Script Engine Std Library

Collection of standard TA (technical analysis) functions.

Functions

prop(name, descr)

Declare new script property

autoPrec() ⇒ number

Get precision of ohlc dataset

ts(x) ⇒ TS

Creates a new time-series & records each x. Returns an array. Id is auto-genrated

tstf(x, tf) ⇒ TS

Creates a new time-series & records each x. Uses Sampler to aggregate the values Return the an array. Id is auto-genrated

sample(x, type, tf) ⇒ TS

Creates a new custom sampler. Return the an array. Id is auto-genrated

nz(x, [v]) ⇒ *

Replaces the variable if it's NaN

na(x) ⇒ boolean

Is the variable NaN ?

nf(x, [v]) ⇒ *

Replaces the var with NaN if Infinite

add(x, y) ⇒ TS

Adds values / time-series

sub(x, y) ⇒ TS

Subtracts values / time-series

mult(x, y) ⇒ TS

Multiplies values / time-series

div(x, y) ⇒ TS

Divides values / time-series

neg(x) ⇒ TS

Returns a negative value / time-series

abs(x) ⇒ number

Absolute value

acos(x) ⇒ number

Arccosine function

signal(type, data)

Emits an event to DataCube

signalif(cond, type, data)

Emits an event if cond === true

alma(src, len, offset, sigma) ⇒ TS

Arnaud Legoux Moving Average

asin(x) ⇒ number

Arcsine function

atan(x) ⇒ number

Arctangent function

atr(len) ⇒ TS

Average True Range

avg(...args) ⇒ number

Average of arguments

since(cond)

Candles since the event occured (cond === true)

bb(src, len, mult) ⇒ Array.<TS>

Bollinger Bands

bbw(src, len, mult) ⇒ TS

Bollinger Bands Width

bool(x) ⇒ number

Converts the variable to Boolean

cci(src, len) ⇒ TS

Commodity Channel Index

ceil(x) ⇒ number

Shortcut for Math.ceil()

change(src, [len]) ⇒ TS

Change: x[0] - x[len]

cmo(src, len) ⇒ TS

Chande Momentum Oscillator

cog(src, len) ⇒ TS

Center of Gravity

cos(x) ⇒ number

Cosine function

cross(src1, src2) ⇒ TS

When one time-series crosses another

crossover(src1, src2) ⇒ TS

When one time-series goes over another one

crossunder(src1, src2) ⇒ TS

When one time-series goes under another one

cum(src1) ⇒ TS

Sum of all elements of src

dayofmonth([time]) ⇒ number

Day of month, literally

dayofweek([time]) ⇒ number

Day of week, literally

dev(src, len) ⇒ TS

Deviation from SMA

dmi(len, smooth) ⇒ TS

Directional Movement Index ADX, +DI, -DI

ema(src, len) ⇒ TS

Exponential Moving Average with alpha = 2 / (y + 1)

exp(x) ⇒ number

Shortcut for Math.exp()

falling(src, len) ⇒ TS

Test if "src" TS is falling for "len" candles

fixnan(src) ⇒ TS

For a given series replaces NaN values with previous nearest non-NaN value

floor(x) ⇒ number

Shortcut for Math.floor()

highest(src, len) ⇒ TS

Highest value for a given number of candles back

highestbars(src, len)

Highest value offset for a given number of bars back

hma(src, len) ⇒ TS

Hull Moving Average

hour([time]) ⇒ number

Returns hours of a given timestamp

iff(cond, x, y) ⇒ *

Returns x or y depending on the condition

kc(src, len, mult, [use_tr]) ⇒ Array.<TS>

Keltner Channels

kcw(src, len, mult, [use_tr]) ⇒ TS

Keltner Channels Width

linreg(src, len, offset) ⇒ TS

Linear Regression

log(x) ⇒ number

Shortcut for Math.log()

log10(x) ⇒ number

Shortcut for Math.log10()

lowest(src, len) ⇒ TS

Lowest value for a given number of candles back

lowestbars(src, len)

Lowest value offset for a given number of bars back

macd(src, fast, slow, sig) ⇒ Array.<TS>

Moving Average Convergence/Divergence

max(...args) ⇒ number

Max of arguments

modify(id, fields)

Sends update to some overlay / main chart

buffsize(src, len)

Sets the reverse buffer size for a given time-series (default = 5, grows on demand)

mfi(src, len) ⇒ TS

Money Flow Index

min(...args) ⇒ number

Min of arguments

minute([time]) ⇒ number

Returns minutes of a given timestamp

mom(src, len) ⇒ TS

Momentum

month([time]) ⇒ number

Month

chart(x, [sett])

Display data point as the main chart

onclose(tf) ⇒ boolean

Returns true when the candle(tf) is being closed (create a new overlay in DataCube)

settings(upd)

Sends settings update (can be called from init(), update() or post())

offset(num) ⇒ TS

Shifts TS left or right by "num" candles

now() ⇒ number

The current time

pivothigh(src, left, right) ⇒ TS

Returns price of the pivot high point Tip: works best with offset function

pivotlow(src, left, right) ⇒ TS

Returns price of the pivot low point Tip: works best with offset function

pow(x) ⇒ number

Shortcut for Math.pow()

rising(src, len) ⇒ TS

Test if "src" TS is rising for "len" candles

rma(src, len) ⇒ TS

Exponentially MA with alpha = 1 / length Used in RSI

roc(src, len) ⇒ TS

Rate of Change

round(x) ⇒ number

Shortcut for Math.round()

rsi(x, y) ⇒ TS

Relative Strength Index

sar(start, inc, max) ⇒ TS

Parabolic SAR

second([time]) ⇒ number

Returns seconds of a given timestamp

sign(x) ⇒ number

Shortcut for Math.sing()

sin(x) ⇒ number

Sine function

sma(src, len) ⇒ TS

Simple Moving Average

sqrt(x) ⇒ number

Shortcut for Math.sqrt()

stdev(src, len) ⇒ TS

Standard deviation

stoch(src, high, low, len) ⇒ TS

Stochastic

sum(src, len) ⇒ TS

Returns the sliding sum of last "len" values of the source

supertrend(factor, atrlen) ⇒ Array.<TS>

Supertrend Indicator

swma(src) ⇒ TS

Symmetrically Weighted Moving Average

sym(x, y) ⇒ Sym

Creates a new Symbol.

tan(x) ⇒ number

Tangent function

tr(fixnan) ⇒ TS

True Range

tsi(src, short, long) ⇒ TS

True strength index

view(name, props)

Create a new View

vwma(src, len) ⇒ TS

Volume Weighted Moving Average

weekofyear([time]) ⇒ number

Week of year, literally

wma(src, len) ⇒ TS

Weighted moving average

wpr(len) ⇒ TS

Williams %R

year([time]) ⇒ number

Year

prop

prop(name, descr)

Declare new script property

Kind: global function

Param	Type	Description
name	string	Propery name
descr	string	Propery descriptor

autoPrec

autoPrec() ⇒ number

Get precision of ohlc dataset

Kind: global function
Returns: number - - Ohlc preciosion

ts

ts(x) ⇒ TS

Creates a new time-series & records each x. Returns an array. Id is auto-genrated

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	*	A variable to sample from

tstf

tstf(x, tf) ⇒ TS

Creates a new time-series & records each x. Uses Sampler to aggregate the values Return the an array. Id is auto-genrated

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	*	A variable to sample from
tf	number | string	Timeframe in ms or as a string

sample

sample(x, type, tf) ⇒ TS

Creates a new custom sampler. Return the an array. Id is auto-genrated

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	*	A variable to sample from
type	string	Sampler type
tf	number | string	Timeframe in ms or as a string

nz

nz(x, [v]) ⇒ *

Replaces the variable if it's NaN

Kind: global function
Returns: * - - New value

Param	Type	Description
x	*	The variable
[v]	*	A value to replace with

na

na(x) ⇒ boolean

Is the variable NaN ?

Kind: global function
Returns: boolean - - New value

Param	Type	Description
x	*	The variable

nf

nf(x, [v]) ⇒ *

Replaces the var with NaN if Infinite

Kind: global function
Returns: * - - New value

Param	Type	Description
x	*	The variable
[v]	*	A value to replace with

add

add(x, y) ⇒ TS

Adds values / time-series

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	TS | *	First input
y	TS | *	Second input

sub

sub(x, y) ⇒ TS

Subtracts values / time-series

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	TS | *	First input
y	TS | *	Second input

mult

mult(x, y) ⇒ TS

Multiplies values / time-series

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	TS | *	First input
y	TS | *	Second input

div

div(x, y) ⇒ TS

Divides values / time-series

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	TS | *	First input
y	TS | *	Second input

neg

neg(x) ⇒ TS

Returns a negative value / time-series

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	TS | *	Input

abs

abs(x) ⇒ number

Absolute value

Kind: global function
Returns: number - - Absolute value

Param	Type	Description
x	number	Input

acos

acos(x) ⇒ number

Arccosine function

Kind: global function
Returns: number - - Arccosine of x

Param	Type	Description
x	number	Input

signal

signal(type, data)

Emits an event to DataCube

Kind: global function

Param	Type	Description
type	string	Signal type
data	*	Signal data

signalif

signalif(cond, type, data)

Emits an event if cond === true

Kind: global function

Param	Type	Description
cond	boolean | TS	The condition
type	string	Signal type
data	*	Signal data

alma

alma(src, len, offset, sigma) ⇒ TS

Arnaud Legoux Moving Average

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length
offset	number	Offset
sigma	number	Sigma

asin

asin(x) ⇒ number

Arcsine function

Kind: global function
Returns: number - - Arcsine of x

Param	Type	Description
x	number	Input

atan

atan(x) ⇒ number

Arctangent function

Kind: global function
Returns: number - - Arctangent of x

Param	Type	Description
x	number	Input

atr

atr(len) ⇒ TS

Average True Range

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
len	number	Length

avg

avg(...args) ⇒ number

Average of arguments

Kind: global function

Param	Type	Description
...args	number	Numeric values

since

since(cond)

Candles since the event occured (cond === true)

Kind: global function

Param	Type	Description
cond	boolean | TS	the condition

bb

bb(src, len, mult) ⇒ Array.<TS>

Bollinger Bands

Kind: global function
Returns: Array.<TS> - - Array of new time-series (3 bands)

Param	Type	Description
src	TS	Input
len	number	Length
mult	number	Multiplier

bbw

bbw(src, len, mult) ⇒ TS

Bollinger Bands Width

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length
mult	number	Multiplier

bool

bool(x) ⇒ number

Converts the variable to Boolean

Kind: global function

Param	Type	Description
x	number	The variable

cci

cci(src, len) ⇒ TS

Commodity Channel Index

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

ceil

ceil(x) ⇒ number

Shortcut for Math.ceil()

Kind: global function

Param	Type	Description
x	number	The variable

change

change(src, [len]) ⇒ TS

Change: x[0] - x[len]

Kind: global function
Returns: TS - - New time-series

Param	Type	Default	Description
src	TS		Input
[len]	number	1	Length

cmo

cmo(src, len) ⇒ TS

Chande Momentum Oscillator

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

cog

cog(src, len) ⇒ TS

Center of Gravity

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

cos

cos(x) ⇒ number

Cosine function

Kind: global function
Returns: number - - Cosine of x

Param	Type	Description
x	number	Input

cross

cross(src1, src2) ⇒ TS

When one time-series crosses another

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src1	TS	TS1
src2	TS	TS2

crossover

crossover(src1, src2) ⇒ TS

When one time-series goes over another one

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src1	TS	TS1
src2	TS	TS2

crossunder

crossunder(src1, src2) ⇒ TS

When one time-series goes under another one

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src1	TS	TS1
src2	TS	TS2

cum

cum(src1) ⇒ TS

Sum of all elements of src

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src1	TS	Input

dayofmonth

dayofmonth([time]) ⇒ number

Day of month, literally

Kind: global function
Returns: number - - Day

Param	Type	Description
[time]	number	Time in ms (current t, if not defined)

dayofweek

dayofweek([time]) ⇒ number

Day of week, literally

Kind: global function
Returns: number - - Day

Param	Type	Description
[time]	number	Time in ms (current t, if not defined)

dev

dev(src, len) ⇒ TS

Deviation from SMA

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

dmi

dmi(len, smooth) ⇒ TS

Directional Movement Index ADX, +DI, -DI

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
len	number	Length
smooth	number	Smoothness

ema

ema(src, len) ⇒ TS

Exponential Moving Average with alpha = 2 / (y + 1)

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

exp

exp(x) ⇒ number

Shortcut for Math.exp()

Kind: global function

Param	Type	Description
x	number	The variable

falling

falling(src, len) ⇒ TS

Test if "src" TS is falling for "len" candles

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

fixnan

fixnan(src) ⇒ TS

For a given series replaces NaN values with previous nearest non-NaN value

Kind: global function

Param	Type	Description
src	TS	Input time-series

floor

floor(x) ⇒ number

Shortcut for Math.floor()

Kind: global function

Param	Type	Description
x	number	The variable

highest

highest(src, len) ⇒ TS

Highest value for a given number of candles back

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

highestbars

highestbars(src, len)

Highest value offset for a given number of bars back

Kind: global function

Param	Type	Description
src	TS	Input
len	number	Length

hma

hma(src, len) ⇒ TS

Hull Moving Average

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

hour

hour([time]) ⇒ number

Returns hours of a given timestamp

Kind: global function
Returns: number - - Hour

Param	Type	Description
[time]	number	Time in ms (current t, if not defined)

iff

iff(cond, x, y) ⇒ *

Returns x or y depending on the condition

Kind: global function

Param	Type	Description
cond	boolean | TS	Condition
x	*	Frist value
y	*	Second value

kc

kc(src, len, mult, [use_tr]) ⇒ Array.<TS>

Keltner Channels

Kind: global function
Returns: Array.<TS> - - Array of new time-series (3 bands)

Param	Type	Default	Description
src	TS		Input
len	number		Length
mult	number		Multiplier
[use_tr]	boolean	true	Use true range

kcw

kcw(src, len, mult, [use_tr]) ⇒ TS

Keltner Channels Width

Kind: global function
Returns: TS - - New time-series

Param	Type	Default	Description
src	TS		Input
len	number		Length
mult	number		Multiplier
[use_tr]	boolean	true	Use true range

linreg

linreg(src, len, offset) ⇒ TS

Linear Regression

Kind: global function
Returns: TS - - New time-series

Param	Type	Default	Description
src	TS		Input
len	number		Length
offset	number	0	Offset

log

log(x) ⇒ number

Shortcut for Math.log()

Kind: global function

Param	Type	Description
x	number	The variable

log10

log10(x) ⇒ number

Shortcut for Math.log10()

Kind: global function

Param	Type	Description
x	number	The variable

lowest

lowest(src, len) ⇒ TS

Lowest value for a given number of candles back

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

lowestbars

lowestbars(src, len)

Lowest value offset for a given number of bars back

Kind: global function

Param	Type	Description
src	TS	Input
len	number	Length

macd

macd(src, fast, slow, sig) ⇒ Array.<TS>

Moving Average Convergence/Divergence

Kind: global function
Returns: Array.<TS> - - [macd, signal, hist]

Param	Type	Description
src	TS	Input
fast	number	Fast EMA
slow	number	Slow EMA
sig	number	Signal

max

max(...args) ⇒ number

Max of arguments

Kind: global function

Param	Type	Description
...args	number	Numeric values

modify

modify(id, fields)

Sends update to some overlay / main chart

Kind: global function

Param	Type	Description
id	string	Overlay id
fields	Object	Fields to be overwritten

buffsize

buffsize(src, len)

Sets the reverse buffer size for a given time-series (default = 5, grows on demand)

Kind: global function

Param	Type	Description
src	TS	Input
len	number	New length

mfi

mfi(src, len) ⇒ TS

Money Flow Index

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

min

min(...args) ⇒ number

Min of arguments

Kind: global function

Param	Type	Description
...args	number	Numeric values

minute

minute([time]) ⇒ number

Returns minutes of a given timestamp

Kind: global function
Returns: number - - Hour

Param	Type	Description
[time]	number	Time in ms (current t, if not defined)

mom

mom(src, len) ⇒ TS

Momentum

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

month

month([time]) ⇒ number

Month

Kind: global function
Returns: number - - Day

Param	Type	Description
[time]	number	Time in ms (current t, if not defined)

chart

chart(x, [sett])

Display data point as the main chart

Kind: global function

Param	Type	Description
x	TS | Array.<TS> | *	Data point / TS / array of TS
[sett]	Object	Object with settings & OV type

onclose

onclose(tf) ⇒ boolean

Returns true when the candle(tf) is being closed (create a new overlay in DataCube)

Kind: global function

Param	Type	Description
tf	number | string	Timeframe in ms or as a string

settings

settings(upd)

Sends settings update (can be called from init(), update() or post())

Kind: global function

Param	Type	Description
upd	Object	Settings update (object to merge)

offset

offset(num) ⇒ TS

Shifts TS left or right by "num" candles

Kind: global function
Returns: TS - - New / existing time-series

Param	Type	Description
num	number	Offset measured in candles

now

now() ⇒ number

The current time

Kind: global function
Returns: number - - timestamp

pivothigh

pivothigh(src, left, right) ⇒ TS

Returns price of the pivot high point Tip: works best with offset function

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
left	number	left threshold, candles
right	number	right threshold, candles

pivotlow

pivotlow(src, left, right) ⇒ TS

Returns price of the pivot low point Tip: works best with offset function

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
left	number	left threshold, candles
right	number	right threshold, candles

pow

pow(x) ⇒ number

Shortcut for Math.pow()

Kind: global function

Param	Type	Description
x	number	The variable

rising

rising(src, len) ⇒ TS

Test if "src" TS is rising for "len" candles

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

rma

rma(src, len) ⇒ TS

Exponentially MA with alpha = 1 / length Used in RSI

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

roc

roc(src, len) ⇒ TS

Rate of Change

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

round

round(x) ⇒ number

Shortcut for Math.round()

Kind: global function

Param	Type	Description
x	number	The variable

rsi

rsi(x, y) ⇒ TS

Relative Strength Index

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
x	TS	First Input
y	number | TS	Second Input

sar

sar(start, inc, max) ⇒ TS

Parabolic SAR

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
start	number	Start
inc	number	Increment
max	number	Maximum

second

second([time]) ⇒ number

Returns seconds of a given timestamp

Kind: global function
Returns: number - - Hour

Param	Type	Description
[time]	number	Time in ms (current t, if not defined)

sign

sign(x) ⇒ number

Shortcut for Math.sing()

Kind: global function

Param	Type	Description
x	number	The variable

sin

sin(x) ⇒ number

Sine function

Kind: global function

Param	Type	Description
x	number	The variable

sma

sma(src, len) ⇒ TS

Simple Moving Average

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

sqrt

sqrt(x) ⇒ number

Shortcut for Math.sqrt()

Kind: global function

Param	Type	Description
x	number	The variable

stdev

stdev(src, len) ⇒ TS

Standard deviation

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

stoch

stoch(src, high, low, len) ⇒ TS

Stochastic

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
high	TS	TS of high
low	TS	TS of low
len	number	Length

sum

sum(src, len) ⇒ TS

Returns the sliding sum of last "len" values of the source

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	Length

supertrend

supertrend(factor, atrlen) ⇒ Array.<TS>

Supertrend Indicator

Kind: global function
Returns: Array.<TS> - - Supertrend line and direction of trend

Param	Type	Description
factor	number	ATR multiplier
atrlen	number	Length of ATR

swma

swma(src) ⇒ TS

Symmetrically Weighted Moving Average

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input

sym

sym(x, y) ⇒ Sym

Creates a new Symbol.

Kind: global function
Returns: Sym - Argument variations: data(Array), [params(Object)] ts(TS), [params(Object)] point(Number), [params(Object)] tf(String) 1m, 5m, 1H, etc. (uses main OHLCV) Params object: { id: String, tf: String|Number, aggtype: String (TODO: Type of aggregation) format: String (Data format, e.g. "time:price:vol") window: String|Number (Aggregation window) main true|false (Use as the main chart) }

Param	Type	Description
x	*	Something, depends on arg variation
y	*	Something, depends on arg variation

tan

tan(x) ⇒ number

Tangent function

Kind: global function

Param	Type	Description
x	number	The variable

tr

tr(fixnan) ⇒ TS

True Range

Kind: global function
Returns: TS - - New time-series

Param	Type	Default	Description
fixnan	TS	false	Fix NaN values

tsi

tsi(src, short, long) ⇒ TS

True strength index

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
short	number	Short length
long	number	Long length

view

view(name, props)

Create a new View

Kind: global function

Param	Type	Description
name	string	View name
props	object	View properties

vwma

vwma(src, len) ⇒ TS

Volume Weighted Moving Average

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	length

weekofyear

weekofyear([time]) ⇒ number

Week of year, literally

Kind: global function
Returns: number - - Week

Param	Type	Description
[time]	number	Time in ms (current t, if not defined)

wma

wma(src, len) ⇒ TS

Weighted moving average

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
src	TS	Input
len	number	length

wpr

wpr(len) ⇒ TS

Williams %R

Kind: global function
Returns: TS - - New time-series

Param	Type	Description
len	number	length

year

year([time]) ⇒ number

Year

Kind: global function
Returns: number - - Year

Param	Type	Description
[time]	number	Time in ms (current t, if not defined)