Reference — kScript

Strategies

Declare strategy() instead of define() and place simulated orders; results render in the Strategy Tester. Full reference: Strategy Functions.

Function	Description
`strategy(title, ..., initialCapital?, commissionPercent?, slippageBps?, slippageModel?, qtyType?, qtyValue?, pyramiding?, fillModel?, instrument?, leverage?, maintenanceMarginPercent?, makerFeePercent?, takerFeePercent?, funding?, onLiquidation?)`	Declare the strategy and configure the simulated broker. Perps-specific params are since engine 3.0.63
`strategy.entry(id, direction, qty?, limit?, stop?, ocaName?, comment?)`	Queue an entry (market, or resting limit/stop)
`strategy.exit(id, fromEntry?, qty?, qtyPercent?, profit?, limit?, loss?, stop?, trailPoints?, trailOffset?, ocaName?, comment?)`	Attach protective bracket legs to entries
`strategy.close(id, comment?)`	Close a named entry at market
`strategy.closeAll(comment?)`	Close the whole position at market
`strategy.cancel(id)` / `strategy.cancelAll()`	Cancel pending unfilled orders
`strategy.positionSize()`	Signed open quantity (0 when flat)
`strategy.positionAvgPrice()` / `strategy.equity()` / `strategy.openProfit()` / `strategy.netProfit()`	Position and account getters
`strategy.closedTradeCount()` / `strategy.winTradeCount()` / `strategy.lossTradeCount()` / `strategy.maxDrawdown()`	Trade-stat getters

Perps strategy declaration params (since engine 3.0.63):

Parameter	Type and bounds	Default
`instrument`	`"spot"` or `"perps"`	`"spot"`
`leverage`	number greater than `0`	`1`
`maintenanceMarginPercent`	number at least `0` and less than `100`	`0.5`
`makerFeePercent`	non-negative number	`0`
`takerFeePercent`	non-negative number	`0`
`funding`	`"data"` or `"off"`	`"data"`
`onLiquidation`	`"continue"` or `"halt"`	`"continue"`

Variables & Constants

Core variables, data types, and constants available in kScript for market data access and styling.

Core Data Variables

Variable	Type	Description
`currentSymbol`	string	The current trading symbol (e.g., `'BTCUSDT'`)
`currentExchange`	string	The current exchange being used for trading (e.g., `'BINANCE'`, `'COINBASE'`)
`currentCoin`	string	The current trading coin (e.g., `"BTC"`)
`barIndex`	number	Current bar index in the timeseries during the per-bar loop.
`isLastBar`	boolean	True when processing the last bar in the dataset.
`isConfirmed`	boolean	True on confirmed historical bars; use as an anti-repaint guard.
`isFirst`	boolean	True only while processing bar 0.
`isLiveUpdate`	boolean	True during live data updates with new market data.
`color`	color	The color to use for plotting (e.g., `'red'`, `'blue'`)

Color Constants

Constant	Type	Description
`yellow`	color	Yellow color (`#FFFF00`)
`orange`	color	Orange color (`#FFA500`)
`purple`	color	Purple color (`#800080`)
`gray`	color	Gray color (`#808080`)
`black`	color	Black color (`#000000`)
`white`	color	White color (`#FFFFFF`)
`red`	color	Red color (`#FF0000`)
`green`	color	Green color (`#008000`)
`blue`	color	Blue color (`#0000FF`)
`silver`	color	Silver color (`#C0C0C0`)
`maroon`	color	Maroon color (`#800000`)
`fuchsia`	color	Fuchsia color (`#FF00FF`)
`lime`	color	Lime color (`#00FF00`)
`olive`	color	Olive color (`#808000`)
`navy`	color	Navy color (`#000080`)
`teal`	color	Teal color (`#008080`)
`aqua`	color	Aqua color (`#00FFFF`)

Data Types

Type	Description
`timeseries`	Time-aligned numerical data. Only timeseries data can be passed into plot functions.
`number` / `string` / `boolean`	Scalar types with strict, sound semantics (details)
`na`	The missing-value sentinel: falsy, propagating, structurally equal. Test with `isna()`, default with `nz()`
`color`	First-class color type with string-literal bridging (color functions)
`array` / `map`	Collections with lambdas and reducers (collections)
`type` (structs)	User-defined types: `type Zone { top: number, handle: drawing_handle }` (user types)
`drawing_handle`	A live drawing object reference (`line.new`, `box.new`, ... then `.delete()` / setters)
`ShapeType`	`plotShape` markers: `circle`, `cross`, `triangle`, `diamond`, `arrowUp`, `arrowDown`, `flag`, `square`, `label`, `char`
`persist`	Declaration carried across bars (the recommended spelling of `static`)

Data Sources

Data Source	Type	Description
`binance_treasury_balance`	DataSource	Value of asset held by Binance. Updated monthly. Available for BTC, ETH, SOL, USDT, and USDC.
`buy_sell_volume`	DataSource	Buy/sell volume from trade data.
`cme_oi`	DataSource	Open Interest for crypto futures contracts on the Chicago Mercantile Exchange. Only available for BTC and ETH.
`deribit_implied_volatility`	DataSource	Implied volatility of ticker on Deribit. Available only for BTC and ETH coins. Returns tenors of 1W, 1M, and 3M.
`deribit_volatility_index`	DataSource	Measure of implied or historical price volatility for a specific asset on Deribit. Limited to ETH and BTC coins. Returns OHLC data.
`etf_flow`	DataSource	Net inflow or outflow of capital into an ETF. Only available on 1D intervals.
`etf_holding`	DataSource	Asset balance held by major ETFs. Available for BTC, ETH, and SOL based ETFs.
`etf_premium_rate`	DataSource	Compares market price of an ETF with its net asset value (NAV). Available for BTC, ETH, and SOL based ETFs.
`ethena_positions`	DataSource	Amount of collateral within the Ethena protocol.
`funding_rate`	DataSource	Funding rate aggregation data from derivatives markets.
`liquidations`	DataSource	Liquidation aggregation data from derivatives markets.
`long_short_ratio`	DataSource	Overall ratio of long to short positions across all traders. Available for Binance, Bybit, and OKX.
`ohlcv`	DataSource	Open, High, Low, Close, Volume data from trade aggregations.
`open_interest`	DataSource	Open interest aggregation data from derivatives markets.
`options_volume`	DataSource	Puts and calls for a particular coin from Binance Options or Deribit based on volume. Limited to ETH and BTC coins.
`options_open_interest`	DataSource	Puts and calls for a particular coin from Binance Options or Deribit based on open interest. Limited to ETH and BTC coins.
`orderbook`	DataSource	Orderbook heatmap snapshot aggregation data.
`skew`	DataSource	Percentage difference in implied volatility between call and put options for a specific ticker on Deribit. Limited to BTC and ETH.
`volume_profile`	DataSource	Per-bar volume-profile ladder — buy/sell volume bucketed by price level. No scalar properties; read with the `vp*` accessors. Optional `ticksPerBar` (default `1`) merges every N price levels into one bucket; optional `currency` (`"USD"` or `"Coin"`, default `"Coin"`) quotes bucket volume in USD instead of coins.

v3 Keywords

Keyword	Purpose
`persist`	Cross-bar state: `persist zones = []`
`type`	Struct declaration: `type Zone { ... }` + `Zone.new(...)`; methods via `func` inside the block, `this` bound to the receiver
`switch`	First-match branching, no fallthrough
`import ... as`	Libraries with versioning
`for ... in / of`	Collection iteration (loops)

Function Categories

Explore technical indicators, mathematical functions, and utilities organized by category.

Category	Description	Functions
Moving Averages	Trend-following indicators that smooth price data.	`sma`, `ema`, `alma`, `swma`, `rma`
Oscillators	Momentum indicators that fluctuate between bounded values.	`rsi`, `wpr`, `cmo`, `tsi`, `cci`, `stochastic`
Volume Indicators	Indicators that incorporate volume data in their calculations.	`mfi`, `obv`
Volume Profile	Accessors that extract scalar series from a `volume_profile` source.	`vpBuy`, `vpSell`, `vpDelta`, `vpTotal`, `vpPoc`, `vpPocVolume`, `vpBucketCount`, `vpPriceHigh`, `vpPriceLow`
Trend Indicators	Indicators that help identify trend direction and strength.	`adx`, `macd`, `ichimoku`, `psar`
Utility Functions	Helper functions for statistical calculations and data manipulation.	`lowest`, `highest`, `sum`, `stddev`, `donchian`, `crossover`, `crossunder`, `cross`, `isnan`, `isnum`
Plotting & Visualization	Functions for rendering data on charts.	`plot`, `plotLine`, `plotBar`, `plotHistogram`, `plotCandle`, `plotShape`, `plotBatches`, `plotPie`, `plotText`, `plotLabel`, `plotTable`, `plotRange`, `hline`, `plotBgColor`
Script Definition	Functions for defining script metadata and input parameters.	`define`, `input`, `source`, `print`, `printTimeSeries`
Color Functions	Functions for manipulating and transforming colors.	`brightness`, `darken`, `lighten`, `transparency`, `opacity`, `blend`, `colorGradient`
Orderbook Functions	Functions for working with orderbook data.	`sumBids`, `sumAsks`, `maxBidAmount`, `maxAskAmount`, `minBidAmount`, `minAskAmount`
Math Functions	JavaScript-style math constants and numerical helpers.	`math.abs`, `math.max`, `math.min`, `math.sqrt`, `math.pow`
String Functions	JavaScript-style string methods for text processing.	`split`, `concat`, `substring`, `toUpperCase`, `toLowerCase`, `trim`, `replace`, `indexOf`, `startsWith`, `endsWith`, `length`
Loops	Control-flow patterns for repeated logic.	`for`, `while`, `break`, `continue`

Popular Functions

Commonly used functions for quick access and reference.

Function	Category	Signature	Description
`sma`	Moving Averages	`sma(source, period?, priceIndex?)`	Simple Moving Average calculation.
`ema`	Moving Averages	`ema(source, period?, priceIndex?)`	Exponential Moving Average calculation.
`rsi`	Oscillators	`rsi(source, period?, priceIndex?)`	Relative Strength Index oscillator.
`plot`	Plotting & Visualization	`plot(value, plotType?, width?, colors?, colorIndex?, fill?, smooth?, showPriceDisplay?, label?, desc?)`	Universal plotting function for all visualization types.

Function Quick Lookup

Moving averages

Function	Signature	Returns
`sma`	`sma(source, period?, priceIndex?)`	`number`
`ema`	`ema(source, period?, priceIndex?)`	`number`
`alma`	`alma(source, length, offset?, sigma?)`	`number`
`swma`	`swma(source)`	`number`
`rma`	`rma(source, period?, priceIndex?)`	`number` (legacy recurrence, not Wilder)
`wma`	`wma(source, period?, priceIndex?)`	`number`
`hma`	`hma(source, period?, priceIndex?)`	`number`
`vwma`	`vwma(source, period?, priceIndex?)`	`number`

Oscillators

Function	Signature	Returns
`rsi`	`rsi(source, period?, priceIndex?)`	`number` (Wilder, textbook seed)
`wpr`	`wpr(length, source)`	`number`
`cmo`	`cmo(source, length)`	`number`
`tsi`	`tsi(source, short, long)`	`number`
`cci`	`cci(source, period?, constant?)`	`number`
`stochastic`	`stochastic(source, kPeriod?, kSmoothing?, dPeriod?)`	`[%K, %D]`
`stoch`	`stoch(periodK?, smoothK?, periodD?)`	`%K/%D` streams
`change`	`change(source, n?, priceIndex?)`	`number`
`roc`	`roc(source, n?, priceIndex?)`	`number`
`mom`	`mom(source, n?, priceIndex?)`	`number`
`mfi`	`mfi(source, period?)`	`number`

Trend indicators

Function	Signature	Returns
`adx`	`adx(source, period?)`	`[ADX, DI+, DI-]`
`macd`	`macd(source, fastPeriod?, slowPeriod?, signalPeriod?)`	`[MACD, Signal, Histogram]`
`ichimoku`	`ichimoku(source, conversionPeriod?, basePeriod?, laggingSpanPeriod?, displacement?)`	`[Tenkan, Kijun, SpanA, SpanB, Chikou]`
`psar`	`psar(source, start?, increment?, maxValue?)`	`number`
`supertrend`	`supertrend(factor?, atrPeriod?)`	line/direction streams
`bb`	`bb(source, period?, mult?, priceIndex?)`	basis/upper/lower streams
`keltner`	`keltner(source, period?, mult?, atrPeriod?, priceIndex?)`	basis/upper/lower streams
`tr`	`tr(source)`	`number`
`hl2`	`hl2(source?)`	`number`
`hlc3`	`hlc3(source?)`	`number`
`ohlc4`	`ohlc4(source?)`	`number`
`hlcc4`	`hlcc4(source?)`	`number`
`atr`	`atr(period?, source?)`	`number`
`stdev`	`stdev(source, period?, priceIndex?)`	`number`
`variance`	`variance(source, period?, priceIndex?)`	`number`

Volume indicators

Function	Signature	Returns
`mfi`	`mfi(source, period?)`	`number`
`obv`	`obv(source)`	`number`
`vwap`	`vwap(anchor?)`	`number` (cumulative, or `"day"`/`"week"`/`"month"` anchored)
`cum`	`cum(source, priceIndex?)`	`number`

Volume profile

All take a single volume_profile source and return a number for the current bar.

Function	Signature	Returns
`vpBuy`	`vpBuy(source)`	`number`
`vpSell`	`vpSell(source)`	`number`
`vpDelta`	`vpDelta(source)`	`number`
`vpTotal`	`vpTotal(source)`	`number`
`vpPoc`	`vpPoc(source)`	`number`
`vpPocVolume`	`vpPocVolume(source)`	`number`
`vpBucketCount`	`vpBucketCount(source)`	`number`
`vpPriceHigh`	`vpPriceHigh(source)`	`number`
`vpPriceLow`	`vpPriceLow(source)`	`number`

Orderbook functions

All take (source, depthPct?) where depthPct defaults to 10.

Function	Signature	Returns
`sumBids`	`sumBids(source, depthPct?)`	total bid volume
`sumAsks`	`sumAsks(source, depthPct?)`	total ask volume
`maxBidAmount`	`maxBidAmount(source, depthPct?)`	largest bid order
`maxAskAmount`	`maxAskAmount(source, depthPct?)`	largest ask order
`minBidAmount`	`minBidAmount(source, depthPct?)`	smallest bid order
`minAskAmount`	`minAskAmount(source, depthPct?)`	smallest ask order

Utility

Function	Signature	Returns
`lowest`	`lowest(source, period?, priceIndex?)`	`number`
`highest`	`highest(source, period?, priceIndex?)`	`number`
`sum`	`sum(source, period?, priceIndex?)`	`number`
`pivothigh`	`pivothigh(source, leftbars, rightbars, priceIndex)`	`number`
`pivotlow`	`pivotlow(source, leftbars, rightbars, priceIndex)`	`number`
`stddev`	`stddev(source, period?, priceIndex?)`	`number`
`donchian`	`donchian(source, period?)`	`number`
`crossover`	`crossover(A, B)`	`boolean`
`crossunder`	`crossunder(A, B)`	`boolean`
`cross`	`cross(A, B)`	`boolean`
`isnan`	`isnan(value)`	`boolean`
`isnum`	`isnum(value)`	`boolean`

Plotting

Function	Signature
`plot`	`plot(value, plotType?, width?, colors?, colorIndex?, fill?, smooth?, showPriceDisplay?, label?, desc?)`
`plotLine`	`plotLine(value, width?, colors?, colorIndex?, fill?, smooth?, showPriceDisplay?, label?, desc?)`
`plotBar`	`plotBar(value, width?, colors?, colorIndex?, showPriceDisplay?, label?, desc?)`
`plotHistogram`	`plotHistogram(value, base?, colors?, colorIndex?, width?, showPriceDisplay?, label?, desc?)`
`plotCandle`	`plotCandle(value, width?, colors?, colorIndex?, showPriceDisplay?, label?, desc?)`
`plotShape`	`plotShape(value, shape, width?, colors?, colorIndex?, fill?, showPriceDisplay?, label?, desc?)`
`plotBatches`	`plotBatches(count, callback)`
`plotPie`	`plotPie(value, price, radius?, colors?, opacity?, display?)`
`plotText`	`plotText(text, color, price, size?, xAlign?, yAlign?, fill?, backgroundColor?)`
`plotLabel`	`plotLabel(text, position?, x?, y?, color?, size?, xAlign?, yAlign?, fontFamily?, backgroundColor?)`
`plotTable`	`plotTable(data, position?, x?, y?, headerRow?, headerColumn?, ...styling)`
`plotRange`	`plotRange(time1, price1, time2, price2, color, fillColor)`
`plotMiniChartGrid`	`plotMiniChartGrid(panels, position?, columns?, candleStyle?, showChange?, showVolume?, ...styling)`
`plotStatRow`	`plotStatRow(value, title?, format?, polarity?, priority?, colors?)`
`hline`	`hline(value, color?, width?)`
`plotBgColor`	`plotBgColor(color, forceOnChart?)`

New in v3 (plotting)

Function	Signature	Notes
`barcolor`	`barcolor(color)`	Recolors the main candles per bar
`fillBetween`	`fillBetween(series1, series2, color, opacity?)`	Band between two plotted series
`plotShape` extras	`location`, `char`, `tooltip`, `zOrder`	10 shapes incl `arrowUp/Down`, `flag`, `square`, `char`
Drawing objects	`line.new` / `box.new` / `label.new` / `polyline.new` / `linefill.new` / `table.new`	Stateful handles: `.delete()`, setters
`htf`	`htf(source, timeframe, opts?)`	No-repaint higher timeframe
`request`	`request(symbol, timeframe?, opts?)`	Other-symbol shorthand
`ltf`	`ltf(source, timeframe)`	Finer bars as cells
`requestBars`	`requestBars(symbol, timeframe, type?, exchange?, { bars, anchor? })`	Last N native bars as a raw array for drawing; `anchor: "latest"` pins them to the newest market bars
`plotMiniChartGrid`	`plotMiniChartGrid(panels, position?, columns?, candleStyle?, showChange?, showVolume?, ...styling)`	Viewport-pinned grid of mini OHLC panels
`plotStatRow`	`plotStatRow(value, title?, format?, polarity?, priority?, colors?)`	Per-bar statistics strip row

Color functions

Function	Signature
`brightness`	`brightness(color, amount)`
`darken`	`darken(color, amount)`
`lighten`	`lighten(color, amount)`
`transparency`	`transparency(color, amount)`
`opacity`	`opacity(color, amount)`
`blend`	`blend(color1, color2, amount)`
`colorGradient`	`colorGradient(value, range, colorStops)`

Math (math namespace)

Constants: math.E, math.PI, math.SQRT2, math.SQRT1_2, math.LN2, math.LN10, math.LOG2E, math.LOG10E

Basic: math.abs, math.sign, math.random

Rounding: math.ceil, math.floor, math.round, math.trunc

Comparison: math.max, math.min

Trig (radians): math.sin, math.cos, math.tan, math.asin, math.acos, math.atan, math.atan2

Hyperbolic: math.sinh, math.cosh, math.tanh, math.asinh, math.acosh, math.atanh

Exp / Log: math.exp, math.expm1, math.log, math.log1p, math.log2, math.log10, math.pow

Roots: math.sqrt, math.cbrt, math.hypot

String methods

Method	Signature
`split`	`str.split(separator)`
`concat`	`str.concat(...strings)`
`substring`	`str.substring(start, end?)`
`toUpperCase`	`str.toUpperCase()`
`toLowerCase`	`str.toLowerCase()`
`trim`	`str.trim()`
`replace`	`str.replace(search, replaceWith)`
`indexOf`	`str.indexOf(searchValue)`
`startsWith`	`str.startsWith(prefix)`
`endsWith`	`str.endsWith(suffix)`
`length`	`str.length()`

Control flow

Construct	Form
if/else	`if (cond) { ... } else { ... }`
for	`for (var i = 0; i < n; i = i + 1) { ... }`
while	`while (cond) { ... }`

Timeseries helpers

Function	Signature
`buildTimeseries`	`buildTimeseries(srcTimeSeries, (bar, idx) => [...])`
`matchTimestamp`	`matchTimestamp(source, target, matchMode?)`
`timeseries`	`timeseries(arr, priceIndex)`

User functions

User Function Declaration

func myEma(source, period) {
  return ema(source, period, 4);
}

func declarations live at global scope. timeseries cannot be declared inside a func body.