kingchenc
4f708d410d
* test: golden-pin the four de-duplicated indicators across all C-ABI bindings Extend gen_golden to emit reference fixtures for AdOscillator (ADOSC), IntradayIntensity, AwesomeOscillatorHistogram and AverageDrawdown, and replay them through the Go / C# / Java / R golden harnesses so their corrected definitions stay bit-identical to the Rust core in every binding. Go suite verified locally (gcc 13 + cgo): all 9 golden tests pass; C#/Java/R use the same fixtures and harness pattern (CI-verified). First step of extending the golden coverage beyond the seven archetype representatives. * test: golden-pin the scalar-output tranche (308 indicators) against Rust Extend gen_golden with a generated emit_scalar that writes reference fixtures for every single-f64-output indicator (scalar / candle / pairwise input) using valid constructor params, and add a manifest-driven generic Python golden replay that reconstructs each by its native name and checks it bit-for-bit against the Rust output. 308 indicators now value-tied to the Rust core in Python (pytest: 308/308). Takes golden coverage from the 7 archetype representatives to 308+ of the catalogue. 22 scalar indicators with non-default constructor constraints are skipped by gen_golden for now (logged), as are non-f64-output ones; multi-output, exotic inputs and the per-indicator arg arities of the C-ABI/Node replays follow. Generated + verified locally with the full toolchain. * test: golden-pin the multi-output tranche (70 indicators) in Python Add a generated emit_multi to gen_golden (per-indicator Output-field access, one CSV column per field) and a manifest-driven generic Python replay that checks every field of each multi-output indicator against the Rust reference. 70 multi-output indicators now value-tied to Rust in Python; combined with the scalar tranche, 378 indicators are golden-pinned. 8 multi with non-default param constraints and 5 with non-f64 Output fields (Option/Vec/i64) are deferred. pytest green. * test(golden): add 30 constraint-tuned indicators to scalar/multi golden suite Emit golden fixtures for 22 scalar-output and 8 multi-output indicators whose constructors need non-default parameters (Alma, Jma, Psar, T3, Mama, DoubleBollinger, ZigZag, ...). All 408 fixtures replay bit-for-bit through the Python binding. * test(golden): cover 36 missed scalar/multi indicators Add 26 single-output (LinearRegression family, HT cycle, Candle volatility estimators, DrawdownDuration) and 10 multi-output (BollingerBands, MACD/MACDEXT/MACDFIX, Camarilla, VWAP bands, ...) indicators to the golden suite. 444 fixtures replay bit-for-bit through the Python binding. * test(golden): cover 50 exotic-input indicators Add deterministic synthetic feeders for the DerivativesTick (17), CrossSection (15), Trade (8), TradeQuote (3) and OrderBook (7) families, derived from the shared OHLCV input series in both gen_golden and a new Python replay harness (test_golden_exotic). All 494 fixtures replay bit-for-bit through the Python binding. * test(golden): complete 514-indicator golden coverage Add the final tranches: 3 mixed multi-output indicators (Ichimoku, WilliamsFractals, LeadLagCrossCorrelation), 6 histogram profiles (time/volume seasonality + TPO/volume price profiles), 10 alt-chart bar builders and the footprint. Every one of the 514 distinct indicators now has a Rust-generated g_<Canonical>.csv fixture and a generic Python replay (scalar/multi/exotic/profile/bars), all passing bit-for-bit. * test(golden): add generic Node replay for all 514 indicators A manifest-driven node:test harness reconstructs every indicator by its native class, feeds the same synthetic stream derived from the shared golden input, and checks output bit-for-bit against the Rust reference fixtures (scalar/multi/exotic/profile/bars). node_manifest.json is generated from index.d.ts plus the Python-side manifests. 514/514 pass. * test(golden): add generated Go replay for all 514 indicators golden_all_test.go (generated by gen_golden_test.py) reconstructs every Go indicator, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures. A reflection-based comparator flattens multi-output structs, profiles and bar slices so one path covers all archetypes. This is the first C-ABI binding verified across the full catalogue. 514/514 pass. * test(golden): add generated C# replay for all 514 indicators GoldenAllTests.g.cs (generated by gen_golden_test.py) reconstructs every C# indicator, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures via a reflection-based flatten covering scalar/multi/profile/bar archetypes. 514/514 pass. Also add the '#nullable enable' directive the compiler requires to the generated Indicators.g.cs, clearing the four CS8669 warnings on the nullable double[] profile return types. * fix(java): marshal C ABI bool params correctly; add 514 golden replay The Java FFM binding marshalled the cross-section state flags (newHigh, newLow, aboveMa, onBuySignal) as JAVA_DOUBLE arrays, but the C ABI takes them as const bool* (one byte each), so the native side read the low byte of each 8-byte double and saw every flag as false. Add WickraNative. boolSegment and use it across the 15 cross-section indicators. Also pass the MacdExt MaType arguments as byte to match the uint8_t downcall descriptor (was int, throwing WrongMethodTypeException). Add GoldenAllTest.java (generated by gen_golden_test.py): a reflection runner replaying all 514 indicators against the Rust reference fixtures. The bugs above were found by this test; 514/514 now pass. * fix(r): marshal C ABI bool flags correctly; add 514 golden replay The R wrapper passed the cross-section state flags as (bool *)REAL(x), reinterpreting the 8-byte doubles as 1-byte bools so the native side read every flag as false. Add wk_bool_vec to convert each flag vector into a real C bool buffer and use it for all 15 cross-section update wrappers. Add test-golden-all.R + generated golden_specs.R: a reflective runner replaying all 514 indicators against the Rust reference fixtures. The bug above was found by this test; verified 514/514 pass locally. * test(golden): add WASM replay for all 514 indicators A manifest-driven node:test harness loads the nodejs-target wasm-pack build, reconstructs every indicator by its JS class, feeds the shared synthetic stream and checks output bit-for-bit against the Rust reference fixtures. wasm_manifest.json is generated from the wasm .d.ts plus the shared manifests; a recursive flattener covers scalar, multi (Reflect objects), profile and bar shapes. 514/514 pass locally (wasm-pack build --target nodejs, then node --test). * test(golden): add C and C++ replay for all 514 indicators golden_test.c (generated by gen_golden_test.py) drives every indicator through the C ABI (wickra.h) and checks output bit-for-bit against the Rust reference fixtures. golden_test.cpp #includes the same source so the identical runner is compiled and run under both gcc (C) and g++ (C++) via the CMake targets golden_test / golden_test_cpp — proving the extern "C" header is consumable from each language. Both 514/514 (verified via ctest). * test(golden): gofmt the generated Go golden replay * test(golden): make the Node fixture reader CRLF-safe and pin fixtures to LF
11569 lines
153 KiB
JSON
11569 lines
153 KiB
JSON
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3,
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14
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{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "AndrewsPitchfork",
|
|
"js": "AndrewsPitchfork",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "Apo",
|
|
"js": "APO",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Aroon",
|
|
"js": "Aroon",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "AroonOscillator",
|
|
"js": "AroonOscillator",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Atr",
|
|
"js": "ATR",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "AtrBands",
|
|
"js": "AtrBands",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "AtrRatchet",
|
|
"js": "AtrRatchet",
|
|
"ctor": [
|
|
14,
|
|
2.0,
|
|
0.5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "AtrTrailingStop",
|
|
"js": "AtrTrailingStop",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "AutoFib",
|
|
"js": "AutoFib",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 7
|
|
},
|
|
{
|
|
"canonical": "Autocorrelation",
|
|
"js": "Autocorrelation",
|
|
"ctor": [
|
|
10,
|
|
1
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "AutocorrelationPeriodogram",
|
|
"js": "AUTOCORRPGRAM",
|
|
"ctor": [
|
|
10,
|
|
48
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "AverageDailyRange",
|
|
"js": "AverageDailyRange",
|
|
"ctor": [
|
|
14,
|
|
0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "AverageDrawdown",
|
|
"js": "AverageDrawdown",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "AvgPrice",
|
|
"js": "AVGPRICE",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "AwesomeOscillator",
|
|
"js": "AwesomeOscillator",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "AwesomeOscillatorHistogram",
|
|
"js": "AwesomeOscillatorHistogram",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "BalanceOfPower",
|
|
"js": "BalanceOfPower",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "BandpassFilter",
|
|
"js": "BANDPASS",
|
|
"ctor": [
|
|
20,
|
|
0.3
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Bat",
|
|
"js": "Bat",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "BeltHold",
|
|
"js": "BeltHold",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Beta",
|
|
"js": "Beta",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "BetaNeutralSpread",
|
|
"js": "BetaNeutralSpread",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "BetterVolume",
|
|
"js": "BetterVolume",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "BipowerVariation",
|
|
"js": "BipowerVariation",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "BodySizePct",
|
|
"js": "BodySizePct",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "BollingerBands",
|
|
"js": "BollingerBands",
|
|
"ctor": [
|
|
20,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 4
|
|
},
|
|
{
|
|
"canonical": "BollingerBandwidth",
|
|
"js": "BollingerBandwidth",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "BomarBands",
|
|
"js": "BomarBands",
|
|
"ctor": [
|
|
4,
|
|
0.85
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "BreadthThrust",
|
|
"js": "BreadthThrust",
|
|
"ctor": [
|
|
10
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "Breakaway",
|
|
"js": "Breakaway",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "BullishPercentIndex",
|
|
"js": "BullishPercentIndex",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "on_buy_signal",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "BurkeRatio",
|
|
"js": "BurkeRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Butterfly",
|
|
"js": "Butterfly",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "CalendarSpread",
|
|
"js": "CalendarSpread",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "futures_price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "mark_price",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "CalmarRatio",
|
|
"js": "CalmarRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Camarilla",
|
|
"js": "Camarilla",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 9
|
|
},
|
|
{
|
|
"canonical": "CandleVolume",
|
|
"js": "CandleVolume",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Cci",
|
|
"js": "CCI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "CenterOfGravity",
|
|
"js": "CenterOfGravity",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "CentralPivotRange",
|
|
"js": "CentralPivotRange",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "Cfo",
|
|
"js": "CFO",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ChaikinMoneyFlow",
|
|
"js": "ChaikinMoneyFlow",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ChaikinOscillator",
|
|
"js": "ChaikinOscillator",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ChaikinVolatility",
|
|
"js": "ChaikinVolatility",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ChandeKrollStop",
|
|
"js": "ChandeKrollStop",
|
|
"ctor": [
|
|
3,
|
|
2.0,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "ChandelierExit",
|
|
"js": "ChandelierExit",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "ChoppinessIndex",
|
|
"js": "ChoppinessIndex",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ClassicPivots",
|
|
"js": "ClassicPivots",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 7
|
|
},
|
|
{
|
|
"canonical": "CloseVsOpen",
|
|
"js": "CloseVsOpen",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ClosingMarubozu",
|
|
"js": "ClosingMarubozu",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Cmo",
|
|
"js": "CMO",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "CoefficientOfVariation",
|
|
"js": "CoefficientOfVariation",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Cointegration",
|
|
"js": "Cointegration",
|
|
"ctor": [
|
|
40,
|
|
1
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "a",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "b",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_pairwise",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "CommonSenseRatio",
|
|
"js": "CommonSenseRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "CompositeProfile",
|
|
"js": "CompositeProfile",
|
|
"ctor": [
|
|
20,
|
|
24,
|
|
0.7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "ConcealingBabySwallow",
|
|
"js": "ConcealingBabySwallow",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ConditionalValueAtRisk",
|
|
"js": "ConditionalValueAtRisk",
|
|
"ctor": [
|
|
20,
|
|
0.95
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ConnorsRsi",
|
|
"js": "ConnorsRSI",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Coppock",
|
|
"js": "Coppock",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "CorrelationTrendIndicator",
|
|
"js": "CTI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Counterattack",
|
|
"js": "Counterattack",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Crab",
|
|
"js": "Crab",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "CumulativeVolumeDelta",
|
|
"js": "CumulativeVolumeDelta",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trade"
|
|
},
|
|
{
|
|
"canonical": "CumulativeVolumeIndex",
|
|
"js": "CumulativeVolumeIndex",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "CupAndHandle",
|
|
"js": "CupAndHandle",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "CyberneticCycle",
|
|
"js": "CyberneticCycle",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Cypher",
|
|
"js": "Cypher",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "DayOfWeekProfile",
|
|
"js": "DayOfWeekProfile",
|
|
"ctor": [
|
|
0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "profile_bins",
|
|
"width": 7
|
|
},
|
|
{
|
|
"canonical": "Decycler",
|
|
"js": "Decycler",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "DecyclerOscillator",
|
|
"js": "DecyclerOscillator",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Dema",
|
|
"js": "DEMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "DemandIndex",
|
|
"js": "DemandIndex",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "DemarkPivots",
|
|
"js": "DemarkPivots",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "DepthSlope",
|
|
"js": "DepthSlope",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "bid_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "bid_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "ob"
|
|
},
|
|
{
|
|
"canonical": "DerivativeOscillator",
|
|
"js": "DerivativeOscillator",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14,
|
|
28
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "DetrendedStdDev",
|
|
"js": "DetrendedStdDev",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "DisparityIndex",
|
|
"js": "DisparityIndex",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "DistanceSsd",
|
|
"js": "DistanceSsd",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "Doji",
|
|
"js": "Doji",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "DojiStar",
|
|
"js": "DojiStar",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "DollarBars",
|
|
"js": "DollarBars",
|
|
"ctor": [
|
|
50000.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "Donchian",
|
|
"js": "Donchian",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "DonchianStop",
|
|
"js": "DonchianStop",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "DoubleBollinger",
|
|
"js": "DoubleBollinger",
|
|
"ctor": [
|
|
20,
|
|
1.0,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 5
|
|
},
|
|
{
|
|
"canonical": "DoubleTopBottom",
|
|
"js": "DoubleTopBottom",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "DownsideGapThreeMethods",
|
|
"js": "DownsideGapThreeMethods",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Dpo",
|
|
"js": "DPO",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "DragonflyDoji",
|
|
"js": "DragonflyDoji",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "DrawdownDuration",
|
|
"js": "DrawdownDuration",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "DumplingTop",
|
|
"js": "DumplingTop",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Dx",
|
|
"js": "DX",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "DynamicMomentumIndex",
|
|
"js": "DynamicMomentumIndex",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
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"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "EaseOfMovement",
|
|
"js": "EaseOfMovement",
|
|
"ctor": [
|
|
14,
|
|
100000000.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "EffectiveSpread",
|
|
"js": "EffectiveSpread",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "mid",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trademid"
|
|
},
|
|
{
|
|
"canonical": "EhlersStochastic",
|
|
"js": "EhlersStochastic",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Ehma",
|
|
"js": "EHMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ElderImpulse",
|
|
"js": "ElderImpulse",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14,
|
|
28
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ElderRay",
|
|
"js": "ElderRay",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "ElderSafeZone",
|
|
"js": "ElderSafeZone",
|
|
"ctor": [
|
|
10,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Ema",
|
|
"js": "EMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "EmpiricalModeDecomposition",
|
|
"js": "EmpiricalModeDecomposition",
|
|
"ctor": [
|
|
20,
|
|
0.1
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Engulfing",
|
|
"js": "Engulfing",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Equivolume",
|
|
"js": "Equivolume",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "EstimatedLeverageRatio",
|
|
"js": "EstimatedLeverageRatio",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open_interest",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "long_size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "short_size",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "EvenBetterSinewave",
|
|
"js": "EVENBETTERSINE",
|
|
"ctor": [
|
|
40,
|
|
10
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "EveningDojiStar",
|
|
"js": "EveningDojiStar",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Evwma",
|
|
"js": "EVWMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "EwmaVolatility",
|
|
"js": "EwmaVolatility",
|
|
"ctor": [
|
|
0.94
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Expectancy",
|
|
"js": "Expectancy",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "FallingThreeMethods",
|
|
"js": "FallingThreeMethods",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
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|
|
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|
|
},
|
|
{
|
|
"name": "close",
|
|
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|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Fama",
|
|
"js": "FAMA",
|
|
"ctor": [
|
|
0.5,
|
|
0.05
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "FibArcs",
|
|
"js": "FibArcs",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "FibChannel",
|
|
"js": "FibChannel",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 4
|
|
},
|
|
{
|
|
"canonical": "FibConfluence",
|
|
"js": "FibConfluence",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "FibExtension",
|
|
"js": "FibExtension",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 5
|
|
},
|
|
{
|
|
"canonical": "FibFan",
|
|
"js": "FibFan",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "FibProjection",
|
|
"js": "FibProjection",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 4
|
|
},
|
|
{
|
|
"canonical": "FibRetracement",
|
|
"js": "FibRetracement",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 7
|
|
},
|
|
{
|
|
"canonical": "FibTimeZones",
|
|
"js": "FibTimeZones",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "FibonacciPivots",
|
|
"js": "FibonacciPivots",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 7
|
|
},
|
|
{
|
|
"canonical": "FisherRsi",
|
|
"js": "FisherRSI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "FisherTransform",
|
|
"js": "FisherTransform",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "FlagPennant",
|
|
"js": "FlagPennant",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Footprint",
|
|
"js": "Footprint",
|
|
"ctor": [
|
|
1.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "footprint"
|
|
},
|
|
{
|
|
"canonical": "ForceIndex",
|
|
"js": "ForceIndex",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "FractalChaosBands",
|
|
"js": "FractalChaosBands",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Frama",
|
|
"js": "FRAMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "FryPanBottom",
|
|
"js": "FryPanBottom",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "FundingBasis",
|
|
"js": "FundingBasis",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "mark_price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "index_price",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "FundingImpliedApr",
|
|
"js": "FundingImpliedApr",
|
|
"ctor": [
|
|
1095.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "funding_rate",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "FundingRate",
|
|
"js": "FundingRate",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "funding_rate",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "FundingRateMean",
|
|
"js": "FundingRateMean",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "funding_rate",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "FundingRateZScore",
|
|
"js": "FundingRateZScore",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "funding_rate",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "GainLossRatio",
|
|
"js": "GainLossRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "GainToPainRatio",
|
|
"js": "GainToPainRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "GapSideBySideWhite",
|
|
"js": "GapSideBySideWhite",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Garch11",
|
|
"js": "Garch11",
|
|
"ctor": [
|
|
2e-06,
|
|
0.1,
|
|
0.88
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "GarmanKlassVolatility",
|
|
"js": "GarmanKlassVolatility",
|
|
"ctor": [
|
|
20,
|
|
252
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Gartley",
|
|
"js": "Gartley",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "GatorOscillator",
|
|
"js": "GatorOscillator",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "GeneralizedDema",
|
|
"js": "GD",
|
|
"ctor": [
|
|
5,
|
|
0.7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "GeometricMa",
|
|
"js": "GMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "GoldenPocket",
|
|
"js": "GoldenPocket",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "GrangerCausality",
|
|
"js": "GrangerCausality",
|
|
"ctor": [
|
|
60,
|
|
1
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "a",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "b",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "GravestoneDoji",
|
|
"js": "GravestoneDoji",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Hammer",
|
|
"js": "Hammer",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HangingMan",
|
|
"js": "HangingMan",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Harami",
|
|
"js": "Harami",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HaramiCross",
|
|
"js": "HaramiCross",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HasbrouckInformationShare",
|
|
"js": "HasbrouckInformationShare",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "HeadAndShoulders",
|
|
"js": "HeadAndShoulders",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HeikinAshi",
|
|
"js": "HeikinAshi",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 4
|
|
},
|
|
{
|
|
"canonical": "HeikinAshiOscillator",
|
|
"js": "HeikinAshiOscillator",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HiLoActivator",
|
|
"js": "HiLoActivator",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HighLowIndex",
|
|
"js": "HighLowIndex",
|
|
"ctor": [
|
|
10
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "HighLowRange",
|
|
"js": "HighLowRange",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HighLowVolumeNodes",
|
|
"js": "HighLowVolumeNodes",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "HighWave",
|
|
"js": "HighWave",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HighpassFilter",
|
|
"js": "HIGHPASS",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Hikkake",
|
|
"js": "Hikkake",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HikkakeModified",
|
|
"js": "HikkakeModified",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HilbertDominantCycle",
|
|
"js": "HilbertDominantCycle",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "HistoricalVolatility",
|
|
"js": "HistoricalVolatility",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Hma",
|
|
"js": "HMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "HoltWinters",
|
|
"js": "HoltWinters",
|
|
"ctor": [
|
|
0.5,
|
|
0.1
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "HomingPigeon",
|
|
"js": "HomingPigeon",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "HtDcPhase",
|
|
"js": "HT_DCPHASE",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "HtPhasor",
|
|
"js": "HT_PHASOR",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "HtTrendMode",
|
|
"js": "HT_TRENDMODE",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "HurstChannel",
|
|
"js": "HurstChannel",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "HurstExponent",
|
|
"js": "HurstExponent",
|
|
"ctor": [
|
|
100,
|
|
4
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Ichimoku",
|
|
"js": "Ichimoku",
|
|
"ctor": [
|
|
9,
|
|
26,
|
|
52,
|
|
26
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 5
|
|
},
|
|
{
|
|
"canonical": "IdenticalThreeCrows",
|
|
"js": "IdenticalThreeCrows",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ImbalanceBars",
|
|
"js": "ImbalanceBars",
|
|
"ctor": [
|
|
5.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "InNeck",
|
|
"js": "InNeck",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Inertia",
|
|
"js": "Inertia",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "InformationRatio",
|
|
"js": "InformationRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "asset",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "benchmark",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "InitialBalance",
|
|
"js": "InitialBalance",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "InstantaneousTrendline",
|
|
"js": "InstantaneousTrendline",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "IntradayIntensity",
|
|
"js": "IntradayIntensity",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "IntradayMomentumIndex",
|
|
"js": "IMI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "IntradayVolatilityProfile",
|
|
"js": "IntradayVolatilityProfile",
|
|
"ctor": [
|
|
24,
|
|
0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "profile_bins",
|
|
"width": 24
|
|
},
|
|
{
|
|
"canonical": "InverseFisherTransform",
|
|
"js": "InverseFisherTransform",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "InvertedHammer",
|
|
"js": "InvertedHammer",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "JarqueBera",
|
|
"js": "JARQUEBERA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Jma",
|
|
"js": "JMA",
|
|
"ctor": [
|
|
7,
|
|
0.0,
|
|
2
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "JumpIndicator",
|
|
"js": "JumpIndicator",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "KRatio",
|
|
"js": "KRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "KagiBars",
|
|
"js": "KagiBars",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "KalmanHedgeRatio",
|
|
"js": "KalmanHedgeRatio",
|
|
"ctor": [
|
|
0.01,
|
|
0.001
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "a",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "b",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_pairwise",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "Kama",
|
|
"js": "KAMA",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "KaseDevStop",
|
|
"js": "KaseDevStop",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "KasePermissionStochastic",
|
|
"js": "KasePermissionStochastic",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "KellyCriterion",
|
|
"js": "KellyCriterion",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Keltner",
|
|
"js": "Keltner",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "KendallTau",
|
|
"js": "KendallTau",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "Kicking",
|
|
"js": "Kicking",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "KickingByLength",
|
|
"js": "KickingByLength",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Kst",
|
|
"js": "KST",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14,
|
|
28,
|
|
35,
|
|
42,
|
|
56,
|
|
63,
|
|
70
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Kurtosis",
|
|
"js": "Kurtosis",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Kvo",
|
|
"js": "KVO",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "KylesLambda",
|
|
"js": "KylesLambda",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "mid",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trademid"
|
|
},
|
|
{
|
|
"canonical": "LadderBottom",
|
|
"js": "LadderBottom",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "LaguerreRsi",
|
|
"js": "LaguerreRSI",
|
|
"ctor": [
|
|
0.5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "LeadLagCrossCorrelation",
|
|
"js": "LeadLagCrossCorrelation",
|
|
"ctor": [
|
|
20,
|
|
10
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "a",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "b",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_pairwise",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "LinRegAngle",
|
|
"js": "LinRegAngle",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "LinRegChannel",
|
|
"js": "LinRegChannel",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "LinRegIntercept",
|
|
"js": "LINEARREG_INTERCEPT",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "LinRegSlope",
|
|
"js": "LinRegSlope",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "LinearRegression",
|
|
"js": "LinearRegression",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "LiquidationFeatures",
|
|
"js": "LiquidationFeatures",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "long_liquidation",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "short_liquidation",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv_multi",
|
|
"n": 5
|
|
},
|
|
{
|
|
"canonical": "LogReturn",
|
|
"js": "LogReturn",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "LongLeggedDoji",
|
|
"js": "LongLeggedDoji",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "LongLine",
|
|
"js": "LongLine",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "LongShortRatio",
|
|
"js": "LongShortRatio",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "long_size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "short_size",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "M2Measure",
|
|
"js": "M2Measure",
|
|
"ctor": [
|
|
14,
|
|
2.0,
|
|
0.5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "MaEnvelope",
|
|
"js": "MaEnvelope",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "MacdExt",
|
|
"js": "MACDEXT",
|
|
"ctor": [
|
|
12,
|
|
0,
|
|
26,
|
|
0,
|
|
9,
|
|
0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "MacdFix",
|
|
"js": "MACDFIX",
|
|
"ctor": [
|
|
9
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "MacdHistogram",
|
|
"js": "MacdHistogram",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "MacdIndicator",
|
|
"js": "MACD",
|
|
"ctor": [
|
|
12,
|
|
26,
|
|
9
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "Mama",
|
|
"js": "MAMA",
|
|
"ctor": [
|
|
0.5,
|
|
0.05
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "MarketFacilitationIndex",
|
|
"js": "MarketFacilitationIndex",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MartinRatio",
|
|
"js": "MartinRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Marubozu",
|
|
"js": "Marubozu",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MassIndex",
|
|
"js": "MassIndex",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MatHold",
|
|
"js": "MatHold",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MatchingLow",
|
|
"js": "MatchingLow",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MaxDrawdown",
|
|
"js": "MaxDrawdown",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "McClellanOscillator",
|
|
"js": "McClellanOscillator",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "McClellanSummationIndex",
|
|
"js": "McClellanSummationIndex",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "McGinleyDynamic",
|
|
"js": "McGinleyDynamic",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "MedianAbsoluteDeviation",
|
|
"js": "MedianAbsoluteDeviation",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "MedianChannel",
|
|
"js": "MedianChannel",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "MedianMa",
|
|
"js": "MedianMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "MedianPrice",
|
|
"js": "MedianPrice",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Mfi",
|
|
"js": "MFI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Microprice",
|
|
"js": "Microprice",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "bid_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "bid_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "ob"
|
|
},
|
|
{
|
|
"canonical": "MidPoint",
|
|
"js": "MIDPOINT",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "MidPrice",
|
|
"js": "MIDPRICE",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MinusDi",
|
|
"js": "MINUS_DI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MinusDm",
|
|
"js": "MINUS_DM",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ModifiedMaStop",
|
|
"js": "ModifiedMaStop",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Mom",
|
|
"js": "MOM",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "MorningDojiStar",
|
|
"js": "MorningDojiStar",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MorningEveningStar",
|
|
"js": "MorningEveningStar",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "MurreyMathLines",
|
|
"js": "MurreyMathLines",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 9
|
|
},
|
|
{
|
|
"canonical": "NakedPoc",
|
|
"js": "NakedPoc",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Natr",
|
|
"js": "NATR",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "NewHighsNewLows",
|
|
"js": "NewHighsNewLows",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "NewPriceLines",
|
|
"js": "NewPriceLines",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Nrtr",
|
|
"js": "Nrtr",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Nvi",
|
|
"js": "NVI",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "OIPriceDivergence",
|
|
"js": "OIPriceDivergence",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open_interest",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "mark_price",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "OIWeighted",
|
|
"js": "OIWeighted",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "mark_price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "open_interest",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "Obv",
|
|
"js": "OBV",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "OiToVolumeRatio",
|
|
"js": "OiToVolumeRatio",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open_interest",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "taker_buy_volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "taker_sell_volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "OmegaRatio",
|
|
"js": "OmegaRatio",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "OnNeck",
|
|
"js": "OnNeck",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "OpenInterestDelta",
|
|
"js": "OpenInterestDelta",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open_interest",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "OpenInterestMomentum",
|
|
"js": "OpenInterestMomentum",
|
|
"ctor": [
|
|
10
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open_interest",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "OpeningMarubozu",
|
|
"js": "OpeningMarubozu",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "OpeningRange",
|
|
"js": "OpeningRange",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "OrderBookImbalanceFull",
|
|
"js": "OrderBookImbalanceFull",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "bid_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "bid_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "ob"
|
|
},
|
|
{
|
|
"canonical": "OrderBookImbalanceTop1",
|
|
"js": "OrderBookImbalanceTop1",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "bid_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "bid_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "ob"
|
|
},
|
|
{
|
|
"canonical": "OrderBookImbalanceTopN",
|
|
"js": "OrderBookImbalanceTopN",
|
|
"ctor": [
|
|
5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "bid_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "bid_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "ob"
|
|
},
|
|
{
|
|
"canonical": "OrderFlowImbalance",
|
|
"js": "OrderFlowImbalance",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "bid_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "bid_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "ob"
|
|
},
|
|
{
|
|
"canonical": "OuHalfLife",
|
|
"js": "OuHalfLife",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "OvernightGap",
|
|
"js": "OvernightGap",
|
|
"ctor": [
|
|
0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "OvernightIntradayReturn",
|
|
"js": "OvernightIntradayReturn",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "PainIndex",
|
|
"js": "PainIndex",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "PairSpreadZScore",
|
|
"js": "PairSpreadZScore",
|
|
"ctor": [
|
|
20,
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "a",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "b",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "PairwiseBeta",
|
|
"js": "PairwiseBeta",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "ParkinsonVolatility",
|
|
"js": "ParkinsonVolatility",
|
|
"ctor": [
|
|
20,
|
|
252
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "PearsonCorrelation",
|
|
"js": "PearsonCorrelation",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "PercentAboveMa",
|
|
"js": "PercentAboveMa",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "above_ma",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "PercentB",
|
|
"js": "PercentB",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "PercentageTrailingStop",
|
|
"js": "PercentageTrailingStop",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "PerpetualPremiumIndex",
|
|
"js": "PerpetualPremiumIndex",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "mark_price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "index_price",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "Pgo",
|
|
"js": "PGO",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "PiercingDarkCloud",
|
|
"js": "PiercingDarkCloud",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Pin",
|
|
"js": "Pin",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trade"
|
|
},
|
|
{
|
|
"canonical": "PivotReversal",
|
|
"js": "PivotReversal",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "PlusDi",
|
|
"js": "PLUS_DI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "PlusDm",
|
|
"js": "PLUS_DM",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Pmo",
|
|
"js": "PMO",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "PointAndFigureBars",
|
|
"js": "PointAndFigureBars",
|
|
"ctor": [
|
|
2.0,
|
|
3
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "PolarizedFractalEfficiency",
|
|
"js": "POLARIZED_FRACTAL_EFFICIENCY",
|
|
"ctor": [
|
|
10,
|
|
5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Ppo",
|
|
"js": "PPO",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "PpoHistogram",
|
|
"js": "PpoHistogram",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ProfileShape",
|
|
"js": "ProfileShape",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ProfitFactor",
|
|
"js": "ProfitFactor",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ProjectionBands",
|
|
"js": "ProjectionBands",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "ProjectionOscillator",
|
|
"js": "ProjectionOscillator",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Psar",
|
|
"js": "PSAR",
|
|
"ctor": [
|
|
0.02,
|
|
0.02,
|
|
0.2
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Pvi",
|
|
"js": "PVI",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Qqe",
|
|
"js": "QQE",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Qstick",
|
|
"js": "Qstick",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "QuartileBands",
|
|
"js": "QuartileBands",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "QuotedSpread",
|
|
"js": "QuotedSpread",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "bid_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "bid_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_px",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "ask_sz",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "ob"
|
|
},
|
|
{
|
|
"canonical": "RSquared",
|
|
"js": "RSquared",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RangeBars",
|
|
"js": "RangeBars",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "RealizedSpread",
|
|
"js": "RealizedSpread",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "mid",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trademid"
|
|
},
|
|
{
|
|
"canonical": "RealizedVolatility",
|
|
"js": "RealizedVolatility",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RecoveryFactor",
|
|
"js": "RecoveryFactor",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RectangleRange",
|
|
"js": "RectangleRange",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Reflex",
|
|
"js": "REFLEX",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RegimeLabel",
|
|
"js": "RegimeLabel",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RelativeStrengthAB",
|
|
"js": "RelativeStrengthAB",
|
|
"ctor": [
|
|
14,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "a",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "b",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_pairwise",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "RenkoBars",
|
|
"js": "RenkoBars",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "RenkoTrailingStop",
|
|
"js": "RenkoTrailingStop",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RickshawMan",
|
|
"js": "RickshawMan",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "RisingThreeMethods",
|
|
"js": "RisingThreeMethods",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Rmi",
|
|
"js": "RMI",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Roc",
|
|
"js": "ROC",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Rocp",
|
|
"js": "ROCP",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Rocr",
|
|
"js": "ROCR",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Rocr100",
|
|
"js": "ROCR100",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RogersSatchellVolatility",
|
|
"js": "RogersSatchellVolatility",
|
|
"ctor": [
|
|
20,
|
|
252
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "RollMeasure",
|
|
"js": "RollMeasure",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trade"
|
|
},
|
|
{
|
|
"canonical": "RollingCorrelation",
|
|
"js": "RollingCorrelation",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "RollingCovariance",
|
|
"js": "RollingCovariance",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "RollingIqr",
|
|
"js": "RollingIqr",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RollingMinMaxScaler",
|
|
"js": "ROLLINGMINMAX",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RollingPercentileRank",
|
|
"js": "RollingPercentileRank",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RollingQuantile",
|
|
"js": "RollingQuantile",
|
|
"ctor": [
|
|
20,
|
|
0.5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RollingVwap",
|
|
"js": "RollingVWAP",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "RoofingFilter",
|
|
"js": "RoofingFilter",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Rsi",
|
|
"js": "RSI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Rsx",
|
|
"js": "RSX",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "RunBars",
|
|
"js": "RunBars",
|
|
"ctor": [
|
|
3
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "Rvi",
|
|
"js": "RVI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "RviVolatility",
|
|
"js": "RVIVolatility",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Rwi",
|
|
"js": "RWI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "SampleEntropy",
|
|
"js": "SAMPLEENT",
|
|
"ctor": [
|
|
20,
|
|
2,
|
|
0.2
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "SarExt",
|
|
"js": "SAREXT",
|
|
"ctor": [
|
|
2.0,
|
|
0.5,
|
|
0.5,
|
|
0.5,
|
|
0.5,
|
|
0.5,
|
|
0.5,
|
|
0.5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "SeasonalZScore",
|
|
"js": "SeasonalZScore",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "SeparatingLines",
|
|
"js": "SeparatingLines",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "SessionHighLow",
|
|
"js": "SessionHighLow",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "SessionRange",
|
|
"js": "SessionRange",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "SessionVwap",
|
|
"js": "SessionVwap",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ShannonEntropy",
|
|
"js": "SHANNONENT",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Shark",
|
|
"js": "Shark",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "SharpeRatio",
|
|
"js": "SharpeRatio",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ShootingStar",
|
|
"js": "ShootingStar",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ShortLine",
|
|
"js": "ShortLine",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "SignedVolume",
|
|
"js": "SignedVolume",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trade"
|
|
},
|
|
{
|
|
"canonical": "SineWave",
|
|
"js": "SineWave",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "SineWeightedMa",
|
|
"js": "SWMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "SinglePrints",
|
|
"js": "SinglePrints",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Skewness",
|
|
"js": "Skewness",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Sma",
|
|
"js": "SMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Smi",
|
|
"js": "SMI",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Smma",
|
|
"js": "SMMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "SmoothedHeikinAshi",
|
|
"js": "SmoothedHeikinAshi",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 4
|
|
},
|
|
{
|
|
"canonical": "SortinoRatio",
|
|
"js": "SortinoRatio",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "SpearmanCorrelation",
|
|
"js": "SpearmanCorrelation",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "SpinningTop",
|
|
"js": "SpinningTop",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "SpreadAr1Coefficient",
|
|
"js": "SpreadAr1Coefficient",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "SpreadBollingerBands",
|
|
"js": "SpreadBollingerBands",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "a",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "b",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_pairwise",
|
|
"n": 4
|
|
},
|
|
{
|
|
"canonical": "SpreadHurst",
|
|
"js": "SpreadHurst",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "x",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "y",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "StalledPattern",
|
|
"js": "StalledPattern",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "StandardError",
|
|
"js": "StandardError",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "StandardErrorBands",
|
|
"js": "StandardErrorBands",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "StarcBands",
|
|
"js": "StarcBands",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "Stc",
|
|
"js": "STC",
|
|
"ctor": [
|
|
10,
|
|
23,
|
|
10,
|
|
0.5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "StdDev",
|
|
"js": "StdDev",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "StepTrailingStop",
|
|
"js": "StepTrailingStop",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "SterlingRatio",
|
|
"js": "SterlingRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "StickSandwich",
|
|
"js": "StickSandwich",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "StochRsi",
|
|
"js": "StochRSI",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Stochastic",
|
|
"js": "Stochastic",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "StochasticCci",
|
|
"js": "StochasticCCI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "SuperSmoother",
|
|
"js": "SuperSmoother",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "SuperTrend",
|
|
"js": "SuperTrend",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "T3",
|
|
"js": "T3",
|
|
"ctor": [
|
|
5,
|
|
0.7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "TailRatio",
|
|
"js": "TailRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "TakerBuySellRatio",
|
|
"js": "TakerBuySellRatio",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "taker_buy_volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "taker_sell_volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "Takuri",
|
|
"js": "Takuri",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TasukiGap",
|
|
"js": "TasukiGap",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdCamouflage",
|
|
"js": "TDCamouflage",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdClop",
|
|
"js": "TDClop",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdClopwin",
|
|
"js": "TDClopwin",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdCombo",
|
|
"js": "TDCombo",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14,
|
|
28
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdCountdown",
|
|
"js": "TDCountdown",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14,
|
|
28
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdDWave",
|
|
"js": "TDDWave",
|
|
"ctor": [
|
|
2
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdDeMarker",
|
|
"js": "TDDeMarker",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdDifferential",
|
|
"js": "TDDifferential",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdLines",
|
|
"js": "TDLines",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "TdMovingAverage",
|
|
"js": "TDMovingAverage",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "TdOpen",
|
|
"js": "TDOpen",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdPressure",
|
|
"js": "TDPressure",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdPropulsion",
|
|
"js": "TDPropulsion",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdRangeProjection",
|
|
"js": "TDRangeProjection",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "TdRei",
|
|
"js": "TDREI",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdRiskLevel",
|
|
"js": "TDRiskLevel",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "TdSequential",
|
|
"js": "TDSequential",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14,
|
|
28
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "TdSetup",
|
|
"js": "TDSetup",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TdTrap",
|
|
"js": "TDTrap",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Tema",
|
|
"js": "TEMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "TermStructureBasis",
|
|
"js": "TermStructureBasis",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "futures_price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "index_price",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "deriv"
|
|
},
|
|
{
|
|
"canonical": "ThreeDrives",
|
|
"js": "ThreeDrives",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ThreeInside",
|
|
"js": "ThreeInside",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ThreeLineBreak",
|
|
"js": "ThreeLineBreak",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ThreeLineBreakBars",
|
|
"js": "ThreeLineBreakBars",
|
|
"ctor": [
|
|
3
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "ThreeLineStrike",
|
|
"js": "ThreeLineStrike",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ThreeOutside",
|
|
"js": "ThreeOutside",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ThreeSoldiersOrCrows",
|
|
"js": "ThreeSoldiersOrCrows",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ThreeStarsInSouth",
|
|
"js": "ThreeStarsInSouth",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Thrusting",
|
|
"js": "Thrusting",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TickBars",
|
|
"js": "TickBars",
|
|
"ctor": [
|
|
2
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "TickIndex",
|
|
"js": "TickIndex",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "Tii",
|
|
"js": "TII",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "TimeBasedStop",
|
|
"js": "TimeBasedStop",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TimeOfDayReturnProfile",
|
|
"js": "TimeOfDayReturnProfile",
|
|
"ctor": [
|
|
24,
|
|
0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "profile_bins",
|
|
"width": 24
|
|
},
|
|
{
|
|
"canonical": "TowerTopBottom",
|
|
"js": "TowerTopBottom",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TpoProfile",
|
|
"js": "TpoProfile",
|
|
"ctor": [
|
|
30,
|
|
50
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "profile_pricebins",
|
|
"width": 52,
|
|
"arrayField": "counts"
|
|
},
|
|
{
|
|
"canonical": "TradeImbalance",
|
|
"js": "TradeImbalance",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trade"
|
|
},
|
|
{
|
|
"canonical": "TradeSignAutocorrelation",
|
|
"js": "TradeSignAutocorrelation",
|
|
"ctor": [
|
|
20
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trade"
|
|
},
|
|
{
|
|
"canonical": "TradeVolumeIndex",
|
|
"js": "TradeVolumeIndex",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TrendLabel",
|
|
"js": "TrendLabel",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "TrendStrengthIndex",
|
|
"js": "TREND_STRENGTH_INDEX",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Trendflex",
|
|
"js": "TRENDFLEX",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "TreynorRatio",
|
|
"js": "TreynorRatio",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "asset",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "benchmark",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "Triangle",
|
|
"js": "Triangle",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Trima",
|
|
"js": "TRIMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Trin",
|
|
"js": "Trin",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "TripleTopBottom",
|
|
"js": "TripleTopBottom",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Tristar",
|
|
"js": "Tristar",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Trix",
|
|
"js": "TRIX",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "TrueRange",
|
|
"js": "TrueRange",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Tsf",
|
|
"js": "TSF",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "TsfOscillator",
|
|
"js": "TsfOscillator",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Tsi",
|
|
"js": "TSI",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Tsv",
|
|
"js": "TSV",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TtmSqueeze",
|
|
"js": "TtmSqueeze",
|
|
"ctor": [
|
|
14,
|
|
2.0,
|
|
0.5
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "TtmTrend",
|
|
"js": "TTM_TREND",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TurnOfMonth",
|
|
"js": "TurnOfMonth",
|
|
"ctor": [
|
|
3,
|
|
3,
|
|
0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Tweezer",
|
|
"js": "Tweezer",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TwiggsMoneyFlow",
|
|
"js": "TwiggsMoneyFlow",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TwoCrows",
|
|
"js": "TwoCrows",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "TypicalPrice",
|
|
"js": "TypicalPrice",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "UlcerIndex",
|
|
"js": "UlcerIndex",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "UltimateOscillator",
|
|
"js": "UltimateOscillator",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "UniqueThreeRiver",
|
|
"js": "UniqueThreeRiver",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "UniversalOscillator",
|
|
"js": "UNIVERSALOSC",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "UpDownVolumeRatio",
|
|
"js": "UpDownVolumeRatio",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "change",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_high",
|
|
"array": true,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "new_low",
|
|
"array": true,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "cross"
|
|
},
|
|
{
|
|
"canonical": "UpsideGapThreeMethods",
|
|
"js": "UpsideGapThreeMethods",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "UpsideGapTwoCrows",
|
|
"js": "UpsideGapTwoCrows",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "UpsidePotentialRatio",
|
|
"js": "UpsidePotentialRatio",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ValueArea",
|
|
"js": "ValueArea",
|
|
"ctor": [
|
|
20,
|
|
50,
|
|
0.7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "ValueAtRisk",
|
|
"js": "ValueAtRisk",
|
|
"ctor": [
|
|
20,
|
|
0.95
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Variance",
|
|
"js": "Variance",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "VarianceRatio",
|
|
"js": "VarianceRatio",
|
|
"ctor": [
|
|
60,
|
|
2
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "a",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "b",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "pairwise"
|
|
},
|
|
{
|
|
"canonical": "VerticalHorizontalFilter",
|
|
"js": "VerticalHorizontalFilter",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Vidya",
|
|
"js": "VIDYA",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "VolatilityCone",
|
|
"js": "VolatilityCone",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 5
|
|
},
|
|
{
|
|
"canonical": "VolatilityOfVolatility",
|
|
"js": "VolatilityOfVolatility",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "VolatilityRatio",
|
|
"js": "VolatilityRatio",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "VoltyStop",
|
|
"js": "VoltyStop",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "VolumeBars",
|
|
"js": "VolumeBars",
|
|
"ctor": [
|
|
500.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "bars"
|
|
},
|
|
{
|
|
"canonical": "VolumeByTimeProfile",
|
|
"js": "VolumeByTimeProfile",
|
|
"ctor": [
|
|
24,
|
|
0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "timestamp",
|
|
"array": false,
|
|
"bigint": true
|
|
}
|
|
],
|
|
"out": "profile_bins",
|
|
"width": 24
|
|
},
|
|
{
|
|
"canonical": "VolumeOscillator",
|
|
"js": "VolumeOscillator",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "VolumePriceTrend",
|
|
"js": "VolumePriceTrend",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "VolumeProfile",
|
|
"js": "VolumeProfile",
|
|
"ctor": [
|
|
20,
|
|
50
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "profile_pricebins",
|
|
"width": 52,
|
|
"arrayField": "bins"
|
|
},
|
|
{
|
|
"canonical": "VolumeRsi",
|
|
"js": "VolumeRsi",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "VolumeWeightedMacd",
|
|
"js": "VolumeWeightedMacd",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "VolumeWeightedSr",
|
|
"js": "VolumeWeightedSr",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Vortex",
|
|
"js": "Vortex",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Vpin",
|
|
"js": "Vpin",
|
|
"ctor": [
|
|
5000.0,
|
|
10
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "price",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "size",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "is_buy",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "trade"
|
|
},
|
|
{
|
|
"canonical": "Vwap",
|
|
"js": "VWAP",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "VwapStdDevBands",
|
|
"js": "VwapStdDevBands",
|
|
"ctor": [
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 4
|
|
},
|
|
{
|
|
"canonical": "Vwma",
|
|
"js": "VWMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Vzo",
|
|
"js": "VZO",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "volume",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "Wad",
|
|
"js": "Wad",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "WavePm",
|
|
"js": "WAVE_PM",
|
|
"ctor": [
|
|
3,
|
|
7
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "WaveTrend",
|
|
"js": "WaveTrend",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Wedge",
|
|
"js": "Wedge",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "WeightedClose",
|
|
"js": "WeightedClose",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "WickRatio",
|
|
"js": "WickRatio",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "WilliamsFractals",
|
|
"js": "WilliamsFractals",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "WilliamsR",
|
|
"js": "WilliamsR",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "WinRate",
|
|
"js": "WinRate",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "Wma",
|
|
"js": "WMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "WoodiePivots",
|
|
"js": "WoodiePivots",
|
|
"ctor": [],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 5
|
|
},
|
|
{
|
|
"canonical": "YangZhangVolatility",
|
|
"js": "YangZhangVolatility",
|
|
"ctor": [
|
|
20,
|
|
252
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "open",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "YoyoExit",
|
|
"js": "YoyoExit",
|
|
"ctor": [
|
|
14,
|
|
2.0
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "close",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_candle"
|
|
},
|
|
{
|
|
"canonical": "ZScore",
|
|
"js": "ZScore",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
},
|
|
{
|
|
"canonical": "ZeroLagMacd",
|
|
"js": "ZeroLagMACD",
|
|
"ctor": [
|
|
3,
|
|
7,
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_f64",
|
|
"n": 3
|
|
},
|
|
{
|
|
"canonical": "ZigZag",
|
|
"js": "ZigZag",
|
|
"ctor": [
|
|
0.02
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "high",
|
|
"array": false,
|
|
"bigint": false
|
|
},
|
|
{
|
|
"name": "low",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "multi_candle",
|
|
"n": 2
|
|
},
|
|
{
|
|
"canonical": "Zlema",
|
|
"js": "ZLEMA",
|
|
"ctor": [
|
|
14
|
|
],
|
|
"args": [
|
|
{
|
|
"name": "value",
|
|
"array": false,
|
|
"bigint": false
|
|
}
|
|
],
|
|
"out": "scalar_f64"
|
|
}
|
|
] |