sma |
2 |
Simple moving average of a series over N periods |
ema |
2 |
Exponential moving average over N periods |
wma |
2 |
Weighted moving average over N periods |
rsi |
2 |
Relative Strength Index (0–100) of a series |
macd |
1–4 |
MACD line of a series; args: (series, fast=12, slow=26, signal=9) |
atr |
1 |
Average True Range over N periods; uses full OHLC |
cci |
1 |
Commodity Channel Index over N periods; uses full OHLC |
mfi |
1 |
Money Flow Index over N periods; uses OHLCV |
obv |
0 |
On-Balance Volume; cumulative |
vwap |
0 |
Volume Weighted Average Price; intraday reset |
roc |
1 |
Rate of change (%) of close over N periods; uses close |
stdev |
2 |
Rolling standard deviation of a series over N periods |
highest |
2 |
Highest value of a series over the last N periods |
lowest |
2 |
Lowest value of a series over the last N periods |
change |
1–2 |
Difference between current value and value N bars ago; default 1 |
crossover |
2 |
Returns 1 on the bar where series A crosses above series B |
crossunder |
2 |
Returns 1 on the bar where series A crosses below series B |
abs |
1 |
Absolute value; element-wise |
min |
2 |
Element-wise minimum of two series/scalars |
max |
2 |
Element-wise maximum of two series/scalars |
sqrt |
1 |
Square root; element-wise; negative → NaN |
log |
1 |
Natural log; element-wise; x <= 0 → NaN |
nz |
1–2 |
nz(x[, y]): replace NaN in x with y; default 0 |
na |
1 |
na(x): 1 where x is NaN/undefined, else 0 |
ta.rma |
2 |
Wilder's smoothing, RMA/SMMA, of a series over N periods |
ta.hma |
2 |
Hull moving average over N periods |
ta.vwma |
2 |
Volume-weighted moving average of a series over N periods; uses candle volume |
ta.dev |
2 |
Mean absolute deviation from the SMA over N periods |
ta.variance |
2 |
Rolling population variance over N periods |
ta.median |
2 |
Rolling median of a series over N periods |
ta.sum |
2 |
Rolling sum of a series over N periods |
ta.cum |
1 |
Cumulative running sum of a series |
ta.linreg |
2 |
Linear-regression value; least-squares line over N periods |
ta.percentrank |
2 |
Percent of the prior N values that are <= the current value; 0–100 |
ta.correlation |
3 |
Pearson correlation of two series over N periods; -1..1 |
ta.mom |
2 |
Momentum: difference between current value and value N bars ago |
ta.tr |
0–1 |
True range per bar; uses full OHLC; optional handle-NaN arg ignored |
ta.tsi |
2–3 |
True Strength Index of a series; args: (series, short=25, long=13) |
ta.cmo |
2 |
Chande Momentum Oscillator of a series over N periods; -100..100 |
ta.willr |
1 |
Williams %R over N periods; -100..0; uses full OHLC |
ta.wpr |
1 |
Williams %R, alias of willr, over N periods; uses full OHLC |
ta.stoch |
1–2 |
Stochastic %K line, primary; args: (kPeriod=14, dPeriod=3); uses full OHLC |
ta.bb |
1–2 |
Bollinger Bands basis line, the SMA middle; args: (period=20, stdDev=2); use stdev() for the bands |
ta.kc |
1–3 |
Keltner Channel basis line, the EMA middle; args: (period=20, atrPeriod=10, mult=1.5) |
ta.supertrend |
0–2 |
Supertrend line; args: (atrPeriod=10, mult=3); uses full OHLC |
ta.sar |
0–2 |
Parabolic SAR; args: (start=0.02, max=0.2); uses full OHLC |
ta.rising |
2 |
rising(series, len): 1 if the series rose on each of the last len bars |
ta.falling |
2 |
falling(series, len): 1 if the series fell on each of the last len bars |
ta.cross |
2 |
cross(a, b): 1 on any bar where a and b cross in either direction |
ta.barssince |
1 |
barssince(cond): number of bars since cond was last truthy |
ta.valuewhen |
3 |
valuewhen(cond, src, occurrence): src value at the Nth-most-recent bar where cond was true; 0 = most recent |
ta.pivothigh |
3 |
pivothigh(src, left, right): pivot-high value, plotted right bars after it forms |
ta.pivotlow |
3 |
pivotlow(src, left, right): pivot-low value, plotted right bars after it forms |
ta.highestbars |
2 |
highestbars(series, len): negative offset to the highest value in the last len bars |
ta.lowestbars |
2 |
lowestbars(series, len): negative offset to the lowest value in the last len bars |
math.pow |
2 |
pow(x, y): x raised to the power y; element-wise |
math.log10 |
1 |
Base-10 logarithm; element-wise; x <= 0 → NaN |
math.exp |
1 |
e raised to x; element-wise |
math.round |
1 |
Round to nearest integer; element-wise |
math.floor |
1 |
Round down to integer; element-wise |
math.ceil |
1 |
Round up to integer; element-wise |
math.sign |
1 |
Sign of x: -1, 0, or 1; element-wise |
math.avg |
2–8 |
avg(a, b, …): element-wise mean of 2–8 series/scalars |
math.sum |
2–8 |
math.sum(a, b, …): element-wise sum of 2–8 series/scalars |