Series (OHLCV)

The ctx.series object provides all candle data for the backtest period. Each property is a number[] array indexed by bar number.

Structure

interface Series {
  open: number[];       // Opening price
  high: number[];       // Highest price
  low: number[];        // Lowest price
  close: number[];      // Closing price
  volume: number[];     // Trade volume
  timestamp: number[];  // Unix timestamp (milliseconds)
  length: number;       // Total number of bars
}

Usage in onBar

function onBar(ctx, i) {
  const open   = ctx.series.open[i];
  const high   = ctx.series.high[i];
  const low    = ctx.series.low[i];
  const close  = ctx.series.close[i];
  const volume = ctx.series.volume[i];

  // Previous bar
  const prevClose = ctx.series.close[i - 1];

  // Price range
  const range = high - low;

  // Candle body
  const body = Math.abs(close - open);
  const isBullish = close > open;
}

Composite Prices

Some indicators accept a source option. The engine computes these automatically:

Bounds Checking

• i starts at 0 (first bar)
• ctx.series.length is the total number of bars
• Accessing ctx.series.close[i - 1] when i === 0 returns undefined
• Accessing ctx.series.close[i + 1] is not possible — future data is never available