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NexPips SDK

IndicatorContext

IndicatorContext

The context passed to a custom indicator’s update() callback. It exposes the resolved params for this instance, the raw series of market data to compute over, and a use() method for composing other indicators inside your own. Parameterized by TParams, the shape of the indicator’s configuration.

Signature

export interface IndicatorContext<TParams> {
  readonly params: TParams;
  readonly series: MarketSeries;
  use<P, O>(def: IndicatorDef<P, O>, params: P): Series<O>;
}

Example

indicators/custom-indicator
import { defineIndicator, defineStrategy } from '@nexpips/sdk-trading';


/**
 * Indicateur custom via `defineIndicator` : l'amplitude (range) de la barre
 * courante. `update` est appelé une fois par barre clôturée et reçoit un
 * `IndicatorContext`. L'engine accumule les retours dans une `Series`.
 */
const BarRange = defineIndicator<{ history?: number }, number>({
  name: 'BarRange',
  warmup: () => 1,
  update: (ctx) => ctx.series.high.at(0) - ctx.series.low.at(0),
});


export default defineStrategy({
  symbol: 'EURUSD',
  timeframe: 'H1',
  risk: { maxRiskPercentPerTrade: 1, maxOpenPositions: 1, maxDailyLossPercent: 5 },
  setup: (api) => {
    const range = api.use(BarRange, {});


    return {
      onBar(ctx) {
        if (!ctx.position.isFlat || ctx.position.hasPendingOrder) return;


        if (range.at(0) > 0) {
          ctx.order.marketBuy({
            riskPercent: 1,
            stopLoss: { type: 'pips', value: 20 },
            takeProfit: { type: 'rr', value: 2 },
          });
        }
      },
    };
  },
});

Reading params and series inside a custom indicator.

See also