pages / script_functions

script_functions

declared by the pack cubicle

• ema — ema(series, period): Exponential moving average of the series over the period (seeded with the first period bars' mean; no value before)
• sma — sma(series, period): Simple moving average of the series over the last period bars, this one included
• rsi — rsi(series, period?): Relative strength index of the series, Wilder's smoothing (period 14 when left out)
• high — high(window): The highest high inside a clock window of today's session (range("13:30","13:45")), or over the last N bars before this one
• low — low(window): The lowest low inside a clock window of today's session (range("13:30","13:45")), or over the last N bars before this one
• range — range(from, to): The bars of today's session from one UTC clock time up to another, "HH:MM"
• atr — atr(period): Average true range: the mean of the true range (high to low, stretched to the previous close) over the last period bars
• vwap — vwap(): The volume weighted average price since the session opened
• shift — shift(series, bars): The series as it was a number of bars ago (the same as series[bars])
• stdev — stdev(series, period): Population standard deviation of the series over the last period bars, this one included
• highest — highest(series, period): The highest value of the series over the last period bars, this one included
• lowest — lowest(series, period): The lowest value of the series over the last period bars, this one included
• cross_over — cross_over(a, b): True on the bar a moves above b: a was at or under b on the previous bar and is above it now
• cross_under — cross_under(a, b): True on the bar a moves below b: a was at or over b on the previous bar and is under it now
• abs — abs(x): The absolute value of x
• sign — sign(x): -1 when x is negative, 1 when positive, 0 when zero
• min — min(a, b): The smaller of a and b
• max — max(a, b): The larger of a and b
• clamp — clamp(x, lo, hi): x held between lo and hi
• if — if(cond, a, b): a when cond is true, else b
• exp_move — exp_move(n, tau?): How far price is expected NOT to travel from this close within n bars (1 to 24), with probability tau (0.5, 0.7, 0.8 or 0.9; 0.8 when left ou
• stretch — stretch(n): How far price travelled in the last n bars against what was expected: |close - close[n]| / exp_move(n)
• range_regime — range_regime(w): How wild the market is now against its last w bars: the current sigma over the median sigma of the last w bars (w at most 2000)
• trades_closed — trades_closed(n): How many of the last n trades have closed in this run (at most n): the engine's bounded trade memory
• wins_last — wins_last(n): How many of the last n closed trades ended with a gain
• sum_r_last — sum_r_last(n): The R-multiples of the last n closed trades, added up