Series

Series

An indexed, time-ordered stream of values. Read it with at(0) for the current bar and at(n) for n bars ago — indexing is bounded to the past, so there is no look-ahead. highest(period) and lowest(period) scan the trailing window, and length reports how many values are available. Indicators return a Series<T>.

Signature

export interface Series<T = number> {
  at(back: number): T;
  readonly length: number;
  highest(period: number): number;
  lowest(period: number): number;
}

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 },
          });
        }
      },
    };
  },
});

Read the latest indicator value with at(0).

See also

• MarketSeries
• crossedOver