Skip to main content
Version: latest

PineJS Utility Functions

Custom Study Constructor is able to use utility functions from PineJS object (an argument of custom_indicators_getter function).

Functions ported from Pine​

na(x)​

Test value if it's a NaN.

Returns

true if x is not a valid number (x is NaN), otherwise false.

nz(x, y)​

Replaces NaN values with zeros (or given value) in a series.

Returns

x if it's a valid (not NaN) number, otherwise y

and(expr1, expr2)​

Logical AND. Applicable to boolean expressions.

Returns

Boolean value, or series of boolean values.

or(expr1, expr2)​

Logical OR. Applicable to boolean expressions.

Returns

Boolean value, or series of boolean values.

not(expr)​

Logical negation (NOT). Applicable to boolean expressions.

Returns

Boolean value, or series of boolean values.

max(x1, x2, ..., x10)​

Returns

The greatest of multiple values

min(x1, x2, ..., x10)​

Returns

The smallest of multiple given values.

pow(base, exponent)​

Mathematical power function.

Returns

x raised to the power of y. If x is a series, it is calculated elementwise.

Arguments

  • base (series[float]) Specify the base to use.
  • exponent (float) Specifies the exponent.

abs(x)​

Absolute value of x is x if x >= 0, or -x otherwise.

Returns

The absolute value of x

log(x)​

Natural logarithm of any x > 0 is the unique y such that e^y = x

Returns

The natural logarithm of x.

log10(x)​

Base 10 logarithm of any x > 0 is the unique y such that 10^y = x

Returns

The base 10 logarithm of x.

sqrt(x)​

Square root of any x >= 0 is the unique y >= 0 such that y^2 = x

Returns

The square root of x.

sign(x)​

Sign (signum) of x is zero if the x is zero, 1.0 if the x is greater than zero, -1.0 if the x is less than zero.

Returns

The sign of the argument.

exp(x)​

The exp function of x is e^x, where x is the argument and e is Euler's number.

Returns

A number representing e^x.

sin(x)​

The sin function returns the trigonometric sine of an angle.

Returns

The trigonometric sine of an angle.

Arguments

  • x (series[float]) Angle, in radians.

cos(x)​

The cos function returns the trigonometric cosine of an angle.

Returns

The trigonometric cosine of an angle.

Arguments

  • x (series[float]) Angle, in radians.

tan(x)​

The tan function returns the trigonometric tangent of an angle.

Returns

The trigonometric tangent of an angle.

Arguments

  • x (series[float]) Angle, in radians.

asin(x)​

The asin function returns the arcsine (in radians) of number such that sin(asin(y)) = y for y in range [-1, 1].

Returns

The arcsine of a value; the returned angle is in the range [-Pi/2, Pi/2], or na if y is outside of range [-1, 1].

acos(x)​

The acos function returns the arccosine (in radians) of number such that cos(acos(y)) = y for y in range [-1, 1].

Returns

The arc cosine of a value; the returned angle is in the range [0, Pi], or na if y is outside of range [-1, 1].

atan(x)​

The atan function returns the arctangent (in radians) of number such that tan(atan(y)) = y for any y.

Returns

The arc tangent of a value; the returned angle is in the range [-Pi/2, Pi/2].

floor(x)​

Returns

The largest integer less than or equal to the given number.

ceil(x)​

The ceil function returns the smallest (closest to negative infinity) integer that is greater than or equal to the argument.

Returns

The smallest integer greater than or equal to the given number.

round(x)​

Returns

The value of x rounded to the nearest integer, with ties rounding up. If the precision parameter is used, returns a float value rounded to that number of decimal places.

avg(x1, x2, ..., x10)​

Calculates average of all given series (elementwise).

Returns

Average.

open(context)​

Current open price.

Arguments

  • context PineJS execution context.

high(context)​

Current high price.

Arguments

  • context PineJS execution context.

low(context)​

Current low price.

Arguments

  • context PineJS execution context.

close(context)​

Close price of the current bar when it has closed, or last traded price of a yet incomplete, realtime bar.

Arguments

  • context PineJS execution context.

hl2(context)​

Is a shortcut for (high + low)/2

Arguments

  • context PineJS execution context.

hlc3(context)​

Is a shortcut for (high + low + close)/3

Arguments

  • context PineJS execution context.

ohlc4(context)​

Is a shortcut for (open + high + low + close)/4

Arguments

  • context PineJS execution context.

volume(context)​

Current bar volume.

Arguments

  • context PineJS execution context.

period(context)​

Resolution string, e.g. 60 - 60 minutes, D - daily, W - weekly, M - monthly, 5D - 5 days, 12M - one year, 3M - one quarter

Arguments

  • context PineJS execution context.

tickerid(context)​

Arguments

  • context PineJS execution context.

year(context)​

Current bar year in exchange timezone.

Arguments

  • context PineJS execution context.

month(context)​

Current bar month in exchange timezone.

Arguments

  • context PineJS execution context.

weekofyear(context)​

Week number of current bar time in exchange timezone.

Arguments

  • context PineJS execution context.

dayofmonth(context)​

Date of current bar time in exchange timezone.

Arguments

  • context PineJS execution context.

dayofweek(context)​

Day of week for current bar time in exchange timezone.

Arguments

  • context PineJS execution context.

hour(context)​

Current bar hour in exchange timezone.

Arguments

  • context PineJS execution context.

minute(context)​

Current bar minute in exchange timezone.

Arguments

  • context PineJS execution context.

second(context)​

Current bar second in exchange timezone.

Arguments

  • context PineJS execution context.

iff(condition, then, _else)​

If ... then ... else ...

Remarks

iff does exactly the same thing as ternary conditional operator ?: but in a functional style. Also iff is slightly less efficient than operator ?:

rising(series, length)​

Test if the series is now rising for length bars long.

Returns

true if current x is greater than any previous x for length bars back, false otherwise.

Arguments

  • series (series[float]) Series of values to process.
  • length (integer) Number of bars (length).

falling(series, length)​

Test if the series is now falling for length bars long.

Returns

true if current x is less than any previous x for length bars back, false otherwise.

Arguments

  • series (series[float]) Series of values to process.
  • length (integer) Number of bars (length).

rsi(upper, lower)​

Relative strength index. It is calculated based on rma's of upward and downward change of x.

Returns

Relative strength index.

Arguments

  • upper (float) Series of values to process.
  • lower (float) Number of bars (length).

sum(source, length, context)​

The sum function returns the sliding sum of last y values of x.

Returns

Sum of x for y bars back.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

sma(source, length, context)​

The sma function returns the moving average, that is the sum of last length values of source, divided by length.

Returns

Simple moving average of x for y bars back.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

rma(source, length, context)​

Moving average used in RSI. It is the exponentially weighted moving average with alpha = 1 / length.

Returns

Exponential moving average of x with alpha = 1 / y.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

fixnan(current, context)​

For a given series replaces NaN values with previous nearest non-NaN value.

Returns

Series without na gaps.

Arguments

  • current (series[float]) Series of values to process.
  • context PineJS execution context.

tr(handle_nan, context)​

Returns

True range. It is max(high - low, abs(high - close[1]), abs(low - close[1]))

Arguments

  • handle_nan (bool) How NaN values are handled. if true, and previous day's close is NaN then tr would be calculated as current day high-low. Otherwise (if false) tr would return NaN in such cases. Also note, that atr uses tr(true).
  • context PineJS execution context.

atr(length, context)​

Function atr (average true range) returns the RMA of true range. True range is max(high - low, abs(high - close[1]), abs(low - close[1]))

Returns

Average true range.

Arguments

  • length (integer) Length (number of bars back).
  • context PineJS execution context.

ema(series, length, context)​

The ema function returns the exponentially weighted moving average. In ema weighting factors decrease exponentially. It calculates by using a formula: EMA = alpha * x + (1 - alpha) * EMA[1], where alpha = 2 / (y + 1)

Returns

Exponential moving average of x with alpha = 2 / (y + 1)

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

wma(source, length, context)​

The wma function returns weighted moving average of source for length bars back. In wma weighting factors decrease in arithmetical progression.

Returns

Weighted moving average of series for length bars back.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

vwma(source, length, context)​

The vwma function returns volume-weighted moving average of source for length bars back. It is the same as: sma(x * volume, y) / sma(volume, y)

Returns

Volume-weighted moving average of source for length bars back.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

swma(source, context)​

Symmetrically weighted moving average with fixed length: 4. Weights: [1/6, 2/6, 2/6, 1/6].

Returns

Symmetrically weighted moving average

Arguments

  • source (series[float]) Source series.
  • context PineJS execution context.

lowestbars(source, length, context)​

Lowest value offset for a given number of bars back.

Returns

Offset to the lowest bar.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

lowest(source, length, context)​

Lowest value for a given number of bars back.

Returns

Lowest value.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

highestbars(source, length, context)​

Highest value offset for a given number of bars back.

Returns

Offset to the highest bar.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

highest(source, length, context)​

Highest value for a given number of bars back.

Returns

Highest value.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

cum(x, context)​

Cumulative (total) sum of x. In other words it's a sum of all elements of x.

Returns

Total sum series.

Arguments

  • x (series[float]) Series of values to process.
  • context PineJS execution context.

accdist(context)​

Accumulation/distribution index.

Arguments

  • context PineJS execution context.

correlation(source_a, source_b, length, context)​

Correlation coefficient. Describes the degree to which two series tend to deviate from their sma values.

Returns

Correlation coefficient.

Arguments

  • source_a (series[float]) Source series.
  • source_b (series[float]) Target series.
  • length (integer) Length (number of bars back).
  • context PineJS execution context.

stoch(source, high, low, length, context)​

Stochastic. It is calculated by a formula: 100 * (close - lowest(low, length)) / (highest(high, length) - lowest(low, length))

Returns

Stochastic.

Arguments

  • source (series[float]) Source series.
  • high (series[float]) Series of high.
  • low (series[float]) Series of low.
  • length (integer) Length (number of bars back).
  • context PineJS execution context.

tsi(source, short_length, long_length, context)​

True strength index. It uses moving averages of the underlying momentum of a financial instrument.

Returns

True strength index. A value in range [-1, 1]

Arguments

  • source (series[float]) Source series.
  • short_length (integer) Short length.
  • long_length (integer) Long length.
  • context PineJS execution context.

cross(x, y, context)​

Returns

true if two series have crossed each other, otherwise false.

Arguments

  • x (series[float]) First series.
  • y (series[float]) Second series.
  • context PineJS execution context.

linreg(source, length, offset)​

Linear regression curve. A line that best fits the prices specified over a user-defined time period. It is calculated using the least squares method. The result of this function is calculated using the formula: linreg = intercept + slope * (length - 1 - offset), where intercept and slope are the values calculated with the least squares method on source series (x argument).

Returns

Linear regression curve.

Arguments

  • source (series[float]) Source series.
  • length (integer)
  • offset (integer) Offset.

sar(start, inc, max, context)​

Parabolic SAR (parabolic stop and reverse) is a method devised by J. Welles Wilder, Jr., to find potential reversals in the market price direction of traded goods.

Returns

Parabolic SAR.

Arguments

  • start (series[float]) Start.
  • inc (integer) Increment.
  • max (integer) Maximum.
  • context PineJS execution context.

alma(series, length, offset, sigma)​

Arnaud Legoux Moving Average. It uses Gaussian distribution as weights for moving average.

Returns

Arnaud Legoux Moving Average.

Arguments

  • series (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • offset (float) Controls tradeoff between smoothness (closer to 1) and responsiveness (closer to 0).
  • sigma (float) Changes the smoothness of ALMA. The larger sigma the smoother ALMA.

change(source)​

Difference between current value and previous, x - x[1].

Returns

The result of subtraction.

Arguments

  • source (series[float])

roc(source, length)​

Function roc (rate of change) showing the difference between current value of source and the value of source that was length days ago. It is calculated by the formula: 100 * change(src, length) / src[length].

Returns

The rate of change of source for length bars back.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).

dev(source, length, context)​

Measure of difference between the series and it's sma.

Returns

Deviation of source for length bars back.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

stdev(source, length, context)​

Returns

Standard deviation.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

Remarks

This is a biased estimation of standard deviation.

variance(source, length, context)​

Variance is the expectation of the squared deviation of a series from its mean sma, and it informally measures how far a set of numbers are spread out from their mean.

Returns

Variance of source for length bars back.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).
  • context PineJS execution context.

Remarks

This is a biased estimation of sample variance.

percentrank(source, length)​

Percent rank is the percents of how many previous values was less than or equal to the current value of given series.

Returns

Percent rank of source for length bars back.

Arguments

  • source (series[float]) Series of values to process.
  • length (integer) Number of bars (length).

dmi(diLength, adxSmoothingLength, context)​

Calculates the directional movement values +DI, -DI, DX, ADX, and ADXR.

Returns

An array of the +DI, -DI, DX, ADX, and ADXR values with diLength smoothing for the (+/-)DI values and adxSmoothingLength for the ADX value.

Arguments

  • diLength (integer) Number of bars (length) used when calculating the +DI and -DI values.
  • adxSmoothingLength (integer) Number of bars (length) used when calculating the ADX value.
  • context PineJS execution context.

Functions specific to the library​

  • isZero(number) - boolean, shows whether the number equals zero or almost zero
  • toBool(number) - boolean, true if a number is finite and not equals zero
  • eq(arg1, arg2) - boolean, true if argument numbers are equal
  • neq(arg1, arg2) - boolean, true if argument numbers are not equal
  • ge(arg1, arg2) - boolean, true if first argument number is greater or equal to second
  • gt(arg1, arg2) - boolean, true if first argument number is greater than second
  • le(arg1, arg2) - boolean, true if first argument number is lesser or equal to second
  • lt(arg1, arg2) - boolean, true if first argument is lesser than second
  • updatetime(context) - string, symbol update time
  • ticker(context) - string, symbol name without exchange prefix, e.g. 'MSFT'
  • interval(context) - returns symbol interval string
  • isdwm(context) - boolean, returns true if current resolution is a daily or weekly or monthly resolution
  • isintraday(context) - boolean, returns true if current resolution is an intraday (minutes or seconds) resolution
  • isdaily(context) - boolean, returns true if current resolution is a daily resolution
  • isweekly(context) - boolean, returns true if current resolution is a weekly resolution
  • ismonthly(context) - boolean, returns true if current resolution is a monthly resolution
  • add_days_considering_dst(timezone, utcTime, daysCount)
  • selectSessionBreaks(context, times) - select session breaks for intraday resolutions only
  • timepart(symbol, field, time)
  • wvap(source, context)
  • createNewSessionCheck(context)
  • error(message) - returns study error with message specified
  • time(context, period) - returns UNIX time of current bar