Legacy-feed functions

Field N of the real-time quote snapshot — previous close, open, bid/ask and so on.

N(integer)

Which snapshot field to read — a field number, not a bar count.

// needs an A-share style feed — on the current data source
// this returns nothing and the pane stays empty
PREVCLOSE: DYNAINFO(3);
CHG: (CLOSE - PREVCLOSE) / PREVCLOSE * 100, COLORSTICK;

Financial statement field N for the symbol.

N(integer)

Which financial field to read.

// legacy feed only — returns nothing on the current source
EPS: FINANCE(33);
PE: CLOSE / EPS, COLORYELLOW;

Financial field N as a time series.

N(integer)

Which financial field to read, as a series rather than one value.

// unlike FINANCE this varies bar by bar, so it can be
// charted directly — legacy feed only
BOOK: FINVALUE(34), COLORYELLOW;

A single financial field at a given reporting date.

N(integer)

Which financial field to read.

DATE(integer)

Reporting date, in the feed's date encoding.

TYPE(integer)

Which report type the figure comes from.

// a fixed reporting period rather than the latest —
// legacy feed only
Q1: FINONE(33, 250331, 0);

Stock-level trading statistics series.

A(integer)

Statistic group.

B(integer)

Which statistic within the group.

C(integer)

Variant or sub-field of that statistic.

Also written as SCJYVALUE, BKJYVALUE

// SCJYVALUE and BKJYVALUE are the market and sector level
// equivalents — all three need the legacy feed
STAT: GPJYVALUE(1, 1, 0), COLORYELLOW;

A single stock-level trading statistic.

A(integer)

Statistic group.

B(integer)

Which statistic within the group.

C(integer)

Variant or sub-field.

D(integer)

Which period the single value is taken from.

Also written as SCJYONE, BKJYONE

// the single-value counterpart of GPJYVALUE — legacy feed only
ONE: GPJYONE(1, 1, 0, 0);

Margin trading and short selling data.

N(integer)

Which margin field to read.

// rising margin balance alongside rising price is the
// classic leverage-driven advance — legacy feed only
BAL: MARGIN(1), COLORYELLOW;
LEVERAGED: BAL > REF(BAL, 5) AND CLOSE > REF(CLOSE, 5);

Northbound Stock Connect holdings data.

N(integer)

Which Stock Connect field to read.

// northbound holdings as a sentiment proxy — legacy feed only
HOLD: HK2SHSZ(1), COLORYELLOW;
INFLOW: HOLD > REF(HOLD, 1);

News and announcement analysis data.

N(integer)

Which news field to read.

// mark bars carrying an announcement — legacy feed only
HASNEWS := NEWS(1) > 0;
DRAWICON(HASNEWS, HIGH, 1);

Number of advancing constituents in an index.

INDEX(string)

Index code whose constituents are counted.

// market breadth: advancing share of the index —
// legacy feed only
UP := UPCOUNT('000001');
DN := DOWNCOUNT('000001');
BREADTH: UP / (UP + DN) * 100, COLORYELLOW;

Number of declining constituents in an index.

INDEX(string)

Index code whose constituents are counted.

// the advance-decline line, accumulated — legacy feed only
ADL: SUM(UPCOUNT('000001') - DOWNCOUNT('000001'), 0), COLORYELLOW;

Sector-level financial aggregate.

A(integer)

Which sector aggregate group.

B(integer)

Which field within the group.

C(integer)

Variant or period selector.

// sector fundamentals rather than the symbol's own —
// legacy feed only
SECTORPE: SF(1, 1, 0), COLORYELLOW;

1 if the symbol belongs to the named sector or concept block.

NAME(string)

Block name to test membership of.

// branch on sector membership — legacy feed only
ISBANK := INBLOCK('银行');
LEN := IF(ISBANK, 60, 20);
ADAPTED: MA(CLOSE, LEN), COLORYELLOW;

Chip-distribution cost price at the N-th percentile of holders.

N(integer)

Percentile of holders, 0–100 — not a bar count.

// the chip distribution's quartiles as support bands —
// legacy feed only
C90: COST(90), COLORRED;
C50: COST(50), COLORYELLOW;
C10: COST(10), COLORGREEN;

Average cost of the chips between two price levels.

A(float)

Lower percentile bound.

B(float)

Upper percentile bound.

// average cost of the middle 80% of holders, ignoring the
// extremes at both ends — legacy feed only
CORE: COSTEX(10, 90), COLORYELLOW;

Fraction of holders in profit at PRICE.

PRICE(series)

Price to evaluate profitability against — usually CLOSE.

// share of holders sitting on a profit; a very high reading
// means everyone above is free to sell — legacy feed only
W: WINNER(CLOSE) * 100, COLORYELLOW;
CROWDED := W > 90;

Share of chips accumulated in the last N bars.

N(integer)

Window length in bars.

// how much of the float changed hands recently — legacy feed only
RECENT: PPART(20) * 100, COLORYELLOW;
TURNEDOVER := RECENT > 50;

Profit ratio at PRICE counting only the last N bars.

N(integer)

How many recent bars to count.

PRICE(series)

Price to evaluate profitability against.

// split the profit ratio into new money and old money;
// PWINNER is the mirror image — legacy feed only
NEWMONEY: LWINNER(20, CLOSE) * 100, COLORYELLOW;
OLDMONEY: PWINNER(20, CLOSE) * 100, COLORGRAY;

Profit ratio at PRICE counting only bars before the last N.

N(integer)

How many recent bars to EXCLUDE.

PRICE(series)

Price to evaluate profitability against.

// old money still in profit while new money is under water
// is a very different tape from the reverse — legacy feed only
OLD: PWINNER(20, CLOSE) * 100, COLORGRAY;
TRAPPED := OLD > 80 AND LWINNER(20, CLOSE) * 100 < 30;

Daily limit-up price given a previous close and a limit rate.

CLOSE(series)

The previous close the limit is calculated from.

RATE(float)

Limit rate — 0.1 for a 10% board.

// mark bars that reached the board — legacy feed only
LIMIT := ZTPRICE(REF(CLOSE, 1), 0.1);
DRAWICON(HIGH >= LIMIT, HIGH, 1), COLORRED;

Daily limit-down price.

CLOSE(series)

The previous close the limit is calculated from.

RATE(float)

Limit rate — 0.1 for a 10% board.

// the down-side counterpart — legacy feed only
FLOOR := DTPRICE(REF(CLOSE, 1), 0.1);
DRAWICON(LOW <= FLOOR, LOW, 2), COLORGREEN;

1 if the symbol code starts with the given prefix.

PREFIX(string)

Prefix to match at the START of the code — unlike FINDSTR, which matches anywhere.

// board-specific rules by code prefix — legacy feed only.
// FINDSTR(CODE, '600') works on the current feed and matches
// anywhere in the code, which is usually close enough
MAIN := CODELIKE('600');

1 if the symbol name starts with the given prefix.

PREFIX(string)

Prefix to match at the start of the name.

Also written as NAMEINCLUDE

// legacy feed only; FINDSTR(STKNAME, …) is the portable
// equivalent on the current data source
STFLAG := NAMELIKE('ST');
DRAWGBK(STFLAG, RGBA(239,83,80,0.10), RGBA(19,23,34,0), 90);

The value X had on a specific calendar date.

X(series)

The series to sample.

DATE(integer)

Calendar date to sample at — a date, not a bar offset like REF.

// anchor to a date rather than a bar count, so the reference
// survives holidays and suspensions — legacy feed only
BASE: REFDATE(CLOSE, 250101);
SINCE: (CLOSE - BASE) / BASE * 100, COLORYELLOW;

Evaluate another indicator on another symbol or timeframe.

SYMBOL(string)

Symbol to evaluate on. Empty means the current one.

INDEX.OUTPUT(string)

Indicator name and output name, joined by a dot.

PERIOD(integer)

Timeframe code to evaluate on.

RIGHT(integer)

Adjustment mode: 0 none, 1 back-adjusted, 2 forward-adjusted.

Also written as CALCSTOCKINDEX

// cross-symbol reference — legacy feed only. On the current
// source, use Indicator.Output for same-symbol references,
// which inlines at compile time and costs nothing
OTHER: STKINDI('000001', 'MACD.DIF', 0, 0), COLORYELLOW;

Load a series from a configured external API endpoint.

…(string)

Endpoint and field selectors, as configured on the host.

// needs an endpoint configured on the host as well as the
// legacy feed — nothing to load on the current source
EXT: LOADAPIDATA('myfeed', 'value'), COLORYELLOW;

Level-2 volume bucketed by order size N (0–3) and direction M (0–3).

N(integer)

Order-size bucket, 0–3 — small through extra large.

M(integer)

Direction bucket, 0–3.

Also written as L2_AMO, L2_VOLNUM

// large-order net flow — needs Level-2 data on top of the
// legacy feed, so it draws nothing on the current source
BIGBUY  := L2_VOL(3, 0);
BIGSELL := L2_VOL(3, 1);
NETBIG: BIGBUY - BIGSELL, COLORSTICK;