# WickScript reference

> Every built-in WickScript value, function and keyword with its parameters, units and a short description.

Updated: 2026-10-25T02:27:54Z · https://chartrider.com/docs/wickscript/reference/

This page lists every built-in value, function and keyword of WickScript version 1, generated from the language itself, so it always matches what the checker accepts. Units are those described in the [Language guide](https://chartrider.com/docs/wickscript/language/#units); many functions return the unit of their source, so the EMA of a price is a price and the EMA of a volume is a volume. Lengths are fixed whole numbers of at least 1 – a number, `N bars` or an input.

## Candle and price

| Name | Kind | Unit | Description |
|---|---|---|---|
| `open` | series | price | Open of the candle |
| `high` | series | price | High of the candle |
| `low` | series | price | Low of the candle |
| `close` | series | price | Close of the candle |
| `hl2` | series | price | (high + low) / 2 |
| `hlc3` | series | price | (high + low + close) / 3 |
| `ohlc4` | series | price | (open + high + low + close) / 4 |
| `volume` | series | amount | Volume of the candle |
| `truerange` | series | price | True range of the candle |
| `vwap` | series | price | Volume-weighted average price of the UTC day (from open, high, low, close) |
| `obv` | series | amount | On-balance volume |
| `tick` | constant | price | Smallest price step of the market |

## Time and sessions

| Name | Kind | Unit | Description |
|---|---|---|---|
| `time` | series | time | Open time of the candle |
| `session` | series | text | Trading session of the candle: Asia, London or NewYork |
| `Asia` | constant | text | Asia session |
| `London` | constant | text | London session |
| `NewYork` | constant | text | New York session (or killzone) |
| `LondonClose` | constant | text | London close killzone |
| `killzone` | series | text | ICT killzone of the candle (New York time): Asia 20–24, London 2–5, NewYork 7–10, LondonClose 10–12 |
| `hour` | series | number | Hour of the candle's open time (UTC, 0 … 23) |
| `minute` | series | number | Minute of the candle's open time (0 … 59) |
| `weekday` | series | text | Weekday of the candle (UTC): Monday … Sunday |
| `date` | series | text | Date of the candle (UTC) as text, e.g. "2026-10-24" |
| `Monday` | constant | text | Monday |
| `Tuesday` | constant | text | Tuesday |
| `Wednesday` | constant | text | Wednesday |
| `Thursday` | constant | text | Thursday |
| `Friday` | constant | text | Friday |
| `Saturday` | constant | text | Saturday |
| `Sunday` | constant | text | Sunday |

## Orderflow (from ticks)

| Name | Kind | Unit | Description |
|---|---|---|---|
| `buyVolume` | series | amount | Aggressive buy volume of the candle (from ticks; na without tick data) |
| `sellVolume` | series | amount | Aggressive sell volume of the candle (from ticks; na without tick data) |
| `delta` | series | amount | Buy volume − sell volume of the candle (from ticks) |
| `cvd` | series | amount | Cumulative delta since the first candle with tick data |
| `trades` | series | number | Number of trades (ticks) in the candle |

## Order book fields

The order book at the candle's close, where it was recorded (`available(book)` tells you).

| Field | Unit |
|---|---|
| `book.bid` | price |
| `book.ask` | price |
| `book.spread` | price |
| `book.mid` | price |
| `book.available` | true/false |

## Footprint fields

The footprint of each candle, built from its ticks.

| Field | Unit |
|---|---|
| `footprint.poc` | price |
| `footprint.vah` | price |
| `footprint.val` | price |
| `footprint.buyImbalances` | number |
| `footprint.sellImbalances` | number |
| `footprint.imbalance` | number |

## Trade fields (inside `on tick … end`)

One trade (tick) of the market.

| Field | Unit |
|---|---|
| `trade.price` | price |
| `trade.size` | amount |
| `trade.side` | text |
| `trade.buy` | true/false |
| `trade.sell` | true/false |
| `trade.time` | time |

## Position fields (strategies)

The open trade of a strategy script.

| Field | Unit |
|---|---|
| `position.open` | true/false |
| `position.long` | true/false |
| `position.short` | true/false |
| `position.entry` | price |
| `position.stop` | price |
| `position.target` | price |
| `position.size` | percent |
| `position.r` | R |
| `position.bars` | bars |

## Functions

Lengths are constants – a number, an input or `N bars` – so scripts stay incremental and fast. “Unit of the input” means the result keeps the unit of the series you pass in (the EMA of a price is a price).

### Moving averages and windows

| Function | Returns | Description |
|---|---|---|
| `sma(source: value, length: length)` | unit of the input | Simple moving average |
| `ema(source: value, length: length)` | unit of the input | Exponential moving average |
| `rma(source: value, length: length)` | unit of the input | Running moving average (Wilder) |
| `wma(source: value, length: length)` | unit of the input | Weighted moving average |
| `dema(source: value, length: length)` | unit of the input | Double exponential moving average |
| `stdev(source: value, length: length)` | unit of the input | Standard deviation |
| `highest(source: value, length: length)` | unit of the input | Highest value of the last candles |
| `lowest(source: value, length: length)` | unit of the input | Lowest value of the last candles |
| `sum(source: value, length: length)` | unit of the input | Sum of the last candles |
| `change(source: value, length?: length)` | unit of the input | Change against N candles ago (default 1) |

### Indicators

| Function | Returns | Description |
|---|---|---|
| `rsi(source: value, length: length)` | number | Relative strength index (0 … 100) |
| `atr(length: length)` | price | Average true range (Wilder) |
| `mfi(length: length)` | number | Money flow index (0 … 100) |
| `chop(length: length)` | number | Choppiness index (0 … 100) |
| `vwap(anchor?: text, amount?: length)` | price | VWAP that restarts every anchor: "minute", "hour", "day", "week", "month" (UTC, × amount) or "session" (Asia, London, New York) |
| `macd(source: value, fast: length, slow: length, signal: length)` | record `line`, `signal`, `histogram` (unit of the input) | MACD line, signal and histogram |
| `stoch(length: length, smoothK: length, smoothD: length)` | record `k` (number), `d` (number) | Stochastic %K and %D (0 … 100) |

### Conditions

| Function | Returns | Description |
|---|---|---|
| `crossover(a: value, b: value)` | true/false | a crosses above b (same as “a crosses above b”) |
| `crossunder(a: value, b: value)` | true/false | a crosses below b |
| `available(data: any)` | true/false | available(book): is there orderbook data at this candle? |
| `isna(x: any)` | true/false | True where x has no value (na), e.g. while an indicator warms up |

### Order book

| Function | Returns | Description |
|---|---|---|
| `book.bidPrice(level: length)` | price | Price of the n-th bid level (1 … 10) at the candle's close |
| `book.askPrice(level: length)` | price | Price of the n-th ask level (1 … 10) at the candle's close |
| `book.bidSize(level: length)` | amount | Size of the n-th bid level (1 … 10) |
| `book.askSize(level: length)` | amount | Size of the n-th ask level (1 … 10) |
| `book.bidVolume(depth: length)` | amount | Size of the best 5, 10, 25 or 50 bid levels |
| `book.askVolume(depth: length)` | amount | Size of the best 5, 10, 25 or 50 ask levels |
| `book.imbalance(depth: length)` | number | (bid − ask) / (bid + ask) over the best 5, 10, 25 or 50 levels (−1 … 1) |

### Math and units

| Function | Returns | Description |
|---|---|---|
| `abs(x: value)` | unit of the input | Absolute value |
| `min(a: value, b: value)` | unit of the input | Smaller of two values |
| `max(a: value, b: value)` | unit of the input | Larger of two values |
| `round(x: value)` | unit of the input | Round to a whole number |
| `nz(x: value, replacement?: value)` | unit of the input | Replace na (default 0) |
| `sqrt(x: number)` | number | Square root |
| `log(x: number)` | number | Natural logarithm |
| `pow(x: number, y: number)` | number | x to the power of y |
| `pct(now: price, before: price)` | percent | Change from before to now in % |
| `number(x: any)` | number | Drop the unit – calculate with plain numbers on purpose |
| `price(x: number)` | price | A fixed price level, e.g. price(2000) |
| `amount(x: number)` | amount | A fixed amount (volume), e.g. trade.size >= amount(50) |

## Colors

`white` (#f0efec), `black` (#000000), `gray` (#9ca3af), `red` (#ef4444), `green` (#22c55e), `blue` (#3987e5), `amber` (#f59e0b), `orange` (#f97316), `yellow` (#facc15), `lime` (#84cc16), `teal` (#14b8a6), `cyan` (#22d3ee), `purple` (#a855f7), `violet` (#a78bfa), `pink` (#f472b6). Any `#RRGGBB` value works as well.

## Reserved words

These words carry the sentence structure and can't be used as names: `alert`, `and`, `as`, `becomes`, `crosses`, `define`, `else`, `end`, `falling`, `false`, `if`, `indicator`, `input`, `is`, `keep`, `library`, `mark`, `mod`, `na`, `not`, `of`, `on`, `or`, `repeat`, `return`, `rising`, `show`, `strategy`, `then`, `true`, `use`, `when`, `wickscript`.