MarketSeries

MarketSeries

The per-bar OHLCV data exposed to your strategy as ctx.series. It gives you one Series per column (open, high, low, close, volume) that you index into with at(n).

Signature

export type MarketSeries = MarketSeriesView;

Example

indicators/sma-trend

import { defineStrategy, SMA } from '@nexpips/sdk-trading';

/**
 * Filtre de tendance : n'acheter que lorsque la clôture est au-dessus de
 * la moyenne mobile simple SMA(50).
 */
export default defineStrategy({
  symbol: 'EURUSD',
  timeframe: 'H1',
  risk: { maxRiskPercentPerTrade: 1, maxOpenPositions: 1, maxDailyLossPercent: 5 },
  setup: (api) => {
    const sma = api.use(SMA, { source: 'close', period: 50 });

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

        if (ctx.series.close.at(0) > sma.at(0)) {
          ctx.order.marketBuy({
            riskPercent: 1,
            stopLoss: { type: 'atr', period: 14, multiple: 2 },
            takeProfit: { type: 'rr', value: 2 },
          });
        }
      },
    };
  },
});

Access OHLCV columns through ctx.series.

See also

• Series
• Bar
• Source