[{"data":1,"prerenderedAt":8629},["ShallowReactive",2],{"wrun-open-editor-url":3,"indicators:core-concepts/execution-model":4},"https://openmarket.xyz/chart/#wrun-open=v1",{"slug":5,"filePath":6,"frontmatter":7,"rawMarkdown":12,"tree":13},"core-concepts/execution-model","core-concepts/execution-model.md",{"title":8,"description":9,"order":10,"section":11},"Execution model","A wrun indicator is a function the host calls once per bar, oldest bar first, with state that lives between calls in module-level variables. This page is the…",6,"core-concepts","---\ntitle: \"Execution model\"\ndescription: \"A wrun indicator is a function the host calls once per bar, oldest bar first, with state that lives between calls in module-level variables. This page is the…\"\norder: 6\nsection: \"core-concepts\"\n---\n\n\u003C!-- source: docs/indicators/core-concepts/execution-model.md; generated by packages/cli/scripts/gen-indicator-docs.ts, do not edit -->\n\n# Execution model\n\nA wrun indicator is a function the host calls once per bar, oldest bar first,\nwith state that lives between calls in module-level variables. This page\nis the mental model behind every recipe: what runs when, why the first bars\nof a line are empty, what \"no lookahead\" means when you write the code,\nhow to know the bar's index and whether it is the newest, and where an\nindicator runs: in your browser, on OpenMarket's servers, on OpenMarket's\nalerts engine, and in the Strategy Tester.\n\n## The bar loop\n\n![Bar by bar: onStart() runs once; then onBar() runs once for each loaded bar, oldest first, hands its state to the next call and writes one value per bar, which the chart joins into the line; the forming bar at the right runs again as new data arrives](/wrun/images/diagrams/intro-bar-by-bar.svg)\n\nAn indicator runs `onBar()` once per bar, oldest first, walking forward\nto the newest. Module-level variables stay alive across the whole walk,\nand the file defines two hooks with fixed roles (`onStart()` is optional):\n\n| Function | Called | Reads | Writes |\n| --- | --- | --- | --- |\n| `onStart()` | once, before the first bar | params via `p_\u003Cname>()` | nothing; size your averages and buffers here |\n| `onBar()` | once per bar, oldest first | this bar's candle via `bar.\u003Cfield>()`, every declared input via `in_\u003Cname>()`, params | your module-level state; every output via `out_\u003Cname>(value)`, string slots, drawing handles, strategy orders |\n\nThe hooks are plain top-level functions with no arguments that return\nnothing: `function onStart(): void { ... }` and `function onBar(): void\n{ ... }`. Anything else (an argument, a missing or different return type,\nan arrow) is refused on the hook's own line: `onBar must be a function\nwith no arguments that returns nothing: write function onBar(): void\n{ ... } (the build calls it once per bar)`.\n\nParams are readable from `onStart()` on, anywhere in the file (at module\nscope, before it, a `p_\u003Cname>()` reads `NaN`). Inputs and the bar's fields\nare readable in `onBar()` and the helpers it calls (in `onStart()` they\nread `NaN`). The readers return values cached for the bar, so reading one\ntwice costs nothing.\n\nThe host walks the loaded history in order. On the chart that history is\nexactly the candles the chart has loaded, every source is fetched over the\nsame window, and panning back runs the indicator again over the longer\nwindow. For each bar the host calls `onBar()`, then emits the bar's row\nwith whatever `onBar()` wrote. Every bar has a row: an output `onBar()`\ndid not write is `NaN` on that bar, and nothing is drawn there. Nothing in\nthe file has to send the row: each `out_\u003Cname>(value)` keeps its value for\nthe bar (the last write wins), and the row reaches the host in one step\nafter `onBar()` returns, so an `emitRow()` of your own does nothing.\n\n## The bar's index, the first bar, the newest bar\n\nThere are no bar-state globals. The bar's index is a module-level counter\nyou increment in `onBar()`, and the first bar is that counter at `0`\n(one-time setup that needs no bar belongs in `onStart()`). The newest bar is\n`bar.isLast()`: true exactly when the bar\nbeing evaluated is the newest bar the host holds for this run, false on\nevery earlier bar. Run-level renderers and declared drawings still\nevaluate the newest ready row on their own without it; the signal is for\na handle drawing that should exist on the newest bar only, or reach past\nit. [Variables](core-variables.md) has the counter idioms in a compiled\nexample, and the bar's own fields beside them.\n\nThe signal is a function of the run's window, so a replay from bar 0\nover the same window reproduces it:\n\n- A full run answers true on its last row only.\n- On the live chart it answers true on the forming bar, each time the\n  forming bar is evaluated again.\n- When that bar closes, the chart evaluates it ONCE more as a closed bar,\n  with the signal false, before the new bar is evaluated with it true.\n  The re-run's outputs, strings, and handle drawings replace the row's.\n  This is what keeps a chart that has been open all day identical to a\n  fresh load: nothing the forming bar drew under `bar.isLast()` survives\n  its close unless the closed bar draws it too.\n\nAn average with a dotted projection five bars ahead, drawn on the newest\nbar only. The projection's far end lies past the loaded range, which a\nhandle's absolute time coordinates allow ([Drawing objects](../presentation/drawing-objects.md)):\n\n```typescript sample=cc-last-bar\nparam(\"period\", 20, { min: 1, max: 200 });\noutput(\"sma\", line, overlay, { color: \"#38bdf8\", width: 2 });\nhandles.line({ color: \"#38bdf8\", width: 1, lineStyle: \"dotted\" });\n\nconst projection = draw.line(0);\nlet sma = new Sma(20);\nlet t: f64 = NaN;\nlet prevT: f64 = NaN;\n\nfunction onStart(): void {\n  sma = new Sma(i32(p_period()));\n}\n\nfunction onBar(): void {\n  prevT = t;\n  t = bar.time();\n  const value = sma.update(bar.close());\n  if (isNaN(value) || isNaN(prevT)) return;\n  out_sma(value);\n  // Only the newest bar carries the projection: five bars ahead is past the loaded\n  // range, and an absolute x makes that legal.\n  if (bar.isLast()) projection.set(t, value, t + 5.0 * (t - prevT), value);\n}\n```\n\nOver a full run the line is created on the last row and nowhere else;\nwhen that bar closes on the live chart, the closed-bar re-run draws no\nline, and the new forming bar creates it again one bar to the right.\n\n## How many bars the run holds\n\n`bar.count()` is the number of bars the run holds while the bar is\nevaluated, the forming bar included. With your own bar counter it tells a\nbar whether a later bar exists, which a lagging line needs: a line drawn\n`shift` bars back can only show a bar's value once the bar `shift` bars\nlater exists.\n\n```typescript\nlet index: i32 = 0;\nfunction onBar(): void {\n  const later = index + 1 \u003C bar.count(); // a bar after this one exists in the run\n  out_settled(index + shift \u003C bar.count() ? 1.0 : 0.0); // the bar shift bars later exists\n  index += 1;\n}\n```\n\n- A full run (a fresh load) answers the run's bar count on every bar, so\n  every bar sees the whole window, including bars after it.\n- On the live chart the forming bar answers the bars held so far, and a\n  new revision of the forming bar evaluates only that bar again.\n- When a new bar opens, the chart runs every bar again from the first one\n  with the new count, so each bar's reading stays current and a chart open\n  all day matches a fresh load over the same bars.\n\nReading `bar.count()` makes the sheet `wrun-6` ([Versions and\ncontracts](../reference/versions.md)). It answers inside `onBar()` only;\nread in `onStart()` it stops the run by name (`wrun_bar_count_phase`).\n\n## Everything travels by name\n\nParams, inputs, and outputs reach the code through generated readers and\nwriters (`p_\u003Cname>()`, `in_\u003Cname>()`, `out_\u003Cname>()`), one function per\ndeclared name, and the chart's own candle through `bar.\u003Cfield>()`.\nUnderneath, the host passes values positionally, in\ndeclaration order. The editor regenerates the readers from the\ndeclarations on every compile, so reordering or renaming a declaration\nnever rebinds a value silently: the compiler names the reader or writer\nthat no longer exists. Raw positional reads (`getFloat(0)`) are refused by\nthe editor's `lint` stage for the same reason\n([Common errors](../faq/common-errors.md)).\n\n## Warm-up: NaN until the window fills\n\n![Warm-up: an average of 8 bars is NaN on the first 7 bars, so nothing is drawn there; from the bar where the window is full, the line draws](/wrun/images/diagrams/warm-up.svg)\n\nEvery TA class returns `NaN` until it has seen enough bars:\n`Sma`, `Stdev`, and `Zscore` need `period` values, `Ema` seeds itself with a\nsimple average of the first `period` values, `Rsi` is warm after `period +\n1` samples, `Roc` after `period + 1`. `Cross.update()` returns `0` on any\nbar where either side is `NaN`.\n\nYou have two ways to handle a value that is not ready yet, and both are\ncorrect:\n\n- Write nothing on the bar: `return` from `onBar()` before any write,\n  after the state updates the bar still owes (the `update()` that folds\n  the bar in, the close you remember). The bar's row then carries `NaN`\n  in every output, and the chart draws nothing there. Use it when nothing\n  on the bar is meaningful yet.\n- Write `NaN` to one output: the chart draws nothing for that output on\n  that bar while the other outputs still draw. Use it when one line warms\n  slower than another, or when a value legitimately has no answer (a\n  session that has not completed yet, a ratio with a zero denominator).\n  A warming TA value is already `NaN`, so writing it as it comes needs no\n  test at all: the Moving Average starter does this\n  (`out_sma(sma.update(bar.close()))`).\n\nAnything else written on a warming bar is drawn as if it were true. The\nchart does not skip a warm-up count for you: it hands the module every\nloaded bar and `onBar()` decides what to write. A bar-to-bar change\nwith a smoothed line returns early twice over: on the first bar there is\nno previous close, then the change exists while its average does not,\nand only once both are real does it write them:\n\n```typescript sample=cc-exec-change\nparam(\"period\", 10, { min: 2, max: 200, description: \"EMA length over the bar-to-bar change\" });\noutput(\"change_pct\", line, lower, { unit: \"%\", color: \"#94a3b8\" });\noutput(\"smoothed\", line, lower, { unit: \"%\", color: \"#38bdf8\", width: 2 });\n\nlet ema = new Ema(10);\nlet prevClose: f64 = NaN;\n\nfunction onStart(): void {\n  ema = new Ema(i32(p_period()));\n}\n\nfunction onBar(): void {\n  const close = bar.close();\n  // Yesterday's close is whatever we kept from the previous call: there is no close[1] to read.\n  const change = isNaN(prevClose) || prevClose == 0.0 ? NaN : ((close - prevClose) / prevClose) * 100.0;\n  prevClose = close;\n  if (isNaN(change)) return;\n  const smoothed = ema.update(change);\n  // The EMA is NaN until `period` changes have been folded in; those bars write nothing.\n  if (isNaN(smoothed)) return;\n  out_change_pct(change);\n  out_smoothed(smoothed);\n}\n```\n\n## History indexing\n\nAn indicator has no history operator: `onBar()` sees exactly one bar, and\nindexing a number (`close[1]`) is a compile error (`Index signature is\nmissing in type 'f64'`). Keep yesterday's value in a module-level variable\nwhen you see it (`prevClose` above), keep a window in a `StaticArray\u003Cf64>`\nring buffer, and let a TA class keep the window a statistic needs.\n\n## No lookahead\n\nA value can therefore only depend on bars at or before its own, and a mark\nthat appears in history would have appeared live on the same bar. This is\nwhat no repaint means, and an indicator cannot break it by accident: there\nis nothing to peek at. The one deliberate exception is `bar.count()`: a\nvalue that reads it can change when a later bar arrives, which is why the\nchart runs every bar again when a bar opens ([How many bars the run\nholds](#how-many-bars-the-run-holds)).\n\nHigher timeframes follow from the same rule, in either of the chart's two\nforms ([Multi-timeframe](multi-timeframe.md)). Build the 4h view inside the\nmodule: bucket bars by `bar.time()`, and fold a bucket into its\naverage only once the next bucket has started (the cookbook's regime\nfilter does this). Or pin a secondary input to `interval: \"4h\"`: the chart\nfetches the 4h candles as their own series and hands each one to a chart\nbar only as of that bar's close, so a forming 4h candle never leaks into\nthe 1h rows under it.\n\nThe forming bar is the one exception to \"one call per bar\": the chart\nevaluates it again as new data arrives, at most about once a second per\nindicator, coalescing the updates in between and never dropping the\nlatest. The chart keeps the compiled module alive, snapshots its state\nafter the last closed bar (its memory, every module-level variable, and\nits drawing handles), and restores that snapshot before each new\nevaluation of the forming bar, so an update never counts the bar twice or\nstacks a second copy of what the forming bar drew. What can still change\na bar you have already seen is on [Repainting](repainting.md).\n\n## Declare the chart's candles first\n\nOn the chart an indicator's rows are always the chart's own candles, and\n`onBar()` runs once per row. A file with no `input` line runs on them with\nno declaration at all: `bar.close()` and the other fields are its inputs,\nand the chart's close is its grid. A file whose first `input` line names\nanother candle field (a lone `input(\"high\", ohlcv.high);`) keeps that\nline, so the grid stays on that field instead of moving to the close;\n`bar.high()` and the other `bar` reads work either way, through the line\nor without one. Once a file declares an input, its first `input`\nline is the grid: it follows the chart's market and interval, so a market\nor interval pin on it is refused by name (a Polymarket `odds` input is the\none source that may come first with a market of its own), and a `time` or\ncelled source cannot be the first input (there is no feed behind the\nclock; a block needs a grid to be sliced by). So when the file declares\nanything else, declare the chart's own candles first even when the\ncomputation does not obviously use price: a file with a celled\n`volume_profile` input still declares `input(\"close\", ohlcv.close)` before\nit, a `forming` view on a pinned input needs it, and a strategy's fills run\nagainst the chart's candles (with no input line a strategy gets `close` as\nits grid). The full rules, the reserved names and the order of the sheet\nare on [Data sources](data-sources.md).\n\n## Where an indicator runs\n\n![Where an indicator runs: Run draws a draft in your browser; published with Compiled or Open source code, it runs in each reader's browser, and a padlock marks both as sandboxed; published as Protected, it runs on OpenMarket's servers; alerts on a published indicator run in OpenMarket's cloud](/wrun/images/diagrams/intro-where-it-runs.svg)\n\n| Where | How it gets there | What it computes over |\n| --- | --- | --- |\n| Your browser | **Run** in the editor, or adding an indicator published with **Compiled** or **Open source** code | the chart's loaded bars and every source on [Data sources](data-sources.md), with pins served as [Multi-timeframe](multi-timeframe.md) and [Multi-source](multi-source.md) describe |\n| OpenMarket's servers | adding an indicator published as **Protected**, or **Run on** > **Cloud** in the editor for your own | the chart's candles; the module never downloads to the chart, which shows the result the servers stream |\n| OpenMarket's alerts engine | an alert set from the chart on a published indicator | the chart's own market, with the settings the overlay carries |\n| The Strategy Tester | an indicator that declares `strategy(...)` | the chart's own candles, in your browser |\n\n**Your browser.** **Run** compiles the file in your browser and runs the\nmodule in a sandboxed worker beside the chart. The computation never\nleaves the browser: the only network traffic is the data the declared\nsources need and a one-time download of the compiler. A draft from **Run**\nlasts for the session and is not saved with the layout; running again\nreplaces it. A published indicator with **Compiled** or **Open source**\ncode runs the same way, in each reader's browser: Compiled readers get a\ncompiled module, never the source.\n\n**OpenMarket's servers.** An indicator published with the Publish dialog's\n**Code** choice **Protected** runs on OpenMarket's servers only: they\ncompute it over the chart's candles and stream the result, and the code\nnever leaves them; its settings dialog is the file's own, and a source,\ntimeframe or symbol setting keeps its declared default there for now. In\nthe editor, **Run on** offers **Cloud** only for a published Protected\nindicator whose\npublished version matches the code in the tab; otherwise it says \"Publish\nfirst\", \"Publish the current version first\", or \"Runs in the browser. Only\na Protected Indicator runs in the cloud.\" Where an indicator runs is fixed\nby its first published version ([Publishing](../functions/publishing.md)).\n\n**OpenMarket's alerts engine.** An alert on an indicator runs in\nOpenMarket's cloud wherever the overlay itself computes: the alerts engine\nloads the published version the overlay carries and evaluates it on the\nchart's market and interval with the overlay's settings, over at most 600\nbars of that interval. A draft cannot carry an alert (\"Publish the\nIndicator before adding an alert.\"). The engine reads another market's\ncandles and a coarser pinned timeframe, and refuses, by name, a pin it\ncannot serve (\"This Indicator is pinned to a different interval than the\nchart.\") or a data source alerts cannot evaluate yet\n([Alerts](../functions/alerts.md)).\n\n**The Strategy Tester.** An indicator that declares `strategy(...)` places\nits orders in `onBar()`, and the Strategy Tester runs it in your\nbrowser with its own simulated broker, filling orders against the\nchart's own candles ([Strategies overview](../strategies/overview.md)).\n\n## Numbers only\n\nEvery output is a 64-bit float, and `NaN` means \"nothing here\". A decision\nis an output too: write `1` or `0` and let the declaration turn it into a\nlook (`color_by` picks a palette entry per bar, `shape_where` gates a mark,\n`when` gates a box or a segment). A file declares at least one output;\nwithout one the build stops with `a file with onBar() needs at least one\noutput(...) statement: declare what the Indicator draws, e.g.\noutput(\"value\", line, overlay), and write it in onBar() with\nout_value(...)`. Text reaches the chart only through\nstring slots and renderers ([Plotting](../presentation/plotting.md)). Params\nreach the module as numbers too: every setting is a row in the overlay's\nsettings dialog, drawn as the control its kind names (`param.int`,\n`param.bool`, `param.choice`, `param.color`, ...; plain `param(...)` is a\nnumber field labelled by its `description`, else its name, and bounded by\nits `min` and `max`), read once before the first bar, and changing one\nreruns the compiled module over the loaded bars without compiling again\n([Setting kinds](../settings/kinds.md)). There is no `print()`: declare a\nstring slot named `debug`, write it with `str_debug(...)` in `onBar()`,\nand each non-empty line prints in the editor's Console with its bar's time\n([Debugging](../faq/debugging.md)).\n\n## Memory and speed\n\nThe module runs once per loaded bar, then again each time the forming bar\nupdates. Allocate in `onStart()` or at module scope (a `StaticArray\u003Cf64>`\nsized from a param's `max`), never per bar: the module has no garbage\ncollector, and the chart's sandbox caps its memory at 4 MiB and refuses a\nrun whose memory grows once the bars start (\"The Indicator allocated\nmemory after init() ...: the sandbox forbids growth once the bars\nstart.\"). Loops bounded by a param with a declared `max` stay cheap; the\ncompiled module itself is a few kilobytes. A run that does not\nfinish within 20 seconds is stopped and refused by name (\"The run did not\nfinish within 20 s.\") rather than hanging the chart, and the chart keeps\nthe last result that drew.\n\n## The four-function form\n\nUnderneath, the chart has always called four exported functions, `init()`,\n`state()`, `finalize()` and `reset()`. A file with `onBar()` is built into\nthem: the build adds the four around your hooks, with import lines for\nevery kit name, reader and writer the file uses. For the Moving Average\nexample (an `onStart()` that sizes the average, an `onBar()` that writes\nit) the added functions do this:\n\n```typescript\n// What the build adds around the Moving Average's onStart() and onBar().\nexport function init(): void { /* reads period once */ onStart(); }\nexport function state(): i32 { /* reads this bar's close */ return 1; }\nexport function finalize(): void { /* sma starts the bar as NaN */ onBar(); /* then the row goes out */ }\nexport function reset(): void { /* nothing: the file has no onReset() */ }\n```\n\nA file that writes the four functions itself keeps building unchanged,\nwith the same bytes as before; every file written before the hooks\nexisted is one of these. The Moving Average written that way:\n\n```typescript\nimport { input, line, ohlcv, output, overlay, param } from \"./sdk/declare\";\nimport { in_close } from \"./gen/inputs\";\nimport { emitRow, out_sma } from \"./gen/outputs\";\nimport { p_period } from \"./gen/params\";\nimport { Sma } from \"./sdk/ta\";\n\nparam(\"period\", 20, { min: 1, max: 200 });\ninput(\"close\", ohlcv.close);\noutput(\"sma\", line, overlay);\n\nlet sma = new Sma(20);\nlet value: f64 = NaN;\n\nexport function init(): void { sma = new Sma(i32(p_period())); }\nexport function state(): i32 { value = sma.update(in_close()); return isNaN(value) ? 0 : 1; }\nexport function finalize(): void { out_sma(value); emitRow(); }\nexport function reset(): void { sma.reset(); value = NaN; }\n```\n\nWhat differs from a file with `onBar()`:\n\n- **Rows.** `state()` may return `0` to emit no row at all for that bar:\n  nothing is drawn, no output has a value there, and `finalize()` is not\n  called. A file with `onBar()` emits a row on every bar and leaves what\n  it did not write `NaN`. A file that needs a bar with no row at all is\n  written with the four functions.\n- **Phases.** It reads in `state()` and writes in `finalize()`: params are\n  readable in `init()` only, inputs in `state()` only, outputs, strings,\n  frames, handles and orders writable in `finalize()` only, so a value\n  computed in `state()` travels to `finalize()` in a module variable, and\n  `finalize()` calls `emitRow()` last.\n- **Imports.** It needs its import lines: the declaring words from\n  `./sdk/declare`, its readers and writers from `./gen/params`,\n  `./gen/inputs`, `./gen/outputs` (and `./gen/strings`, `./gen/draw`,\n  `./gen/strategy` when declared), the classes from the kit modules. A\n  file with `onBar()` has nothing to import.\n- **Reset.** `reset()` is its required fourth export, putting every\n  module-level variable back to its starting value. A file with `onBar()`\n  may define `function onReset(): void { ... }` for the same job, and the\n  build's `reset()` calls it when the host resets the run; without one,\n  nothing is reset. The chart in your browser never resets a run this way\n  (it restores the snapshot of the closed bars instead), so a file\n  without `onReset()` loses nothing there.\n\nA file is one form or the other: exporting any of the four, even one,\nmakes it the four-function form, which then declares everything itself,\nimports included. The reference rows for both are on\n[Declarations and the sheet](../reference/declarations.md).\n",{"type":14,"children":15,"data":8622,"position":8624},"root",[16,26,29,30,48,49,67,68,590,591,646,648,962,963,1035,1036,1160,1161,1301,1302,1316,1317,1427,1428,1442,1443,1519,1520,1557,1558,2237,2238,2253,2254,2269,2270,2334,2335,2562,2563,2618,2619,2743,2744,2760,2761,2904,2905,2920,2921,3543,3544,3806,3807,3822,3823,3988,3989,4021,4022,4642,4643,4658,4659,4766,4767,4782,4783,4837,4838,4913,4914,4949,4950,4965,4966,5259,5260,5275,5276,5603,5605,6074,6075,6180,6181,6309,6310,6358,6359,6443,6444,6459,6460,6883,6884,6899,6900,6986,6987,7002,7003,7140,7141,7358,7359,7374,7375,7945,7946,7976,7977,8586,8587],{"type":17,"value":18,"position":19},"comment"," source: docs/indicators/core-concepts/execution-model.md; generated by packages/cli/scripts/gen-indicator-docs.ts, do not edit ",{"start":20,"end":23},{"line":21,"column":21,"offset":22},1,0,{"line":21,"column":24,"offset":25},136,135,{"type":27,"value":28},"text","\n",{"type":27,"value":28},{"type":31,"tagName":32,"properties":33,"children":34,"position":45},"element","p",{},[35],{"type":27,"value":36,"position":37},"A wrun indicator is a function the host calls once per bar, oldest bar first,\nwith state that lives between calls in module-level variables. This page\nis the mental model behind every recipe: what runs when, why the first bars\nof a line are empty, what \"no lookahead\" means when you write the code,\nhow to know the bar's index and whether it is the newest, and where an\nindicator runs: in your browser, on OpenMarket's servers, on OpenMarket's\nalerts engine, and in the Strategy Tester.",{"start":38,"end":41},{"line":39,"column":21,"offset":40},5,156,{"line":42,"column":43,"offset":44},11,43,642,{"start":46,"end":47},{"line":39,"column":21,"offset":40},{"line":42,"column":43,"offset":44},{"type":27,"value":28},{"type":31,"tagName":50,"properties":51,"children":52,"position":63},"h2",{},[53],{"type":27,"value":54,"position":55},"The bar 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