onBar()

Main strategy hook called for each candle in the dataset.

Signature

function onBar(ctx, i)

Parameters

Execution Timing

• Called after each bar closes
• Runs for every candle in the backtest range (i = 0 to N-1)
• Orders placed here execute on the next bar's open

Available Context

function onBar(ctx, i) {
  // Parameters (from define)
  ctx.p.fastLength      // Your parameters
  
  // Indicators (from init, pre-computed)
  ctx.ind.ema[i]        // Single-output indicator
  ctx.ind.macd.macd[i]  // Multi-output indicator
  
  // Price series
  ctx.series.open[i]
  ctx.series.high[i]
  ctx.series.low[i]
  ctx.series.close[i]
  ctx.series.volume[i]
  
  // Position info
  ctx.position('ASSET')  // Returns { qty, avgPrice, side }
  
  // Order placement
  ctx.order.market(...)
  ctx.order.close(...)
  ctx.order.reduce(...)
  
  // Mutable state
  ctx.state.myValue
}

Example

function onBar(ctx, i) {
  const fast = ctx.ind.fastEma[i];
  const slow = ctx.ind.slowEma[i];
  
  // Skip if indicators not ready (warm-up period)
  if (q.isNaN(fast) || q.isNaN(slow)) return;
  
  const pos = ctx.position('ASSET');
  
  // Entry: bullish crossover
  if (q.crossOver(ctx.ind.fastEma, ctx.ind.slowEma, i) && pos.qty === 0) {
    ctx.order.market('ASSET', 1, { signal: 'buy', reason: 'ema_cross' });
  }
  
  // Exit: bearish crossover
  if (q.crossUnder(ctx.ind.fastEma, ctx.ind.slowEma, i) && pos.qty > 0) {
    ctx.order.close('ASSET', { signal: 'sell', reason: 'ema_cross' });
  }
}

Order Timing

Critical concept: Orders placed in onBar do not fill immediately.

Bar i closes → onBar(ctx, i) runs → Order queued
Bar i+1 opens → Order fills at open price (± slippage)

This models realistic execution where you cannot act within a closed bar.

Common Patterns

Check indicator readiness

function onBar(ctx, i) {
  // Indicators have warm-up periods
  if (q.isNaN(ctx.ind.ema[i])) return;
  
  // Safe to use indicators now
}

Position-aware logic

function onBar(ctx, i) {
  const pos = ctx.position('ASSET');
  
  if (pos.qty === 0) {
    // Flat - look for entries
  } else if (pos.qty > 0) {
    // Long - manage position
  } else if (pos.qty < 0) {
    // Short - manage position
  }
}

Using previous bar data

function onBar(ctx, i) {
  if (i < 1) return; // Need at least 2 bars
  
  const prevClose = ctx.series.close[i - 1];
  const currClose = ctx.series.close[i];
  
  if (currClose > prevClose) {
    // Price went up
  }
}

Common Mistakes

Expecting immediate fills

// WRONG - Position unchanged until next bar
function onBar(ctx, i) {
  ctx.order.market('ASSET', 1);
  const pos = ctx.position('ASSET');
 // Still 0!
}

Accessing future data

// WRONG - i+1 may not exist yet
function onBar(ctx, i) {
  const tomorrow = ctx.series.close[i + 1]; // undefined or error
}

Forgetting warm-up check

// WRONG - ema[i] is NaN for first N bars
function onBar(ctx, i) {
  if (ctx.ind.ema[i] > ctx.series.close[i]) { // NaN comparison!
}

// RIGHT
function onBar(ctx, i) {
  if (q.isNaN(ctx.ind.ema[i])) return;
  // Now safe
}

Related

• init() — Indicator declaration
• Order API — Placing orders
• Helper Functions — q.* utilities