built in series

You can consider the series as a range of data, predefined or generated in the real time according to the price behavior of an asset. These data sets are provided by the platform, and you can use them, depending on the purpose of your script indicator.

Operations with Series

The series, representing different ranges of data, support basic mathematical operations in order to get more values, needed for the script indicators. The simplest example is the operation (open+close)/2, where the returned value is the series, containing the value of the opening and closing prices sum, divided by 2.

More operations, which are supported by QCS, are presented in the table below:

Operator	Operator's Definition	Left-Hand Side (Value before the Operator)	Right-Hand Side (Value after the Operator)	Result	Example
+	Addition	series or numeric	series or numeric	series	high + low
-	Subtraction	series or numeric	series or numeric	series	high - low
*	Multiplication	series or numeric	series or numeric	series	high * 2
/	Division	series or numeric	series or numeric	series	low / 2
^	Exponentiation (Power Operator)	series or numeric	series or numeric	series	close ^ 2
<	Less than	series or numeric	series or numeric	boolean	high < low
\>	Greater than	series or numeric	series or numeric	boolean	high > low
<=	Less than of equal	series or numeric	series or numeric	boolean	high <= low
\>=	Greater than or equal	series or numeric	series or numeric	boolean	high => low
==	Equal	series	series	boolean	high == low
~=	Not equal (inequality operator)	series	series	boolean	high ~= low
-	Negation	series		series	negative_open = -open

Due to Lua limitations, it is not possible to compare series and a value directly. In this case, you can use the  get_value function. The same restriction applies when using the series as a condition.

Example:

if get_value(open) > 10 then
    print ("Hooray!")
end

Series Types

There are several types of series, based on the data they aggregate. The most common are:

• Price series;
• Time series;
• Volume series.

Price Series

The series, which provide the range of price data.

open

• View: overlayable.
• Purpose: the opening price of the current candle.
• Type: series float.
• Example:

instrument { name = "Open Price Indicator", overlay = true }

opening_price = open

plot(opening_price, title="Open Price", color=color.red, linewidth=2)

close

• View: overlayable.
• Purpose: the closing price of the current candle.
• Type: series float.
• Example:

instrument { name = "Close Price Indicator", overlay = true }

closing_price = close

plot(closing_price, title="Close Price", color=color.green, linewidth=2)

high 

• View: overlayable.
• Purpose: the highest price of the current candle.
• Type: series float.
• Example:

instrument { name = "Highest Price Indicator", overlay = true }

highest_price = high

plot(highest_price, title="Highest Price", color=color.green, linewidth=2)

low 

• View: overlayable.
• Purpose: the lowest price of the current candle.
• Type: series float.
• Example:

instrument { name = "Lowest Price Indicator", overlay = true }

lowest_price = low

plot(lowest_price, title="Lowest Price", color=color.red, linewidth=2)

hml

• View: overlayable.
• Purpose: the highest price minus the lowest price of the current candle.
• Type: series float.
• Formula: high - low
• Example:

instrument { name = "HML Levels", overlay = true }

high_level = high
low_level = low
diff = (high - low)

plot(diff, title="Diff", color=color.blue, linewidth=2)

hl2 

• View: overlayable.
• Purpose: the highest price plus the lowest price of the current candle divided by 2.
• Type: series float.
• Formula: (high + low) / 2
• Example:

instrument { name = "HL Levels", overlay = true }

high_level = high
low_level = low
mid_level = (high + low) / 2

plot(mid_level, title="Mid", color=color.blue, linewidth=2)

hlc3

• View: overlayable.
• Purpose: the highest price plus the lowest price plus the closing price of the current candle divided by 3.
• Type: series float.
• Formula: (high + low + close) / 3 
• Example:

instrument { name = "HLC3 Indicator", overlay = true }

high_level = high
low_level = low
closing_price = close
hlc3 = (high + low + close) / 3

plot(hlc3, title="HLC3", color=color.blue, linewidth=2)

ohlc4 

• View: overlayable.
• Purpose: the sum of all main price values of the candle, divided by 4.
• Type: series float.
• Formula: (open + high + low + close) / 4
• Example:

instrument { name = "OHLC4 Indicator", overlay = true }

opening_price = open
high_level = high
low_level = low
closing_price = close
ohlc4 = (open + high + low + close) / 4

plot(ohlc4, title="OHLC4", color=color.blue, linewidth=2)

hlcc4 

• View: overlayable.
• Purpose: the sum of the highest and lowest price values of the candle plus the closing price of the candle, which is given the double weight in the calculation, divided y 4.
• Type: series float.
• Formula: (high + low + close + close) / 4
• Example:

instrument { name = "HLCC4 Indicator", overlay = true }

high_level = high
low_level = low
closing_price = close
hlcc4 = (high + low + close + close) / 4

plot(hlcc4, title="HLCC4", color=color.blue, linewidth=2)

tr

• View: overlayable.
• Purpose: the true range series, taking into calculation the difference between the highest and the lowest values of the candle, the difference between the highest and lowest values of the current candle and the closing price of the previous candle.
• Type: series float.
• Formula: max (high - low, high - close [1], close [1] - low) 
• Example:

instrument { name = "True Range Indicator", overlay = false }

high_level = high
low_level = low
closing_price = close
tr = max(high - low, high - close [1], close [1] - low) 

plot(tr, title="True Range", color=color.orange, linewidth=2)

Time Series

The series, which provide the timeframe data.

close_time

• View: non-overlayable.
• Purpose: the closing time of the candle (UNIX time).
• Type: series int.
• Example:

instrument { name = "Close Time Indicator", overlay = false }

candle_close_time = close_time

plot(candle_close_time, title="Close Time", color=color.yellow, linewidth=2)

open_time

• View: non-overlayable.
• Purpose: the closing time of the candle (UNIX time).
• Type: series int.
• Example:

instrument { name = "Open Time Indicator", overlay = false }

candle_open_time = open_time

plot(candle_open_time, title="Open Time", color=color.blue, linewidth=2)

day

• View: non-overlayable.
• Purpose: the opening time of the candle (day number in a year).
• Type: series int.
• Example:

instrument { name = "Day Indicator", overlay = false }

current_day = day

plot(current_day, title="Day", color=color.green, linewidth=2)

week_day

• View: non-overlayable.
• Purpose: the opening time of the candle (day number in a week).
• Type: series int.
• Example:

instrument { name = "Week Day Indicator", overlay = false }

week_day = week_day

plot(week_day, title="Week Day", color=color.green, linewidth=2)

month

• View: non-overlayable.
• Purpose: the opening time of the candle (month).
• Type: series int.
• Example:

instrument { name = "Month Indicator", overlay = false }

current_month = month

plot(current_month, title="Month", color=color.green, linewidth=2)

year

• View: non-overlayable.
• Purpose: the opening time of the candle (year).
• Type: series int.
• Example:

instrument { name = "Year Indicator", overlay = false }

current_year = year

plot(current_year, title="Year", color=color.blue, linewidth=2)

hour

• View: non-overlayable.
• Purpose: the opening time of the candle (hour).
• Type: series int.
• Example:

instrument { name = "Hour Indicator", overlay = false }

current_hour = hour

plot(current_hour, title="Hour", color=color.blue, linewidth=2)

minute

• View: non-overlayable.
• Purpose: the opening time of the candle (minute).
• Type: series int.
• Example:

instrument { name = "Minute Indicator", overlay = false }

current_minute = minute

plot(current_minute, title="Minute", color=color.blue, linewidth=2)

second

• View: non-overlayable.
• Purpose: the opening time of the candle (second).
• Type: series int.
• Example:

instrument { name = "Second Indicator", overlay = false }

current_second = second

plot(current_second, title="Second", color=color.blue, linewidth=2)

Volume Series

The series, which provides the volume data.

volume

• View: non-overlayable.
• Purpose: the traded volume of the current candle.
• Type: series float.
• Example:

instrument { name = "Volume Indicator", overlay = false }

current_volume = volume

plot(current_volume, title="Volume", color=color.green, linewidth=2, style=plot.style_points)