Source

Source

The derived price input an indicator computes on. Beyond the raw OHLC fields you can pick blended sources: hl2 (high+low)/2, hlc3 (high+low+close)/3, or ohlc4 (open+high+low+close)/4. Most indicators default to close.

Signature

export type Source = 'open' | 'high' | 'low' | 'close' | 'hl2' | 'hlc3' | 'ohlc4';

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

Choose the price source feeding an indicator.

See also

• SMA
• Series