interval	"D"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

QSTICK()

RMA — Rolling Moving Average (RMA)

Wilder’s smoothed moving average.

Signature

RMA({period?: number = 14, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

RMA()

SINCE_CHANGE — Since Change

Counts the number of bars since the last significant price change exceeding a threshold.

Signature

SINCE_CHANGE({threshold?: number = 0.5, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
threshold	0.5	—
interval	"D"	—

Parameter notes

• threshold: Percentage threshold for significant change
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

SINCE_CHANGE()

TYPPRICE — Typical Price

Average of the high, low, and close prices for each bar.

Signature

TYPPRICE({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

TYPPRICE()

VORTEX — Vortex Indicator

Identifies the start of a new trend or the continuation of an existing trend via +VI and -VI lines.

Signature

VORTEX({period?: number = 14, interval: IntervalString}) -> {plus: number, minus: number}[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
plus	Positive vortex indicator (+VI)
minus	Negative vortex indicator (-VI)

Example expression

VORTEX().plus

WMA — Weighted Moving Average (WMA)

Linearly weighted moving average emphasising recent prices.

Signature

WMA({length?: number = 20, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
length	20	period
interval	"D"	—
source	"close"	—

Parameter notes

• length: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

WMA()

WSMA — Wilder's Smoothed Moving Average (WSMA)

Wilder’s smoothing method used internally by RSI and ATR, with a smoothing factor of 1/period.

Signature

WSMA({period?: number = 14, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

WSMA()

Volatility

ACCEL_BANDS — Acceleration Bands

Envelope bands that adapt to volatility using a standard deviation multiplier.

Signature

ACCEL_BANDS({period?: number = 20, interval: IntervalString}) -> {upper: number, lower: number}[]

Parameters

Parameter	Default	Aliases
period	20	length
interval	"D"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
upper	Upper acceleration band
lower	Lower acceleration band

Example expression

ACCEL_BANDS().upper

ATR — Average True Range (ATR)

Measures market volatility by decomposing the range of an asset price.

Signature

ATR({period?: number = 14, interval: IntervalString, normalized?: boolean = false}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
normalized	false	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• normalized: Return ATR normalized to price (100 * ATR / close)

Output

Returns a numeric series; use the function directly.

Example expression

ATR()

NATR — Normalized Average True Range (NATR)

ATR expressed as a percentage of the closing price for cross-instrument comparison.

Signature

NATR({period?: number = 14, interval: IntervalString, normalized?: boolean = true}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
normalized	true	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• normalized: Return ATR normalized to price (100 * ATR / close)

Output

Returns a numeric series; use the function directly.

Example expression

NATR()

BBANDS — Bollinger Bands

Volatility bands placed above and below a moving average.

Signature

BBANDS({period?: number = 20, stdDev?: number = 2, interval: IntervalString, source?: PriceSource}) -> {upper: number, middle: number, lower: number}[]

Parameters

Parameter	Default	Aliases
period	20	length
stdDev	2	—
interval	"D"	—
source	"close"	—

Parameter notes

• period: SMA period
• stdDev: Standard deviation multiplier
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Outputs

Field	Meaning
upper	Upper Bollinger Band
middle	Middle band (SMA)
lower	Lower Bollinger Band

Example expression

BBANDS().upper

BBW — Bollinger Bands Width (BBW)

Width of Bollinger Bands as a ratio, useful for identifying squeezes.

Signature

BBW({period?: number = 20, stdDev?: number = 2, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	20	length
stdDev	2	—
interval	"D"	—

Parameter notes

• period: Period length
• stdDev: Standard deviation multiplier
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

BBW()

BBPCTB — Bollinger Percent B

Shows where price is relative to the Bollinger Bands (0 = lower band, 1 = upper band).

Signature

BBPCTB({period?: number = 20, stdDev?: number = 2, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	20	length
stdDev	2	—
interval	"D"	—

Parameter notes

• period: Period length
• stdDev: Standard deviation multiplier
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

BBPCTB()

CHANDELIER — Chandelier Exit

ATR-based trailing stop that hangs from the highest high or lowest low.

Signature

CHANDELIER({interval: IntervalString, period?: number = 22, multiplier?: number = 3}) -> {longExit: number, shortExit: number}[]

Parameters

Parameter	Default	Aliases
period	22	length
multiplier	3	factor
interval	"D"	—

Parameter notes

• period: ATR and high/low lookback length
• multiplier: ATR multiplier
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
longExit	Long exit stop level
shortExit	Short exit stop level

Example expression

CHANDELIER().longExit

DONCHIAN — Donchian Channel (DC)

Channels formed by the highest high and lowest low over a lookback period.

Signature

DONCHIAN({interval: IntervalString, period?: number = 20}) -> {upper: number, middle: number, lower: number}[]

Parameters

Parameter	Default	Aliases
period	20	length
interval	"D"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
upper	Highest high over the period
middle	Midpoint of upper and lower channels
lower	Lowest low over the period

Example expression

DONCHIAN().upper

KC — Keltner Channel (KC)

Volatility-based envelope set above and below an EMA using ATR.

Signature

KC({emaPeriod?: number = 20, atrPeriod?: number = 10, multiplier?: number = 2, interval: IntervalString}) -> {upper: number, middle: number, lower: number}[]

Parameters

Parameter	Default	Aliases
emaPeriod	20	—
atrPeriod	10	—
multiplier	2	factor
interval	"D"	—

Parameter notes

• emaPeriod: EMA period for the middle band
• atrPeriod: ATR period for channel width
• multiplier: ATR multiplier for upper/lower bands
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
upper	Upper Keltner channel
middle	Middle band (EMA)
lower	Lower Keltner channel

Example expression

KC().upper

MAD — Mean Absolute Deviation (MAD)

Average absolute deviation of price from its mean over a rolling window.

Signature

MAD({period?: number = 14, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

MAD()

MSTD — Moving Standard Deviation (MSTD)

Rolling standard deviation of price, commonly used as a volatility measure.

Signature

MSTD({period?: number = 20, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
period	20	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

MSTD()

PO — Projection Oscillator (PO)

Measures where the current price sits within the projection band range.

Signature

PO({period?: number = 14, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

PO()

SUPERTREND — SuperTrend

ATR-based trend-following stop and reverse indicator.

Signature

SUPERTREND({atrPeriod?: number = 10, multiplier?: number = 3, interval: IntervalString}) -> {value: number, direction: number}[]

Parameters

Parameter	Default	Aliases
atrPeriod	10	—
multiplier	3	factor
interval	"D"	—

Parameter notes

• atrPeriod: ATR lookback period
• multiplier: ATR multiplier
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
value	SuperTrend stop level
direction	Trend direction (1 = up, -1 = down)

Example expression

SUPERTREND().value

TR — True Range (TR)

Maximum of (high-low), abs(high-prevClose), abs(low-prevClose) for each bar.

Signature

TR({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

TR()

UI — Ulcer Index (UI)

Measures downside volatility by tracking the depth and duration of drawdowns.

Signature

UI({period?: number = 14, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

UI()

Volume

AD — Accumulation/Distribution (A/D)

Cumulative indicator using volume and price to assess whether an asset is being accumulated or distributed.

Signature

AD({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

AD()

CMF — Chaikin Money Flow (CMF)

Volume-weighted average of accumulation/distribution over a period.

Signature

CMF({period?: number = 21, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	21	—
interval	"D"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

CMF()

EMV — Ease of Movement (EMV)

Relates price change to volume, showing how easily price moves.

Signature

EMV({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
volumeDivisor	—	—
interval	"D"	—

Parameter notes

• period: Lookback period
• volumeDivisor: Volume scaling divisor
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

EMV()

FI — Force Index (FI)

Combines price change and volume to measure the force behind price movements.

Signature

FI({period?: number = 13, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	13	length
interval	"D"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

FI()

MFI — Money Flow Index (MFI)

Volume-weighted RSI measuring buying and selling pressure (0-100).

Signature

MFI({period?: number = 14, interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
period	14	length
interval	"D"	—

Parameter notes

• period: Lookback period
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

MFI()

NVI — Negative Volume Index (NVI)

Cumulative index that changes only on days when volume decreases from the prior day.

Signature

NVI({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

NVI()

OBV — On-Balance Volume (OBV)

Cumulative volume-based indicator that adds or subtracts volume based on price direction.

Signature

OBV({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

OBV()

PVI — Positive Volume Index (PVI)

Cumulative index that changes only on days when volume increases from the prior day.

Signature

PVI({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

PVI()

VOL_ANOMALY — Volume Anomaly

Detects bars where volume significantly deviates from the recent average.

Signature

VOL_ANOMALY({length?: number = 20, lookback?: number = 5, interval?: IntervalString = '5'}) -> number[]

Parameters

Parameter	Default	Aliases
length	20	period
lookback	5	—
interval	"D"	—

Parameter notes

• length: Comparison length for anomaly detection
• lookback: Number of bars to analyze
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

VOL_ANOMALY()

VPT — Volume Price Trend (VPT)

Cumulative volume indicator weighted by the percentage change in price.

Signature

VPT({interval: IntervalString}) -> number[]

Parameters

Parameter	Default	Aliases
interval	"D"	—

Parameter notes

• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Output

Returns a numeric series; use the function directly.

Example expression

VPT()

VWAP — Session Volume Weighted Average Price (VWAP)

Average price weighted by volume, commonly used as an intraday benchmark. An optional interval selects the source bars; omitted, VWAP uses the strategy interval.

Signature

VWAP({lookback?: number = 1, interval?: IntervalString}) -> {upper: number, vwap: number, lower: number}[]

Parameters

Parameter	Default	Aliases
lookback	1	—
interval	—	—

Parameter notes

• lookback: Number of sessions to look back for VWAP calculation
• interval: Optional source bar interval (e.g. ‘15m’, ‘1h’, ‘D’); defaults to the strategy interval

Outputs

Field	Meaning
upper	Upper VWAP band
vwap	Volume-weighted average price
lower	Lower VWAP band

Example expression

VWAP().upper

VWMA — Volume Weighted Moving Average (VWMA)

Moving average weighted by volume, giving more weight to periods with higher volume.

Signature

VWMA({period?: number = 20, interval: IntervalString, source?: PriceSource}) -> number[]

Parameters

Parameter	Default	Aliases
period	20	length
interval	"D"	—
source	"close"	—

Parameter notes

• period: Period length
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)
• source: Bar price source (e.g. ‘close’)

Output

Returns a numeric series; use the function directly.

Example expression

VWMA()

Volume Profile

SVP — Session Volume Profile (SVP)

Distribution of volume at each calendar-aligned profile period, with point of control and value area.

Signature

SVP({interval?: IntervalString = 'D', eth?: boolean = true, lookback?: number = 1, dataInterval?: IntervalString = '30', valueArea?: number = 0.68, ticksPerRow?: number = 8, tickSize?: number}) -> VolumeProfileOutput[]

Parameters

Parameter	Default	Aliases
eth	true	—
interval	"D"	—
lookback	1	—
dataInterval	"30"	—
valueArea	0.68	—
ticksPerRow	8	ticks_per_row
tickSize	—	tick_size

Parameter notes

• eth: Include ETH input; false selects regular-session candles
• interval: Calendar-aligned profile period: ‘D’, ‘W’, ‘M’, or ‘Y’
• lookback: Number of separate profile periods retained, including the developing period
• dataInterval: Bar interval used to build the profile within each period (e.g. ‘30’)
• valueArea: Value area percentage
• ticksPerRow: Positive integer number of instrument ticks grouped into each fixed profile row
• tickSize: Positive minimum price increment; defaults to the instrument contract increment

Outputs

Field	Meaning
poc	Point of control (price level with highest volume)
vah	Value area high
val	Value area low
totalVolume	Total volume in the profile
hvn	Highest-volume node in the profile
lvn	Lowest-volume node in the profile
nearestHvnAbove	Nearest high-volume node above price
nearestHvnBelow	Nearest high-volume node below price
nearestLvnAbove	Nearest low-volume node above price
nearestLvnBelow	Nearest low-volume node below price
distributionCount	Number of meaningful distributions
balanceScore	Balanced/D-shape score
trendScore	Trend/elongation score
doubleDistributionScore	Double-distribution score
profileShape	Numeric profile shape class: 0 unknown, 1 balanced/D, 2 P, 3 b, 4 double distribution, 5 trend

Example expression

SVP().poc

VP — Volume Profile (VP)

Rolling non-session volume profile over a fixed lookback window of bars.

Signature

VP({lookback?: number = 20, interval?: IntervalString = '30', valueArea?: number = 0.68, ticksPerRow?: number = 8, tickSize?: number}) -> VolumeProfileOutput[]

Parameters

Parameter	Default	Aliases
lookback	20	—
interval	"30"	—
valueArea	0.68	—
ticksPerRow	8	ticks_per_row
tickSize	—	tick_size

Parameter notes

• lookback: Number of trailing bars to include
• interval: Bar interval used to build the rolling profile
• valueArea: Value area percentage
• ticksPerRow: Positive integer number of instrument ticks grouped into each fixed profile row
• tickSize: Positive minimum price increment; defaults to the instrument contract increment

Outputs

Field	Meaning
poc	Point of control (price level with highest volume)
vah	Value area high
val	Value area low
totalVolume	Total volume in the profile
hvn	Highest-volume node in the profile
lvn	Lowest-volume node in the profile
nearestHvnAbove	Nearest high-volume node above price
nearestHvnBelow	Nearest high-volume node below price
nearestLvnAbove	Nearest low-volume node above price
nearestLvnBelow	Nearest low-volume node below price
distributionCount	Number of meaningful distributions
balanceScore	Balanced/D-shape score
trendScore	Trend/elongation score
doubleDistributionScore	Double-distribution score
profileShape	Numeric profile shape class: 0 unknown, 1 balanced/D, 2 P, 3 b, 4 double distribution, 5 trend

Example expression

VP().poc

AVP — Anchored Volume Profile (AVP)

Volume profile anchored by a typed barsAgo anchor.

Signature

AVP({anchor: {type: 'barsAgo', value: number, interval?: IntervalString}, dataInterval?: IntervalString = '30', valueArea?: number = 0.68, ticksPerRow?: number = 8, tickSize?: number}) -> VolumeProfileOutput[]

Parameters

Parameter	Default	Aliases
anchor	—	—
barsAgo	—	—
dataInterval	"30"	—
valueArea	0.68	—
ticksPerRow	8	ticks_per_row
tickSize	—	tick_size
interval	"D"	—

Parameter notes

• anchor: Typed anchor object; currently supports {type: ‘barsAgo’, value: number}
• barsAgo: Flat runtime bars-ago anchor value
• dataInterval: Bar interval used to build the profile
• valueArea: Value area percentage
• ticksPerRow: Positive integer number of instrument ticks grouped into each fixed profile row
• tickSize: Positive minimum price increment; defaults to the instrument contract increment
• interval: Bar interval (e.g. ‘1m’, ‘1h’, ‘D’)

Outputs

Field	Meaning
poc	Point of control (price level with highest volume)
vah	Value area high
val	Value area low
totalVolume	Total volume in the profile
hvn	Highest-volume node in the profile
lvn	Lowest-volume node in the profile
nearestHvnAbove	Nearest high-volume node above price
nearestHvnBelow	Nearest high-volume node below price
nearestLvnAbove	Nearest low-volume node above price
nearestLvnBelow	Nearest low-volume node below price
distributionCount	Number of meaningful distributions
balanceScore	Balanced/D-shape score
trendScore	Trend/elongation score
doubleDistributionScore	Double-distribution score
profileShape	Numeric profile shape class: 0 unknown, 1 balanced/D, 2 P, 3 b, 4 double distribution, 5 trend

Example expression

AVP().poc