• IndicatorsCalculate technical values from price, volume, and other market data
• ActionsExecute trades (Buy, Sell) or hold position (Wait)
• OperatorsCombine and compare signals using logic and math
• UtilitiesHelpers like crossover detection, stop losses, and scheduling
• PortfolioAccess live portfolio metrics like drawdown, exposure, and cash balance

Wire types

• Signal — a per-bar on/off state (active or inactive). Action nodes (Buy, Sell, Wait) and signal combiners (And, Or, Sequence) consume signals on their inputs.
• Series — a per-bar numeric value (a line). Indicator value outputs like the RSI line, an MA line, or ATR×multiplier are series. Math, Relation, Crossover, Direction Filter, and the optional data_in handles on indicators accept series. A Constant is automatically treated as a broadcast-constant series, so a Numeric Value source plugs into any Series input.
• Constant — a single numeric value broadcast to every bar. The Numeric Value node is the canonical constant source. Any Series-typed input also accepts a Constant.

Multi-line outputs and the line selector

• Auto-route (default) — the label shows the indicator's primary line name (middle band for Bollinger Bands, conversion line for Ichimoku) with a dim border. The wire carries the primary line.
• Explicit selection — after you click the label and pick a different line, the border turns brand-colored and the wire carries the chosen line. Picking the primary line again returns to auto-route.
• Stale selection — if a node config change removes the previously-picked line (for example, switching DMI from dmi_adx to adx_only after wiring +DI), the label renders with a warning-colored fill and border so you can re-pick rather than silently delivering a no-longer-available series.

Parameters

Type

select • default Crossover

• Trend — activates on bars where the source is above (with Direction Bullish) or below (with Direction Bearish) a single EMA. Uses one period.
• Crossover — activates only on the bar where the fast EMA crosses the slow one. Uses exactly 2 periods (Fast and Slow).
• Ribbon — activates on bars where all EMAs are stacked in a consistent order from fastest to slowest. Uses 3 to 8 periods (P1 through P8).

Direction

select • default Both

• Bullish — activates only on the bullish case (source above EMA in Trend mode, fast crosses above slow in Crossover mode, fastest-on-top stack in Ribbon mode).
• Bearish — activates only on the bearish case (mirror of Bullish for each mode).
• Both — activates for either case.

Period

integer • minimum 1

Lookback in bars for each EMA. Count limits depend on Type: Trend uses 1, Crossover requires exactly 2 (labeled Fast and Slow), Ribbon accepts 3 to 8 (labeled P1 through P8). The Trend mode compares the source to the slowest (last) period.

data_in

input handle • optional • Series

If connected, each EMA is computed on the connected series. If unconnected, computed on the close price of the strategy's ticker.

Outputs

• signal — Signal. Activates on bars where the configured condition holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The EMA line, or the configured set of lines (one per period in Crossover or Ribbon mode), drawn as price overlays. Any input that accepts a Series receives ema_1 (the primary line) by default; the line selector on the output handle lets you pick any of the other configured periods (ema_1 through ema_N).

Formulas

First EMA = SMA over the first N closes Then: EMA at bar t = alpha * close[t] + (1 - alpha) * EMA[t-1] where alpha = 2 / (N + 1)

Bullish: signal[t] = 1 while source[t] > EMA_slowest[t] Bearish: signal[t] = 1 while source[t] < EMA_slowest[t]

signal[t] = 1 when fast[t] > slow[t] AND fast[t-1] <= slow[t-1], else 0

signal[t] = 1 when fast[t] < slow[t] AND fast[t-1] >= slow[t-1], else 0

Bullish: signal[t] = 1 while EMA_1[t] > EMA_2[t] > ... > EMA_N[t] Bearish: signal[t] = 1 while EMA_1[t] < EMA_2[t] < ... < EMA_N[t]

Parameters

Type

select • default Crossover

• Trend — activates on bars where the source is above (with Direction Bullish) or below (with Direction Bearish) a single moving average. Uses one period.
• Crossover — activates only on the bar where the fast moving average crosses the slow one. Uses exactly 2 periods (Fast and Slow).
• Ribbon — activates on bars where all moving averages are stacked in a consistent order from fastest to slowest. Uses 3 to 8 periods (P1 through P8).

Method

select • default SMA

• SMA — Simple Moving Average. Equal weight to every bar in the lookback window.
• SMMA — Smoothed Moving Average. EMA with alpha equal to 1 over period. Reacts more slowly than an SMA of the same length.

Direction

select • default Both

• Bullish — activates only on the bullish case (source above MA in Trend mode, fast crosses above slow in Crossover mode, fastest-on-top stack in Ribbon mode).
• Bearish — activates only on the bearish case (mirror of Bullish for each mode).
• Both — activates for either case.

Period

integer • minimum 1

Lookback in bars for each moving average. Count limits depend on Type: Trend uses 1, Crossover requires exactly 2 (labeled Fast and Slow), Ribbon accepts 3 to 8 (labeled P1 through P8).

data_in

input handle • optional • Series

If connected, the moving average is computed on the connected series. If unconnected, computed on the close price of the strategy's ticker.

Outputs

• signal — Signal. Activates on bars where the configured condition holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The moving average line, or the configured set of lines (one per period in Crossover or Ribbon mode). The chart draws these as overlays. Any input that accepts a Series receives ma_1 (the primary line) by default; the line selector on the output handle lets you pick any of the other configured periods (ma_1 through ma_N).

Formulas

SMA at bar t = (close[t-N+1] + close[t-N+2] + ... + close[t]) / N

First SMMA = SMA over the first N closes Then: SMMA at bar t = alpha * close[t] + (1 - alpha) * SMMA[t-1] where alpha = 1 / N

signal[t] = 1 when fast[t] > slow[t] AND fast[t-1] <= slow[t-1], else 0

signal[t] = 1 when fast[t] < slow[t] AND fast[t-1] >= slow[t-1], else 0

Parameters

Period

integer • default 14 • minimum 1

Wilder smoothing length for the directional movement, true range, and ADX. +DI and -DI become defined after the period; ADX after roughly twice the period.

Threshold

number • default 25

The minimum ADX value required for the signal to activate. Bars where ADX sits at or below the threshold produce no signal regardless of directional dominance.

Mode

select • default DMI + ADX

• ADX only — the values output carries the ADX line alone.
• DMI only — the values output carries the +DI and -DI lines.
• DMI + ADX — the values output carries all three lines.

Direction

select • default Both

• Bullish — activates only when +DI is above -DI (with ADX above the threshold).
• Bearish — activates only when -DI is above +DI (with ADX above the threshold).
• Both — activates on either case.

data_in

input handle • optional • Series

If connected, the high, low, and close all collapse to the connected series (a single-value bar), so the directional movement is measured on the series' own bar-to-bar change. If unconnected, the high, low, and close of the strategy's ticker are used.

Outputs

• signal — Signal. Activates on bars where the configured Direction holds with ADX above the threshold, independent of Mode. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The line or lines selected by Mode, drawn as a sub-panel. Any input that accepts a Series receives the first line of the selected set. The +DI (plus_di), -DI (minus_di), and ADX (adx) lines are each available by name on the output handle regardless of Mode.

Formulas

+DM = up move when up move > down move and up move > 0, else 0 -DM = down move when down move > up move and down move > 0, else 0 where up move = high[t] - high[t-1], down move = low[t-1] - low[t]

+DI = 100 * Wilder-smoothed(+DM) / Wilder-smoothed(true range) -DI = 100 * Wilder-smoothed(-DM) / Wilder-smoothed(true range)

DX = 100 * |+DI - -DI| / (+DI + -DI) ADX = Wilder-smoothed(DX)

Bullish: signal[t] = 1 while +DI[t] > -DI[t] AND ADX[t] > threshold Bearish: signal[t] = 1 while -DI[t] > +DI[t] AND ADX[t] > threshold

Parameters

Conversion Line Period

integer • default 9 • minimum 1

Lookback for the Conversion Line (Tenkan-sen), the midpoint of the highest high and lowest low over the window.

Base Line Period

integer • default 26 • minimum 1

Lookback for the Base Line (Kijun-sen), the midpoint of the highest high and lowest low over the window.

Leading Span B Period

integer • default 52 • minimum 1

Lookback for Leading Span B (Senkou Span B), the midpoint of the highest high and lowest low over the window.

Displacement

integer • default 26 • minimum 1

Number of bars the two leading spans are shifted forward. The cloud compared against the close at a given bar is the span value from this many bars earlier.

Direction

select • default Both

• Bullish — activates only when the close is above both spans (above the cloud).
• Bearish — activates only when the close is below both spans (below the cloud).
• Both — activates on either case.

Ichimoku has no data_in handle: the lines are built from the high, low, and close of the strategy's ticker.

Outputs

• signal — Signal. Activates on bars where the close is above (bullish) or below (bearish) both leading spans. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The Conversion Line, Base Line, Leading Span A, and Leading Span B, drawn as price overlays with the span pair shaded as the cloud. Any input that accepts a Series receives the Conversion Line; conversion_line, base_line, span_a, and span_b are each available by name on the output handle.

Formulas

Conversion Line = (highest high + lowest low) / 2 over the Conversion period Base Line = (highest high + lowest low) / 2 over the Base period Leading Span A = ((Conversion Line + Base Line) / 2) shifted forward by Displacement Leading Span B = ((highest high + lowest low) / 2 over the Span B period) shifted forward by Displacement

Bullish: signal[t] = 1 while close[t] > Span A[t] AND close[t] > Span B[t] Bearish: signal[t] = 1 while close[t] < Span A[t] AND close[t] < Span B[t]

Parameters

ATR Period

integer • default 10 • minimum 1

Wilder smoothing length for the Average True Range that sets the band width. Shorter periods make the bands react faster and flip more often.

Multiplier

number • default 3.0

The number of ATRs the bands sit away from the midpoint of the high and low. Larger values widen the bands, so the trend flips less often.

Direction

select • default Both

• Bullish — activates while the trend is up (the close is above the Supertrend line).
• Bearish — activates while the trend is down (the close is below the Supertrend line).
• Both — activates on either case.

data_in

input handle • optional • Series

If connected, the high, low, and close all collapse to the connected series (a single-value bar), so the bands track the series itself. If unconnected, the high, low, and close of the strategy's ticker are used.

Outputs

• signal — Signal. Active on every bar in the matching trend state, not only on the flip bar. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The lower and upper bands, drawn as price overlays. The Supertrend line itself (supertrend), and the lower_band and upper_band, are each available by name on the output handle.

Formulas

basic upper = (high + low) / 2 + multiplier * ATR basic lower = (high + low) / 2 - multiplier * ATR where ATR is Wilder's average true range over the ATR period

The final upper band only ratchets down unless the prior close breaks above it; the final lower band only ratchets up unless the prior close breaks below it. The Supertrend line is whichever final band the close is currently on.

Bullish: signal[t] = 1 while close[t] is above the Supertrend line (uptrend) Bearish: signal[t] = 1 while close[t] is below the Supertrend line (downtrend)

Parameters

Acceleration Factor

number • default 0.02

The starting acceleration and the step added each time price makes a new extreme in the current trend. Larger values pull the dot toward price faster, producing earlier flips.

Max Acceleration

number • default 0.2

The ceiling on the acceleration factor. Once reached, the dot stops accelerating for the remainder of the trend.

Direction

select • default Both

• Bullish — activates only on the flip where the close crosses above the SAR.
• Bearish — activates only on the flip where the close crosses below the SAR.
• Both — activates on either flip.

Parabolic SAR has no data_in handle: it is computed from the high and low of the strategy's ticker.

Outputs

• signal — Signal. Activates on the bar where the close crosses the SAR in the configured Direction. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The SAR dot value, drawn as a price overlay. Any input that accepts a Series receives this line.

Formulas

SAR[t] = SAR[t-1] + AF * (EP - SAR[t-1]) where EP is the extreme point (highest high in an uptrend, lowest low in a downtrend) and AF rises by the Acceleration Factor on each new extreme, capped at Max Acceleration

When price crosses the SAR, the trend flips: SAR resets to the prior EP, EP resets to the current extreme, and AF resets to the Acceleration Factor.

Bullish: signal[t] = 1 when close[t] > SAR[t] AND close[t-1] <= SAR[t-1] Bearish: signal[t] = 1 when close[t] < SAR[t] AND close[t-1] >= SAR[t-1]

Parameters

Basis

select • default Close

• Close — anchor values and the cross comparison use the close.
• High — anchor values and the cross comparison use the high.
• Low — anchor values and the cross comparison use the low.

Update Mode

select • default Rolling

• Rolling — each new mask hit replaces the current anchor, so the line keeps redrawing from the most recent A and B.
• Static — each anchor is captured only on its first mask hit and then held; later hits are ignored.

Extend

select • default Right

• Right — the line is drawn forward from anchor A only.
• Both — the line is extrapolated in both directions through anchor A.

Cross Signal

select • default None

• None — the node draws the line but emits no signal.
• Cross Up — activates on the bar where the basis price crosses from below the line to above it.
• Cross Down — activates on the bar where the basis price crosses from above the line to below it.
• Both — activates on either cross.

A

input handle • Signal

A boolean mask marking the bar to capture as the first anchor. The anchor's value is the basis price on that bar.

B

input handle • Signal

A boolean mask marking the bar to capture as the second anchor. A line is drawn only once both anchors exist and B is on a later bar than A.

Outputs

• signal — Signal. Activates on bars where the basis price crosses the line in the configured Cross Signal direction. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The trendline value at each bar (NaN until a line exists), drawn as a price overlay. Any input that accepts a Series receives this line.

Formulas

slope = (B value - A value) / (B bar - A bar) line[t] = A value + slope * (t - A bar)

Cross Up: signal[t] = 1 when basis[t] > line[t] AND basis[t-1] <= line[t-1] Cross Down: signal[t] = 1 when basis[t] < line[t] AND basis[t-1] >= line[t-1]

Parameters

Period

integer • default 14 • minimum 1

Lookback in bars. Aroon Up reads 100 when the highest high is the current bar and decays toward 0 as that high recedes over the period; Aroon Down does the same for the lowest low.

Direction

select • default Both

• Bullish — activates only when Aroon Up is above Aroon Down.
• Bearish — activates only when Aroon Down is above Aroon Up.
• Both — activates on either case.

Trigger

select • default Cross

• Cross — edge-triggered. The bullish condition activates on the single bar where Aroon Up crosses above Aroon Down; the bearish condition activates on the single bar where Aroon Down crosses above Aroon Up.
• State — sustained. The bullish condition is active on every bar where Aroon Up is above Aroon Down; the bearish condition on every bar where Aroon Down is above Aroon Up.

Aroon has no data_in handle: it is defined directly on the bars since the highest high and lowest low of the strategy's ticker.

Outputs

• signal — Signal. Activates on bars where the configured Direction and Trigger condition holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The Aroon Up, Aroon Down, and oscillator lines on a 0 to 100 (oscillator -100 to 100) scale, drawn as a sub-panel. Any input that accepts a Series receives the Aroon Up line; aroon_up, aroon_down, and oscillator are each available by name on the output handle.

Formulas

Aroon Up = 100 * (period - bars since highest high) / period Aroon Down = 100 * (period - bars since lowest low) / period Oscillator = Aroon Up - Aroon Down

Bullish: signal[t] = 1 when Up[t] > Down[t] AND Up[t-1] <= Down[t-1] Bearish: signal[t] = 1 when Down[t] > Up[t] AND Down[t-1] <= Up[t-1]

Bullish: signal[t] = 1 while Up[t] > Down[t] Bearish: signal[t] = 1 while Down[t] > Up[t]

Parameters

Period

integer • default 14 • minimum 1

Lookback in bars for the average gain and average loss that feed the index. Shorter periods produce a faster, noisier oscillator; longer periods produce a smoother one.

Oversold

integer • default 30 • range 0 to 100

The lower threshold. Must stay below Overbought; the editor keeps the two values ordered. Drives the bullish condition.

Overbought

integer • default 70 • range 0 to 100

The upper threshold. Must stay above Oversold; the editor keeps the two values ordered. Drives the bearish condition.

Direction

select • default Both

• Bullish — activates only on the oversold-side condition.
• Bearish — activates only on the overbought-side condition.
• Both — activates on either condition.

Trigger

select • default Cross

• Cross — edge-triggered. The bullish condition activates on the single bar where RSI crosses back up through Oversold; the bearish condition activates on the single bar where RSI crosses back down through Overbought.
• State — sustained. The bullish condition is active on every bar where RSI sits below Oversold; the bearish condition is active on every bar where RSI sits above Overbought.

data_in

input handle • optional • Series

If connected, RSI is computed on the connected series. If unconnected, it is computed on the close price of the strategy's ticker.

Outputs

• signal — Signal. Activates on bars where the configured Direction and Trigger condition holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The RSI line on a 0 to 100 scale, drawn as a sub-panel oscillator. Any input that accepts a Series receives this line.

Formulas

RS = average gain / average loss over the period RSI = 100 - (100 / (1 + RS))

First average = simple mean of the first N gains (or losses) Then: average[t] = (average[t-1] * (N - 1) + current[t]) / N

signal[t] = 1 when RSI[t] >= oversold AND RSI[t-1] < oversold, else 0

signal[t] = 1 when RSI[t] <= overbought AND RSI[t-1] > overbought, else 0

Bullish: signal[t] = 1 while RSI[t] < oversold Bearish: signal[t] = 1 while RSI[t] > overbought

Parameters

Fast Period

integer • default 12 • minimum 1

Lookback in bars for the faster EMA. Must be shorter than Slow Period.

Slow Period

integer • default 26 • minimum 1

Lookback in bars for the slower EMA. The MACD line is the fast EMA minus this slow EMA.

Signal Period

integer • default 9 • minimum 1

Lookback for the EMA of the MACD line that forms the signal line.

Direction

select • default Both

• Bullish — activates only on the MACD line crossing above (or sitting above) the signal line.
• Bearish — activates only on the MACD line crossing below (or sitting below) the signal line.
• Both — activates on either case.

Trigger

select • default Cross

• Cross — edge-triggered. Activates on the single bar where the MACD line crosses the signal line.
• State — sustained. Active on every bar the MACD line is above (bullish) or below (bearish) the signal line.

data_in

input handle • optional • Series

If connected, MACD is computed on the connected series. If unconnected, it is computed on the close price of the strategy's ticker.

Outputs

• signal — Signal. Activates on bars where the configured Direction and Trigger condition holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The MACD line, signal line, and histogram are drawn as a sub-panel. Any input that accepts a Series receives the MACD line.

Formulas

MACD line = EMA(close, fast) - EMA(close, slow) Signal line = EMA(MACD line, signal period) Histogram = MACD line - Signal line

signal[t] = 1 when MACD[t] > Signal[t] AND MACD[t-1] <= Signal[t-1], else 0

signal[t] = 1 when MACD[t] < Signal[t] AND MACD[t-1] >= Signal[t-1], else 0

Bullish: signal[t] = 1 while MACD[t] > Signal[t] Bearish: signal[t] = 1 while MACD[t] < Signal[t]

Parameters

%K Period

integer • default 14 • minimum 1

Lookback in bars for the highest high and lowest low that define the range. Shorter periods produce a faster, noisier oscillator.

Slowing

integer • default 3 • minimum 1

Smoothing applied to the raw %K to form the slow %K line. A value of 1 leaves the raw %K unsmoothed.

%D Period

integer • default 3 • minimum 1

Smoothing applied to the slow %K to form the %D signal line. A value of 1 makes %D equal to %K.

Oversold

integer • default 20 • range 0 to 100

The lower threshold. Must stay below Overbought. Drives the bullish condition.

Overbought

integer • default 80 • range 0 to 100

The upper threshold. Must stay above Oversold. Drives the bearish condition.

Direction

select • default Both

• Bullish — activates only on the oversold-side crossover.
• Bearish — activates only on the overbought-side crossover.
• Both — activates on either crossover.

data_in

input handle • optional • Series

If connected, the connected series replaces the close used in the calculation; the high and low still come from the strategy's ticker. If unconnected, the ticker's high, low, and close are used.

Outputs

• signal — Signal. Activates on bars where the configured Direction crossover occurs inside the matching zone. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The %K and %D lines on a 0 to 100 scale, drawn as a sub-panel oscillator. Any input that accepts a Series receives the %K line.

Formulas

fast %K = 100 * (close - lowest low) / (highest high - lowest low) over the %K period

%K = simple moving average of fast %K over Slowing %D = simple moving average of %K over the %D period

signal[t] = 1 when %K[t] > %D[t] AND %K[t-1] <= %D[t-1] AND %D[t] < oversold, else 0

signal[t] = 1 when %K[t] < %D[t] AND %K[t-1] >= %D[t-1] AND %D[t] > overbought, else 0

Parameters

Period

integer • default 20 • minimum 1

Lookback in bars for the moving average of typical price and the mean deviation. Shorter periods produce a faster, noisier oscillator.

Constant

number • default 0.015

The scaling factor in the denominator. The conventional 0.015 places roughly 70 to 80 percent of values within the plus or minus 100 band; a smaller constant widens the range of values, a larger one compresses it.

Oversold

number • default -100

The lower threshold. Must stay below Overbought. Drives the bullish condition.

Overbought

number • default 100

The upper threshold. Must stay above Oversold. Drives the bearish condition.

Direction

select • default Both

• Bullish — activates only on the oversold-side condition.
• Bearish — activates only on the overbought-side condition.
• Both — activates on either condition.

Trigger

select • default Cross

• Cross — edge-triggered. The bullish condition activates on the single bar where CCI crosses back up through Oversold; the bearish condition activates on the single bar where CCI crosses back down through Overbought.
• State — sustained. The bullish condition is active on every bar where CCI sits at or below Oversold; the bearish condition is active on every bar where CCI sits at or above Overbought.

data_in

input handle • optional • Series

If connected, CCI is computed on the connected series in place of typical price. If unconnected, typical price (the average of high, low, and close) of the strategy's ticker is used.

Outputs

• signal — Signal. Activates on bars where the configured Direction and Trigger condition holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The CCI line, drawn as a sub-panel oscillator. Any input that accepts a Series receives this line.

Formulas

typical price = (high + low + close) / 3 CCI = (typical price - SMA of typical price) / (constant * mean deviation)

mean of |typical price - SMA of typical price| over the period

signal[t] = 1 when CCI[t] > oversold AND CCI[t-1] <= oversold, else 0

signal[t] = 1 when CCI[t] < overbought AND CCI[t-1] >= overbought, else 0

Bullish: signal[t] = 1 while CCI[t] <= oversold Bearish: signal[t] = 1 while CCI[t] >= overbought

Parameters

Period

integer • default 14 • minimum 1

Lookback in bars for the highest high and lowest low that define the range. Shorter periods produce a faster, noisier oscillator.

Oversold

integer • default -80 • range -100 to 0

The lower threshold on the inverted scale. Must stay below Overbought. Drives the bullish condition.

Overbought

integer • default -20 • range -100 to 0

The upper threshold on the inverted scale. Must stay above Oversold. Drives the bearish condition.

Direction

select • default Both

• Bullish — activates only on the oversold-side condition.
• Bearish — activates only on the overbought-side condition.
• Both — activates on either condition.

Trigger

select • default Cross

• Cross — edge-triggered. The bullish condition activates on the single bar where %R crosses back up through Oversold; the bearish condition activates on the single bar where %R crosses back down through Overbought.
• State — sustained. The bullish condition is active on every bar where %R sits below Oversold; the bearish condition is active on every bar where %R sits above Overbought.

Outputs

• signal — Signal. Activates on bars where the configured Direction and Trigger condition holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The %R line on a 0 to -100 scale, drawn as a sub-panel oscillator. Any input that accepts a Series receives this line.

Formulas

%R = (highest high - close) / (highest high - lowest low) * -100 over the period

signal[t] = 1 when %R[t] > oversold AND %R[t-1] <= oversold, else 0

signal[t] = 1 when %R[t] < overbought AND %R[t-1] >= overbought, else 0

Bullish: signal[t] = 1 while %R[t] < oversold Bearish: signal[t] = 1 while %R[t] > overbought

Parameters

RSI Length

integer • default 14 • minimum 2

Lookback in bars for the underlying RSI that the Stochastic formula is applied to.

Stochastic Length

integer • default 14 • minimum 2

Lookback in bars for the highest and lowest RSI used to normalize RSI into the 0 to 100 range.

%K Smoothing

integer • default 3 • minimum 1

Smoothing applied to the raw Stochastic RSI to form the %K line. A value of 1 leaves the raw line unsmoothed.

%D Smoothing

integer • default 3 • minimum 1

Smoothing applied to %K to form the %D signal line. A value of 1 makes %D equal to %K.

Oversold

integer • default 20 • range 0 to 100

The lower threshold. Must stay below Overbought. Drives the bullish condition.

Overbought

integer • default 80 • range 0 to 100

The upper threshold. Must stay above Oversold. Drives the bearish condition.

Direction

select • default Both

• Bullish — activates only on the oversold-side condition.
• Bearish — activates only on the overbought-side condition.
• Both — activates on either condition.

Trigger

select • default Cross

• Cross — edge-triggered. The bullish condition activates on the bar where %K crosses above %D while %K sits below Oversold; the bearish condition activates on the bar where %K crosses below %D while %K sits above Overbought.
• State — sustained. The bullish condition is active on every bar where %K sits below Oversold; the bearish condition is active on every bar where %K sits above Overbought.

data_in

input handle • optional • Series

If connected, the underlying RSI is computed on the connected series. If unconnected, it is computed on the close price of the strategy's ticker.

Outputs

• signal — Signal. Activates on bars where the configured Direction and Trigger condition holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The %K and %D lines on a 0 to 100 scale, drawn as a sub-panel oscillator. Any input that accepts a Series receives the %K line.

Formulas

RSI = Relative Strength Index over RSI Length (Wilder's smoothing) raw = 100 * (RSI - lowest RSI) / (highest RSI - lowest RSI) over Stochastic Length

%K = simple moving average of raw over %K Smoothing %D = simple moving average of %K over %D Smoothing

signal[t] = 1 when %K[t] > %D[t] AND %K[t-1] <= %D[t-1] AND %K[t] < oversold, else 0

signal[t] = 1 when %K[t] < %D[t] AND %K[t-1] >= %D[t-1] AND %K[t] > overbought, else 0

Bullish: signal[t] = 1 while %K[t] < oversold Bearish: signal[t] = 1 while %K[t] > overbought

Parameters

Period

integer • default 20 • minimum 1

Lookback in bars for both the moving average and the standard deviation.

StdDev Up

number • default 2.0 • greater than 0

Standard-deviation multiplier for the upper band. Larger values push the upper band further from the average.

StdDev Down

number • default 2.0 • greater than 0

Standard-deviation multiplier for the lower band. Larger values push the lower band further from the average.

Band Side

select • default Upper

• Upper — the signal comes from price interacting with the upper band only.
• Lower — the signal comes from price interacting with the lower band only.

Trigger

select • default Cross

• Cross — activates only on the bar where price crosses through the selected band.
• State — active on every bar while price is beyond the selected band.

Direction

select • default Both

• Bullish — keeps only the bullish case (price breaking above the upper band).
• Bearish — keeps only the bearish case (price breaking below the lower band).
• Both — keeps either case allowed by the selected band side.

data_in

input handle • optional • Series

If connected, the bands are computed on the connected series. If unconnected, computed on the close price of the strategy's ticker.

Outputs

• signal — Signal. Activates per the Trigger and Band Side selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The three bands drawn as price overlays. The upper, middle, and lower lines are each available by name on the output handle.

Formulas

middle = SMA(source, period) upper = middle + StdDev Up * stdev(source, period) lower = middle - StdDev Down * stdev(source, period) where stdev is the population standard deviation (divides by N)

Upper side: signal[t] = 1 when source[t] > upper[t] AND source[t-1] <= upper[t-1] Lower side: signal[t] = 1 when source[t] < lower[t] AND source[t-1] >= lower[t-1]

Upper side: signal[t] = 1 while source[t] > upper[t] Lower side: signal[t] = 1 while source[t] < lower[t]

Parameters

Period

integer • default 20 • minimum 1

Lookback in bars for the highest high and lowest low.

Band Side

select • default Both

• Both — signals come from price breaking either the upper or the lower channel.
• Upper — signals come from the upper channel only.
• Lower — signals come from the lower channel only.

Trigger

select • default Cross

• Cross — activates only on the bar where price first breaks the prior bar's channel.
• State — active on every bar while price is beyond the prior bar's channel.

Direction

select • default Both

• Bullish — keeps only breaks above the upper channel.
• Bearish — keeps only breaks below the lower channel.
• Both — keeps either case allowed by the selected band side.

data_in

input handle • optional • Series

If connected, the channels are the rolling max and min of the connected series and signals compare that series to its own channels. If unconnected, the upper channel is the highest High, the lower channel the lowest Low, and the close is compared against them.

Outputs

• signal — Signal. Activates per the Trigger and Band Side selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The three channel lines drawn as price overlays. The upper, middle, and lower lines are each available by name on the output handle.

Formulas

upper = highest High over the period lower = lowest Low over the period middle = (upper + lower) / 2

signal[t] = 1 when close[t] > upper[t-1] AND close[t-1] <= upper[t-2] The channel is compared one bar back because the current bar's high/low are inside the current channel.

Parameters

EMA Period

integer • default 20 • minimum 1

Lookback in bars for the EMA centerline.

ATR Period

integer • default 10 • minimum 1

Wilder smoothing length for the Average True Range that sets the band width. Kept separate from the EMA period.

Multiplier

number • default 2.0 • greater than 0

The number of ATRs each band sits away from the centerline. Larger values widen the channel.

Band Side

select • default Both

• Both — signals come from price breaking either the upper or the lower band.
• Upper — signals come from the upper band only.
• Lower — signals come from the lower band only.

Trigger

select • default Cross

• Cross — activates only on the bar where price crosses through the selected band.
• State — active on every bar while price is beyond the selected band.

Direction

select • default Both

• Bullish — keeps only breaks above the upper band.
• Bearish — keeps only breaks below the lower band.
• Both — keeps either case allowed by the selected band side.

data_in

input handle • optional • Series

If connected, the connected series replaces the close for the EMA centerline. The ATR always uses the ticker's High, Low, and Close. If unconnected, the centerline uses the close price.

Outputs

• signal — Signal. Activates per the Trigger and Band Side selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The three channel lines drawn as price overlays. The upper, middle, and lower lines are each available by name on the output handle.

Formulas

middle = EMA(source, EMA period) upper = middle + Multiplier * ATR(ATR period) lower = middle - Multiplier * ATR(ATR period) where ATR is Wilder's average true range

signal[t] = 1 when close[t] > upper[t] AND close[t-1] <= upper[t-1]

Parameters

Period

integer • default 14 • minimum 1

Lookback in bars for the smoothing applied to True Range.

Multiplier

number • default 1.0 • greater than 0

Scale factor applied to the smoothed ATR. The output line and the threshold comparison both use this scaled value.

Smoothing

select • default Wilder

• Wilder — Wilder's smoothing (RMA) of True Range, the standard ATR.
• SMA — simple moving average of True Range.
• EMA — exponential moving average of True Range.
• WMA — linearly weighted moving average of True Range, weighting recent bars more.

Threshold

number • default 1.0

The level the scaled ATR is compared against to produce the signal.

Trigger

select • default Cross

• Cross — activates only on the bar where the scaled ATR crosses the threshold.
• State — active on every bar while the scaled ATR is on the matching side of the threshold.

Direction

select • default Both

• Bullish — keeps the case where the scaled ATR is above the threshold (higher volatility).
• Bearish — keeps the case where the scaled ATR is below the threshold (lower volatility).
• Both — keeps either case.

data_in

input handle • optional • Series

If connected, the connected series replaces the close in the True Range calculation. The High and Low always come from the ticker. If unconnected, the ticker's High, Low, and Close are used.

Outputs

• signal — Signal. Activates per the Direction and Trigger against the threshold. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The scaled ATR (ATR times Multiplier), drawn on its own subchart. Downstream Series inputs (such as Stop Loss or Risk Per Trade) consume this value directly.

Formulas

TR[t] = max(high[t] - low[t], |high[t] - close[t-1]|, |low[t] - close[t-1]|)

values[t] = Multiplier * smoothing(TR, period)

Bullish: signal[t] = 1 when values[t] > threshold AND values[t-1] <= threshold Bearish: signal[t] = 1 when values[t] < threshold AND values[t-1] >= threshold

Parameters

Lookback Period

integer • default 200 • minimum 2

Rolling window used to rank or average the input when scoring the current bar.

Threshold Method

select • default Percentile

• Percentile — the score is the input's percentile rank within the lookback window (0 to 100). Thresholds are read as percentiles.
• Mean — the score is the input divided by its rolling mean over the lookback window. Thresholds are read as ratios of the mean.
• Fixed — the score is the raw input value. Thresholds are read as raw values.

High Threshold

number • default 80 • must exceed Low Threshold

Upper regime cutoff, interpreted per the Threshold Method.

Low Threshold

number • default 20

Lower regime cutoff, interpreted per the Threshold Method.

Vol Mode

select • default High Vol

• High Vol — activates while the score is at or above the high threshold.
• Low Vol — activates while the score is at or below the low threshold.
• Expansion — activates while the score is rising bar over bar.
• Contraction — activates while the score is falling bar over bar.
• Extreme — activates while the score is at either threshold tail.

data_in

input handle • required • Series

The volatility measure to classify, such as an ATR line, Bollinger band width, or any numeric series. With nothing connected, the node produces no signal.

Outputs

• signal — Signal. Activates on bars matching the selected Vol Mode. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The regime score, drawn on its own subchart.

Formulas

Percentile: score[t] = percentile rank of input[t] within the last (lookback) values, times 100 Mean: score[t] = input[t] / rolling mean of input over (lookback) Fixed: score[t] = input[t]

High Vol: signal[t] = 1 while score[t] >= High Threshold Low Vol: signal[t] = 1 while score[t] <= Low Threshold Expansion: signal[t] = 1 while score[t] > score[t-1] Contraction: signal[t] = 1 while score[t] < score[t-1] Extreme: signal[t] = 1 while score[t] >= High Threshold OR score[t] <= Low Threshold

Parameters

Method

select • default Traditional

• Traditional — pivot is the average of high, low, and close; R/S levels step out by the prior range.
• Fibonacci — same pivot; R/S levels placed at 0.382, 0.618, and 1.000 of the prior range.
• Woodie — pivot weights the close double; two R/S pairs from the prior range.
• Camarilla — levels are the prior close offset by fixed fractions of the range; four R/S pairs.
• DeMark — a single R/S pair whose base depends on whether the prior close finished above or below its open.
• CPR — Central Pivot Range: the pivot plus a top central (TC) and bottom central (BC) line.
• Gann — levels offset from the prior close by fractions scaled by its square root.
• Jackson Zones — five R/S pairs at tenths of the prior range around the pivot.

Timeframe

select • default Daily

• Daily — each bar uses the prior day's OHLC.
• Weekly — the prior week's OHLC.
• Monthly — the prior month's OHLC.
• Quarterly — the prior quarter's OHLC.
• Yearly — the prior year's OHLC.

Level

select • default R1

Which computed level drives the signal. The available levels depend on the Method (for example P, R1 through R3 and S1 through S3 for Traditional; P, TC, BC for CPR).

Trigger

select • default Cross

• Cross — activates only on the bar where the close crosses the selected level.
• State — active on every bar while the close is on the matching side of the level.

Direction

select • default Both

• Bullish — the close above the selected level.
• Bearish — the close below the selected level.
• Both — either crossing of the level.

Pivot Levels

integer • default 3 • minimum 1

How many R/S pairs to compute and plot. Clamped to the maximum the Method supports.

Rounding

integer • default 2 • minimum 0

Decimal places the computed level values are rounded to.

Outputs

• signal — Signal. Activates per the Level, Direction, and Trigger selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The computed level lines drawn as price overlays. Each level (P, R1, S1, TC, BC, and so on for the Method) is available by name on the output handle.

Formulas

P = (high + low + close) / 3            (from the prior period) R1 = 2*P - low      S1 = 2*P - high R2 = P + (high - low)    S2 = P - (high - low) R3 = P + 2*(high - low)  S3 = P - 2*(high - low)

Bullish: signal[t] = 1 when close[t] > level[t] AND close[t-1] <= level[t-1] Bearish: signal[t] = 1 when close[t] < level[t] AND close[t-1] >= level[t-1]

Parameters

Trigger Type

select • default Level Detection

• Level Detection — plots the detected levels and emits no signal.
• Breakout Signal — activates when the close crosses through a level (above a resistance level or below a support level).
• Bounce Signal — activates when price reaches a level within tolerance and the bar closes back toward the level's side.
• Level Strength — activates when the close sits within tolerance of a high-strength level.

Min Bounces

integer • default 3

Minimum number of separate touches a price level needs before it is kept as a level.

Bounce Tolerance

number • default 1.0 • percent

How close, as a percent of the level price, a bar must come to count as a touch of that level.

Lookback Period

integer • default 100

Window of recent bars searched for the pivot highs and lows that seed candidate levels.

Levels

integer • default 5

Maximum number of levels to keep, taken in order of strength.

Level Strength Threshold

number • default 3.0

Minimum strength (bounce count) a level must reach to be kept.

Rounding

integer • default 2 • minimum 0

Decimal places the level prices are rounded to.

Outputs

• signal — Signal. Activates per the Trigger Type; Level Detection never activates. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The kept level lines drawn as price overlays, ordered by strength (level_1, level_2, and so on), each available by name on the output handle.

Formulas

strength = number of separate touches within Bounce Tolerance of the level A touch counts separately from the previous one once enough bars have passed between them. Levels are kept when strength >= Min Bounces and strength >= Level Strength Threshold, then ranked by strength.

Resistance level: signal[t] = 1 when close[t] > level AND close[t-1] <= level Support level: signal[t] = 1 when close[t] < level AND close[t-1] >= level

Parameters

Mode

select • default Both

• Both — detects swing highs and swing lows.
• High Only — detects swing highs only.
• Low Only — detects swing lows only.

Window

integer • default 2 • minimum 1 • maximum 10

Number of bars on each side of a pivot that must be lower (for a swing high) or higher (for a swing low) than the pivot bar.

Confirm Bars

integer • default 2 • minimum 0 • maximum 10

Extra bars to wait after the window closes before the pivot is confirmed. Added to the window delay so the signal carries no look-ahead.

Outputs

• signal — Signal. Activates on the bar a pivot is confirmed (Window plus Confirm Bars after the pivot bar). Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The confirmed pivot price, carried on the confirmation bar.

Formulas

Swing high at bar i: high[i] is strictly greater than every high within Window bars on each side Swing low at bar i: low[i] is strictly lower than every low within Window bars on each side

signal fires at bar i + Window + Confirm Bars, the earliest bar at which the pivot is known without using future data

Parameters

Threshold Mode

select • default Percent

• Percent — the reversal threshold is a percent of price.
• ATR — the reversal threshold is a multiple of the Average True Range.

Threshold Value

number • default 5 • greater than 0

The size of move required to confirm a reversal: a percent in Percent mode, or an ATR multiplier in ATR mode.

ATR Period

integer • default 14 • minimum 1

Lookback for the ATR used as the threshold in ATR mode. Ignored in Percent mode.

Pivot Source

select • default High/Low

• High/Low — peaks are measured from bar highs and troughs from bar lows, so wicks count.
• Close — pivots are measured from closing prices only, ignoring wicks.

Mode

select • default Both

• Both — signals on confirmed high turns and low turns.
• Turn High — signals on confirmed high turns only.
• Turn Low — signals on confirmed low turns only.

Outputs

• signal — Signal. Activates on the bar a turn is confirmed (when price has reversed past the threshold), not on the pivot bar itself, so it carries no look-ahead. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The ZigZag line, interpolated between confirmed turns, drawn as a price overlay.

Formulas

Percent: threshold[t] = close[t] * Threshold Value / 100 ATR: threshold[t] = Threshold Value * ATR(ATR Period)

After a swing high, a low turn is confirmed once price rises from the running low by at least the threshold; after a swing low, a high turn is confirmed once price falls from the running high by at least the threshold. The chart marks the turn at the pivot bar; the signal fires on the confirmation bar.

Parameters

Volume Type

select • default Total

• Total — uses raw per-bar volume.
• Smoothed — uses a moving average of volume. Enables MA Type and Period.

MA Type

select • default SMA • Smoothed only

• SMA — Simple Moving Average of volume over the period.
• EMA — Exponential Moving Average of volume; weights recent bars more heavily.

Period

integer • minimum 1 • Smoothed only

Lookback in bars for the volume moving average. Only used when Volume Type is Smoothed.

Threshold

number • default 1,000,000

The volume level the processed series is compared against to produce the signal.

Trigger

select • default Cross

• Cross — activates only on the bar where volume crosses the threshold.
• State — active on every bar while volume is past the threshold.

Direction

select • default Both

• Bullish — keeps only the high-volume case (volume above the threshold).
• Bearish — keeps only the low-volume case (volume below the threshold).
• Both — keeps either case.

data_in

input handle • optional • Series

If connected, the volume series is taken from the connected input. If unconnected, the ticker's bar volume is used.

Outputs

• signal — Signal. Activates per the Trigger and Direction selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The processed volume series, raw or smoothed. Any input that accepts a Series receives this line.

Formulas

Total:    volume[t] Smoothed: SMA(volume, period) or EMA(volume, period)

Bullish: signal[t] = 1 when volume[t] > threshold AND volume[t-1] <= threshold Bearish: signal[t] = 1 when volume[t] < threshold AND volume[t-1] >= threshold

Bullish: signal[t] = 1 while volume[t] > threshold Bearish: signal[t] = 1 while volume[t] < threshold

Parameters

Lookback Period

integer • default 20 • minimum 1

Number of bars used to compute the baseline average volume.

MA Type

select • default SMA

• SMA — Simple Moving Average baseline.
• EMA — Exponential Moving Average baseline; weights recent bars more heavily.

Mode

select • default Default

• Default — baseline is a rolling moving average of volume over the lookback.
• ToD — time-of-day baseline; compares each bar's volume to the rolling average of volume at the same time of day on prior days. Intended for intraday data.

Activity Filter

select • default High Activity

• High Activity — uses the High Threshold only.
• Low Activity — uses the Low Threshold only.
• Either Extreme — combines the High and Low Threshold conditions.

High Threshold

number • default 1.5

RVOL level for high-activity signals. A value of 1.5 means current volume is 150% of the baseline. Must be greater than the Low Threshold.

Low Threshold

number • default 0.5 • greater than 0

RVOL level for low-activity signals. A value of 0.5 means current volume is 50% of the baseline.

Trigger

select • default Cross

• Cross — activates only on the bar where RVOL crosses the selected threshold.
• State — active on every bar while RVOL is beyond the selected threshold.

data_in

input handle • optional • Series

If connected, the volume series is taken from the connected input. If unconnected, the ticker's bar volume is used.

Outputs

• signal — Signal. Activates per the Activity Filter and Trigger selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. Three lines are drawn: the RVOL ratio, the baseline, and the raw volume. Any input that accepts a Series receives the RVOL ratio.

Formulas

baseline = MA(volume, lookback)        (Default mode) baseline = mean of volume at the same time of day over the last `lookback` days   (ToD mode) RVOL[t] = volume[t] / baseline[t]

High: signal[t] = 1 when RVOL[t] >= high AND RVOL[t-1] < high Low:  signal[t] = 1 when RVOL[t] <= low AND RVOL[t-1] > low

High: signal[t] = 1 while RVOL[t] >= high Low:  signal[t] = 1 while RVOL[t] <= low

Parameters

MA Length

integer • default 10

Lookback in bars for the moving average of OBV. When set to 0 the moving average is disabled and the signal comes from the OBV line's direction instead of an MA cross.

MA Type

select • default SMA

• SMA — Simple Moving Average of OBV.
• EMA — Exponential Moving Average of OBV; weights recent bars more heavily.

Direction

select • default Both

• Bullish — keeps only the bullish case (OBV crossing above its MA, or OBV rising when MA Length is 0).
• Bearish — keeps only the bearish case (OBV crossing below its MA, or OBV falling when MA Length is 0).
• Both — keeps either case.

data_in

input handle • optional • Series

If connected, the connected series replaces close for the up/down direction test; volume still comes from the ticker's bars. If unconnected, close is used.

Outputs

• signal — Signal. Activates per the MA Length and Direction selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The OBV line, plus its moving average when MA Length is greater than 0. Any input that accepts a Series receives the OBV line by default.

Formulas

OBV[t] = OBV[t-1] + volume[t]   when close[t] > close[t-1] OBV[t] = OBV[t-1] - volume[t]   when close[t] < close[t-1] OBV[t] = OBV[t-1]               when close[t] = close[t-1] (bar 0 is seeded with the first bar's volume)

Bullish: signal[t] = 1 when OBV[t] > MA[t] AND OBV[t-1] <= MA[t-1] Bearish: signal[t] = 1 when OBV[t] < MA[t] AND OBV[t-1] >= MA[t-1]

Bullish: signal[t] = 1 when OBV[t] > OBV[t-1] Bearish: signal[t] = 1 when OBV[t] < OBV[t-1]

Parameters

Period

integer • default 14 • minimum 1

Lookback in bars for summing positive and negative money flow.

Oversold

number • default 20 • scale 0 to 100

Lower threshold. Must be less than Overbought.

Overbought

number • default 80 • scale 0 to 100

Upper threshold. Must be greater than Oversold.

Trigger

select • default Cross

• Cross — activates only on the bar where MFI crosses the threshold (up through Oversold for bullish, down through Overbought for bearish).
• State — active on every bar while MFI is beyond the threshold (below Oversold for bullish, above Overbought for bearish).

Direction

select • default Both

• Bullish — keeps only the oversold-recovery case.
• Bearish — keeps only the overbought-drop case.
• Both — keeps either case.

data_in

input handle • optional • Series

If connected, the connected series replaces the typical price as the price component; volume still comes from the ticker's bars. If unconnected, typical price (high + low + close) / 3 is used.

Outputs

• signal — Signal. Activates per the Trigger and Direction selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The MFI line, from 0 to 100. Any input that accepts a Series receives this line.

Formulas

typical price = (high + low + close) / 3 raw money flow = typical price * volume positive flow counts bars where typical price rose; negative flow where it fell money ratio = sum(positive flow, period) / sum(negative flow, period) MFI = 100 - 100 / (1 + money ratio)

Bullish: signal[t] = 1 when MFI[t] > oversold AND MFI[t-1] <= oversold Bearish: signal[t] = 1 when MFI[t] < overbought AND MFI[t-1] >= overbought

Bullish: signal[t] = 1 while MFI[t] < oversold Bearish: signal[t] = 1 while MFI[t] > overbought

Parameters

Period

integer • default 20 • minimum 1

Lookback in bars for summing money flow volume and volume.

Threshold

number • default 0.05 • at least 0

Buffer around the zero line. Signals fire at plus and minus this value instead of exactly zero. A value of 0 makes it a pure zero-line crossover.

Trigger

select • default Cross

• Cross — activates only on the bar where CMF crosses the threshold.
• State — active on every bar while CMF is beyond the threshold.

Direction

select • default Both

• Bullish — keeps only the accumulation case (CMF above the positive threshold).
• Bearish — keeps only the distribution case (CMF below the negative threshold).
• Both — keeps either case.

Outputs

• signal — Signal. Activates per the Trigger and Direction selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The CMF line, oscillating between -1 and +1. Any input that accepts a Series receives this line.

Formulas

money flow multiplier (MFM) = (2 * close - low - high) / (high - low) money flow volume (MFV) = MFM * volume CMF = sum(MFV, period) / sum(volume, period) (bars where high = low contribute 0 to money flow)

Bullish: signal[t] = 1 when CMF[t] > +threshold AND CMF[t-1] <= +threshold Bearish: signal[t] = 1 when CMF[t] < -threshold AND CMF[t-1] >= -threshold

Bullish: signal[t] = 1 while CMF[t] > +threshold Bearish: signal[t] = 1 while CMF[t] < -threshold

Parameters

Lookback

integer • default 20 • minimum 1

Number of bars in the rolling window aggregated into the profile, recomputed each bar.

Rows

integer • default 100 • minimum 2

Number of price bins the window's range is divided into. More rows give finer price granularity.

VA %

number • default 70 • greater than 0, up to 100

Percentage of total window volume that defines the Value Area, expanded outward from the Point of Control.

Signal Level

select • default POC

• POC — uses the Point of Control (the price bin with the most volume).
• VAH — uses the Value Area High (upper Value Area boundary).
• VAL — uses the Value Area Low (lower Value Area boundary).

Trigger

select • default Cross

• Cross — activates only on the bar where close crosses the selected level.
• State — active on every bar while close is on the bullish or bearish side of the level.

Direction

select • default Both

• Bullish — keeps only the case where close is above the selected level.
• Bearish — keeps only the case where close is below the selected level.
• Both — keeps either case.

Outputs

• signal — Signal. Activates per the Signal Level, Trigger, and Direction selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. Three price-overlay lines: POC, VAH, and VAL. Any input that accepts a Series receives the POC by default; the line selector on the output handle lets you pick VAH or VAL.

Formulas

For each bar in the lookback window, its volume is spread evenly across the price bins its high-low range covers. POC = the bin with the most accumulated volume. The Value Area expands outward from the POC, each step adding the adjacent bin with more volume, until VA % of total volume is captured. VAH and VAL are the upper and lower edges of that area.

level = POC, VAH, or VAL per Signal Level Bullish: signal[t] = 1 when close[t] > level[t] AND close[t-1] <= level[t-1] Bearish: signal[t] = 1 when close[t] < level[t] AND close[t-1] >= level[t-1]

Bullish: signal[t] = 1 while close[t] > level[t] Bearish: signal[t] = 1 while close[t] < level[t]

Parameters

Anchor

select • default Session

• Session — the cumulative sum resets at the start of each trading day.
• Rolling — a volume-weighted average over the trailing Window bars.
• Anchored — cumulative from the backtest start, never resets.

Window

integer • default 20 • Rolling only

Number of trailing bars in the rolling average. Only used when Anchor is Rolling.

MA Length

integer • default 0

Lookback in bars for a moving average of the VWAP line. When set to 0 the moving average is disabled and the signal comes from close crossing VWAP instead of a VWAP-vs-MA cross.

MA Type

select • default EMA

• EMA — Exponential Moving Average of VWAP; weights recent bars more heavily.
• SMA — Simple Moving Average of VWAP.

Direction

select • default Both

• Bullish — keeps only the bullish cross (close above VWAP, or VWAP above its MA).
• Bearish — keeps only the bearish cross (close below VWAP, or VWAP below its MA).
• Both — keeps either case.

data_in

input handle • optional • Series

If connected, the connected series replaces typical price as the price component; volume still comes from the ticker's bars. If unconnected, typical price (high + low + close) / 3 is used.

Outputs

• signal — Signal. Activates per the MA Length and Direction selection. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The VWAP line, plus its moving average when MA Length is greater than 0. Any input that accepts a Series receives the VWAP line by default.

Formulas

typical price = (high + low + close) / 3 Session:  VWAP = cumulative(tp * volume) / cumulative(volume), reset each day Rolling:  VWAP = sum(tp * volume, window) / sum(volume, window) Anchored: VWAP = cumulative(tp * volume) / cumulative(volume) from the start

Bullish: signal[t] = 1 when close[t] > VWAP[t] AND close[t-1] <= VWAP[t-1] Bearish: signal[t] = 1 when close[t] < VWAP[t] AND close[t-1] >= VWAP[t-1]

Bullish: signal[t] = 1 when VWAP[t] > MA[t] AND VWAP[t-1] <= MA[t-1] Bearish: signal[t] = 1 when VWAP[t] < MA[t] AND VWAP[t-1] >= MA[t-1]

Parameters

Price Source

select • default Close

• Close / Open / High / Low — the corresponding OHLC field of each bar.
• HL2 — the average of the high and low.
• HLC3 — the average of the high, low, and close.
• OHL4 — the average of the open, high, low, and close.
• VWAP — the cumulative volume-weighted average price from the start of the series.

Lag / Shift

integer • default 0 • minimum 0

Number of bars to shift the series backward, so bar t carries the value from bar t minus Lag. Negative values are rejected because they would read future bars.

Outputs

• values — Series. The selected price series after any lag. Any input that accepts a Series receives this; the chart does not draw a separate overlay for it.
• signal — Signal. Activates on bars where the series differs from the prior bar (price moved up or down). Any input that accepts a Signal reads this and reacts on bars where it's active.

Formulas

HL2[t]  = (high[t] + low[t]) / 2 HLC3[t] = (high[t] + low[t] + close[t]) / 3 OHL4[t] = (open[t] + high[t] + low[t] + close[t]) / 4

VWAP[t] = sum(close[0..t] * volume[0..t]) / sum(volume[0..t])

signal[t] = 1 when source[t] != source[t-1], else 0

Parameters

Patterns

multi-select • 27 patterns • default Doji

One or more patterns to detect, grouped by structure: single-bar (Doji, Hammer, Inverted Hammer, Hanging Man, Shooting Star, Marubozu, Spinning Top), two-bar (Bullish/Bearish Engulfing, Piercing, Dark Cloud Cover, Harami, Harami Cross, Inside Bar, On Neck, In Neck, Separating Lines, Homing Pigeon), three-bar (Morning Star, Evening Star, Three Inside, Three Outside, Tri-Star, Abandoned Baby, Gap Side-by-Side White), and multi-bar (Three Line Strike, Breakaway). The signal activates when any selected pattern is detected on a bar.

Confirm Bars

integer • default 0 • minimum 0

Bars of confirmation required after a pattern. With 0, the signal activates on the pattern bar. With N greater than 0, a bullish pattern is confirmed only if the close N bars later breaks above the highest high of the confirmation window (a bearish pattern, below the lowest low), and the signal is placed on that confirmation bar.

Direction

select • default Both

• Long — activates only for patterns classified bullish (every pattern except the inherently bearish ones).
• Short — activates only for the inherently bearish patterns (Bearish Engulfing, Hanging Man, Shooting Star, Dark Cloud Cover, Evening Star, On Neck, In Neck).
• Both — activates for any detected pattern.

Outputs

• signal — Signal. Activates on bars where a selected pattern is detected (and confirmed). Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. Pattern strength: the count of selected patterns detected on each bar.

Behavior

• Multiple patterns — when several patterns are selected, the signal activates if any one of them is detected on the bar.
• Direction classification — each pattern carries a fixed bullish or bearish classification; Direction filters which classifications can activate, it does not re-interpret a pattern.

Formulas

body[t]  = abs(close[t] - open[t]) range[t] = high[t] - low[t] doji[t]  = 1 when body[t] < 0.1 * range[t], else 0

confirmed[t+N] = pattern[t] AND close[t+N] > max(high[t+1 .. t+N])

Parameters

Patterns

multi-select • 19 patterns • default Inside Bar

One or more patterns to detect, grouped by structure: single-bar rejection or exhaustion (Pin Bar, Hammer, Inverted Hammer, Key Reversal Bar, Wide-Range Bar, NR4, NR7), inside/outside structure (Inside Bar, Inside Bar Inside Day, Outside Bar, Engulfing Bar), and multi-bar momentum or continuation (2-Bar Breakout, Inside-Inside Bar, 1-2-3 Pullback, NR7 + Wide-Range Bar, Breakaway Gap, Runaway Gap, Climax Bar, Volume Dry-Up). The signal activates when any selected pattern is detected on a bar.

Confirm Bars

integer • default 0 • minimum 0

Bars of confirmation required after a pattern. With 0, the signal activates on the pattern bar. With N greater than 0, a bullish detection is confirmed only if the close N bars later breaks above the highest high of the confirmation window (a bearish detection, below the lowest low), and the signal is placed on that confirmation bar.

Direction

select • default Both

• Long — activates for every pattern except Inverted Hammer (which is bearish-only).
• Short — activates for every pattern except Hammer, Breakaway Gap, and Runaway Gap (which are bullish-only).
• Both — activates for any detected pattern. Patterns that are neither bullish-only nor bearish-only activate in both directions.

Outputs

• signal — Signal. Activates on bars where a selected pattern is detected (and confirmed). Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. Pattern strength: the count of selected patterns detected on each bar.

Behavior

• Multiple patterns — when several patterns are selected, the signal activates if any one of them is detected on the bar.
• Direction classification — Hammer, Breakaway Gap, and Runaway Gap are bullish-only; Inverted Hammer is bearish-only; every other pattern activates in both directions.

Formulas

insideBar[t] = 1 when high[t] < high[t-1] AND low[t] > low[t-1], else 0

range[t] = high[t] - low[t] nr7[t]   = 1 when range[t] == min(range[t-6 .. t]), else 0

Parameters

Direction

select • default Both

• Bullish — activates on the bullish case (HA candle is or turns green, HA close above HA open).
• Bearish — activates on the bearish case (HA candle is or turns red, HA close below HA open).
• Both — activates for either case.

Trigger

select • default Cross

• Cross — activates only on the bar where the candle color flips (the prior bar was the opposite color).
• State — activates on every bar the candle is the selected color.

Outputs

• signal — Signal. Activates per Direction and Trigger. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The four Heikin Ashi lines (ha_open, ha_high, ha_low, ha_close). The chart draws them as a price overlay; an input that accepts a Series receives ha_close by default, and the line selector on the output handle picks any of the four.

Formulas

HA_Close[t] = (open[t] + high[t] + low[t] + close[t]) / 4 HA_Open[t]  = (HA_Open[t-1] + HA_Close[t-1]) / 2 HA_High[t]  = max(high[t], HA_Open[t], HA_Close[t]) HA_Low[t]   = min(low[t], HA_Open[t], HA_Close[t]) First bar: HA_Open[0] = (open[0] + close[0]) / 2

State:  signal[t] = 1 when HA_Close[t] > HA_Open[t] Cross:  signal[t] = 1 when HA_Close[t] > HA_Open[t] AND HA_Close[t-1] < HA_Open[t-1]

Parameters

Direction

select • default Days After

• Days After — the signal activates Offset days after the ex-dividend date.
• Days Before — the signal activates Offset days before the ex-dividend date.

Offset

integer • default 0 • minimum 0

Number of days between the ex-dividend date and the active bar. 0 activates on the ex-dividend bar itself, regardless of Direction. The ex-dividend date, and any offset target, each map to the first trading bar on or after that date.

Outputs

• signal — Signal. Activates on the bar matching the ex-dividend date shifted by the offset. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The dividend amount per share on the active (shifted) bar, 0 on every other bar. Any input that accepts a Series receives this.

Formulas

target[k] = ex_dividend_date[k] + Offset   (Offset is negative for Days Before) signal[t] = 1 on the first bar with date >= target[k], else 0 values[t] = dividend_amount[k] on that active bar, else 0

Parameters

Direction

select • default Days After

• Days After — the signal activates Offset days after the quarter-end.
• Days Before — the signal activates Offset days before the quarter-end.

Offset

integer • default 0 • minimum 0

Number of days between the quarter-end and the active bar. 0 activates on the quarter-end bar itself, regardless of Direction. The quarter-end, and any offset target, each map to the first trading bar on or after that date.

Outputs

• signal — Signal. Activates on the bar matching the quarter-end shifted by the offset. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. 1.0 on active bars, 0.0 on every other bar.

Formulas

target[k] = quarter_end[k] + Offset   (Offset is negative for Days Before) signal[t] = 1 on the first bar with date >= target[k], else 0

Parameters

Split Type

select • default All Splits

• All Splits — activates on every split, regardless of ratio.
• Forward Splits — activates only on splits with a ratio of 2 or higher (share count rises, price falls), such as 2:1.
• Reverse Splits — activates only on splits with a ratio of 0.5 or lower (share count falls, price rises), such as 1:2.

Outputs

• signal — Signal. Activates on the effective bar of a split that passes the Split Type filter. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The split ratio on active bars (2.0 for a 2:1 forward split, 0.5 for a 1:2 reverse split), 1.0 on every other bar.

Formulas

ratio[t] = split factor on the split bar, else 1.0 All Splits:  signal[t] = 1 when ratio[t] != 1.0 Forward:     signal[t] = 1 when ratio[t] >= 2.0 Reverse:     signal[t] = 1 when ratio[t] <= 0.5

Parameters

Direction

select • default Long

• Long — open a new long position by buying.
• Cover — close an existing short position by buying it back.

Amount Type

select • default Max Cash/Trade for Long, % of Position for Cover

• Max Cash/Trade — uses Amount Value as the target trade size in dollars. Amount Value defaults to the strategy's starting cash when this type is selected.
• Custom $ — uses Amount Value as an explicit dollar amount.
• % of Cash — uses Amount Value as a percentage of currently available cash.
• % of Portfolio — uses Amount Value as a percentage of total portfolio equity (cash plus open positions).
• % of Position — uses Amount Value as a percentage of an existing position. Primarily used when Direction is Cover.
• Shares — uses Amount Value as an explicit share count.

Amount Value

numeric • required

The number consumed by the Amount Type formula. Percentage types accept 0.1 to 100. Dollar and share types accept any positive number.

Order Type

select • default Market

• Market — fills at the next bar's open.
• Limit — fills only if the next bar trades at the configured Limit Price or better.
• Stop — becomes a market order once price hits the configured Stop Price.
• Stop Limit — becomes a limit order once the Stop Price is touched, then fills only at the Limit Price or better.
• Trailing Stop — tracks the market by Trail Value (dollars or percent, per Trail Type) and triggers when price reverses past that distance.

Limit Price, Stop Price, Trail Type, Trail Value

conditional

Each is required only when the chosen Order Type uses it. The node configuration panel shows and hides these fields as Order Type changes.

Inputs

• in0 — Signal. Accepts one wire from a Signal-emitting source.

Outputs

• signal — Signal. Activates on bars where the input signal is active. When activated, the strategy engine places the trade per the node's sizing and order configuration.

Signal timing

Chain aggregation

Parameters

Direction

select • default Exit Long

• Exit Long — close an existing long position by selling.
• Short — open a new short position by selling borrowed securities.

Amount Type

select • default % of Position for Exit Long, Max Cash/Trade for Short

• Max Cash/Trade — uses Amount Value as the target trade size in dollars. Amount Value defaults to the strategy's starting cash when this type is selected.
• Custom $ — uses Amount Value as an explicit dollar amount.
• % of Cash — uses Amount Value as a percentage of currently available cash.
• % of Portfolio — uses Amount Value as a percentage of total portfolio equity.
• % of Position — uses Amount Value as a percentage of the existing open position. A value of 100 is a full close.
• Shares — uses Amount Value as an explicit share count.

Amount Value

numeric • required

The number consumed by the Amount Type formula. Percentage types accept 0.1 to 100. Dollar and share types accept any positive number.

Order Type

select • default Market

• Market — fills at the next bar's open.
• Limit — fills only if the next bar trades at the configured Limit Price or better.
• Stop — becomes a market order once price hits the configured Stop Price.
• Stop Limit — becomes a limit order once the Stop Price is touched, then fills only at the Limit Price or better.
• Trailing Stop — tracks the market by Trail Value (dollars or percent, per Trail Type) and triggers when price reverses past that distance.

Limit Price, Stop Price, Trail Type, Trail Value

conditional

Each is required only when the chosen Order Type uses it. The node configuration panel shows and hides these fields as Order Type changes.

Inputs

• in0 — Signal. Accepts one wire from a Signal-emitting source.

Outputs

• signal — Signal. Activates on bars where the input signal is active. When activated, the strategy engine places the trade per the node's sizing and order configuration.

Signal timing

Aggregate exit

Parameters

Wait Type

select • default Fixed Periods

• Fixed Periods — the output is inactive for the first N bars of the data range and active on every bar afterward. The delay is counted from the start of the series and does not depend on the input signal.
• Until Input True — the output is inactive until the bar where the input signal first becomes active, then stays active for every following bar.

Periods

numeric • default 1 • minimum 1 • Fixed Periods only

The number of bars N that the output stays inactive before activating. The node configuration panel shows this field only when Wait Type is Fixed Periods.

Inputs

• in0 — Signal. Accepts one wire from a Signal-emitting source. Read only in Until Input True mode; ignored in Fixed Periods mode.

Outputs

• signal — Signal. In Fixed Periods mode it activates on the bar at index N (the bars before it are inactive) and stays active through the end of the range. In Until Input True mode it activates on the first bar where the input is active and stays active afterward.

Inputs

in0, in1

input handles • Signal

Two input handles, each accepting a Signal from another node. The node reads the active state of both on every bar.

Outputs

• signal — Signal. Activates on bars where both inputs are active, and is inactive on any bar where either input is inactive. Any input that accepts a Signal reads this and reacts on bars where it's active.

Formula

signal[t] = 1 when in0[t] = 1 AND in1[t] = 1, else 0

Inputs

in0, in1

input handles • Signal

Two input handles, each accepting a Signal from another node. The node reads the active state of both on every bar. A single wired input passes through unchanged.

Outputs

• signal — Signal. Activates on bars where either input is active, and is inactive only on bars where every input is inactive. Any input that accepts a Signal reads this and reacts on bars where it's active.

Formula

signal[t] = 1 when in0[t] = 1 OR in1[t] = 1, else 0

Inputs

in0

input handle • Signal or Series

A single input handle. It accepts whatever the connected source emits, a Signal or a Series, and carries that payload through without modifying it.

Outputs

• out0, out1 — the input payload, duplicated. Both outputs carry the same data as the input, unchanged. A downstream node reading a Signal sees it active on the same bars the input was active; a downstream node reading a Series receives the identical series. The two outputs are independent connection points for the one payload.

Parameters

Relation

select • default ==

• > — activates on bars where A is greater than B.
• < — activates on bars where A is less than B.
• >= — activates on bars where A is greater than or equal to B.
• <= — activates on bars where A is less than or equal to B.
• == — activates on bars where A equals B.
• != — activates on bars where A does not equal B.

Inputs

in0 (A), in1 (B)

input handles • Series • both required

A is the left operand and B is the right operand of the comparison. Both must be wired. On any bar where either value is missing, the comparison is inactive.

Outputs

• signal — Signal. Activates on bars where the configured comparison between A and B holds. Any input that accepts a Signal reads this and reacts on bars where it's active.

Formula

signal[t] = 1 when A[t] op B[t], else 0 where op is one of >, <, >=, <=, ==, !=

Parameters

Candles

integer • default 4 • minimum 1

The length of the lookback window in bars. A counts as having occurred if it was active on any bar in the window ending at, and including, the current bar. With Candles set to 1, A and B must be active on the same bar.

Inputs

in0 (A), in1 (B)

input handles • Signal • both required

A is the trigger condition and B is the confirmation condition. Both must be wired. The node reads the active state of each on every bar.

Outputs

• signal — Signal. Activates on bars where B is active and A was active somewhere in the trailing Candles-bar window. Any input that accepts a Signal reads this and reacts on bars where it's active.

Formula

signal[t] = 1 when B[t] = 1 AND A was active on any bar in [t - Candles + 1, t], else 0

Parameters

Transform Type

select • default SMA

• SMA — simple moving average over Period bars, equal weight to each bar.
• EMA — exponential moving average; weights recent bars more heavily. Uses Period, or Alpha when Alpha is set.
• WMA — weighted moving average; the bar weights come from Weight Scheme.
• Delta — the raw change over Period bars: the current value minus the value Period bars ago.
• Percent — the percentage change over Period bars.
• ROC — rate of change; the percentage change over Period bars, identical to Percent.
• Rolling Max — the highest value in the window of Period bars, after applying Offset.
• Rolling Min — the lowest value in the window of Period bars, after applying Offset.
• Rolling Std — the standard deviation over Period bars; Ddof sets the divisor.
• Z-Score — distance of the current value from its rolling or expanding mean, measured in standard deviations, scaled by Multiplier and clipped to plus or minus 10.
• Cumulative Sum — a running total of the series, restarting every Reset Window bars when that is set.
• Linear Regression — the value of a least-squares line fitted over Period bars, evaluated at the current bar.
• Shift — the series moved by Bars bars; a positive Bars looks back.

Period

integer • default 14 • minimum 1

The lookback window in bars. Used by SMA, EMA, WMA, Delta, Percent, ROC, Rolling Max, Rolling Min, Rolling Std, Z-Score, and Linear Regression.

Alpha

number in (0, 1] • optional • EMA only

The smoothing factor for EMA. When set, it overrides Period and the EMA weights the current bar by Alpha and the prior EMA by one minus Alpha. When left unset, EMA derives its smoothing from Period.

Weight Scheme

select • default Linear • WMA only

• Linear — weights rise linearly from 1 at the oldest bar to Period at the most recent.
• Triangular — weights rise to a peak in the middle of the window and fall back toward the ends.
• Custom — weights are taken from Custom Weights.

Custom Weights

list of numbers • WMA with Custom scheme

A comma-separated list of weights, one per bar in the window. The list length must equal Period. The weights are normalized to sum to 1 before being applied.

Offset

integer • default 0 • Rolling Max, Rolling Min, Rolling Std

Shifts the series back by Offset bars before the rolling window is applied, so the aggregate covers bars ending Offset bars before the current one.

Ddof

integer • default 1 • Rolling Std, Z-Score

Delta degrees of freedom for the standard deviation. A value of 1 gives the sample standard deviation; 0 gives the population standard deviation.

Multiplier

number • default 1.0 • Z-Score only

Scales the z-score before it is clipped to the range minus 10 to 10.

Method

select • default Rolling • Z-Score only

• Rolling — the mean and standard deviation are taken over the trailing Period bars.
• Expanding — the mean and standard deviation are taken over all bars from the start up to the current bar.

Reset Window

integer • default 0 • Cumulative Sum only

The running total restarts every Reset Window bars. A value of 0 means the total never resets and accumulates over the whole series.

Bars

integer • default 1 • Shift only

The number of bars to shift the series. A positive value looks back, so the output at the current bar is the input from Bars bars earlier.

Allow Negative

boolean • default false • Shift only

When true, Bars may be negative, shifting the series forward. When false, a negative Bars value is rejected.

in0

input handle • optional • Series

If connected, the transform runs on the connected series. If unconnected, it runs on the close price of the strategy's ticker.

Outputs

• values — Series. The transformed series. The chart draws it as an overlay, and any input that accepts a Series receives it.
• signal — Signal. Activates on bars where the transform has produced a valid number, that is, once the lookback window has filled. Any input that accepts a Signal reads this and reacts on bars where it's active.

Formulas

SMA at bar t = (x[t-N+1] + x[t-N+2] + ... + x[t]) / N

alpha = 2 / (N + 1) EMA at bar t = alpha * x[t] + (1 - alpha) * EMA[t-1]

Delta at bar t = x[t] - x[t-N] Percent at bar t = (x[t] - x[t-N]) / x[t-N] * 100

z[t] = Multiplier * (x[t] - mean(x, N)[t]) / std(x, N, Ddof)[t] clipped to the range -10 to 10

Parameters

Formula

text • default input1 * 2

The expression evaluated on every bar. It references inputs by name (input1 through input5), the arithmetic operators below, the function library, and the constants pi and e. Every input referenced in the formula must be wired, or the node reports an error.

Input Count

integer • default 1 • range 1 to 5

How many input handles the node exposes. The handles map in order to input1 through input5 in the formula.

Inputs

in0 through in4

input handles • Series

One handle per input, mapped in order to input1 through input5 in the formula. The number of handles shown is set by Input Count.

Function library

Operators

+ − * / ** %

Addition, subtraction, multiplication, division, exponent, and modulo.

Arithmetic

abs, round, floor, ceil, sign, mod, remainder

Rounding, sign, and remainder helpers.

Exponential and logarithmic

exp, exp2, expm1, log, log2, log10, log1p, pow, sqrt, cbrt

Powers, roots, and logarithms. log is the natural logarithm.

Trigonometric and hyperbolic

sin, cos, tan, asin, acos, atan, atan2, degrees, radians, sinh, cosh, tanh, asinh, acosh, atanh

Angle functions and their inverses and hyperbolic forms.

Comparison and selection

max, min, clip, where

max and min take two operands per bar; clip(x, low, high) bounds a value; where(condition, a, b) selects a when the condition holds, otherwise b.

Statistical

mean, median, std, var

Reductions across a series.

Constants and checks

pi, e, inf, nan, isnan, isfinite, isinf

Mathematical constants and validity checks.

Outputs

• values — Series. The result of the formula evaluated on each bar. The chart draws it as an overlay, and any input that accepts a Series receives it.
• signal — Signal. Activates on bars where the formula produces a valid number. Any input that accepts a Signal reads this and reacts on bars where it's active.

Parameters

Value

number • default 0

In Value mode, the constant emitted on every bar. In Percent mode, the percentage applied to the selected source.

Mode

select • default Value

• Value — emits Value as a constant on every bar. Any wired input is ignored.
• Percent — emits Value percent of the source set by Percent Source.

Percent Source

select • default Equity • Percent mode only

• Equity — Value percent of total portfolio equity, read from live portfolio state during the backtest.
• Cash — Value percent of available cash, read from live portfolio state.
• Initial Capital — Value percent of the starting capital.
• Input — Value percent of the series wired into in0.

Inputs

in0

input handle • optional • Series

Used only when Mode is Percent and Percent Source is Input. The node emits Value percent of this series. Ignored in all other configurations.

Outputs

• values — Series. The constant or computed number on each bar. Any input that accepts a Series receives it; a common use is the threshold operand of a Relation.
• signal — Signal. Active on bars where a valid value is present. Any input that accepts a Signal reads this and reacts on bars where it's active.

Parameters

Mode

select • default Last

• First — captures the value on the first bar of each contiguous run of active mask bars.
• Last — captures the value on the last bar of each contiguous run of active mask bars.

Initial value

number • optional

The value held before the first capture occurs. When left empty, no value is held until the first capture, and the output signal stays inactive until then.

A

input handle • required • Signal

The mask. The node captures the data value on bars where this signal is active.

data_in

input handle • optional • Series

The series whose value is captured. If unconnected, the close price of the strategy's ticker is captured.

Outputs

• signal — Signal. Active on every bar from the first captured value onward, while a value is being held. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The held value. Any input that accepts a Series receives the most recent captured value, carried forward until the next capture.

Availability

Parameters

Mode

select • default Event

• Event — activates on the bar at a single trigger time each day.
• Range — activates on every bar inside a start-to-end window each day.

Timezone

select • default your browser's timezone (US Eastern if unavailable)

The timezone the trigger and window times are interpreted in. Each bar's timestamp is converted to this zone before its time of day is matched.

Days of week

multi-select • default Monday–Friday

The weekdays on which the signal may activate. Bars on unselected days never activate.

Anchor time

select • default Market open • event mode

• Market open — anchors the trigger to 09:30 in the configured timezone.
• Market close — anchors the trigger to 16:00 in the configured timezone.
• Manual — anchors the trigger to the Manual time value.

Manual time

HH:MM • event mode

The trigger time of day, used when Anchor time is Manual.

Offset

integer minutes • sign + or − • event mode

Minutes added to (sign +) or subtracted from (sign −) the anchor time to produce the final trigger time.

Start / End

anchor + manual time + offset • range mode

The window bounds. Each is an anchor (market open, market close, or manual), a manual time, and a signed minute offset, resolved the same way as the event-mode trigger. A window whose start is later than its end wraps across midnight.

Outputs

• signal — Signal. Active on bars whose day of week is enabled and whose time of day matches the trigger (event mode) or falls inside the window (range mode). Any input that accepts a Signal reads this and reacts on bars where it's active.

Parameters

Stop type

select • default Percentage

• Percentage — the level sits a percent of the reference price away from it.
• Fixed — the level sits a fixed price amount away from the reference price.
• ATR — the level sits a multiple of Average True Range away from the reference price.

Stop value

number • default 2 • greater than 0

The distance, in the unit set by Stop type: a percent for Percentage, a price amount for Fixed, an ATR multiple for ATR.

ATR period

integer • default 14 • minimum 1

Lookback in bars for the Average True Range. Used only when Stop type is ATR.

Direction

select • default Long

• Long — the level sits below the reference price; the signal activates when price falls through it.
• Short — the level sits above the reference price; the signal activates when price rises through it.
• Both — uses the long-side level and activates on a cross in either direction.

data_in

input handle • optional • Series

The reference price the level is measured from, typically a captured entry price. If unconnected, the close price is used.

Outputs

• signal — Signal. Active on the bar price crosses the stop level. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The stop price level per bar. The chart draws this as a price overlay.

Formulas

Percentage: level = entry * (1 - value / 100) Fixed:      level = entry - value ATR:        level = entry - ATR(period) * value

Percentage: level = entry * (1 + value / 100) Fixed:      level = entry + value ATR:        level = entry + ATR(period) * value

ATR(period) = simple moving average of true range over period true range[t] = max(high[t] - low[t], |high[t] - close[t-1]|, |low[t] - close[t-1]|)

signal[t] = 1 when close[t] < level[t] AND close[t-1] >= level[t-1], else 0

signal[t] = 1 when close[t] > level[t] AND close[t-1] <= level[t-1], else 0

Parameters

Target type

select • default Percentage

• Percentage — the level sits a percent of the reference price away from it.
• Fixed — the level sits a fixed price amount away from the reference price.
• ATR — the level sits a multiple of Average True Range away from the reference price.

Target value

number • default 3 • greater than 0

The distance, in the unit set by Target type: a percent for Percentage, a price amount for Fixed, an ATR multiple for ATR.

ATR period

integer • default 14 • minimum 1

Lookback in bars for the Average True Range. Used only when Target type is ATR.

Direction

select • default Long

• Long — the level sits above the reference price; the signal activates when price rises through it.
• Short — the level sits below the reference price; the signal activates when price falls through it.
• Both — uses the long-side level and activates on a cross in either direction.

data_in

input handle • optional • Series

The reference price the level is measured from, typically a captured entry price. If unconnected, the close price is used.

Outputs

• signal — Signal. Active on the bar price crosses the target level. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The target price level per bar. The chart draws this as a price overlay.

Formulas

Percentage: level = entry * (1 + value / 100) Fixed:      level = entry + value ATR:        level = entry + ATR(period) * value

Percentage: level = entry * (1 - value / 100) Fixed:      level = entry - value ATR:        level = entry - ATR(period) * value

ATR(period) = simple moving average of true range over period true range[t] = max(high[t] - low[t], |high[t] - close[t-1]|, |low[t] - close[t-1]|)

signal[t] = 1 when close[t] > level[t] AND close[t-1] <= level[t-1], else 0

signal[t] = 1 when close[t] < level[t] AND close[t-1] >= level[t-1], else 0

Parameters

Trail type

select • default Percentage

• Percentage — the stop trails a percent of the tracked extreme away from it.
• Fixed — the stop trails a fixed price amount away from the tracked extreme.
• ATR — the stop trails a multiple of Average True Range away from the tracked extreme.

Trail value

number • default 2 • greater than 0

The trailing distance, in the unit set by Trail type: a percent for Percentage, a price amount for Fixed, an ATR multiple for ATR.

ATR period

integer • default 14 • minimum 1

Lookback in bars for the Average True Range. Used only when Trail type is ATR.

Direction

select • default Long

• Long — tracks the highest high and trails the stop below it; the signal activates when price falls through the stop.
• Short — tracks the lowest low and trails the stop above it; the signal activates when price rises through the stop.
• Both — uses the long-side trailing stop.

Outputs

• signal — Signal. Active on the bar price crosses the trailing stop. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The trailing stop level per bar. The chart draws this as a price overlay.

Formulas

best_high[t] = running maximum of high up to bar t raw[t]       = best_high[t] - distance      (distance per Trail type, as in Stop Loss) level[t]     = running maximum of raw up to bar t      (only tightens, never loosens)

best_low[t] = running minimum of low up to bar t raw[t]      = best_low[t] + distance level[t]    = running minimum of raw up to bar t      (only tightens, never loosens)

signal[t] = 1 when close[t] < level[t] AND close[t-1] >= level[t-1], else 0

signal[t] = 1 when close[t] > level[t] AND close[t-1] <= level[t-1], else 0

Parameters

Pivot left

integer • default 5 • minimum 1

Bars to the left of a candidate swing that must be lower (for a swing high) or higher (for a swing low) to confirm it.

Pivot right

integer • default 5 • minimum 1

Bars to the right of a candidate swing that must confirm it. A confirmed swing cannot produce a signal until this many bars have passed, so this also sets the confirmation delay.

Max bars

integer • default 60 • minimum 2

The largest bar distance allowed between the two compared swing points. Pairs farther apart than this are not compared.

Divergence type

select • default Regular

• Regular — the two series make opposite extremes (series A makes a lower low while series B makes a higher low, or A a higher high while B a lower high).
• Hidden — the continuation variant (A makes a higher low while B makes a lower low, or A a lower high while B a higher high).
• Both — detects regular and hidden divergence.

Direction

select • default Both

• Bullish — compares swing lows.
• Bearish — compares swing highs.
• Both — compares swing lows and swing highs.

in0

input handle • required • Series

Series A, typically price.

in1

input handle • required • Series

Series B, typically an oscillator such as RSI or MACD.

Outputs

• signal — Signal. Activates on the confirmation bar (Pivot right bars after the swing) when a divergence is found. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The divergence kind on each active bar: regular bullish, regular bearish, hidden bullish, or hidden bearish.

Divergence cases

Regular: A makes a lower low  AND B makes a higher low Hidden:  A makes a higher low AND B makes a lower low

Regular: A makes a higher high AND B makes a lower high Hidden:  A makes a lower high  AND B makes a higher high

Parameters

Filter direction

select • default Bullish

• Bullish — passes the input signal on bars where the direction series is positive (above zero).
• Bearish — passes the input signal on bars where the direction series is negative (below zero).

in0

input handle • required • Signal

The signal to filter. The output can only be active on bars where this is active.

in1

input handle • required • Series

The direction series. Positive values mark bullish bars, negative values mark bearish bars. Connect any directional series whose sign carries the direction.

Outputs

• signal — Signal. The input signal restricted to bars where the direction series matches Filter direction. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The direction series, passed through for downstream use.

Formulas

signal[t] = 1 when input[t] is active AND direction[t] > 0, else 0

signal[t] = 1 when input[t] is active AND direction[t] < 0, else 0

Parameters

Mode

select • default Cross

• Cross — activates only on the bar series A crosses series B.
• State — active on every bar the configured above/below relationship holds.

Direction

select • default Both

• Bullish — series A crosses above B (cross mode) or A is above B (state mode).
• Bearish — series A crosses below B (cross mode) or A is below B (state mode).
• Both — activates for either case.

in0

input handle • Series

Series A — the first series in the comparison (for example a price or a fast line). Defaults to close when unconnected.

in1

input handle • Series

Series B — the second series in the comparison (for example a band level or a slow line). Defaults to close when unconnected.

Outputs

• signal — Signal. Active per the configured Mode and Direction. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The difference series A minus B, available for downstream use.

Formulas

bullish[t] = 1 when A[t] > B[t] AND A[t-1] <= B[t-1], else 0 bearish[t] = 1 when A[t] < B[t] AND A[t-1] >= B[t-1], else 0

bullish[t] = 1 when A[t] > B[t], else 0 bearish[t] = 1 when A[t] < B[t], else 0

Parameters

Mode

select • default Dollars

• Dollars — the target is an absolute dollar amount of equity.
• Percent — the target is a percentage of the strategy's starting cash (110 means a 10 percent gain, 90 means a 10 percent decline).

Comparison

select • default Reaches or Exceeds

• Reaches or Exceeds — the signal activates on bars where equity is at or above the target.
• Falls To or Below — the signal activates on bars where equity is at or below the target.

Target Value

number • default 10000

The dollar amount (Dollars mode) or percentage of starting cash (Percent mode) the equity is compared against.

data_in

input handle • optional • Series

If connected, the comparison and the value output use the connected series instead of the portfolio's computed equity.

Outputs

• signal — Signal. Activates on bars where the configured comparison holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The portfolio equity in dollars on each bar (or the connected data_in series when wired).

Formulas

equity[t] = cash[t] + position_quantity[t] * close[t] - margin_debt[t]

target = (Target Value / 100) * starting_cash

Portfolio state evaluation

Parameters

Lookback Period

integer • default 20 • minimum 1

The size of the rolling window the peak is measured within, in the selected unit.

Lookback Unit

select • default Bars

• Bars — the window holds the most recent N bars.
• Days — the window holds observations from the last N calendar days, regardless of bar interval.

Trigger On

select • default Current Drawdown

• Current Drawdown — this bar's percentage below the window peak.
• Max Drawdown — the worst peak-to-trough percentage within the window, even if equity has since recovered.

Comparison Type

select • default Greater/Equal

• Greater/Equal — the signal activates on bars where the selected drawdown is at or above the target.
• Less/Equal — the signal activates on bars where the selected drawdown is at or below the target.

Target Percentage

number • default 10

The drawdown percentage the selected metric is compared against. Drawdown is always expressed as a positive percentage below the peak.

data_in

input handle • optional • Series

If connected, the drawdown is computed on the connected series instead of portfolio equity.

Outputs

• signal — Signal. Activates on bars where the configured comparison holds. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The current drawdown percentage on each bar.

Formulas

drawdown[t] = (window_peak - equity[t]) / window_peak * 100

equity[t] = cash[t] + position_quantity[t] * close[t] - margin_debt[t]

Portfolio state evaluation

Parameters

Metric to Output

select • default Net

• Long Exposure (%) — the position's market value relative to equity while long; zero otherwise.
• Short Exposure (%) — the position's absolute market value relative to equity while short; zero otherwise.
• Net Exposure (%) — the signed position value relative to equity: positive while long, negative while short.
• Gross Exposure (%) — the absolute position value relative to equity, regardless of side.

Outputs

• signal — Signal. Always active; the node is a value source, and conditions are built by comparing its value downstream. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The selected exposure metric in percent on each bar. A leveraged position can exceed 100.

Formulas

exposure[t] = position_value[t] / equity[t] * 100 where position_value is signed for Net, clamped to one side for Long/Short, absolute for Gross

Portfolio state evaluation

Parameters

Direction

select • default All

• All — counts an open position on either side, long or short.
• Long — counts only an open long position.
• Short — counts only an open short position.

Outputs

• signal — Signal. Activates on bars where an open position matches the selected Direction. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The position count for the selected Direction on each bar: 0 while no matching position is open, 1 while one is.

Portfolio state evaluation

Parameters

Output Metric

select • default Available Cash

• Available Cash — current cash minus the strategy's global reserved-cash amount (a fixed dollar reserve, or a percentage of current equity, as configured in the strategy's global options), floored at zero.
• Total Current Cash — the portfolio's raw cash, including short-sale proceeds. Margin debt is not subtracted; this is cash, not equity.
• Reserved Amount — the node's Reserve (%) applied to current portfolio equity.

Reserve (%)

number • default 0 • minimum 0

The percentage of current portfolio equity reported by the Reserved Amount metric. Only used when Output Metric is Reserved Amount.

reserve_pct_in

input handle • optional • Series

If connected, the connected series value replaces the Reserve (%) setting on each bar.

Outputs

• signal — Signal. Always active; the node is a value source, and conditions are built by comparing its value downstream. Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The selected cash metric in dollars on each bar.

Portfolio state evaluation

Parameters

Max Risk Pct

number • default 2 • greater than 0

The percentage of current portfolio equity that defines the risk budget for one trade.

ATR Multiplier

number • default 2 • greater than 0

Factor applied to the connected volatility value to define the stop distance used in the size calculation. Wider stop distance produces a smaller size.

Value per Price Point

number • default 1 • greater than 0

The monetary value of one full price point. One for most stocks; contract or pip value for other instruments.

volatility_in

input handle • required • Series

The volatility series the stop distance is derived from, typically an ATR node's values. A strategy using this node without the wire fails before execution starts.

Outputs

• signal — Signal. Activates on bars where a positive size is computable (the volatility input has warmed up and equity is positive). Any input that accepts a Signal reads this and reacts on bars where it's active.
• values — Series. The computed position size in shares or contracts on each bar; zero while no valid size is computable.

Formulas

position_size[t] = (equity[t] * max_risk_pct / 100) / (volatility[t] * atr_multiplier * value_per_price_point)

Portfolio state evaluation

Ticker selector

Switches between tickers when the strategy ran on more than one. Each ticker has its own per-ticker results, and the selected ticker drives every chart in the suite. Multi-ticker strategies do not combine positions across tickers.

Panels and overlays

Price candles

One candle per bar at the strategy's execution interval, showing open, high, low, and close. Candle color reflects whether the bar closed above or below its open and follows the active chart theme.

Indicator overlays

Indicator nodes whose output is plotted on price (moving averages, Bollinger Bands, Donchian Channels, VWAP, and similar band or line indicators) draw directly on top of the candles using the node's color.

Indicator subpanels

Indicator nodes whose output is not a price overlay (RSI, MACD, ATR, volume-based oscillators) appear in their own subpanels beneath the price panel. All subpanels share the price panel's time axis.

Trade markers

Every executed entry and exit places a marker on the bar where the trade filled. Long entries and short covers render as upward markers; short entries and long exits render as downward markers. Hovering a marker shows the trade's direction, fill price, size, and realized profit and loss for closed positions.

Volume

Bar chart of executed-interval volume rendered as an underlay in the same panel as the candles, not a separate panel beneath. Bars are colored by the matching candle's direction.

Panels

Equity Curve

Full-width line of the portfolio's cumulative result across the backtest. Benchmarks overlay as their own lines for comparison, and dividend markers appear on the curve when the ticker paid dividends. Hovering reports the value at that bar in a status bar beneath the chart.

Periodic Returns

Bar chart with one bar per calendar period, each bar the portfolio's return over that period. The W / M / Q / Y toggle switches the grouping between weekly, monthly, quarterly, and yearly. The panel also reports the share of periods that were positive.

Returns Distribution

Histogram that bins per-bar returns by size, showing how often returns of each magnitude occurred. Benchmarks overlay their own distribution for comparison.

Performance metrics

Total Return

Cumulative percentage gain or loss from the start to the end of the backtest, before annualization.

CAGR

Compound annual growth rate, the smoothed annualized return as if the portfolio grew at a steady rate each year.

Ann. Volatility

Standard deviation of returns scaled to a yearly figure.

Sharpe Ratio

Excess return over the risk-free rate per unit of total volatility. The risk-free rate used is shown beneath the value.

Sortino Ratio

Excess return over the risk-free rate per unit of downside volatility only.

Calmar Ratio

Annualized return divided by maximum drawdown.

Skewness

Asymmetry of the returns distribution. Positive values lean toward larger gains, negative toward larger losses.

Kurtosis

Tail weight of the returns distribution relative to a normal distribution. Higher values mean more frequent extreme returns.

Panels

Underwater Chart

Full-width plot of drawdown depth over time: at each bar, how far below the running equity peak the portfolio sits, as a percentage. The line is at zero whenever equity makes a new high and dips negative through each decline. Benchmarks overlay their own underwater curves, and hovering reports the depth at that bar in a status bar beneath the chart.

Worst Drawdowns

The largest drawdown episodes ranked by depth, so the handful of most severe peak-to-trough declines can be read at a glance.

Drawdown Distribution

Histogram that bins drawdown depths by size, showing how often declines of each magnitude occurred. Benchmarks overlay their own distribution for comparison.

Drawdown metrics

Max Drawdown

The largest peak-to-trough decline over the whole backtest.

P95 Depth

95th percentile of drawdown depth; 95% of drawdowns were shallower than this.

Avg Depth

Mean drawdown depth across the bars spent below a prior peak.

Tail Average

Average of the worst 5% of drawdowns (the drawdown expected shortfall).

Time Underwater

Percentage of all bars spent below the previous equity peak.

Current

Drawdown at the end of the backtest. Zero means it ended at or near an equity high.

Longest

The longest single stretch spent below a prior peak before recovering, in calendar days (or hours/bars for intraday).

Recovery Factor

Total net profit divided by maximum drawdown.

Period Count

Number of distinct underwater periods (peak-to-recovery cycles).

Ulcer Index

Root mean square of drawdowns, combining their depth and duration into one figure.

Overview tab

Win Rate

Donut of winning versus losing trades, with the win rate and trade count at the center.

Net P&L

Cumulative realized profit and loss across trades in sequence, as an area sparkline.

Win/Loss Comparison

Diverging bars comparing winners and losers across six points of their size distribution: smallest, 25th percentile, median, average, 75th percentile, and largest.

MAE/MFE Pain Map

Scatter of each closed trade by its worst unrealized loss (MAE) against its largest unrealized gain (MFE), sized by profit and loss and colored by outcome.

Trade Rhythm

One bar per closed trade in chronological order, colored by win or loss with opacity scaled to size, shown alongside max win streak, max loss streak, and average duration.

Profit Factor

Gross profit divided by gross loss across closed trades.

Expectancy

Average profit or loss per trade.

Payoff Ratio

Average winning trade divided by average losing trade.

SQN Score

System Quality Number (Van Tharp), shown once there are at least 30 trades.

Trade Frequency

How often trades occur on average over the period.

Closed Trades

Count of completed round-trip trades.

Dividend Events and Div. Income

Number of dividend payouts received and total dividend income, shown when the ticker paid dividends.

Distribution tab

Histogram

Trade count binned by outcome size, on a linear or logarithmic count axis.

Cumulative Distribution

Cumulative share of trades against outcome size, with the median marked.

Q-Q Plot

Observed trade quantiles against the quantiles of a normal distribution, with a reference line for a perfect match.

Trades

Count of trades in the current distribution after filtering.

Mean

Average of the selected outcome metric.

Median

Middle value of the selected outcome metric.

Std Dev

Standard deviation of the selected outcome metric.

5th %ile

Fifth-percentile (worst) value of the metric.

95th %ile

95th-percentile (best) value of the metric.

Trades tab

Ungrouped blotter

One row per trade with its ID, chain, action, outcome, timestamp, quantity, price, profit and loss, return percent, commission, slippage, MAE, MFE, R-multiple, and duration.

Grouped chains

Each trade chain rolled up with its outcome, first entry, last exit, leg count, duration, total profit and loss, MAE, and average R, expandable to the individual legs.

Timing tab

Hour × Day Performance

Intraday strategies: heatmap of average performance by hour of day against day of week.

Session Performance

Intraday strategies: average performance by trading session (pre-market, open hour, midday, power hour, after hours, or crypto sessions) as horizontal bars.

Day of Week Performance

End-of-day strategies: average performance by weekday as horizontal bars.

Monthly Performance

End-of-day strategies: average performance by month as vertical bars.

Duration vs Payoff

Scatter of each trade's holding duration against its R-multiple or profit and loss.

Holding Period Distribution

Trade count binned by holding-period length.

Best Hour and Worst Hour

Intraday strategies: hours of day with the strongest and weakest average performance.

Best Day and Worst Day

Weekdays with the strongest and weakest average performance.

Median Hold

Median holding duration across closed trades.

Hold Consistency

Coefficient of variation of holding durations, where lower is more consistent.

Avg Winner Hold and Avg Loser Hold

End-of-day strategies: average holding duration of winning and of losing trades.

Execution tab

Cost Drag

Gross return and net return over time, with the cost drag shaded between them.

Cost Waterfall

Gross profit stepped down through commission and slippage to net, as a waterfall.

Capacity

Trade count binned by trade size as a percent of average daily volume, with a cumulative-share overlay.

Periodic Costs

Commission and slippage per period as stacked bars, with a cost-in-basis-points efficiency line. The period (hourly through yearly) is selectable.

All-In Cost

Average execution cost in basis points, commission and slippage combined.

Total Costs

Total commission and slippage paid across the backtest.

Cost % P&L

Share of gross profit and loss consumed by execution costs.

Turnover

Average monthly portfolio turnover rate.

Median %ADV

Median trade size as a percent of average daily volume (24h volume for crypto).

P95 %ADV

95th-percentile trade size as a percent of average daily volume (24h volume for crypto).

Performance tab

Sharpe Ratio

Rolling line of excess return over the risk-free rate divided by volatility.

Sortino Ratio

Rolling line of excess return divided by downside volatility only, ignoring upside swings.

Calmar Ratio

Rolling line of annualized return divided by the maximum drawdown within the window.

Volatility

Rolling line of the annualized standard deviation of returns, in percent.

Sharpe

Current (latest) rolling Sharpe ratio.

Sortino

Current rolling Sortino ratio.

Calmar

Current rolling Calmar ratio.

Volatility

Current annualized rolling volatility.

Tail Ratio

Ratio of extreme gains to extreme losses, the 95th percentile of returns over the 5th percentile.

Med. Sharpe

Median rolling Sharpe ratio across the backtest.

Med. Sortino

Median rolling Sortino ratio across the backtest.

Med. Calmar

Median rolling Calmar ratio across the backtest.

P95 Vol

95th-percentile rolling volatility.

Skewness

Asymmetry of the return distribution. Positive leans toward occasional large gains, negative toward occasional large losses.

Benchmark tab

Alpha

Rolling line of return beyond what the benchmark's risk exposure alone would predict, drawn with a 95% confidence band.

Beta

Rolling line of the sensitivity of strategy returns to benchmark moves, where 1.0 tracks the benchmark one-for-one, drawn with a 95% confidence band.

Correlation

Correlation between strategy and benchmark returns, ranging from -1 to +1. Viewable as a line over time or as a scatter of paired returns with a regression fit.

Tracking Error

Rolling line of the annualized standard deviation of the return difference between the strategy and the benchmark.

Information Ratio

Rolling line of alpha divided by tracking error, the excess return earned per unit of active risk.

Beta

Current rolling beta against the benchmark.

R-squared

Fraction of strategy return variance explained by benchmark moves, from 0 to 1.

Correlation

Current rolling correlation with the benchmark.

Track. Error

Current annualized tracking error.

Info Ratio

Current rolling information ratio.

Alpha

Current annualized alpha.

Batting Avg

Percentage of periods in which the strategy return exceeded the benchmark return.

Up Capture

Share of the benchmark's gains the strategy captured during the benchmark's up periods.

Down Capture

Share of the benchmark's losses the strategy absorbed during the benchmark's down periods.

% IR > 0

Percentage of rolling periods with a positive information ratio.

Panels

Year Overview

Heatmap of a single year, one cell per day colored by that day's return. Cells lay out either as a months-by-days grid or as a weekday-by-week grid, and the axis labels carry each month's or weekday's running total. The header shows the year and its total, days that had trades are marked, and on stock calendars weekend cells are dimmed.

Month Detail

A calendar grid of a single month, one cell per trading day showing the day's return, its trade count, and a secondary profit-and-loss or percentage figure; days with no position held read "No Shares Held". When benchmarks are included, each day cell also carries that day's return for each benchmark. A row of per-weekday totals sits above the grid, and a trailing column holds each week's total.

The month header shows the month's total return, and when the month had trades, a summary strip beside it: trade count, win rate, the best and worst day, and the count of green versus red days.

Display modes

Value

Returns are shown either as percentages or as dollar profit and loss.

Layout

The year heatmap lays out by day (months by days 1 to 31) or by week (weekday by week). Stock calendars span Monday to Friday; crypto calendars span all seven days.

Color

Positive days shade green and negative days red, scaled symmetrically around zero up to a configurable percentage ceiling for each side.

Metrics

Best Day

The single highest-return day over the backtest, with its date.

Worst Day

The single lowest-return day over the backtest, with its date.

Avg Daily

Mean return per trading day across the whole backtest.

Win/Loss Days

Count of positive versus negative days, with the resulting day win rate.

Max Loss Streak

Longest run of consecutive losing closed trades.

Max Win Streak

Longest run of consecutive winning closed trades.

Prof. Months

Number of months with a positive cumulative return, out of the total months.

Avg Monthly

Mean return per month across all months in the backtest.

Series

Long

Long-position exposure as a percent of portfolio equity.

Short

Short-position exposure as a percent of portfolio equity.

Net Exposure

Directional bias, long exposure minus short exposure, as a signed percent of equity.

Gross Exposure

Total capital at risk, long exposure plus short exposure, as a percent of equity.

Leverage

Total market exposure as a multiple of equity. Values above 1.0x mean combined long and short exposure exceeds equity.

Panels

Leverage

Step line of the leverage multiplier over time, with a dashed reference line at 2x.

Exposure Composition

Mirrored area chart with long exposure plotted as a positive area above zero and short exposure as a negative area below zero, each in percent of equity.

Net & Gross Exposure

Overlaid area chart of net exposure and gross exposure over time, in percent of equity, with a dashed reference line at zero.

Distribution

Histogram of how often the portfolio sat at each exposure level, binning either net exposure or leverage, with a line marking the mean. Bins cover the currently visible time window.

Metrics

Time Invested

Percentage of bars that held any long or short exposure.

Avg When Active

Average gross exposure across only the bars that held a position.

Avg Net

Average net exposure across all bars, the typical directional bias.

Avg Leverage

Average leverage multiplier across all bars.

Exposure Periods

Number of distinct contiguous runs of bars that held exposure.

Avg Period

Average number of bars per exposure period.

Max Long

Highest long exposure reached at any bar.

Max Short

Highest short exposure reached at any bar.

Max Leverage

Highest leverage multiplier reached at any bar.

Net Volatility

Standard deviation of net exposure, how much the directional bias varied.

Aggregation

Layout

Panel grid

Panels arrange in one of four layouts: two, three, or four stacked rows, or a two-by-two grid. A single zoom slider spans the full width beneath the panels.

Synchronized time axis

Time-series panels are linked: zooming or panning one, or moving the shared slider, scrolls every linked panel to the same time window, and a crosshair tracks the same timestamp across them. Panels that are not time series, such as period bars, histograms, and heatmaps, do not link to the shared axis.

Value

Price (Line + Events)

The asset's price over time as a line, with trade and corporate-event markers.

Equity Curve

The portfolio's account value over time.

Cumulative Returns

The strategy's compounded return over time.

Net P&L

Cumulative dollar profit and loss over time.

Returns

Daily Returns

Per-bar return as a time-series bar chart.

Log Returns

Per-bar logarithmic return as a line.

Weekly Returns

Return aggregated by week as period bars.

Monthly Returns

Return aggregated by month as period bars.

Yearly Returns

Return aggregated by year as period bars.

Calendar Returns

Per-day returns laid out as a calendar barcode.

Returns Distribution

Histogram of how often returns of each size occurred.

Returns Heatmap

Returns laid out as a colored heatmap grid.

Risk Metrics

Rolling Sharpe

Sharpe ratio over a rolling window.

Rolling Sortino

Sortino ratio over a rolling window.

Rolling Volatility

Annualized volatility over a rolling window.

Rolling Max Drawdown

Maximum drawdown over a rolling window.

Rolling Calmar

Calmar ratio over a rolling window.

Tracking Error

Annualized standard deviation of the strategy-minus-benchmark return, over time.

Information Ratio

Alpha divided by tracking error, over time.

Rolling Beta

Sensitivity of strategy returns to a benchmark over a rolling window.

Rolling Correlation

Correlation between strategy and benchmark returns over a rolling window.

Rolling Alpha

Return beyond the benchmark's predicted contribution over a rolling window.

Active Risk

Active risk against a benchmark, shown as tracking error or information ratio.

Drawdown

Drawdown

Underwater equity decline from prior peaks, as a filled area.

Drawdown Periodic

Drawdown aggregated into daily, weekly, monthly, or yearly periods as bars.

Drawdown Distribution

Histogram of drawdown magnitudes.

Exposure

Exposure Composition

Long and short exposure over time as mirrored areas.

Net & Gross Exposure

Net and gross exposure over time as areas.

Leverage

Leverage multiplier over time as a line.

Exposure Distribution

Histogram of exposure levels.

Exposure Heatmap

Exposure laid out as a colored heatmap.

Trade Analysis

Trade Distribution

Histogram of per-trade outcomes, as dollar P&L, percent return, or R-multiple.

Holding Period Distribution

Histogram of how long trades were held.

Trade P&L Timeline

Each trade's profit and loss plotted as a point along time.

Trade Rhythm

Heatmap of trade activity by time pattern.

Trade Timeline

Heatmap of trades along the time axis.

Trade Costs

Cumulative commission and slippage as stacked bars.

Volume

Traded volume per bar as bars.

Validations

Monte Carlo

Final Equity

Histogram of final equity across all simulations, with a marker on the actual result and the percentile it falls at.

Max Drawdown

Histogram of maximum drawdown across all simulations, with a marker on the actual result and its percentile.

Equity Confidence Bands

Simulated equity paths drawn as nested percentile bands (5th to 95th, 10th to 90th, and 25th to 75th) around the median path, with the actual equity curve overlaid.

Equity Rank

Percentile where the actual final equity ranks among the simulations.

DD Rank

Percentile where the actual maximum drawdown ranks among the simulations.

Final Equity

The backtest's ending equity, with its percent return.

Max Drawdown

The backtest's largest peak-to-trough decline.

Trades

Number of trades resampled, the sample size.

Confidence

Reliability rating of the result: high, medium, or low.

Expected Eq

Median final equity across the simulations.

95% CI Low and 95% CI High

Lower and upper bounds of the 95% confidence interval for final equity.

Expected DD

Median maximum drawdown across the simulations.

Worst-Case DD

Fifth-percentile (worst) maximum drawdown across the simulations.

Risk of Ruin

Estimated probability of exceeding a large drawdown.

Worst Streak

Longest losing streak seen across the simulations.

Typical Streak

Median losing streak across the simulations.

Rolling Window

Window Returns

One bar per window showing that window's return, with a line marking the average across windows.

Multi-Metric Comparison

One line per window across eight axes (return, Sharpe, max drawdown, win rate, profit factor, average trade, payoff, and trade count) to compare every window on every metric at once.

Window Equity Curves

Each window's equity curve normalized to percent return and aligned by trading day, overlaid for comparison.

Consistency

Number of profitable windows out of the total, with the percentage.

Confidence

Reliability rating: high, medium, or low.

Avg Return

Average return per window.

Variability

Standard deviation of window returns.

Best Window

Highest single-window return.

Worst Window

Lowest single-window return.

Trend

Direction of change in returns across the windows, from improving to degrading.

Hold-Out

Win Rate

In-sample versus out-of-sample win rate as stacked bars.

Max Drawdown

Out-of-sample maximum drawdown on a bullet chart with low, moderate, and high risk zones and an in-sample reference marker.

Total Return

In-sample versus out-of-sample total return as side-by-side bars.

CAGR

In-sample versus out-of-sample compound annual growth rate as side-by-side bars.

Trades

A donut splitting closed trades into in-sample and out-of-sample, with the total at the center.

In-Sample vs Out-of-Sample Equity

Both equity curves rebased to a common 100% start, plotted over percent of period elapsed.

Risk Level

Overall hold-out risk inferred from how far out-of-sample fell short of in-sample.

Confidence

Reliability rating: high, medium, or low.

Avg Degradation

Average drop from in-sample to out-of-sample performance.

IS Sharpe

In-sample Sharpe ratio.

OOS Sharpe

Out-of-sample Sharpe ratio.

CAGR Diff

Out-of-sample CAGR minus in-sample CAGR.

Sensitivity

Sensitivity Heatmap

Grid of parameters against variation levels, each cell colored by the change in Sharpe ratio, green for improvement and red for degradation.

Sharpe Impact

Bidirectional bars ranking parameters by how far varying each one moves the Sharpe ratio up or down.

Sensitivity Curves

Sharpe ratio plotted against percent variation for each parameter, with a baseline reference line.

3D Parameter Surface

A surface of Sharpe ratio over the two most sensitive parameters.

Stability Band

The baseline equity curve with a shaded band between its 10th and 90th percentile across the variations.

Stability

How consistent the Sharpe ratio stays across the variations, where 100% means no impact.

Sharpe Range

Lowest to highest Sharpe ratio across the variations.

Best Varied

Best variation result relative to the baseline.

Baseline Sharpe

The Sharpe ratio at the strategy's set parameters.

Avg Varied

Average Sharpe ratio across the variations.

Most Sensitive

The parameter with the largest impact, with its impact percentage.

DD Range

Lowest to highest maximum drawdown across the variations.

Worst Case DD

Deepest maximum drawdown across the variations.

DSR

Deflated Sharpe Ratio, the Sharpe ratio adjusted for the number of variations tested.

Robustness

Trade Impact

Per-trade profit-and-loss impact under each delay scenario, grouped by one, two, and three bars of delay.

Multi-Metric Comparison

One line per run across eight axes (Sharpe, return, CAGR, max drawdown, degradation, trades, win rate, and profit factor), with the no-delay baseline emphasized.

Equity Curves

The baseline equity curve overlaid with each delayed run, the best and worst highlighted.

Tolerance

How consistent the Sharpe ratio stays under delay, where 100% means no impact.

Baseline Sharpe

The Sharpe ratio with no delay.

Avg Delayed

Average Sharpe ratio across the delayed runs.

Worst Case

The weakest delayed run.

Best Case

The strongest delayed run.

Entry Sens.

Impact of delaying entry fills.

Exit Sens.

Impact of delaying exit fills.

Delay Impact

Delay effect relative to the average holding time.

Cost Stress

Metric Degradation Heatmap

Five metrics (profit change, Sharpe, average trade P&L, profit factor, and max drawdown) against stress levels, each cell colored by how well the metric survives.

Profit Erosion

Profit plotted against the cost multiplier, with the breakeven multiplier marked where profit crosses zero.

Profit %Δ

Percent change in profit at 1x, 2x, and 3x cost, with a survival-threshold line.

Sharpe

Sharpe ratio at 1x, 2x, and 3x cost, with a survival-threshold line.

Avg Trade P&L

Average trade profit and loss at 1x, 2x, and 3x cost.

Profit Factor

Profit factor at 1x, 2x, and 3x cost, with a survival-threshold line.

Resilience

Resilience score at 1x, 2x, and 3x cost.

Equity Curves Under Stress

Equity curves at baseline, 2x, and 3x cost overlaid.

Breakeven

The cost multiplier at which profit crosses zero.

Baseline

Profit at unmodified cost.

Profit @ 2x

Profit at twice the cost.

Sharpe @ 2x

Sharpe ratio at twice the cost.

Max DD @ 2x

Maximum drawdown at twice the cost.

Degradation

Performance lost per added unit of cost.

Survival

Count of key metrics still passing their thresholds at twice the cost.

Profit @ 3x

Profit at three times the cost.

Confidence

Reliability rating: high, medium, or low.