The following functions can be used with series variables.  

 

Data series Indexing information.

 

Function Name:

Description:

Average

Finds the average value of the series.

AsSeries

Function Passes the address of the series.

Correlation

Finds the correlation of two series.

CorrelationLog

Finds the correlation of two series, using the log of the change in price.

CorrelationLogSynch

Used for IPV Auto Indexed Series or Price Series and synchs the dates of the two series before computing the correlationlog

CorrelationSynch

Used for IPV Auto Indexed Series or Price Series and synchs the dates of the two series before computing the correlation

CrossOver

Returns true if two series have crossed over.

Data Series Indexing

Explaination of how Series are indexed.

GetReference

Deprecated. Use AsSeries()to pass a series element to a Custom Function

GetSeriesSize

Returns the current size of the series.

Highest

Find the highest value of the series.

HighestBar

Returns the number of bars back from the starting offset of the highest bar.

Lowest

Finds the lowest value of the series.

LowestBar

Returns the number of bars back from the starting offset of the lowest bar.

Median

Returns the median.

RegressionEnd

Finds the end point (Y axis) after a call to RegressionSlope

RegressionSlope

Finds the slope of the linear regression.

RegressionValue

Finds the value of a linear regression of the series at any point using an offset

RSI

Computes the RSI of a series.

SetSeriesColorStyle

Function will color an IPV Auto-Index series, or a Indicator section indicator created to hold decimal-numbers or text String.

SetSeriesSize

Sets the size of the series.  Manual-Indexed series have a minimum size of 1, and a maximum size of 1,000,000 elements.

SetSeriesValues

Sets a value into every element of the series.

SortSeries

Sorts the series

SortSeriesDual

Sorts series1 based on the values of series2

StandardDeviation

Finds the standard deviation of the series.

StandardDeviationLog

Returns the standard deviation of the log of the change in prices.

Sum

Finds the sum of the series.

SwingHigh

Returns the swing high value.

SwingHighBar

Returns the number of bars back from the starting offset of the swing high bar.

SwingLow

Returns the swing low value.

SwingLowBar

Returns the number of bars back from the staring offset of the swing low bar.



 

The series on which these function apply:

instrument.open
instrument.high
instrument.low
instrument.close
instrument.volume
instrument.openInterest
instrument.unAdjustedClose
instrument.extraData1 through instrument.extraData8
instrument.weekOpen (indexed by week)
instrument.weekHigh (indexed by week)
instrument.weekLow (indexed by week)
instrument.weekClose (indexed by week)
BPV (Block Permanent Series) Variable
IPV (Instrument Permanent Series) Variable
Indicators

 

Example:

'  myCustomArray is defined as an Instrument Permanent
'  non Auto Indexed Series Variable
'  Finds the average of elements number 8, 9, and 10:
myAverage = Average( myCustomArray, 3, 10 )

 

NOTES:

If you use this function on an "Auto Indexed" Instrument Permanent or Block Permanent Series variable, then the offset parameter sets the start index as a lookback from the current instrument bar or test day. However, if you use this function on a non "Auto Indexed" series variable, then the offset parameter is the start index.  The function uses the bars prior to and including the start index for the calculation.

 


Last Edit: 9/25/2017

Edit Time: 9/25/2017 09:09:58 AM

Topic ID#: 527

 

 

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