README.md

Finscript

Technical analysis domain specific language for creating reusable indicator calculator

Demo

• playground

Doc

Primitive types

• Number：

a = 1
b = 2.3

• Boolean

a = true
b = false

• String

a = 'blah blah'
b = "blah blah"
c = '中文'

• Object

a = {}
b = { a: 1, b: 2 }
c = { a, b }
d = { c, f: {} }

• Array

a = [1, 2, 3]
b = [{ open: 10, close: 12 }, { open: 12, close: 14 }]

• Color

a = #fff
b = #123456
c = #123456ff

• Null

a = null

Comment

• Single-line comment

// FIXME

• Multi-line comment

/*
  blah
  blah
  blah
*/

Operator

• Assign：=
• Add：+
• Subtract：-
• Multiply：*
• Divide：/
• Modulus：%
• Pow：^
• Greater than：>
• Less than：<
• Greater than or equal：>=
• Less than or equal：<=
• Equal：==
• Not equal：!==
• And：and
• Or：or
• Not：not
• Conditional operator： condition ? expression : expression

statement

• if statement:

if a ==1 :
  // do something
else if a == 2:
  // do something
end

• For loop:

for i in array:
  // do something
end

• While loop:

while true:
  // do something
end

Function

• Function declaration:

def print(a):
  Console.log(a)
end

• Arrow function:

add = (a, b) => a + b
inc = a => a + 1

• Function call:

Console.log(1)

Indicator operator

• Open price：OPEN O

• Close price：CLOSE C

• High price：HIGH H

• Low price：LOW L

• Bar volume：VOLUME V VOL

• Absolute value：ABS

ABS(O - C)

• Arctangent：ATAN

ATAN(C)

• Ceil: CEIL

CEIL(2.3) // 3 

• Constant：CONST

CONST(1)

• Cosine：COS

COS(C)

• Count bars if condition is true：COUNT

COUNT(CLOSE > OPEN, 10)

• Exponentially weighted moving average：EMA

EMA(C, 10)

• Exponential Function: EXP

EXP(2) // e^2

• Expmema: EXPMEMA

EXPMEMA(C, 10)

• Floor: FLOOR

FLOOR(2.5) // 2

• Max value of n bars：HHV

HHV(MAX(O, C), 60)

• Min value of n bars：LLV

LLV(MIN(O, C), 60)

• Natural logarithm：LN

LN(C)

• Base-10 logarithmic：LOG

LOG(C)

• Moving average：MA

MA(C, 60)

• Greater of two or more values：MAX

MAX(O, C)
MAX(O, C, 100)

• Smaller of two or more values：MIN

MIN(O, C)
MIN(O, C, 100, REF(C, 1))

• Mathematical power function: POW

POW(C, 2)

• Round: ROUND

ROUND(C)

• Previous values ：REF

REF(C, 10)

• Sar：SAR

step = 2

• Sine：COS

SIN(C)

• Simple moving average：SMA

SMA(C, 10)

• Square root ：SQRT

SQRT(C)

• Standard deviation：STD

STD(C, 10)

• Sliding sum: SUM

SUM(C, 10)

• Trigonometric tangent：TAN

TAN(C)

Creating new operator

prevClose = REF(C, 1)
prevLow = REF(L, 1)
true_range = MAX(H - L, H - prevLow, L - prevClose)

Indicator

Checkout demo

Built-in funciton

Number

• Number.parseInt
• Number.parseFloat
• Number.prototype.toExponential
• Number.prototype.toFixed
• Number.prototype.toPrecision

Console

• Console.log