[{"data":1,"prerenderedAt":7091},["ShallowReactive",2],{"wrun-open-editor-url":3,"indicators:core-concepts/per-bar-scripts":4},"https://openmarket.xyz/chart/#wrun-open=v1",{"slug":5,"filePath":6,"frontmatter":7,"rawMarkdown":12,"tree":13},"core-concepts/per-bar-scripts","core-concepts/per-bar-scripts.md",{"title":8,"description":9,"order":10,"section":11},"Per-bar scripts","A per-bar script computes each bar from that bar alone: its candle, its inputs and the settings. When the compiler can prove that, the chart computes only the…",9,"core-concepts","---\ntitle: \"Per-bar scripts\"\ndescription: \"A per-bar script computes each bar from that bar alone: its candle, its inputs and the settings. When the compiler can prove that, the chart computes only the…\"\norder: 9\nsection: \"core-concepts\"\n---\n\n\u003C!-- source: docs/indicators/core-concepts/per-bar-scripts.md; generated by packages/cli/scripts/gen-indicator-docs.ts, do not edit -->\n\n# Per-bar scripts\n\nA per-bar script computes each bar from that bar alone: its candle, its\ninputs and the settings. When the compiler can prove that, the chart\ncomputes only the newly loaded bars on a pan-back and keeps every bar it\nalready drew; when it cannot, every pan-back runs the indicator again over\nthe whole loaded history. This page shows what the proof accepts, what it\nrefuses, why rolling math such as a moving average is a different kind of\nscript rather than a mistake, and where the verdict shows. There is\nnothing to declare: the compiler reads the code and decides.\n\n## What a pan-back recomputes\n\nThe chart runs an indicator over the bars it has loaded. Panning back\nloads earlier bars, and the indicator has to cover them too. Most scripts\ncannot reuse what they already drew: a running total, a moving average or\na bar counter starts at the first loaded bar, so bars added in front can\nchange the values after them, and the chart runs the indicator again from\nthe new first bar to the newest.\n\nA per-bar script carries nothing from one bar to the next. A bar's value\nis the same whether the run started a thousand bars earlier or at that\nbar, so the chart runs only the bars that just loaded and keeps the rest:\n\n```text\nloaded:            bar 5,000 ............................. newest\npan back loads:    bar 1 ... bar 4,999\n\nwhole history:     run bar 1 ................................... newest\nper-bar script:    run bar 1 ... bar 4,999    keep bar 5,000 ... newest\n```\n\nThe forming bar, live updates and a changed setting run as they do for\nany indicator ([Execution model](execution-model.md)).\n\n## What the proof accepts\n\nThe compiler proves a file per bar when everything `onBar()` reads comes\nfrom the bar at hand or from a value fixed before the first bar, and every\nform in the file is one of these:\n\n- **Number and boolean locals with a starting value.**\n  `const x = bar.close() * 2.0;`, `let n = 0;` or\n  `let up = bar.close() > bar.open();` inside `onBar()` or a helper: made\n  when the bar starts, gone when it ends. A local declared without a\n  value, a string and an object (`new Sma(14)` included) refuse.\n- **Module constants.** A top-level `const` holding a number or a boolean,\n  from literals, arithmetic, earlier constants and the kit helpers below\n  (`const TUPLE = 3;`, `const SPAN = TUPLE * 2 + 1;`,\n  `const STEP = roundTo(0.125, 2);`); `Math` is refused there. A top-level\n  table of numbers (`const WEIGHTS = [0.5, 0.3, 0.2];`), read only by index\n  and `.length`.\n- **Module scalars set once in `onStart()`.** A top-level `let` holding a\n  number or a boolean, given a constant starting value and assigned only in\n  `onStart()` from settings, constants, `Math`, the kit helpers below and\n  arithmetic (`depth = p_depth_pct() / 100.0;`), never from a module `let`;\n  `onBar()` reads it and never writes it. `onStart()` holds locals and\n  assignments only, so a choice there is a ternary, not an `if`.\n- **Scratch made inside `onBar()`.** A local `StaticArray` of numbers\n  (`const sums = new StaticArray\u003Cf64>(8);`): filled, read and written by\n  index, its `.length`, and passed to a helper that takes the same shape.\n- **This bar's readers.** `bar.open()`, `bar.high()`, `bar.low()`,\n  `bar.close()`, `bar.volume()` and `bar.time()`; a feed's `in_\u003Cname>()`;\n  a number or boolean setting's `p_\u003Cname>()` and `pb_\u003Cname>()` (a list\n  setting's reader refuses); and a celled input's count,\n  `in_\u003Cname>_cells()`, with its view read by index through a local `const`\n  (`const cells = in_\u003Cname>_view();`)\n  ([Celled sources](data-sources.md#celled-sources)).\n- **Plain functions.** Your own functions that take numbers (or a local\n  `StaticArray`) and return a number or a boolean; `isNaN`, `isFinite`,\n  `NaN` and `Infinity`; the `Math` functions `abs`, `floor`, `ceil`,\n  `round`, `trunc`, `sqrt`, `pow`, `min`, `max`, `log`, `log2`, `log10`,\n  `exp`, `sign`, `hypot`, `sin`, `cos`, `tan`, `asin`, `acos`, `atan` and\n  `atan2`, and no other `Math` member (`Math.PI`, `Math.random()` and\n  `Math.log1p()` refuse); and these kit helpers: the colour helpers\n  `rgba`, `rgb`, `isThemeToken`, `alpha`, `mix`, `fromGradient`,\n  `lighten`, `darken`, `red`, `green`, `blue`, `opacity`, `transparency`,\n  `toPacked` and `fromPacked`; the session helpers `multiHas`,\n  `unitToPrice`, `inSession`, `sessionDayOpen`, `sessionTradeDate`,\n  `sessionWeekOpen` and `sessionGapBefore`; `delta`, `deltaPct`,\n  `roundTo`, `roundToTick` and `epochSec`; and the candle tests\n  `candles.doji`, `hammer`, `shootingStar`, `bullishEngulfing`,\n  `bearishEngulfing`, `insideBar`, `outsideBar` and `pinBar`. Any other kit\n  function, `fromHex` for one, refuses.\n- **What the chart draws from the bar.** `out_\u003Cname>(value)` written from\n  the values above, and what reads only outputs or the bar's cells: lines,\n  bands (`range`), boxes and segments, a `render.legend` entry over an\n  output, a `render.hud` card over outputs, and a heatmap over the bar's\n  own celled block.\n\n## What the proof refuses\n\nAnything that carries a value from one bar into the next, or reads where\nthe bar stands in the run, refuses the proof. The compile names the first\none it meets, with its line when it has one:\n\n- **A module variable written in `onBar()`.** A flag, a counter, a running\n  total or the previous close: `prev = bar.close();` inside `onBar()`\n  hands the bar to the next one.\n- **An object.** `new Sma(...)`, `new Ema(...)`, `Cvd`, `History`, `List`\n  and every other kit class keep earlier bars by design, wherever they are\n  made, and a class of your own refuses too.\n- **A module-level array.** A `StaticArray` at the top of the file is\n  memory every bar writes and the next bar reads (a ring buffer, a\n  window): make scratch inside `onBar()` instead. A table that is written,\n  filled or passed to a helper refuses the same way.\n- **Drawings.** A drawing handle used in code (`draw.label(...)`,\n  `draw.line(...)`), a `handles.*` declaration and a `draw.*` declaration\n  all live across bars.\n- **Text.** A string slot and its senders (`str_\u003Cslot>`, the `sb_*`\n  builders), a string in code, and a text setting's words\n  (`pt_\u003Cname>()`).\n- **Where the bar stands.** `bar.isLast()` and `bar.count()` answer by how\n  many bars the run holds.\n- **An input that reaches beyond the bar.** An input with its own\n  `interval` or `view`, a `candles` or `intrabar` stream, a tape\n  `history`, and a feed beside the chart's own candles that carries its\n  last value into a bar with no reading. Carrying is the default for such\n  a feed: declare `missing: \"nan\"` or `\"zero\"` on it to keep it per bar\n  ([The `missing` policy](data-sources.md#alignment-and-the-missing-policy)).\n- **Declarations that draw or act across bars.** The renderers\n  `render.text`, `render.label`, `render.table`, `render.shape`,\n  `render.stats_row`, `render.bgcolor` and `render.barcolor`; frames and\n  the levels and panels they feed; a strategy; an alert; and an output\n  drawn at another bar (`displacement_bars`).\n- **A form outside the proof.** A `switch` (write `if` and `else`), an\n  `if` in `onStart()`, an arrow function, an `Array` written by index (use\n  a `StaticArray`), a helper that returns an array, a view held in a\n  `let`, an `onReset()` with a body, the four-function form, and a second\n  file beside the indicator.\n\n## Rolling math is a different kind\n\nSome math needs earlier bars by definition:\n\n- a moving average at a bar averages the bars before it;\n- a cumulative delta adds the bar's delta to the total of every bar\n  before it;\n- a session profile folds every bar since the session opened;\n- swings, zones and divergences remember where price has been.\n\nThese scripts are right to keep state, in a kit class or in module\nvariables, and the proof is right to refuse them: on a pan-back the chart\nruns them again over the whole loaded history, as it always has. That is\nnot a mistake to fix, and rolling math bent into another shape to win the\nproof only gets harder to read. The verdict covers the whole file, so one\nrolling value anywhere in it makes every pan-back recompute the history.\nReach for the per-bar shape when the math is per bar to begin with: a\nreading of the bar's own candle, book, profile or trades.\n\n## A per-bar indicator\n\nBid size against ask size near the close, from each bar's own order book:\nthe resting size within a depth window around the close, as a percent of\nboth sides.\n\n```typescript sample=cc-per-bar\nparam.number(\"depth_pct\", 1.0, { min: 0.1, max: 10, step: 0.1, label: \"Depth window in percent\", description: \"How far from the close a resting order counts, in percent, each side\" });\ninput(\"close\", ohlcv.close); // the primary input: the chart's own candles\ninput(\"book\", book.cells, { max_cells: 1000, block_size: 10, description: \"The resting book at the bar's close, one [price, size, side] level per tuple\" }); // side +1 bid, -1 ask\noutput(\"imbalance\", histogram, lower, { colors: [\"#38bdf8\", \"#f86800\"], format: \"%\", label: \"Book imbalance\", description: \"Bid size minus ask size near the close, as a percent of both\" }); // sky above zero, orange below\n\nconst TUPLE = 3; // f64s per level: price, size, side\nlet depth = 0.01; // a module scalar: onStart() sets it from the setting, onBar() only reads it\n\nfunction onStart(): void {\n  depth = p_depth_pct() / 100.0;\n}\n\n// Every value comes from this bar: its close, its book and the setting.\nfunction onBar(): void {\n  const n = in_book_cells(); // this bar's f64 values: -1 with no book, 0 for an empty one\n  const cells = in_book_view(); // the same values in place, read by index\n  const close = bar.close();\n  let bids = 0.0;\n  let asks = 0.0;\n  for (let i = 0; i + TUPLE - 1 \u003C n; i += TUPLE) {\n    if (Math.abs(cells[i] - close) > close * depth) continue; // outside the window\n    if (cells[i + 2] > 0.0) bids += cells[i + 1];\n    else asks += cells[i + 1];\n  }\n  out_imbalance(imbalancePct(bids, asks));\n}\n\n// A plain function: numbers in, a number out, nothing kept.\nfunction imbalancePct(bids: f64, asks: f64): f64 {\n  const total = bids + asks;\n  return total > 0.0 ? (100.0 * (bids - asks)) / total : NaN;\n}\n```\n\n### Read it line by line\n\n- **`TUPLE` is a module constant.** It is fixed before the first bar and\n  never written.\n- **`depth` is a module scalar set once.** `onStart()` reads the setting\n  into it and `onBar()` only reads it, so every bar sees the same number\n  whichever bar the run starts at.\n- **`n`, `cells`, `close`, `bids` and `asks` are locals.** Each starts\n  with a value, is made when the bar starts and is gone when it ends.\n- **The loop reads the book by index into the locals.** `in_book_cells()`\n  counts this bar's values (`-1` with no book, `0` for an empty one) and\n  `in_book_view()` holds them in place, `[price, size, side]` back to\n  back. `i + TUPLE - 1 \u003C n` reads whole levels only and stops at the last\n  one this bar holds, so a bar with no book reads nothing. The view is one\n  buffer reused bar after bar, and every value past this bar's levels\n  reads NaN, in a full run and in a run that starts at this bar alike: an\n  earlier bar's levels never leak in.\n- **`imbalancePct()` is a plain function.** Two numbers in, one number\n  out, nothing kept.\n- **`out_imbalance(...)` writes the bar's one value.** A bar with nothing\n  inside the window writes NaN and draws nothing.\n\nNothing survives the bar except the constant and the setting, so Run's\ncompile proves the file per bar and the sheet carries\n`history_independent: true`.\n\n## Before and after: Book Heat's note\n\n[Book Heat](../cookbook/book-heat.md) paints the chart market's order book\nbehind the candles and plots the same imbalance below them. Its note, one\nsentence at the top right on a market that served a book on no bar (\"No\norder book on this market\", on forex and stocks), is the classic shape\nthat refuses the proof:\n\n```typescript\nstring(\"note\", { max_bytes: 40 }); // the sentence shown when the market serves no order book\nhandles.label({ anchor: \"top_right\", align: \"right\", color: \"#94a3b8\", size: 12, style: \"plain\", safe_area: true });\n\nconst note = draw.label(0); // a handle the chart keeps across bars\nlet bookSeen = false; // the market served a book on some bar\n\nfunction onBar(): void {\n  const n = in_book_cells();\n  if (n > 0) bookSeen = true; // a module variable written in onBar()\n  if (bar.isLast() && !bookSeen) { // where the bar stands: the last one\n    sb_clear();\n    sb_text(\"No order book on this market\");\n    note.set(16.0, 12.0).text(str_note_sb);\n  }\n  // ... the imbalance, from this bar's levels\n}\n```\n\n\"No book on any bar\" is a fact about the whole history, so the note needs\nfour things the proof refuses: the string slot and the label handle (kept\nacross bars), the `bookSeen` flag written in `onBar()` (carried from bar\nto bar) and the `bar.isLast()` read (where the bar stands).\n\nThe per-bar variant removes them: the slot, the handle declaration,\n`const note`, `let bookSeen`, its write and the last-bar block. The\nheatmap still paints each bar's own book, the imbalance still reads it\ninto locals as the sample above does, and the compile proves the file per\nbar. A market with no book then shows an empty pane and no sentence.\nWhich one to ship is a product choice, not a fix: a script with something\nto say about the whole history keeps its state, and the chart recomputes\nthat history on a pan-back.\n\n## Where the verdict shows\n\n- **The sheet.** A proven compile writes `history_independent: true`\n  beside `wasm_sha256`; a refused one leaves the key out, never `false`.\n  Type `sheet` at the Console prompt after a run to read it\n  ([Declarations and the sheet](../reference/declarations.md#the-sheet-run-derives)).\n- **The Problems tab.** One info row, on the construct's line when it has\n  one, for these refusals: a module variable written in `onBar()`, an\n  object or array the proof cannot admit, a drawing handle, a read of\n  where the bar stands, text written in code, a helper signature the proof\n  cannot admit, an `Array` that grows, a table that is written or passed,\n  a view not read into a local `const`, an input with its own `interval`\n  or `view`, and a declared handle, string slot or displaced output. The\n  row starts \"Scrolling back recomputes the whole history:\", names the\n  construct, and says what a per-bar script does instead. It informs and\n  never blocks **Run**, and the badge does not count it. Every other\n  refusal (a carried feed, a renderer, a frame, a strategy, an alert, a\n  `switch`, an `if` in `onStart()`, an `onReset()` body, the four-function\n  form, a second file) shows only in the `sheet` command, as the missing\n  key, and in the line a terminal build prints.\n- **A build outside the chart.** A build run from a terminal prints the\n  verdict as one line of its output: `pan-back: new bars only`, or\n  `pan-back: whole history` with the reason in parentheses.\n\n## How to keep a script per bar\n\n- **Keep bar values in locals.** What a bar computes lives inside\n  `onBar()`; a value that must reach the next bar makes the file rolling.\n- **Set module scalars once, in `onStart()`.** Read the settings there\n  into top-level numbers, and only read those in `onBar()`.\n- **Make scratch inside `onBar()`.** A local `StaticArray` belongs to the\n  bar; one at the top of the file belongs to every bar.\n- **Read celled inputs by index, bounded by the count.** `in_\u003Cname>_cells()`\n  counts this bar's values and the view holds them; read whole tuples into\n  locals.\n- **Leave the run alone.** No `bar.isLast()`, no `bar.count()`, no handle\n  or text kept for a later bar.\n- **Declare inputs that stay on the bar.** A feed beside the chart's\n  candles takes `missing: \"nan\"` or `\"zero\"`; an `interval` or `view` pin\n  and a `candles` or `intrabar` stream depend on where the run starts.\n- **Let rolling math be rolling.** A moving average, a cumulative delta or\n  a session profile needs earlier bars, and the whole-history run on a\n  pan-back is the right one for it.\n\n## See also\n\n- [Execution model](execution-model.md) for the bar loop, `onStart()` and\n  `onBar()`, and how many bars the run holds.\n- [Repainting](repainting.md) for what can still change a closed bar on\n  the chart.\n- [Data sources](data-sources.md#celled-sources) for celled inputs, their\n  count and their view.\n- [Declarations and the sheet](../reference/declarations.md#the-sheet-run-derives)\n  for `history_independent` and the rest of the derived sheet.\n- [Book Heat](../cookbook/book-heat.md) for the whole recipe, heatmap\n  included.\n",{"type":14,"children":15,"data":7084,"position":7086},"root",[16,26,29,30,48,49,67,68,84,85,101,102,163,164,205,206,222,223,258,259,2456,2457,2472,2473,2488,2489,3575,3576,3591,3592,3605,3606,3678,3679,3694,3695,3710,3711,3726,3727,4805,4806,4822,4823,5285,5286,5318,5319,5334,5335,5366,5367,5817,5818,5886,5887,5938,5939,5954,5955,6382,6383,6398,6399,6855,6856,6871,6872],{"type":17,"value":18,"position":19},"comment"," source: docs/indicators/core-concepts/per-bar-scripts.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 per-bar script computes each bar from that bar alone: its candle, its\ninputs and the settings. When the compiler can prove that, the chart\ncomputes only the newly loaded bars on a pan-back and keeps every bar it\nalready drew; when it cannot, every pan-back runs the indicator again over\nthe whole loaded history. This page shows what the proof accepts, what it\nrefuses, why rolling math such as a moving average is a different kind of\nscript rather than a mistake, and where the verdict shows. There is\nnothing to declare: the compiler reads the code and decides.",{"start":38,"end":41},{"line":39,"column":21,"offset":40},5,156,{"line":42,"column":43,"offset":44},12,61,721,{"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},"What a pan-back recomputes",{"start":56,"end":60},{"line":57,"column":58,"offset":59},14,4,726,{"line":57,"column":61,"offset":62},30,752,{"start":64,"end":66},{"line":57,"column":21,"offset":65},723,{"line":57,"column":61,"offset":62},{"type":27,"value":28},{"type":31,"tagName":32,"properties":69,"children":70,"position":81},{},[71],{"type":27,"value":72,"position":73},"The chart runs an indicator over the bars it has loaded. Panning back\nloads earlier bars, and the indicator has to cover them too. Most scripts\ncannot reuse what they already drew: a running total, a moving average or\na bar counter starts at the first loaded bar, so bars added in front can\nchange the values after them, and the chart runs the indicator again from\nthe new first bar to the newest.",{"start":74,"end":77},{"line":75,"column":21,"offset":76},16,754,{"line":78,"column":79,"offset":80},21,33,1151,{"start":82,"end":83},{"line":75,"column":21,"offset":76},{"line":78,"column":79,"offset":80},{"type":27,"value":28},{"type":31,"tagName":32,"properties":86,"children":87,"position":98},{},[88],{"type":27,"value":89,"position":90},"A per-bar script carries nothing from one bar to the next. A bar's value\nis the same whether the run started a thousand bars earlier or at that\nbar, so the chart runs only the bars that just loaded and keeps the rest:",{"start":91,"end":94},{"line":92,"column":21,"offset":93},23,1153,{"line":95,"column":96,"offset":97},25,74,1370,{"start":99,"end":100},{"line":92,"column":21,"offset":93},{"line":95,"column":96,"offset":97},{"type":27,"value":28},{"type":14,"children":103},[104],{"type":31,"tagName":105,"properties":106,"children":110,"data":-1},"pre",{"class":107,"style":108,"tabindex":109},"shiki shiki-themes github-dark 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