Availability and special cases¶

The library documents the indicator functions exposed to strategy authors. A function that exists in a broader technical-analysis package is not automatically a TradeScript function. Use the names and argument forms in these pages; no import is needed.

Which indicators are included?¶

TradeScript currently receives a selection of 42 base indicator names, with 17 additional component functions for individual lines such as bb_upper and macd_signal. These guides cover that selection, its usable call forms and its known restrictions; a bound name is not always a usable numeric line.

The broader analysis library contains more calculations. Supertrend, Parabolic SAR, Ichimoku, T3 and many candlestick, chart-pattern and cycle functions are not currently exposed as built-in TradeScript calls. They are not missing merely because their guide has not been written: they first need supported inputs, usable outputs and strategy integration. Do not try to make them available by adding an import to your TradeScript file.

Use the function entries in this guide for the current supported forms. As more functions become available to TradeScript, their instructions and examples should appear here with the same release.

Functions with an explicit bars input¶

Most common functions accept a short call such as rsi(14) or atr(14). The following exposed functions currently need their input written explicitly:

Function	Usable TradeScript form	Topic
`vwma`	`vwma(bars, 14)`	Volume-weighted average
`rmi`	`rmi(bars, 14, 5)`	Momentum
`awesome`	`awesome(bars, 5, 34)`	Momentum
`stc`	`stc(bars, 23, 50, 10)`	Momentum
`modified_stochastic`	`modified_stochastic(bars, 14)`	Momentum
`highest_n`	`highest_n(bars, "high", 20)`	Extremes
`lowest_n`	`lowest_n(bars, "low", 20)`	Extremes

bars supplies the market-history input. Do not omit it from these forms.

Multiple-output containers¶

Some names represent several lines together. A condition needs a usable line rather than the container.

Container name	Use these individual functions
`bollinger_bands`	`bb_upper`, `bb_mid`, `bb_lower`
`donchian_channel`	`donchian_upper`, `donchian_mid`, `donchian_lower`
`keltner_channel`	`keltner_upper`, `keltner_mid`, `keltner_lower`
`trix`	No individual TRIX/signal line is currently exposed for TradeScript conditions.

macd, adx, stochastic and aroon already select their primary line; their companion functions are explained in the topic pages. Arbitrary attribute access and selecting a container with a string key are not supported ways to extract a line in TradeScript.

Names that do not promise a supplied calculation¶

modified_rsi is bound but currently produces missing readings on ordinary close history because the first missing RSI value propagates through its extra smoother. Extra history does not resolve that calculation issue. Use RSI for working conditions. The exposed barssince helper also cannot reconstruct an event's history from an ordinary current Boolean comparison; see its input restriction.

The broader functions catalog also describes scores and external data fields. A recognised name only means it is known to the language; its calculation or data still has to be supplied. In particular, the catalog abbreviation mom has no standard injected binding. Use momentum(14) for absolute price change.

The examples in this indicator library describe single-instrument signal rules. In portfolio-wide calculations, functions that use bars do not all automatically select a separate OHLCV history for each instrument. Do not assume a successful single-instrument indicator expression proves a cross-sectional portfolio formula. Use the portfolio guide for supported selection shapes and verify the actual per-instrument inputs before extending one.

When a call fails or looks wrong¶

Symptom	Check
Missing input in `sma()` or `macd_signal()`	Write a numeric first period or explicit `close`; empty close-based calls do not select an input.
Unexpected Keltner width	The second number is the ATR period; multiplier is third.
“Missing high/low/volume”	The calculation needs full bars, not a single close series. Check the documented call and input fields.
A line cannot be compared or indexed	Use the documented component function, or check whether the helper returns only a scalar.
Missing or unstable early readings	Supply enough input history, including previous readings for crossings. Initialised values can also appear before a complete lookback.
A VWAP changes when the history window changes	`vwap()` is cumulative over the supplied history and does not reset by session.
A constant-volume or flat market gives an extreme/zero reading	Check that indicator's denominator, warmup and fallback behaviour rather than interpreting it as a fresh signal.

For syntax and diagnostic fixes, see fix a strategy error.