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Quantitative Coding & Broker APIs

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Vectorized Signal Pipelines

Quant & Broker APIs · Strategy DSL & Scripting

Bar-index series lookbacks (`close[1]`), rolling indicators, and edge-triggered crossovers.

Topics in this Sub-Topic

Explore each dedicated topic below inside the 3-level Trade School hierarchy (Quant & Broker APIs / Strategy DSL & Scripting / Vectorized Signal Pipelines).

Series Architecture: Bar-Index Lookbacks (`close[1]`) & Warmup Guards

Understanding how rolling time-series buffers evaluate bar-by-bar without look-ahead leaks or NaN propagation.

Edge-Triggered Events (`crossover`) vs. Level-Triggered States (`>`)

Combining state filters (`close > ema200`) with edge triggers (`crossover(rsi, 40)`) to prevent duplicate entries.

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