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Variables Reference

Variables Reference

Reference

What can appear on either side of a condition — bar fields, earlier bars, higher timeframes, statistics, clock and calendar values, and formulas — and how each one resolves on a bar.

How an operand resolves

Each side of a condition is an operand: an indicator from the (bar fields such as Close are indicators too), its parameters, which output to read, how many bars ago, and optionally a higher timeframe. The engine computes the whole series once per run and reads one per bar. A value that does not exist yet — warm-up, or an offset before the first bar — is missing, and any comparison with a missing value is false.

FieldTypeDefaultDescription
indicator*string—A name: Close, , , BollingerBands, TimeOfDay, CustomFormula, …
paramsobjectcatalog defaultsOnly the indicator’s own parameters, within their ranges. Unknown keys are errors.
outputstringfirst outputFor multi-output indicators: BollingerBands upper / lower / middle / / percentB, MACD macd / signal / , line / direction, …
offsetinteger0Bars ago, counted in the signal’s own timeframe. with offset 1 is the previous bar’s RSI.
intervalstringsignal timeframeRead this operand on a higher timeframe (1h 50 on a 5m ). Only closed bars of that timeframe are used, so there is no .

The - side is a number, a bar field (close, open, high, low, hl2, hlc3, ohlc4, volume) read on the signal's own bars, or another operand.

Price fields

IndicatorWhat it measuresParameters (default, range)Outputs and value range
Close price.—value: price
OpenBar open price.—value: price
HighBar high price.—value: price
LowBar low price.—value: price
HL2(high + low) / 2.—value: price
HLC3(high + low + close) / 3.—value: price
OHLC4(open + high + low + close) / 4.—value: price
PriceChangeChange of the source over N bars, in price units.period = 1 (1…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: any value
★
Pro tip:Close > Highest(20, close) with offset 1 on the is the idiom for “a new 20-bar closing high”: the right side is the close of the 20 bars before this one. Without the offset the current close is part of the and the comparison can never be true.

Statistics

statistics over a turn a price series into something comparable across instruments — “two standard deviations from the mean” instead of “five rupees from the mean”.

IndicatorWhat it measuresParameters (default, range)Outputs and value range
StatMedian .period = 20 (1…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: price
StatVariance population variance.period = 20 (2…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: at least 0
StatZScoreStandard deviations of the source from its mean.period = 20 (2…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: any value
StatPercentRankPercent of the previous N values below the current .period = 100 (1…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: between 0 and 100
StatCorrelationPearson correlation between two bar fields.period = 20 (2…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume); source2 = volume (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: between -1 and 1
StatSkewness of the .period = 20 (3…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: any value
StatKurtosis excess (0 = normal).period = 20 (4…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: any value
StatLinRegSlopeSlope of the least-squares line, price units per bar.period = 20 (2…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: any value
StatLinReg of the least-squares line at the current bar.period = 20 (2…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: price
StatRSquaredGoodness of the linear fit, 0..1.period = 20 (2…1000); source = close (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: between 0 and 1
Highest of the source over N bars (includes the current bar).period = 20 (1…1000); source = high (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: price
Lowest of the source over N bars (includes the current bar).period = 20 (1…1000); source = low (close | open | high | low | hl2 | hlc3 | ohlc4 | volume)value: price
!
Caution:The length is a real parameter. Short windows are reactive and noisy, long ones stable and slow. Because it is easy to try twenty values and keep the best, it is also a common route to an overfitted — choose it from the timeframe and leave it alone.

Date and time

Clock and calendar values are whole numbers in the 's (symbol.utcOffsetMinutes: 330 for NSE, 0 for crypto). TimeOfDay is HHMM, so 09:30 is 930 and 14:05 is 1405.

IndicatorWhat it measuresParameters (default, range)Outputs and value range
MarketOpen1 on the first bar of each trading day.—value: 0 or 1
MarketClose1 on bars that end within N minutes of the close time.closeTime = 1530 (0…2359); minutesBefore = 0 (0…600)value: 0 or 1
DayOfWeek1 = Monday … 7 = Sunday.—value: between 1 and 7 (whole numbers)
HourOfDayLocal hour, 0..23.—value: between 0 and 23 (whole numbers)
MinuteOfHourLocal minute, 0..59.—value: between 0 and 59 (whole numbers)
TimeOfDayLocal bar open time as HHMM, e.g. 930 for 09:30.—value: between 0 and 2359 (whole numbers)
BarOfDay1 for the first bar of the day, 2 for the second, …—value: at least 1 (whole numbers)
!
Caution:Values that do not exist on the clock are : HourOfDay == 7.5, HourOfDay >= 24, TimeOfDay == 975 (there is no minute 75), DayOfWeek == 8, and windows with no whole hour inside them such as HourOfDay > 9 AND HourOfDay < 10.
session windows
TimeOfDay >= 930  AND  TimeOfDay <= 1430           # mid-session only
NOT (TimeOfDay >= 1130 AND TimeOfDay <= 1330)       # skip the lunch lull
DayOfWeek <= 5                                      # weekdays (crypto)
BarOfDay == 1                                       # the first bar of each day

Formulas

When no single indicator says what you mean, a CustomFormula operand computes it per bar. Use it for ratios and distances that would otherwise need two conditions.

KindAvailable
Bar fieldsopen, high, low, close, volume, hl2, hlc3, ohlc4
Functionsabs(), sqrt(), log(), exp(), ceil(), floor(), round(), pow(), min(), max(), sign(), clamp(), nz()
Operators+ - * / % ^ < > <= >= == != && || ! ?:
Indicatorsany catalog indicator as NAME(args).output[barsAgo], e.g. SMA(close, 20), BollingerBands(close, 20, 2).upper, RSI(close, 14)[1]
formula operands
(close - SMA(close, 20)) / ATR(14)        # stretch from the mean, in ATRs
abs(close - open) / max(high - low, 0.0001) # body as a share of the range (guarded)
volume / VolumeSMA(20)                     # relative volume
open / PrevClose() - 1                     # overnight gap
★
Pro tip:Guard every division whose denominator is a price difference — a bar whose high equals its low (halts, illiquid instruments) divides by zero. max(x, 0.0001) or nz() keeps the formula defined.

See also

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