Indicator Computation

Understanding how indicators are computed helps you write efficient strategies.

Host-Side Computation

Unlike traditional backtesting where you compute indicators in your strategy code, QSL indicators are computed by the engine before your onBar() runs.

1. define(ctx) runs - parameters collected
2. init(ctx) runs - indicator declarations collected
3. ENGINE COMPUTES ALL INDICATORS (host-side, fast)
4. onBar(ctx, i) runs - indicators already available

Why This Matters

Performance

Computing a 200-period EMA on 10,000 bars requires 10,000 calculations. If done in JavaScript for every bar, that's 100 million operations.

With host-side computation:

• Computed once in optimized native code
• Results passed to your strategy as arrays
• 10x-100x faster than in-strategy computation

Consistency

All strategies use the same indicator implementations:

• No bugs in custom indicator code
• Results match across strategies
• Platform-verified accuracy

Declaration in init()

function init(ctx) {
  // These are declarations, not computations
  ctx.indicator('ema', 'EMA', { period: ctx.p.period, source: 'close' });
  ctx.indicator('rsi', 'RSI', { period: 14 });
  ctx.indicator('macd', 'MACD', { 
    fastPeriod: 12, 
    slowPeriod: 26, 
    signalPeriod: 9 
  });
}

Access in onBar()

By the time onBar() runs, all indicator values are pre-computed:

function onBar(ctx, i) {
  // These are array lookups, not calculations
  const ema = ctx.ind.ema[i];
  const rsi = ctx.ind.rsi[i];
  const macdLine = ctx.ind.macd.macd[i];
  const macdSignal = ctx.ind.macd.signal[i];
}

Warm-up Period

Indicators need historical data before producing valid values:

During warm-up, values are NaN:

function onBar(ctx, i) {
  // Always check for NaN
  if (q.isNaN(ctx.ind.ema[i])) return;
  
  // Now safe to use
}

Don't Compute Manually

// WRONG - Computing in onBar (slow)
function onBar(ctx, i) {
  let sum = 0;
  for (let j = i - 20; j <= i; j++) {
    sum += ctx.series.close[j];
  }
  const sma = sum / 20;
}

// RIGHT - Declare in init (fast)
function init(ctx) {
  ctx.indicator('sma', 'SMA', { period: 20 });
}

function onBar(ctx, i) {
  const sma = ctx.ind.sma[i]; // Pre-computed
}

Related

• init() — Declaring indicators
• Available Indicators — Full indicator list