Types reference

All 18 types in AlgoBarsX, each with its parameters, defaults, ranges and an example: Bar, BarState, BarSet, Zone, Level, Swing, Cell, Trade, Order, Trades and 8 more.

Bar BarState BarSet Zone Level Swing Cell Trade Order Trades Orders HistoryPeriod History Session LeverageTier Canvas Path color

`Bar`#

One bar.

Fields

Name	Type	What it is
`open`	price	Open.
`high`	price	High.
`low`	price	Low.
`close`	price	Close.
`volume`	number	Volume, or tick count on range, x-ray and renko bars.
`time`	time	Bar time.
`index`	int	Bar index.

Example

first_high = intrabar(1m).first().high

strategyindicatoralertlibrarysince 1.0

`BarState`#

Status of a bar set.

Fields

Name	Type	What it is
`fresh`	bool	false when this symbol had no bar in the latest interval.
`index`	int	Bar index.
`confirmed`	bool	true once the bar has closed.

Example

gold_fresh = bars(XAUUSD).bar.fresh

strategyindicatoralertlibrarysince 1.0

`BarSet`#

Bars of a symbol and bar type, aligned to the script.

Fields

Name	Type	What it is
`open`	price	Open.
`high`	price	High.
`low`	price	Low.
`close`	price	Close.
`volume`	number	Volume, or tick count on range, x-ray and renko bars.
`time`	time	Bar time.
`bar`	BarState	Bar status.

Example

h4_close = bars(bars: 4h).close

strategyindicatoralertlibrarysince 1.0

`Zone`#

A price zone, such as an order block or fair value gap.

Fields

Name	Type	What it is
`id`	string	Stable id.
`top`	price	Upper bound.
`bottom`	price	Lower bound.
`mid`	price	Midpoint.
`bullish`	bool	true for bullish zones.
`mitigated`	bool	true once price has traded back into it.
`formed_bar`	int	Bar index where it formed.
`formed_time`	time	When it formed.
`touches`	int	Times price has returned to it.
`status`	string	active, mitigated or broken.

Example

fresh_blocks = order_blocks().filter(z => not z.mitigated)

strategyindicatoralertlibrarysince 1.0

`Level`#

A support or resistance level.

Fields

Name	Type	What it is
`price`	price	Level price.
`touches`	int	Touches.
`formed_bar`	int	Bar index where it formed.
`strength`	number	Relative strength from 0 to 1.

Example

strong_levels = support_resistance().filter(l => l.touches >= 3)

strategyindicatoralertlibrarysince 1.0

`Swing`#

A swing point.

Fields

Name	Type	What it is
`price`	price	Swing price.
`bar`	int	Bar index.
`time`	time	Time.
`direction`	int	1 for a swing high, -1 for a swing low.

Example

last_turn = zigzag().last().price

strategyindicatoralertlibrarysince 1.0

`Cell`#

One heatmap or footprint cell.

Fields

Name	Type	What it is
`bar`	int	Bar index.
`price`	price	Price.
`value`	number	Value shown.

Example

hot_cells = liquidity_cells.filter(c => c.value > 0)

strategyindicatoralertlibrarysince 1.0

`Trade`#

An open or closed trade.

Fields

Name	Type	What it is
`id`	string	Trade id.
`symbol`	symbol	Symbol.
`side`	string	long or short.
`size`	lots	Size.
`entry_price`	price	Entry price.
`entry_time`	time	Entry time.
`exit_price`	price	Exit price, once closed.
`stop`	price	Current stop.
`target`	price	Current target.
`r`	number	Current R multiple.
`pnl`	money	Profit or loss.
`pnl_pct`	percent	Profit or loss as a share of balance.
`mae`	money	Maximum adverse excursion.
`mfe`	money	Maximum favorable excursion.
`bars_open`	int	Bars since entry.
`tag`	string	Tag.
`reason`	string	Why it closed: target, stop, rule, manual or management.

Example

best_r = trades.closed().map(t => t.r).max()

strategyindicatoralertlibrarysince 1.0

`Order`#

A pending or filled order.

Fields

Name	Type	What it is
`id`	string	Order id.
`type`	string	market, limit, stop or stop_limit.
`side`	string	buy or sell.
`symbol`	symbol	Symbol.
`price`	price	Order price.
`size`	lots	Size.
`expires`	time	Expiry time.
`tag`	string	Tag.

Example

grid_count = orders.pending(tag: "grid").len

strategyindicatoralertlibrarysince 1.0

`Trades`#

The strategy's own trades.

Methods

Method	Returns	What it does
`open(tag, side, market)`	list<Trade>	Open trades.
`closed(tag, side, market)`	list<Trade>	Closed trades.
`last(tag, side, market)`	Trade	The most recent trade.

Example

open_longs = trades.open(side: long).len

strategysince 1.0

`Orders`#

Pending orders on the account.

Methods

Method	Returns	What it does
`pending(tag, side, market)`	list<Order>	Pending orders.

Example

waiting_count = orders.pending().len

strategyindicatoralertlibrarysince 1.0

`HistoryPeriod`#

Aggregates of closed trades for a period.

Fields

Name	Type	What it is
`count`	int	Closed trades.
`pnl`	money	Net profit or loss.
`win_rate`	percent	Share of winning trades.
`profit_factor`	number	Gross profit divided by gross loss.
`expectancy`	money	Average result per trade.
`max_drawdown`	money	Largest peak-to-trough decline.
`avg_r`	number	Average R multiple.

Example

week_pnl = history.this_week.pnl

strategyindicatoralertlibrarysince 1.0

`History`#

Closed trades on the account.

Fields

Name	Type	What it is
`today`	HistoryPeriod	Today.
`this_week`	HistoryPeriod	This week.
`this_month`	HistoryPeriod	This month.
`count`	int	Closed trades.
`pnl`	money	Net profit or loss.
`win_rate`	percent	Share of winning trades.
`profit_factor`	number	Gross profit divided by gross loss.
`expectancy`	money	Average result per trade.
`max_drawdown`	money	Largest peak-to-trough decline.
`avg_r`	number	Average R multiple.

Methods

Method	Returns	What it does
`last(period)`	HistoryPeriod	A trailing period.

Example

month_win_rate = history.last(30d).win_rate

strategyindicatoralertlibrarysince 1.0

`Session`#

A trading session.

Fields

Name	Type	What it is
`name`	string	Session name.
`open`	time	Open time.
`close`	time	Close time.
`timezone`	string	Time zone.

Example

opens_at = market.session.open

strategyindicatoralertlibrarysince 1.0

`LeverageTier`#

Leverage for a band of position sizes.

Fields

Name	Type	What it is
`max_size`	lots	Largest size in the band.
`leverage`	number	Leverage.

Example

tier_count = market.leverage_tiers.len

strategyindicatoralertlibrarysince 1.0

`Canvas`#

The vector canvas passed to on render.

Fields

Name	Type	What it is
`last_bar`	int	Index of the last bar.
`visible_from`	int	First visible bar.
`visible_to`	int	Last visible bar.
`price_min`	price	Lowest visible price.
`price_max`	price	Highest visible price.
`width`	number	Width in pixels.
`height`	number	Height in pixels.

Methods

Method	Returns	What it does
`path()`	Path	Start a new shape.
`text(text, at, align, color, size)`	void	Draw text.
`rect(from, to, fill, border)`	void	Draw a rectangle.
`line(from, to, color, width)`	void	Draw a line.

Example

on render(canvas):
canvas.text("Hi", at: (canvas.last_bar, close))

strategyindicatorsince 1.0

`Path`#

A vector shape being drawn.

Methods

Method	Returns	What it does
`move_to(bar, price)`	Path	Move without drawing.
`line_to(bar, price)`	Path	Draw a straight segment.
`curve_to(bar, price, control_bar, control_price)`	Path	Draw a curved segment.
`close()`	Path	Close the shape.
`fill(style)`	Path	Fill the shape.
`stroke(color, width)`	Path	Outline the shape.

Example

on render(canvas):
shape = canvas.path()

strategyindicatorsince 1.0

`color`#

Functions available on every color.

Methods

Method	Returns	What it does
`fade(amount)`	color	The same color with transparency.

Example

soft_green = green.fade(80)

strategyindicatoralertlibrarysince 1.0

Types reference

Bar#

Fields

BarState#

Fields

BarSet#

Fields

Zone#

Fields

Level#

Fields

Swing#

Fields

Cell#

Fields

Trade#

Fields

Order#

Fields

Trades#

Methods

Orders#

Methods

HistoryPeriod#

Fields

History#

Fields

Methods

Session#

Fields

LeverageTier#

Fields

Canvas#

Fields

Methods

Path#

Methods

color#

Methods

`Bar`#

`BarState`#

`BarSet`#

`Zone`#

`Level`#

`Swing`#

`Cell`#

`Trade`#

`Order`#

`Trades`#

`Orders`#

`HistoryPeriod`#

`History`#

`Session`#

`LeverageTier`#

`Canvas`#

`Path`#

`color`#