> ## Documentation Index
> Fetch the complete documentation index at: https://takeprofit.com/docs/llms.txt
> Use this file to discover all available pages before exploring further.
# Package indie
> Complete reference for Indie language core package. Documents types, decorators, and functions used in technical trading indicator development.
export const Anchor = ({id}) => {
return ;
};
export const Field = ({id, name, type, required, defaultVal, children}) => {
return
{id &&
}
{name}
{type}
{required &&
required
}
{defaultVal &&
default:
{defaultVal}
}
{children}
;
};
Main package of Indie language.
***
## Decorators
### `@algorithm()`
*decorator*
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](/indie/How-Indies-syntactic-sugar-works#algorithm-new-method).
Most of the functions in the `indie.algorithms` package are decorated with `@indie.algorithm` decorator. Read more about it in [Series processors](/indie/Algorithms-for-series-processing) chapter.
See also: [`Algorithm`](/indie/Library-reference/package-indie#class_Algorithm)
***
### `@band()`
*decorator*
Use this decorator to add a band (two horizontal lines usually with a semi-transparent fill in between them) to indicator.
Value of the first horizontal line of a band on a vertical scale of an indicator.
Value of the second horizontal line of a band on a vertical scale of an indicator.
Human readable title which is visible in the indicator's Settings panel.
Color of the background.
Color of the plot on a chart. This color can be overwritten if the plot is a multicolored one. Example of an indicator with a multicolored plot is *Awesome Oscillator (AO)*.
Style of the line. It is represented as enum value of type `line_style`.
Width of the line.
```py Example theme={null}
@indicator('Band example')
@band(145, 155, line_color=color.RED, line_width=4)
def Main(self):
return self.close[0]
```
See also: [`@level()`](/indie/Library-reference/package-indie#decor_level)
***
### `@indicator()`
*decorator*
Decorator that should be applied to the `Main` entry point of any indicator.
Abbreviated title of the indicator.
Whether or not to overlay the indicator over the main pane of the chart. The main pane of a chart is the one with the main instrument on it.
Formatting style of indicator output values represented as enum value of type `format`.
Number of digits after floating point for indicator output values.
See also: [`@sec_context()`](/indie/Library-reference/package-indie#decor_sec_context)
***
### `@level()`
*decorator*
Decorator that is used to create a level (horizontal line) in an indicator.
Value of the level on a vertical scale of an indicator.
Human readable title which is visible in the indicator's Settings panel.
Color of the plot on a chart. This color can be overwritten if the plot is a multicolored one. Example of an indicator with a multicolored plot is *Awesome Oscillator (AO)*.
Style of the line. It is represented as enum value of type `line_style`.
Width of the line.
```py Example theme={null}
@indicator('Level example')
@level(150, line_color=color.RED, line_width=4)
def Main(self):
return self.close[0]
```
See also: [`@band()`](/indie/Library-reference/package-indie#decor_band)
***
### `@param_ref()`
*decorator*
Declares an input parameter for `@sec_context` function that is linked to the input parameter of `Main` by `id`.
Name of `Main` function or class parameter bound to the input parameter.
```py Example theme={null}
@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]
```
See also: [`@sec_context()`](/indie/Library-reference/package-indie#decor_sec_context) [`param`](/indie/Library-reference/package-indie#class_param)
***
### `param`
*type*
Class with decorators of indicator input parameters of various types.
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.
Name of `Main` function or class parameter bound to the input parameter.
Default value for the parameter in settings pane.
Human readable title which is visible in the indicator's Settings panel.
```py Example theme={null}
@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.
Name of `Main` function or class parameter bound to the input parameter.
Default value for the parameter in settings pane.
Minimum value of the parameter.
Maximum value of the parameter.
Step between values of the parameter.
Human readable title which is visible in the indicator's Settings panel.
```py Example theme={null}
@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.
Name of `Main` function or class parameter bound to the input parameter.
Default value for the parameter in settings pane.
Minimum value of the parameter.
Maximum value of the parameter.
Step between values of the parameter.
Human readable title which is visible in the indicator's Settings panel.
```py Example theme={null}
@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.
Name of `Main` function or class parameter bound to the input parameter.
Default value for the parameter in settings pane.
List of the possible values of the parameter.
Human readable title which is visible in the indicator's Settings panel.
```py Example theme={null}
@param.str('name', default='Lisa', options=['Homer', 'Marge', 'Bart', 'Lisa', 'Maggie'])
def Main(self, name):
# Use name variable...
```
If `options` parameter is used then in Settings panel there will be a combobox widget for changing value of this input.
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.
Name of `Main` function or class parameter bound to the input parameter.
Default value for the parameter in settings pane.
List of the possible values of the parameter.
Human readable title which is visible in the indicator's Settings panel.
```py Example theme={null}
@param.source('src', default=source.CLOSE, options=[source.CLOSE, source.HL2, source.HLC3, source.OHLC4])
def Main(self, src):
# Use src variable...
```
Even if `options` parameter is not used then in Settings panel nevertheless there will be a combobox widget with all possible values from the `source` enum.
See also: [`param`](/indie/Library-reference/package-indie#class_param) [`source`](/indie/Library-reference/package-indie#enum_source)
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.
Name of `Main` function or class parameter bound to the input parameter.
Default value for the parameter in settings pane.
List of the possible values of the parameter.
Human readable title which is visible in the indicator's Settings panel.
```py Example theme={null}
@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...
```
The type of `time_frame` in the example variable will be `TimeFrame`. But please note, that for the convenience, default value has `str` type. String representation of `TimeFrame` has a form of `[m|h|D|W|M|Y]` where suffixes mean: `m` - minutes, `h` - hours, `D` - days, `W` - weeks, `M` - months, `Y` - years. If `options` parameter is used then in Settings panel there will be a combobox widget for changing value of this input.
See also: [`TimeFrame`](/indie/Library-reference/package-indie#class_TimeFrame)
Declares a color 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.
Name of `Main` function or class parameter bound to the input parameter.
Default value for the parameter in settings pane.
Human readable title which is visible in the indicator's Settings panel.
```py Example theme={null}
@param.color('my_color', default=color.BLUE)
def Main(self, my_color):
# Use my_color variable...
```
The type of `my_color` in the example variable will be `Color`
See also: [`Color`](/indie/Library-reference/package-indie#class_Color)
***
### `@sec_context()`
*decorator*
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.
```py Example theme={null}
# 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]
```
More info on this topic you can find in [Request additional instruments](/indie/Request-additional-instruments) chapter.
See also: [`@indicator()`](/indie/Library-reference/package-indie#decor_indicator) [`SecContext`](/indie/Library-reference/package-indie#class_SecContext) [`Context.calc_on()`](/indie/Library-reference/package-indie#method_Context_calc_on)
***
### `@strategy()`
*decorator*
Decorator that marks a function as a trading strategy. Configures backtesting parameters including initial capital, commission, leverage, and order execution settings. The decorated function receives a `MainStrategyContext` object with access to trading operations.
Abbreviated title of the indicator.
Whether or not to overlay the indicator over the main pane of the chart. The main pane of a chart is the one with the main instrument on it.
Formatting style of indicator output values represented as enum value of type `format`.
Number of digits after floating point for indicator output values.
Starting capital amount for the strategy backtest. Default is `1000000.0`.
Commission settings applied to all trades. Default is zero commission.
Leverage multiplier for the strategy. Values greater than 1.0 allow trading with borrowed capital. Default is `1.0` (no leverage).
Determines when orders are executed within a bar during backtesting. Default is `ON_BAR_CLOSE`.
Price used for market order execution in backtesting. Default is `MARKET_PRICE`.
Annual risk-free rate used for calculating strategy performance metrics like Sharpe ratio. Default is `0.02` (2%).
***
## Types
### `Algorithm`
*type*
Base class for the classes that perform some processing of series data.
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).
Context object.
See also: [`@algorithm()`](/indie/Library-reference/package-indie#decor_algorithm) [`MainContext`](/indie/Library-reference/package-indie#class_MainContext) [`SecContext`](/indie/Library-reference/package-indie#class_SecContext)
***
### `Color`
*type*
Data type to represent color.
Creates a new Color instance with the given transparency applied to the existing color.
Alpha channel (component) of color which ranges from `0.0` (fully transparent) to `1.0` (fully opaque).
```py Example theme={null}
half_transparent_red = color.RED(0.5) # This implicitly calls `color.RED.__call__(0.5)`
```
Method `__call__` should never be called directly, instead `color_obj(value)` syntax should be used.
See also: [`color`](/indie/Library-reference/package-indie-color)
***
### `Context`
*type*
Data type that represents an instrument with OHLCV series values and other related information.
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.
Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one).
Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used.
Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used.
Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument.
If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history.
At least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](/indie/Request-additional-instruments) chapter.
See also: [`@sec_context()`](/indie/Library-reference/package-indie#decor_sec_context) [`SecContext`](/indie/Library-reference/package-indie#class_SecContext)
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).
Default value that will be used if an element at the specified index cannot be extracted.
Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
See also: [`MutSeriesF`](/indie/Library-reference/package-indie#class_MutSeriesF)
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).
Default value that will be used if an element at the specified index cannot be extracted.
Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
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.
Value that is written into `Var` object only once after the `Var` object was created.
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.
The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information).
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.
The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information).
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.
The function will return `False` if the session ends without a valid last bar (e.g., due to missing data).
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.
The function will return `False` if the session ends without a valid last bar (e.g., due to missing data).
See also: [`MainContext`](/indie/Library-reference/package-indie#class_MainContext) [`SecContext`](/indie/Library-reference/package-indie#class_SecContext) [`SymbolInfo`](/indie/Library-reference/package-indie#class_SymbolInfo) [`Series[T]`](/indie/Library-reference/package-indie#class_Series) [`MutSeries[T]`](/indie/Library-reference/package-indie#class_MutSeries) [`TradingSession`](/indie/Library-reference/package-indie#class_TradingSession)
***
### `IndieError`
*type*
Data type for Indie errors.
Class constructor (initializer for the data type).
Error message.
***
### `MainContext`
*type*
Base class for the class that represents main context.
[`Context`](/indie/Library-reference/package-indie#class_Context)
Chart object for drawing and managing non-series visual elements.
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.
Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one).
Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used.
Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used.
Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument.
If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history.
At least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](/indie/Request-additional-instruments) chapter.
See also: [`@sec_context()`](/indie/Library-reference/package-indie#decor_sec_context) [`SecContext`](/indie/Library-reference/package-indie#class_SecContext)
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).
Default value that will be used if an element at the specified index cannot be extracted.
Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
See also: [`MutSeriesF`](/indie/Library-reference/package-indie#class_MutSeriesF)
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).
Default value that will be used if an element at the specified index cannot be extracted.
Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
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.
Value that is written into `Var` object only once after the `Var` object was created.
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.
The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information).
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.
The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information).
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.
The function will return `False` if the session ends without a valid last bar (e.g., due to missing data).
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.
The function will return `False` if the session ends without a valid last bar (e.g., due to missing data).
See also: [`SecContext`](/indie/Library-reference/package-indie#class_SecContext) [`Context`](/indie/Library-reference/package-indie#class_Context) [`Algorithm`](/indie/Library-reference/package-indie#class_Algorithm)
***
### `MainStrategyContext`
*type*
Extended context object available in strategy functions decorated with `@strategy`. Inherits from `MainContext` and provides access to trading operations through the `trading()` method.
[`MainContext`](/indie/Library-reference/package-indie#class_MainContext)
Property that returns the `Trading` object for executing trading operations such as creating, updating, and canceling orders. Also provides access to current position and account balance.
Chart object for drawing and managing non-series visual elements.
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.
Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one).
Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used.
Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used.
Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument.
If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history.
At least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](/indie/Request-additional-instruments) chapter.
See also: [`@sec_context()`](/indie/Library-reference/package-indie#decor_sec_context) [`SecContext`](/indie/Library-reference/package-indie#class_SecContext)
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).
Default value that will be used if an element at the specified index cannot be extracted.
Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
See also: [`MutSeriesF`](/indie/Library-reference/package-indie#class_MutSeriesF)
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).
Default value that will be used if an element at the specified index cannot be extracted.
Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
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.
Value that is written into `Var` object only once after the `Var` object was created.
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.
The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information).
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.
The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information).
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.
The function will return `False` if the session ends without a valid last bar (e.g., due to missing data).
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.
The function will return `False` if the session ends without a valid last bar (e.g., due to missing data).
***
### `MutSeries[T]`
*type*
Generic data type that represents read-write series of values of type `T`. Type `T` can be float, int, str, or almost any other type.
```py theme={null}
MutSeriesF = MutSeries[float]
```
[`Series[T]`](/indie/Library-reference/package-indie#class_Series)
Sets value of `MutSeries[T]` object at the specified index.
Index to assign value at.
New value.
```py Example theme={null}
ms = MutSeries[float].new(init=0)
ms[0] = 42 # This implicitly calls `ms.__setitem__(0, 42)`
```
(1) The index must be equal to 0 (because historical values cannot be updated), otherwise the function will raise an error at runtime. Yes, this looks very weird and maybe it would be much better just to have a method `MutSeriesF.set_last(value: float)` but we like the syntax of square brackets. Maybe this will be fixed in the future versions of Indie, hard to say for sure. (2) Method `__setitem__` should never be called directly, instead syntax `series_obj[index] = value` should be used.
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.
Value that is written into the most recent element of the `MutSeries` every time `MutSeries.new` function is executed.
Value that is written into the most recent element of the `MutSeries` object only once after the `MutSeries` object was created.
Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
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).
Value that is written into the most recent element of the `MutSeries` every time `MutSeries.new` function is executed.
Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
See also: [`Context.new_mut_series()`](/indie/Library-reference/package-indie#method_Context_new_mut_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).
Value that is written into the most recent element of the `MutSeries` every time `MutSeries.new` function is executed.
Value that is written into the most recent element of the `MutSeries` object only once after the `MutSeries` object was created.
Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
See also: [`Context.new_mut_series()`](/indie/Library-reference/package-indie#method_Context_new_mut_series)
Returns value of `Series[T]` object at the specified index or given `default` if the value is missing.
Offset to extract value at.
Default value that will be used if an element at the specified index cannot be extracted.
If `False` then `get` method raises an error on any `offset < 0`. If `True` then `get` method returns `default` value on negative offsets too. Default value is `False`.
Expands the capacity of `Series[T]` object (number of elements that `Series[T]` object should store in memory).
Number of elements that `SeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator.
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).
Index to extract value at.
```py Example theme={null}
@indicator('Example')
def Main(self):
return self.close[0] # This implicitly calls `self.close.__getitem__(0)`
```
Method `__getitem__` should never be called directly. Instead syntax `series_obj[index]` should be used.
Returns length (number of elements) of a `Series[T]` object.
```py Example theme={null}
l = len(self.close) # this implicitly calls `self.close.__len__()`
```
Method `__len__` should never be called directly. Instead syntax `len(series_obj)` should be used.
See also: [`Context.new_mut_series()`](/indie/Library-reference/package-indie#method_Context_new_mut_series) [`Series[T]`](/indie/Library-reference/package-indie#class_Series)
***
### `Optional[T]`
*type*
Builtin Indie type (similar to Python's `typing.Optional`).
Class constructor (initializer for the data type).
Value to cast from.
Class constructor (initializer for the data type).
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`.
Default value that will be used if there is no value.
Casts `Optional` object to bool.
This method is present for `Optional[T]` only if `T` can be converted to `bool`.
Returns `True` if the optional value is `None`, otherwise `False`.
```py Example theme={null}
my_val: Optional[int] = 4
my_bool = my_val is None
```
Method `__isnone__` should never be called directly, instead `val is None` syntax should be used.
***
### `SecContext`
*type*
Base class for the classes that represent additional contexts besides the main one.
[`Context`](/indie/Library-reference/package-indie#class_Context)
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.
Function decorated with `@indie.sec_context`. This function has the same semantics as Indie `Main`, but for additional instrument (not the main one).
Alias for exchange of additional instrument. If omitted, then the exchange of the current context's instrument will be used.
Ticker of an additional instrument. If omitted, then the ticker of the current context's instrument will be used.
Time frame of additional instrument. If omitted, then the time frame of current context's instrument will be used. At the moment it is allowed to request only time frames which are higher or equal to the time frame of current context's instrument.
If this flag is true, then when calculating history, the bars of the secondary context are merged with the bars of the current context based on their opening time. Such a data merge strategy may result in unintended use of data from future history.
At least one of optional arguments (`exchange`, `ticker` or `time_frame`) must be provided. More info about this function as well as code examples you may find in [Request additional instruments](/indie/Request-additional-instruments) chapter.
See also: [`@sec_context()`](/indie/Library-reference/package-indie#decor_sec_context) [`SecContext`](/indie/Library-reference/package-indie#class_SecContext)
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).
Default value that will be used if an element at the specified index cannot be extracted.
Number of elements that `MutSeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeriesF` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
See also: [`MutSeriesF`](/indie/Library-reference/package-indie#class_MutSeriesF)
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).
Default value that will be used if an element at the specified index cannot be extracted.
Number of elements that `MutSeries` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator. `MutSeries` objects also have a method `request_size(new_size: int)` which can be used to expand the size explicitly.
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.
Value that is written into `Var` object only once after the `Var` object was created.
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.
The function will return `False` if the first bar of the session does not exist or is unavailable (e.g., due to data gaps or missing information).
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.
The function will return `False` if the first bar of the regular session does not exist or is unavailable (e.g., due to data gaps or missing information).
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.
The function will return `False` if the session ends without a valid last bar (e.g., due to missing data).
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.
The function will return `False` if the session ends without a valid last bar (e.g., due to missing data).
See also: [`@sec_context()`](/indie/Library-reference/package-indie#decor_sec_context) [`MainContext`](/indie/Library-reference/package-indie#class_MainContext) [`Algorithm`](/indie/Library-reference/package-indie#class_Algorithm)
***
### `Series[T]`
*type*
Generic data type that represents read only series of values of type `T`. Type `T` can be float, int, str, or almost any other type.
```py theme={null}
SeriesF = Series[float]
```
Returns value of `Series[T]` object at the specified index or given `default` if the value is missing.
Offset to extract value at.
Default value that will be used if an element at the specified index cannot be extracted.
If `False` then `get` method raises an error on any `offset < 0`. If `True` then `get` method returns `default` value on negative offsets too. Default value is `False`.
Expands the capacity of `Series[T]` object (number of elements that `Series[T]` object should store in memory).
Number of elements that `SeriesF` object should store in memory. Default and possible minimum size is 2, which means that series of `size = 2` stores in memory value at the time of the last candle and value at the time of previous candle. Size is automatically expanded during history calculation of an indicator.
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).
Index to extract value at.
```py Example theme={null}
@indicator('Example')
def Main(self):
return self.close[0] # This implicitly calls `self.close.__getitem__(0)`
```
Method `__getitem__` should never be called directly. Instead syntax `series_obj[index]` should be used.
Returns length (number of elements) of a `Series[T]` object.
```py Example theme={null}
l = len(self.close) # this implicitly calls `self.close.__len__()`
```
Method `__len__` should never be called directly. Instead syntax `len(series_obj)` should be used.
See also: [`MutSeries[T]`](/indie/Library-reference/package-indie#class_MutSeries) [`Context`](/indie/Library-reference/package-indie#class_Context)
***
### `SymbolInfo`
*type*
Data type to represent information about the context's instrument.
Ticker of the context's instrument.
Exchange code of the context's instrument. For stocks it is a [MIC](https://en.wikipedia.org/wiki/Market_Identifier_Code). 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 `2` 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'`.
See also: [`Context`](/indie/Library-reference/package-indie#class_Context)
***
### `TimeFrame`
*type*
Data type that represents time frame.
Class constructor (initializer for the data type).
Numeric part of time frame.
Unit of time frame, can be 'm', 'h', 'D', 'W' or 'M'.
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.
Returns `True` if the TimeFrame objects are equal.
Other value to compare.
Method `__eq__` should never be called directly, instead `obj1 == obj2` syntax should be used.
Returns `True` if the TimeFrame object is less than another TimeFrame object.
Other value to compare.
Method `__lt__` should never be called directly, instead `obj1 < obj2` syntax should be used.
Returns `True` if the TimeFrame object is less or equal than another TimeFrame object.
Other value to compare.
Method `__le__` should never be called directly, instead `obj1 <= obj2` syntax should be used.
Converts string representation of time frame to `TimeFrame` type. String representation of `TimeFrame` has a form of `[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.
String representation of time frame.
***
### `TradingSession`
*type*
Data type to represent different trading periods within a day, including pre-market, regular, and after-hours sessions. Each period is defined by its own schedule.
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`.
Timestamp to check in defined trading session.
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`.
Datetime to check in defined trading session.
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.
First timestamp to check.
Second timestamp to check.
This method checks if two timestamps, which may belong to different calendar days, are part of the same trading session period. It handles cases where a trading session spans across two consecutive days (e.g., a trading schedule that extends past midnight) and ensures both timestamps belong to the same logical period within the schedule.
Determines whether a given timestamp falls within a regular trading session.
Timestamp to check against the specific part of trading sessions.
Determines whether a given timestamp falls within an extended trading session (either pre-market or after-hours).
Timestamp to check against the specific part of trading sessions.
Returns `True` if the provided timestamp falls within either the pre-market or after-hours session. Returns `False` otherwise.
Determines whether a given timestamp falls within a pre-market trading session.
Timestamp to check against the specific part of trading sessions.
Determines whether a given timestamp falls within a after-hours trading session.
Timestamp to check against the specific part of trading sessions.
See also: [`Context`](/indie/Library-reference/package-indie#class_Context) [`Schedule`](/indie/Library-reference/package-indie-schedule#class_Schedule) [`ScheduleRule`](/indie/Library-reference/package-indie-schedule#class_ScheduleRule)
***
### `Var[T]`
*type*
Generic data type that represents a rollbackable container for value of type `T`. Type `T` can be float, int, str, or almost any other type.
Returns value of `Var[T]` object.
Sets value of `Var[T]` object.
New value that will be put to `Var` 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.
Value that is written into `Var` object only once after the `Var` object was created.
See also: [`Context.new_var()`](/indie/Library-reference/package-indie#method_Context_new_var) [`MutSeries[T]`](/indie/Library-reference/package-indie#class_MutSeries)
***
## Enums
### `format`
*enum*
Enum-like class with constants that determine how to format the indicator value on the price scale.
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`.
See also: [`@indicator()`](/indie/Library-reference/package-indie#decor_indicator)
***
### `line_style`
*enum*
Enum-like class with constants of line styles.
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.
See also: [`@line()`](/indie/Library-reference/package-indie-plot#decor_line) [`@level()`](/indie/Library-reference/package-indie#decor_level) [`@fill()`](/indie/Library-reference/package-indie-plot#decor_fill)
***
### `source`
*enum*
Enum-like class with constants for various price sources (it is used in `@indie.param.source`).
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.
See also: [`@param.source()`](/indie/Library-reference/package-indie#decor_param_source)
***
### `time_frame_unit`
*enum*
Enum-like class with constants for 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.
Built-in constants that represent time frame units.
See also: [`TimeFrame`](/indie/Library-reference/package-indie#class_TimeFrame)
***