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Symbol

Bars Limit

Horizons (days)

Lookahead

Show Examples Syntax Guide

Expression

Vars: O, H, L, C, V with offsets like C[-2]. Functions: sum, avg, mean, min, max — window when 2nd arg is a number (avg(C,20)), else element-wise (min(C,O)). Stats (window): stdev, stdevp, var, varp, median, count, percentile(x,n,p), quartile(x,n,q), large(x,n,k), small(x,n,k). Math: abs, sign, sqrt, exp, ln, log, log10, power, mod, int, trunc, round, roundup, rounddown, ceiling, floor. Logic: and, or, if, ifs, not, switch, iferror, ifna, iserror, isna, between, least, greatest, ref.

Doing calculations on last 100 bars. To view all data, Upgrade to PRO plan!

Key Observations

Event Stats

Forward-Return Analysis

Horizon

Illustrative only: signal windows can overlap, so this compounds every occurrence and is not a tradeable backtest.

Seasonality — when this signal fires

Example Events

Write a condition over price bars. It is tested on every bar; bars where it is true become signals. Use it for entries like C > avg(C,20).

Price variables & offsets

`O H L C V`	Open, High, Low, Close, Volume of the current bar.
`C[-1]`, `O[-2]`	Prior bars. `C[-1]` = yesterday's close. Offsets are negative into the past.

Key rule — window vs. element-wise

For min max sum avg mean average, the second argument decides the meaning:

A plain number → rolling window (bar count). min(C,20) = lowest close of the last 20 bars.
Anything else (a variable/expression) → element-wise, like Excel. min(C,O) = the smaller of close and open on that bar.

So max(H,10) is a 10-bar high, but max(C,O) is the candle body top. With 3+ args they are always element-wise: max(H,C,O).

Windowed aggregates — 2nd arg is a bar count

`sum avg mean min max`	Running total, average, min, max over N bars.
`stdev stdevp var varp`	Sample / population std-dev and variance over N bars.
`median count`	`median(C,20)`; `count(x,N)` = number of valid bars.
`percentile(x,N,p)`	p in 0–1. `percentile(C,60,0.9)` = 90th pct of last 60 closes.
`quartile(x,N,q)`	q in 0–4 (0=min, 2=median, 4=max).
`large(x,N,k) small(x,N,k)`	k-th largest / smallest in the window. `large(C,20,1)` = 20-bar high.

Math — element-wise

abs sign sqrt exp ln log(x[,base=10]) log10 power(x,y) mod(x,y) int trunc(x[,d]) round(x[,d]) roundup(x[,d]) rounddown(x[,d]) ceiling(x[,sig]) floor(x[,sig]).
round is half-away-from-zero; mod takes the sign of the divisor (Excel-style).

Logic & comparisons

`and or not > >= < <= == != =`	Combine and compare. `=` and `==` are the same.
`if(c,a[,b])`	a when c is true, else b (0 if omitted).
`ifs(c1,v1,c2,v2,...)`	First true condition wins.
`switch(x,v1,r1,...[,def])`	Match x against values; optional default.
`between(x,a,b) least(a,b) greatest(a,b) ref(x,n)`	Range test, 2-arg min/max, and offset lookup.

Errors & missing data

Division by zero, sqrt of a negative, ln of ≤0, and not-enough-history all produce a blank (NaN) — that bar simply doesn't fire. Trap it with iferror(x,alt) / ifna(x,alt), or test with iserror(x) / isna(x). Example: iferror((C-C[-5])/C[-5]*100, 0) > 5.

Calendar — zero-arg, current bar's date

month() year() dom() dow() quarter() week() doy() — e.g. month() == 12 fires on December bars.

Try these

C > avg(C,20) + 2*stdev(C,20) Bollinger upper break
(C - avg(C,20)) / stdev(C,20) > 2 z-score overbought
C >= percentile(C,60,0.9) top-decile close
(min(C,O) - L) > 0.6*(H - L) and C >= O hammer (element-wise min)
if(C>O, V, 0) > 1.5*avg(V,20) up-day volume thrust

HelpFormula Scanner

Formula Scanner lets you write a price/volume rule, find every day in a symbol's history where that rule was true, and see what typically happened next.

Pick a symbol — type a ticker into the Symbol box.
Write an expression — use O, H, L, C, V (with offsets like C[-2]) and functions such as avg, sum, min, max, ref, between. Example: (C > avg(C, 20)) and (V > 1.5 * avg(V, 10)). Click Show Examples for ready-made rules.
Set the windows — Horizons are the forward periods to measure (e.g. 1,3,5,10 days); Lookahead caps how far ahead run-up and drawdown are tracked; Bars Limit restricts to the most recent N bars (0 = all history).
Run Formula — the chart marks every matching event, and the Event Stats panel shows the hit rate plus average/median forward return for each horizon, with best/worst run-up and drawdown.
Review the hits — the Example Events table lists individual matches with their forward returns.

Tip: save a formula from the menu above to reuse or share it — it remembers your symbol, expression, horizons and lookahead.

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