ta reference
Technical-analysis indicators for rolling, recursive, offset, and OHLCV kinds; each call site keeps its own independent state.
Technical-analysis indicators for rolling, recursive, offset, and OHLCV kinds; each call site keeps its own independent state.
ta.sma
ta.sma(source: float?, len: int) -> float?Returns the simple moving average of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "SMA"
data chart = subscribe(data.ohlcv)
plot ma = plot.line(title: "SMA")
on chart.update {
ma.plot(ta.sma(chart.close, 20))
}ta.ema
ta.ema(source: float?, len: int) -> float?Returns the exponential moving average.
source supplies the next sample. len sets the smoothing weight to
2 / (len + 1); values outside its allowed range stop the script with an error.
The first non-null sample starts the average and is returned immediately.
A null source returns null and leaves the average unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "EMA"
data chart = subscribe(data.ohlcv)
plot ma = plot.line(title: "EMA")
on chart.update {
ma.plot(ta.ema(chart.close, 20))
}ta.rma
ta.rma(source: float?, len: int) -> float?Returns the Wilder's smoothed moving average.
source supplies the next sample. len sets the smoothing weight to
1 / len; values outside its allowed range stop the script with an error.
The first non-null sample starts the average and is returned immediately.
A null source returns null and leaves the average unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "RMA"
data chart = subscribe(data.ohlcv)
plot smooth = plot.line(title: "RMA")
on chart.update {
smooth.plot(ta.rma(chart.close, 14))
}ta.sum
ta.sum(source: float?, len: int) -> float?Returns the sum of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
Null samples do not count as zero.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Window Sum"
data chart = subscribe(data.ohlcv)
plot vol = plot.line(title: "Volume Sum")
on chart.update {
vol.plot(ta.sum(chart.volume, 20))
}ta.stdev
ta.stdev(source: float?, len: int) -> float?Returns the population standard deviation of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
The calculation divides by len.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Bands"
data chart = subscribe(data.ohlcv)
plot upper = plot.line(title: "Upper")
on chart.update {
upper.plot(ta.sma(chart.close, 20) + 2.0 * ta.stdev(chart.close, 20))
}ta.variance
ta.variance(source: float?, len: int) -> float?Returns the population variance of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
The calculation divides by len.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Variance"
data chart = subscribe(data.ohlcv)
plot v = plot.line(title: "Variance")
on chart.update {
v.plot(ta.variance(chart.close, 20))
}ta.wma
ta.wma(source: float?, len: int) -> float?Returns the linearly weighted moving average of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
Newer samples receive larger weights.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "WMA"
data chart = subscribe(data.ohlcv)
plot ma = plot.line(title: "WMA")
on chart.update {
ma.plot(ta.wma(chart.close, 20))
}ta.highest
ta.highest(source: float?, len: int) -> float?Returns the highest value of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
Infinities compare normally.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Highest"
data chart = subscribe(data.ohlcv)
plot hi = plot.line(title: "High")
on chart.update {
hi.plot(ta.highest(chart.high, 50))
}ta.lowest
ta.lowest(source: float?, len: int) -> float?Returns the lowest value of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
Infinities compare normally.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Lowest"
data chart = subscribe(data.ohlcv)
plot lo = plot.line(title: "Low")
on chart.update {
lo.plot(ta.lowest(chart.low, 50))
}ta.rsi
ta.rsi(source: float?, len: int) -> float?Returns the relative strength index over valid source changes.
source supplies one sample each time the calculation runs. len sets the
Wilder smoothing window; values outside its allowed range stop the script with
an error. The result stays null until len + 1 valid samples provide enough
changes. Null source samples output null and leave the average gain and loss
unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "RSI"
data chart = subscribe(data.ohlcv)
plot r = plot.line(title: "RSI")
on chart.update {
r.plot(ta.rsi(chart.close, 14))
}ta.barsSince
ta.barsSince(condition: bool) -> int?Returns the number of bars since condition was last true.
condition is checked each time the calculation runs. A true bar returns 0,
and later false bars increment the count. The result is null until the first
true bar has been observed.
Example
script "Bars Since"
data chart = subscribe(data.ohlcv)
plot recent = plot.line(title: "Recent")
on chart.update {
recent.plot(float(ta.barsSince(chart.close > chart.open) ?? 0))
}ta.change
ta.change(source: float?, len: int = 1) -> float?Returns the change from source to a prior valid sample.
source supplies one sample each time the calculation runs. len sets how
many valid samples to look back, defaults to 1, and values outside its allowed
range stop the script with an error. Null source samples output null and do
not advance the lookback. The result stays null until the referenced prior
valid sample exists.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Change"
data chart = subscribe(data.ohlcv)
plot mom = plot.line(title: "Momentum")
on chart.update {
mom.plot(ta.change(chart.close, 10))
}ta.roc
ta.roc(source: float?, len: int) -> float?Returns the rate of change from a prior valid sample.
source supplies one sample each time the calculation runs. len sets how
many valid samples to look back; values outside its allowed range stop the
script with an error. Null source samples output null and do not advance the
lookback. The result stays null until the referenced prior sample exists, and
is null when that prior value is zero.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "ROC"
data chart = subscribe(data.ohlcv)
plot roc = plot.line(title: "ROC")
on chart.update {
roc.plot(ta.roc(chart.close, 12))
}ta.dev
ta.dev(source: float?, len: int) -> float?Returns the mean absolute deviation of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
This is the average absolute distance from the mean.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Deviation"
data chart = subscribe(data.ohlcv)
plot dev = plot.line(title: "Deviation")
on chart.update {
dev.plot(ta.dev(chart.close, 20))
}ta.falling
ta.falling(source: float?, len: int) -> boolReports whether source is below every earlier sample in the window.
source supplies the next sample. len sets the number of samples, including
the current one; values outside its allowed range stop the script with an error.
Returns true when the current sample is strictly less than each of the
len - 1 earlier non-null samples. Returns false until enough samples are
available or when source is null. Null samples do not enter the history.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Falling"
data chart = subscribe(data.ohlcv)
on chart.update {
let weak = ta.falling(chart.close, 3)
}ta.rising
ta.rising(source: float?, len: int) -> boolReports whether source is above every earlier sample in the window.
source supplies the next sample. len sets the number of samples, including
the current one; values outside its allowed range stop the script with an error.
Returns true when the current sample is strictly greater than each of the
len - 1 earlier non-null samples. Returns false until enough samples are
available or when source is null. Null samples do not enter the history.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Rising"
data chart = subscribe(data.ohlcv)
on chart.update {
let strong = ta.rising(chart.close, 3)
}ta.max
ta.max(source: float?, reset: bool = false) -> float?Returns the running maximum of valid source samples.
source supplies one sample each time the calculation runs. The first valid
sample starts the running maximum. Null source samples output null and leave
the running maximum unchanged. reset true forgets the running maximum before
this bar's sample is compared, even when that sample is null.
Example
script "Running Max"
data chart = subscribe(data.ohlcv)
plot m = plot.line(title: "Max")
on chart.update {
m.plot(ta.max(chart.high))
}ta.min
ta.min(source: float?, reset: bool = false) -> float?Returns the running minimum of valid source samples.
source supplies one sample each time the calculation runs. The first valid
sample starts the running minimum. Null source samples output null and leave
the running minimum unchanged. reset true forgets the running minimum before
this bar's sample is compared, even when that sample is null.
Example
script "Running Min"
data chart = subscribe(data.ohlcv)
plot m = plot.line(title: "Min")
on chart.update {
m.plot(ta.min(chart.low))
}ta.median
ta.median(source: float?, len: int) -> float?Returns the median of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Median"
data chart = subscribe(data.ohlcv)
plot med = plot.line(title: "Median")
on chart.update {
med.plot(ta.median(chart.close, 20))
}ta.mode
ta.mode(source: float?, len: int) -> float?Returns the most frequent value of the last len non-null samples.
source supplies the next sample. len chooses how many non-null samples to
include; values outside its allowed range stop the script with an error.
If several values tie, returns the smallest of them.
Returns null until len non-null samples are available. A null source
returns null and leaves the sample history unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Mode"
data chart = subscribe(data.ohlcv)
plot mode = plot.line(title: "Mode")
on chart.update {
mode.plot(ta.mode(chart.close, 20))
}ta.linreg
ta.linreg(source: float?, len: int, offset: int = 0) -> float?Returns a linear-regression value over the last len valid samples.
source supplies one sample each time the calculation runs. len sets the
valid-sample window; values outside its allowed range stop the script with an
error. offset selects where the fitted line is evaluated and defaults to 0.
Null source samples output null and do not enter the window. The result
stays null until len valid samples are available.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Linear Regression"
data chart = subscribe(data.ohlcv)
plot lr = plot.line(title: "LR")
on chart.update {
lr.plot(ta.linreg(chart.close, 50, 0))
}ta.stoch
ta.stoch(source: float?, high: float?, low: float?, len: int) -> float?Returns the stochastic position of source within the recent range.
source, high, and low supply the current values. len sets how many
non-null samples to include; values outside its allowed range stop the script
with an error.
Returns the percentage position of source between the lowest low and highest
high in that window. If any input is null, returns null and does not add a sample.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Stochastic"
data chart = subscribe(data.ohlcv)
plot k = plot.line(title: "K")
on chart.update {
k.plot(ta.stoch(chart.close, chart.high, chart.low, 14))
}ta.alma
ta.alma(source: float?, len: int, offset: float, sigma: float) -> float?Returns the Arnaud Legoux moving average of the last len valid samples.
source supplies one sample each time the calculation runs. len sets the
valid-sample window; values outside its allowed range stop the script with an
error. Sample i (0 = oldest, len - 1 = newest) carries Gaussian weight
exp(-(i - m)^2 / (2 * s^2)) with m = offset * (len - 1) and s = len / sigma; the result is the weight-normalized sum (weights divided by their
total). Null source samples output null and do not enter the window. The
result stays null until len valid samples are available.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "ALMA"
data chart = subscribe(data.ohlcv)
plot ma = plot.line(title: "ALMA")
on chart.update {
ma.plot(ta.alma(chart.close, 20, 0.85, 6.0))
}ta.swma
ta.swma(source: float?) -> float?Returns a four-sample symmetrically weighted moving average.
source supplies one sample each time the calculation runs. The fixed window
uses four valid samples with symmetric weights 1, 2, 2, 1 (oldest to newest)
divided by 6. Null source samples output null and do not enter the window.
The result stays null until four valid samples are available.
Example
script "SWMA"
data chart = subscribe(data.ohlcv)
plot ma = plot.line(title: "SWMA")
on chart.update {
ma.plot(ta.swma(chart.close))
}ta.hma
ta.hma(source: float?, len: int) -> float?Returns the Hull moving average of source.
source supplies one sample each time the calculation runs. len sets the
weighted-average window; values outside its allowed range stop the script with
an error. The calculation combines weighted moving averages and a final
sqrt(len) smoothing window. The result stays null until len + sqrt(len) - 1 valid samples are available; null source samples output null and do not
advance the windows.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "HMA"
data chart = subscribe(data.ohlcv)
plot ma = plot.line(title: "HMA")
on chart.update {
ma.plot(ta.hma(chart.close, 20))
}ta.pivotHigh
ta.pivotHigh(source: float?, left: int, right: int) -> float?Returns a pivot high once later samples confirm it.
source supplies the next sample. left sets how many earlier samples to
check, and right sets how many later samples must confirm the pivot. Values
outside either allowed range stop the script with an error.
A sample qualifies when none of the other left + right samples is higher.
Equal values do not disqualify it. The pivot is returned right non-null samples
after it occurs, on the confirmation bar. Otherwise the result is null.
A null source returns null and does not enter the sample history.
Contracts
left: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.right: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Pivot High"
data chart = subscribe(data.ohlcv)
plot ph = plot.line(title: "Pivot High")
on chart.update {
ph.plot(ta.pivotHigh(chart.high, 3, 3))
}ta.pivotLow
ta.pivotLow(source: float?, left: int, right: int) -> float?Returns a pivot low once later samples confirm it.
source supplies the next sample. left sets how many earlier samples to
check, and right sets how many later samples must confirm the pivot. Values
outside either allowed range stop the script with an error.
A sample qualifies when none of the other left + right samples is lower.
Equal values do not disqualify it. The pivot is returned right non-null samples
after it occurs, on the confirmation bar. Otherwise the result is null.
A null source returns null and does not enter the sample history.
Contracts
left: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.right: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "Pivot Low"
data chart = subscribe(data.ohlcv)
plot pl = plot.line(title: "Pivot Low")
on chart.update {
pl.plot(ta.pivotLow(chart.low, 3, 3))
}ta.cum
ta.cum(source: float?, reset: bool = false) -> float?Returns the cumulative sum of valid source samples.
source supplies one sample each time the calculation runs. The first valid
sample starts the running total. Null source samples output null and leave
the running total unchanged.
Example
script "Cumulative"
data chart = subscribe(data.ohlcv)
plot total = plot.line(title: "Total")
on chart.update {
total.plot(ta.cum(chart.volume))
}ta.cross
ta.cross(left: float?, right: float?) -> boolReturns true when left and right cross in either direction.
left and right are compared each time the calculation runs. Returns false
during warmup or when either operand is null. Null operands do not update the
stored comparison pair.
Example
script "Cross"
data chart = subscribe(data.ohlcv)
on chart.update {
let hit = ta.cross(ta.ema(chart.close, 12), ta.ema(chart.close, 26))
}ta.crossover
ta.crossover(left: float?, right: float?) -> boolReturns true when left crosses above right.
left and right are compared each time the calculation runs. Returns true
when left > right now and left <= right on the previous valid comparison
pair. Returns false during warmup or when either operand is null. Null
operands do not update the stored comparison pair.
Example
script "Crossover"
data chart = subscribe(data.ohlcv)
on chart.update {
let bull = ta.crossover(ta.ema(chart.close, 12), ta.ema(chart.close, 26))
}ta.crossunder
ta.crossunder(left: float?, right: float?) -> boolReturns true when left crosses below right.
left and right are compared each time the calculation runs. Returns true
when left < right now and left >= right on the previous valid comparison
pair. Returns false during warmup or when either operand is null. Null
operands do not update the stored comparison pair.
Example
script "Crossunder"
data chart = subscribe(data.ohlcv)
on chart.update {
let bear = ta.crossunder(ta.ema(chart.close, 12), ta.ema(chart.close, 26))
}ta.mfi
ta.mfi(len: int) -> float?Returns the money flow index over valid OHLCV samples.
len sets the valid-sample window; values outside its allowed range stop the
script with an error. The subscription supplies high, low, close, and volume.
Null input fields make the bar output null and do not update the window. The
result stays null until len + 1 valid samples are available.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "MFI"
data chart = subscribe(data.ohlcv)
plot mfi = plot.line(title: "MFI")
on chart.update {
mfi.plot(chart.mfi(14))
}ta.vwap
ta.vwap(reset: bool = false, source: float? = null) -> float?Returns the volume-weighted average price since the last reset.
The subscription supplies price and volume.
resetstarts a new average before adding the current sample, even when that sample is null. The first valid sample starts the new average.sourceoptionally replaces the close price. Omitting it uses close; a supplied expression that returns null counts as a missing sample.
A null input returns null and leaves the totals unchanged. The result is also null while accumulated volume is zero. A non-null reset sample with volume returns its own price. During a forming candle, resets are temporary and are recalculated on the next update.
Example
script "Daily VWAP"
data chart = subscribe(data.ohlcv)
plot v = plot.line(title: "VWAP")
on chart.update {
let ts = chart.time ?? time.fromUnixSeconds(0)
let newDay = time.isNewPeriod(ts, chart.time[1], 1D)
v.plot(chart.vwap(reset: newDay))
}ta.vwapDev
ta.vwapDev(reset: bool = false, source: float? = null) -> float?Returns the volume-weighted standard deviation around VWAP.
The subscription supplies price and volume. Use vwap + mult * vwapDev and
vwap - mult * vwapDev for upper and lower bands.
resetstarts new totals before adding the current sample, even when it is null.sourceoptionally replaces the close price. Omitting it uses close; a supplied expression that returns null counts as a missing sample.
This is a population standard deviation over the bars since the last reset. The first valid sample with volume returns 0. A null input returns null and leaves the totals unchanged. The result is also null while accumulated volume is zero.
Use the same reset and source as the matching vwap call so both cover the
same bars.
Example
script "VWAP Bands"
data chart = subscribe(data.ohlcv)
plot upper = plot.line(title: "Upper")
plot lower = plot.line(title: "Lower")
on chart.update {
let ts = chart.time ?? time.fromUnixSeconds(0)
let newDay = time.isNewPeriod(ts, chart.time[1], 1D)
let v = chart.vwap(reset: newDay)
let d = chart.vwapDev(reset: newDay)
upper.plot(v + d)
lower.plot(v - d)
}ta.accDist
ta.accDist() -> float?Returns the accumulation/distribution line for the subscription.
Uses the subscription's high, low, close, and volume. The first non-null sample starts the cumulative line. A null input returns null and leaves the running total unchanged.
Example
script "Accumulation Distribution"
data chart = subscribe(data.ohlcv)
plot ad = plot.line(title: "AD")
on chart.update {
ad.plot(chart.accDist())
}ta.vwma
ta.vwma(len: int) -> float?Returns a volume-weighted moving average over valid OHLCV samples.
len sets the valid-sample window; values outside its allowed range stop the
script with an error. The subscription supplies close and volume. Null input
fields output null and do not enter the window. The result stays null until
len valid samples are available.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "VWMA"
data chart = subscribe(data.ohlcv)
plot ma = plot.line(title: "VWMA")
on chart.update {
ma.plot(chart.vwma(20))
}ta.atr
ta.atr(len: int) -> float?Returns the average true range over valid OHLCV samples.
len sets Wilder smoothing; values outside its allowed range stop the script
with an error. Uses the subscription's high, low, and close. True range uses
the current high and low and the previous close.
The first non-null sample returns a result immediately. A null input returns null and leaves the average unchanged.
Contracts
len: Accepted range: 1 to MAX_ARRAY_LEN. Invalid values are rejected.
Example
script "ATR"
data chart = subscribe(data.ohlcv)
plot stop = plot.line(title: "Stop")
on chart.update {
stop.plot(chart.close - 2.0 * chart.atr(14))
}ta.tr
ta.tr() -> float?Returns true range for the subscription's current bar.
Uses the current high and low and the previous close. The first non-null sample returns a result immediately. A null input returns null and leaves the previous close unchanged.
Example
script "True Range"
data chart = subscribe(data.ohlcv)
plot tr = plot.line(title: "TR")
on chart.update {
tr.plot(chart.tr())
}