Package indie

Decorates a function, making it a series processor algorithm. Such algorithms are specifically designed to process series of data, like close prices of an instrument of a candle chart. One way of using such an algorithm is to call new static method, read more here.

Use this decorator to add a band (two horizontal lines usually with a semi-transparent fill in between them) to indicator.

@indicator('Band example')
@band(145, 155, line_color=color.RED, line_width=4)
def Main(self):
    return self.close[0]

Decorator that should be applied to the Main entry point of any indicator.

Decorator that is used to create a level (horizontal line) in an indicator.

@indicator('Level example')
@level(150, line_color=color.RED, line_width=4)
def Main(self):
    return self.close[0]

Declares an input parameter for @sec_context function that is linked to the input parameter of Main by id.

@sec_context
@param_ref('referenced_param')
def SecMain(self, referenced_param) -> float:
    # Use referenced_param variable...

@indicator('Referenced param example')
@param.int('referenced_param', default=50)
class Main(MainContext):
    def __init__(self):
        self._calc_on_result = self.calc_on(time_frame=TimeFrame.from_str('1D'), sec_context=SecMain)

    def calc(self):
        return self._calc_on_result[0]

Declares a bool input parameter of indicator. Values of input parameters can be changed in indicator’s Settings panel. Input parameters are used in combination with corresponding parameter declaration in Main entry point.

@param.bool('is_something_enabled', default=False)
def Main(self, is_something_enabled):
    # Use is_something_enabled variable...

Declares an integer input parameter of indicator. Values of input parameters can be changed in indicator’s Settings panel. Input parameters are used in combination with corresponding parameter declaration in Main entry point.

@param.int('meaning_of_life', default=42)
def Main(self, meaning_of_life):
    # Use meaning_of_life variable...

Declares a float input parameter of indicator. Values of input parameters can be changed in indicator’s Settings panel. Input parameters are used in combination with corresponding parameter declaration in Main entry point.

@param.float('speed_of_light', default=299_792.458)
def Main(self, speed_of_light):
    # Use speed_of_light variable...

Declares a str input parameter of indicator. Values of input parameters can be changed in indicator’s Settings panel. Input parameters are used in combination with corresponding parameter declaration in Main entry point.

@param.str('name', default='Lisa', options=['Homer', 'Marge', 'Bart', 'Lisa', 'Maggie'])
def Main(self, name):
    # Use name variable...

Declares a source input parameter of indicator. Values of input parameters can be changed in indicator’s Settings panel. Input parameters are used in combination with corresponding parameter declaration in Main entry point.

@param.source('src', default=source.CLOSE, options=[source.CLOSE, source.HL2, source.HLC3, source.OHLC4])
def Main(self, src):
    # Use src variable...

Declares a time frame input parameter of indicator. Values of input parameters can be changed in indicator’s Settings panel. Input parameters are used in combination with corresponding parameter declaration in Main entry point.

@param.time_frame('time_frame', default='30m', options=['1m', '30m', '1h', '4h', '1D', '1W', '1M', '1Y'])
def Main(self, time_frame):
    # Use time_frame variable...

Decorates a function, making it a secondary Main entry point for additional instrument of an indicator. Additional instruments are requested with the help of Context.calc_on function and this decorator.

# indie:lang_version = 5
from indie import indicator, sec_context, param

@sec_context
def Main2(self):
    return self.high[0], self.low[0]

@indicator('Minimal calc_on example', overlay_main_pane=True)
@param.time_frame('sec_time_frame', default='1D')
class Main(MainContext):
    def __init__(self, sec_time_frame):
        self._sec_high, self._sec_low = self.calc_on(time_frame=sec_time_frame, sec_context=Main2)

    def calc(self):
        return self._sec_high[0], self._sec_low[0]

Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.

Class constructor (initializer for the data type).

Creates a new Color instance with the given transparency applied to the existing color.

half_transparent_red = color.RED(0.5)  # This implicitly calls `color.RED.__call__(0.5)`

Series of timestamps (as unix time UTC seconds) of the context’s instrument. Every timestamp corresponds to start time of some bar on a chart.

Series of ‘open’ prices of the context’s instrument.

Series of ‘high’ prices of the context’s instrument.

Series of ‘low’ prices of the context’s instrument.

Series of ‘close’ prices of the context’s instrument.

Series of ‘volume’ values of the context’s instrument.

Series of ‘(high + low) / 2’ values of the context’s instrument.

Series of ‘(high + low + close) / 3’ values of the context’s instrument.

Series of ‘(open + high + low + close) / 4’ values of the context’s instrument.

Information about the context’s instrument.

Index of a last (current) bar in this context’s instrument which the indicator has received. The very first bar has index equal to 0 and this is the oldest bar.

Current total number of bars in this context’s instrument which the indicator has received. It is always true that self.bar_count is equal to self.bar_index + 1.

Flag that is True if the current bar is a historical bar or it is a final update for a realtime bar.

Flag that is True if the current bar is a historical bar.

Flag that is True if the current bar is the last bar in the history or it is a realtime bar.

Flag that is True if the current bar is the last bar of the historical part of prices data.

Flag that is True if the current bar is a historical bar or it is a first update for a realtime bar.

Flag that is True if the last (current) bar is a realtime bar.

Time frame of the context’s instrument.

Trading session of the context’s instrument.

Requests additional instrument (creates a secondary context object for it) for indicator and returns one or more SeriesF objects which match with the arity of values that sec_context function returns. All the returned series values are merged into the timescale of current context’s instrument.

Creates a MutSeriesF (an alias for MutSeries[float]) object, which is a container for float values in Indie code. The main feature of the MutSeriesF container is its ability to store (or ‘remember’) the historical values of a variable. These values can be accessed later using the square brackets operator (via the __getitem__ method).

Creates a MutSeries[T] object, which is a container for T values in Indie code. The main feature of the MutSeries[T] container is its ability to store (or ‘remember’) the historical values of a variable. These values can be accessed later using the square brackets operator (via the __getitem__ method).

Creates a Var[T] object, which is a container for T value in Indie code. The main feature of the Var[T] container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar.

Detects whether the current bar is the first bar of a new trading session (extended session included). Returns True if the current bar is the first bar of the trading session or False if the current bar is not the first in the session or if no session has started.

Detects whether the current bar is the first bar of the regular trading session (excluding pre-market session). Returns True if the current bar is the first bar of the regular trading session or False if the current bar is not the first in the regular session or if no session has started.

Detects whether the current bar is the last bar of the trading session (extended session included). Returns True if the current bar is the last bar of the trading session or False if the current bar is not the last in the session.

Detects whether the current bar is the last bar of the regular trading session (excluding after-hours session). Returns True if the current bar is the last bar of the regular trading session or False if the current bar is not the last in the regular session.

Class constructor (initializer for the data type).

Series of timestamps (as unix time UTC seconds) of the context’s instrument. Every timestamp corresponds to start time of some bar on a chart.

Series of ‘open’ prices of the context’s instrument.

Series of ‘high’ prices of the context’s instrument.

Series of ‘low’ prices of the context’s instrument.

Series of ‘close’ prices of the context’s instrument.

Series of ‘volume’ values of the context’s instrument.

Series of ‘(high + low) / 2’ values of the context’s instrument.

Series of ‘(high + low + close) / 3’ values of the context’s instrument.

Series of ‘(open + high + low + close) / 4’ values of the context’s instrument.

Information about the context’s instrument.

Index of a last (current) bar in this context’s instrument which the indicator has received. The very first bar has index equal to 0 and this is the oldest bar.

Current total number of bars in this context’s instrument which the indicator has received. It is always true that self.bar_count is equal to self.bar_index + 1.

Flag that is True if the current bar is a historical bar or it is a final update for a realtime bar.

Flag that is True if the current bar is a historical bar.

Flag that is True if the current bar is the last bar in the history or it is a realtime bar.

Flag that is True if the current bar is the last bar of the historical part of prices data.

Flag that is True if the current bar is a historical bar or it is a first update for a realtime bar.

Flag that is True if the last (current) bar is a realtime bar.

Time frame of the context’s instrument.

Trading session of the context’s instrument.

Requests additional instrument (creates a secondary context object for it) for indicator and returns one or more SeriesF objects which match with the arity of values that sec_context function returns. All the returned series values are merged into the timescale of current context’s instrument.

Creates a MutSeriesF (an alias for MutSeries[float]) object, which is a container for float values in Indie code. The main feature of the MutSeriesF container is its ability to store (or ‘remember’) the historical values of a variable. These values can be accessed later using the square brackets operator (via the __getitem__ method).

Creates a MutSeries[T] object, which is a container for T values in Indie code. The main feature of the MutSeries[T] container is its ability to store (or ‘remember’) the historical values of a variable. These values can be accessed later using the square brackets operator (via the __getitem__ method).

Creates a Var[T] object, which is a container for T value in Indie code. The main feature of the Var[T] container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar.

Detects whether the current bar is the first bar of a new trading session (extended session included). Returns True if the current bar is the first bar of the trading session or False if the current bar is not the first in the session or if no session has started.

Detects whether the current bar is the first bar of the regular trading session (excluding pre-market session). Returns True if the current bar is the first bar of the regular trading session or False if the current bar is not the first in the regular session or if no session has started.

Detects whether the current bar is the last bar of the trading session (extended session included). Returns True if the current bar is the last bar of the trading session or False if the current bar is not the last in the session.

Detects whether the current bar is the last bar of the regular trading session (excluding after-hours session). Returns True if the current bar is the last bar of the regular trading session or False if the current bar is not the last in the regular session.

Sets value of MutSeries[T] object at the specified index.

ms = MutSeries[float].new(init=0)
ms[0] = 42  # This implicitly calls `ms.__setitem__(0, 42)`

Recalculates a MutSeries[T] object. In most cases, you can simply use the s[i] = ... syntax instead, but this method allows you to pass an initialization value to the series.

Creates a MutSeries[T] object, which is a container for T values in Indie code. The main feature of the MutSeries[T] container is its ability to store (or ‘remember’) the historical values of a variable. These values can be accessed later using the square brackets operator (via the __getitem__ method).

Returns value of Series[T] object at the specified index or given default if the value is missing.

Expands the capacity of Series[T] object (number of elements that Series[T] object should store in memory).

Returns value of Series[T] object at the specified index. If the value is missing, then the default value of type T is returned (e.g. math.nan if T is float).

@indicator('Example')
def Main(self):
    return self.close[0]  # This implicitly calls `self.close.__getitem__(0)`

Returns length (number of elements) of a Series[T] object.

l = len(self.close)  # this implicitly calls `self.close.__len__()`

Returns value of indie.Optional[T] object. Raises a runtime error if the optional object is None.

Returns value of indie.Optional[T] object or given default if the optional object is None.

Casts Optional object to bool.

Returns True if the optional value is None, otherwise False.

my_val: Optional[int] = 4
my_bool = my_val is None

Series of timestamps (as unix time UTC seconds) of the context’s instrument. Every timestamp corresponds to start time of some bar on a chart.

Series of ‘open’ prices of the context’s instrument.

Series of ‘high’ prices of the context’s instrument.

Series of ‘low’ prices of the context’s instrument.

Series of ‘close’ prices of the context’s instrument.

Series of ‘volume’ values of the context’s instrument.

Series of ‘(high + low) / 2’ values of the context’s instrument.

Series of ‘(high + low + close) / 3’ values of the context’s instrument.

Series of ‘(open + high + low + close) / 4’ values of the context’s instrument.

Information about the context’s instrument.

Index of a last (current) bar in this context’s instrument which the indicator has received. The very first bar has index equal to 0 and this is the oldest bar.

Current total number of bars in this context’s instrument which the indicator has received. It is always true that self.bar_count is equal to self.bar_index + 1.

Flag that is True if the current bar is a historical bar or it is a final update for a realtime bar.

Flag that is True if the current bar is a historical bar.

Flag that is True if the current bar is the last bar in the history or it is a realtime bar.

Flag that is True if the current bar is the last bar of the historical part of prices data.

Flag that is True if the current bar is a historical bar or it is a first update for a realtime bar.

Flag that is True if the last (current) bar is a realtime bar.

Time frame of the context’s instrument.

Trading session of the context’s instrument.

Requests additional instrument (creates a secondary context object for it) for indicator and returns one or more SeriesF objects which match with the arity of values that sec_context function returns. All the returned series values are merged into the timescale of current context’s instrument.

Creates a MutSeriesF (an alias for MutSeries[float]) object, which is a container for float values in Indie code. The main feature of the MutSeriesF container is its ability to store (or ‘remember’) the historical values of a variable. These values can be accessed later using the square brackets operator (via the __getitem__ method).

Creates a MutSeries[T] object, which is a container for T values in Indie code. The main feature of the MutSeries[T] container is its ability to store (or ‘remember’) the historical values of a variable. These values can be accessed later using the square brackets operator (via the __getitem__ method).

Creates a Var[T] object, which is a container for T value in Indie code. The main feature of the Var[T] container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar.

Detects whether the current bar is the first bar of a new trading session (extended session included). Returns True if the current bar is the first bar of the trading session or False if the current bar is not the first in the session or if no session has started.

Detects whether the current bar is the first bar of the regular trading session (excluding pre-market session). Returns True if the current bar is the first bar of the regular trading session or False if the current bar is not the first in the regular session or if no session has started.

Detects whether the current bar is the last bar of the trading session (extended session included). Returns True if the current bar is the last bar of the trading session or False if the current bar is not the last in the session.

Detects whether the current bar is the last bar of the regular trading session (excluding after-hours session). Returns True if the current bar is the last bar of the regular trading session or False if the current bar is not the last in the regular session.

Returns value of Series[T] object at the specified index or given default if the value is missing.

Expands the capacity of Series[T] object (number of elements that Series[T] object should store in memory).

Returns value of Series[T] object at the specified index. If the value is missing, then the default value of type T is returned (e.g. math.nan if T is float).

@indicator('Example')
def Main(self):
    return self.close[0]  # This implicitly calls `self.close.__getitem__(0)`

Returns length (number of elements) of a Series[T] object.

l = len(self.close)  # this implicitly calls `self.close.__len__()`

Ticker of the context’s instrument.

Exchange code of the context’s instrument. For stocks it is a MIC. For crypto instruments it is just some identifier, not commonly recognized as MIC but unique within TakeProfit. For example, exchange_code for the New York Stock Exchange, Inc. is 'XNYS'.

Commonly recognized (but not exactly standardized) alias for an exchange. For example, an alias for the New York Stock Exchange, Inc. is 'NYSE'. In most cases exchange alias matches with the exchange acronym (see ISO10383).

Price precision of the context’s instrument. For example, price precision of 100 means that prices have two digits after the floating point.

Absolute value of a minimal movement of a price of the context’s instrument in corresponding currency.

Name of the exchange timezone of the context’s instrument. For example, 'America/New_York'.

Class constructor (initializer for the data type).

Converts TimeFrame object to corresponding number of minutes. Month is always considered to be of 30 days long, and year is always of 365 days long.

Converts string representation of time frame to TimeFrame type. String representation of TimeFrame has a form of <number>[m|h|D|W|M|Y] where suffixes mean: m - minutes, h - hours, D - days, W - weeks, M - months, Y - years. For example TimeFrame.from_str('15m') creates a TimeFrame object which corresponds to 15 minute time frame.

Schedule instance that defines the rules and exceptions for the pre-market trading session.

Schedule instance that defines the rules and exceptions for the regular trading session.

Schedule instance that defines the rules and exceptions for the after-hours trading session.

Schedule instance that defines the rules and exceptions for the extended session (pre-market + after-hours).

Checks whether a given timestamp falls within the defined trading session. Returns True if the timestamp falls within the trading session’s active periods, otherwise returns False.

Checks whether a given timestamp falls within the defined trading session. Returns True if the timestamp falls within the trading session’s active periods, otherwise returns False.

Determines whether two timestamps fall within the same trading session period on the same day. Returns True if both timestamps fall within the same period of the trading session, even if they are in different calendar days. False if the timestamps belong to different periods within the trading session.

Determines whether a given timestamp falls within a regular trading session.

Determines whether a given timestamp falls within an extended trading session (either pre-market or after-hours).

Determines whether a given timestamp falls within a pre-market trading session.

Determines whether a given timestamp falls within a after-hours trading session.

Returns value of Var[T] object.

Sets value of Var[T] object.

Creates a Var[T] object, which is a container for T value in Indie code. The main feature of the Var[T] container is its ability to rollback the value of the variable when a new realtime update appears to its value after the previous bar.

Indicator output values are formatted same as values of the main chart instrument.

Indicator output values are formatted using fixed number of digits after the floating point. The number of digits is set with additional parameter precision of @indicator(). The precision param has effect only in combination with the format.PRICE format.

Indicator output values are formatted according to the rules of formatting large numbers, such as volumes of trades. For example 100500.0 will be formatted as 100.5K.

Built-in line style constant that determines how the line is rendered.

Built-in line style constant that determines how the line is rendered.

Built-in line style constant that determines how the line is rendered.

Built-in source kind constant which corresponds to Context’s series field and is used to initialize source input parameter.

Built-in source kind constant which corresponds to Context’s series field and is used to initialize source input parameter.

Built-in source kind constant which corresponds to Context’s series field and is used to initialize source input parameter.

Built-in source kind constant which corresponds to Context’s series field and is used to initialize source input parameter.

Built-in source kind constant which corresponds to Context’s series field and is used to initialize source input parameter.

Built-in source kind constant which corresponds to Context’s series field and is used to initialize source input parameter.

Built-in source kind constant which corresponds to Context’s series field and is used to initialize source input parameter.

Built-in source kind constant which corresponds to Context’s series field and is used to initialize source input parameter.

Built-in constants that represent time frame units.

Built-in constants that represent time frame units.

Built-in constants that represent time frame units.

Built-in constants that represent time frame units.

Built-in constants that represent time frame units.