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Calculate any expression across multiple bars of any data series going back in time from the current bar. To start at an earlier bar, use the function()[offset] syntax. Any parameter of a function, as well as the offset (if provided) can be a literal number, a single value, or a formula.
AEMA - adaptive exponential moving average
AESD - adaptive exponential standard deviation
BBBotF - Bollinger band bottom as a function
BBPctF - Bollinger band percent (%B) as a function
BBTopF - Bollinger band top as a function
BBTrendF - Bollinger band trend as a function
BBWidthF - Bollinger band width as a function
Correl - correlation of two series
•CorrelAvg - average correlation of a stock to a group of stocks
•CorrelMed - median correlation of a stock to a group of stocks
•CorrelMin - lowest correlation of a stock to a group of stocks
•CorrelMinSym - symbol of stock with lowest correlation to the current stock
•CorrelMax - highest correlation of a stock to a group of stocks
•CorrelMaxSym - symbol of stock with highest correlation to the current stock
CountTrue - count of all bars for which expression was true
DEMA - double exponential moving average
EMA or XAvg - exponential moving average
ESD - exponential standard deviation
HMA or HAvg - Hull moving average
Highest or HHV - highest value
KAMA - Kaufman adaptive moving averate
Kurtosis - sample kurtosis
LinReg - linear regression
Lowest or LLV - lowest value
MA or Avg - simple moving average
Median - median of values
Peak - value of nth most recent peak followed by an n% drop (does not look ahead)
PeakBars - count of bars since nth such Peak
PercentRank - percent rank among values
PercentRankN - value with nth percent rank
Product - product of values
Rank - numeric rank among values
RankN - value with nth numeric rank
ROC or PctChg - %gain/loss
RsiF - RSI as a function
SarF - SAR as a function
Sequence - check for a sequence of conditions within a specific number of bars
SinceHigh - bars since highest value
SinceLow - bars since lowest value
SinceTrue - bars since expression was true (0 if now, -1 if never)
Skewness - sample skewness
Slope - slope of linear regression
Spearman - Spearman's Rank Correlation
StdDev - standard deviation
StdErr - standard error of predicted vs actual values in a regression
Sum - sum of values
SumSince - sum of values since condition was true
SumSQ - sum of squared values
TEMA - triple exponential moving average
Trough - value of nth most recent trough followed by an n% rise (does not look ahead)
TroughBars - count of bars since nth such Trough
TrueInRow - count of bars in a row for which expression was true
UntilTrue - bars until expression will be true (0 if now, -1 if never)
VWMA - volume weighted moving average
WhenTrue - value when expression was true (or will be true if count < 0)
WMA or WAvg - weighted moving average
YInt - y-intercept of linear regression
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