Documentation

Block Reference

Complete reference for all 70 blocks in the partiqon graph editor. Every block has a strongly-typed socket system: Number, Bar, Boolean, DateTime. Invalid connections are rejected before you run.

Blocks marked tunable can be exposed to PSO optimization. All indicators are computed on closed bars only — no lookahead bias.

Source13 Aggregator8 Indicator21 Gate4 Compare5 Logic4 Math11 Sink4

Source

Raw data inputs — bar prices, tick prices, position state, time constants. Source blocks have no inputs.

Tick Price

Source.Tick.Price

Latest tick bid/ask/mid prices from live data. Only available when the graph timeframe is set to TICKS. For bar-based graphs use Source.Bar.Current instead.

Outputs

bidNumber — use for SHORT entries

midNumber — use for indicators

askNumber — use for LONG entries

Current Bar

Source.Bar.Current

The bar that just closed. The primary data source for bar-based graphs. Not available for tick data (use Tick Price → Aggregator instead).

Outputs

barBar — closed OHLCV bar

Current Time

Source.Time.Now

Unix-millisecond timestamp of the current bar's close. Wire into Gate.Session directly, or compare against Source.Constant.DateTime for time-conditional logic.

Outputs

timeDateTime — Unix ms

Constant (Number)

Source.Constant.Number

A fixed number that does not change bar-to-bar. Mark as tunable to expose to PSO — the optimizer will search the range you specify.

Outputs

valueNumber

Parameters

valuenumber default 0tunable

Constant (Time)

Source.Constant.DateTime

A fixed time-of-day in CET (e.g. 09:00). Useful for comparing against Source.Time.Now to build custom session filters.

Outputs

valueDateTime

Parameters

hourinteger 0–23, default 9

minuteinteger 0–59, default 0

Constant (Boolean)

Source.Constant.Boolean

A fixed true or false value. Useful for temporarily disabling a gate branch without rewiring.

Outputs

valueBoolean

Parameters

valueboolean default true

Bar → Field

Source.Bar.Field

Extracts a single numeric field from a Bar object. Use to feed a specific price field (e.g. close) into a Math or Compare block.

Inputs

barBar

Outputs

valueNumber

Parameters

Bars Since Entry

Source.BarsSinceEntry

Number of bars elapsed since the current position was opened. Returns −1 when flat, 0 on the entry bar, 1 on the next bar, etc. Use with Compare.GTE for time-based exits.

Outputs

valueNumber — −1 when flat

High Since Entry

Source.HighSinceEntry

Tracks the maximum bar.high seen since the position opened. Returns 0 when flat. Classic use: HighSinceEntry − (ATR × mult) → Sink.UpdateStop for a Chandelier trailing stop on longs.

Outputs

valueNumber — 0 when flat

Low Since Entry

Source.LowSinceEntry

Tracks the minimum bar.low seen since the position opened. Returns 0 when flat. Mirror of High Since Entry for short positions: LowSinceEntry + (ATR × mult) → trailing stop.

Outputs

valueNumber — 0 when flat

Position Entry Price

Source.PositionEntryPrice

The fill price of the currently open position. Returns 0 when flat. Use to compute distance-from-entry for profit-target or breakeven logic.

Outputs

valueNumber — 0 when flat

Position Stop-Loss

Source.PositionStopLoss

The current stop-loss price level of the open position. Returns 0 when flat. Use as the lower bound in trailing logic: Math.Max(PositionStopLoss, newTrail) prevents the stop moving away.

Outputs

valueNumber — 0 when flat

Position PnL (points)

Source.PositionPnLPoints

Unrealised PnL in price points: close − entry for longs, entry − close for shorts. Returns 0 when flat. Use with Compare.GT to gate trailing stop activation (e.g. only trail after +20 pts profit).

Outputs

valueNumber — 0 when flat

Aggregator

Timeframe resampling. All aggregators emit the last fully closed bar — no partial bars, no lookahead. A bar is held stable until the next one closes.

Tick→M1 Aggregator

Aggregator.TickToBar.M1

Aggregates raw tick prices into 1-minute OHLC bars. Wire Source.Tick.Price → mid into price, then feed bar output to indicators. Only available in tick-data mode.

Inputs

priceNumber

Outputs

barBar — completed M1 bar

Tick→M5 Aggregator

Aggregator.TickToBar.M5

Aggregates raw tick prices into 5-minute OHLC bars. Same semantics as Tick→M1 but at 5-minute granularity.

Inputs

priceNumber

Outputs

barBar — completed M5 bar

M1 Aggregator

Aggregator.M1

Pass-through for M1 bars. The output is identical to the input. Included for graph symmetry when mixing M1 and higher-TF aggregators in the same graph.

Inputs

barBar

Outputs

barBar

M5 Aggregator

Aggregator.M5

Resamples finer bars (e.g. M1) into M5 bars. Output only changes when a new M5 bar closes — stable throughout the M5 period.

Inputs

barBar

Outputs

barBar — last closed M5 bar

M15 Aggregator

Aggregator.M15

Resamples finer bars into M15 bars. Use to build multi-timeframe setups: e.g. M5 graph that filters entries via M15 EMA slope.

Inputs

barBar

Outputs

barBar — last closed M15 bar

M30 Aggregator

Aggregator.M30

Resamples finer bars into M30 bars. No lookahead — output is frozen at the most recent completed M30 bar.

Inputs

barBar

Outputs

barBar — last closed M30 bar

M60 (H1) Aggregator

Aggregator.M60

Resamples finer bars into 60-minute (H1) bars. Stable throughout the hour; emits a new bar on each H1 close.

Inputs

barBar

Outputs

barBar — last closed H1 bar

Daily (D1) Aggregator

Aggregator.D1

Resamples intraday bars into daily bars (day boundary at UTC+1 midnight). Emits the last completed daily bar — stable all day. Use with Indicator.EMA for a clean daily-trend filter.

Inputs

barBar

Outputs

barBar — last closed daily bar

Indicator

Technical indicators computed on closed-bar data. All return 0 until enough history is available. Formulas shown use standard notation: N = period, t = current bar.

EMA

Indicator.EMA

Exponential Moving Average. Weights recent closes more heavily than older ones. The smoothing factor α determines the decay rate.

α = 2 / (N + 1) EMA[t] = close[t] × α + EMA[t-1] × (1 - α) Seed: EMA[N-1] = SMA of first N closes

Inputs / Outputs / Params

bar →Bar

value ←Number

periodinteger 2–500, default 20tunable

SMA

Indicator.SMA

Simple Moving Average. Arithmetic mean of the last N closes. Slower to react than EMA — good for stable trend filters and Bollinger Band midlines.

SMA[t] = (close[t] + close[t-1] + … + close[t-N+1]) / N

Inputs / Outputs / Params

bar →Bar

value ←Number

periodinteger 2–500, default 20tunable

ATR

Indicator.ATR

Average True Range. Direction-free volatility measure. The True Range captures the largest of the current candle range, the gap-up, and the gap-down relative to the prior close. ATR is the Wilder-smoothed average.

TR[t] = max(high[t] − low[t], |high[t] − close[t-1]|, |low[t] − close[t-1]|) ATR[t] = (ATR[t-1] × (N-1) + TR[t]) / N (Wilder smoothing) Seed: ATR[N-1] = mean(TR[0..N-1])

Inputs / Outputs / Params

bar →Bar

value ←Number

periodinteger 2–200, default 14

RSI

Indicator.RSI

Relative Strength Index (0–100). Measures momentum by comparing average gains to average losses using Wilder smoothing. Classic thresholds: <30 oversold (long signal), >70 overbought (short signal).

ΔC[t] = close[t] − close[t-1] Gain[t] = max(ΔC, 0), Loss[t] = max(−ΔC, 0) AvgGain / AvgLoss: Wilder EMA(N) of Gain / Loss RS = AvgGain / AvgLoss RSI = 100 − 100 / (1 + RS)

Inputs / Outputs / Params

bar →Bar

value ←Number 0–100

periodinteger 2–100, default 14

ADX

Indicator.ADX

Average Directional Index (0–100). Measures trend strength irrespective of direction. ADX >25 = strong trend; ADX <20 = no trend / range. Internally computes +DI and −DI but only exposes ADX.

+DM = high[t] − high[t-1] if > 0 else 0 (and > −DM) −DM = low[t-1] − low[t] if > 0 else 0 (and > +DM) Smooth +DM, −DM, TR with Wilder EMA(N) +DI = 100 × Smooth(+DM) / ATR(N) −DI = 100 × Smooth(−DM) / ATR(N) DX = 100 × |+DI − −DI| / (+DI + −DI) ADX = Wilder EMA(DX, N)

Inputs / Outputs / Params

bar →Bar

value ←Number 0–100

periodinteger 2–100, default 14

VWAP

Indicator.VWAP

Volume-Weighted Average Price. Resets each trading session (UTC+1 midnight). Represents the "fair value" price of the day weighted by transaction volume. Reverts to 0 at session open until first bar arrives.

TP[t] = (high[t] + low[t] + close[t]) / 3 VWAP[t] = Σ(TP[i] × vol[i], i=session_start..t) / Σ(vol[i], i=session_start..t) Resets: daily at UTC+1 midnight

Inputs / Outputs

bar →Bar

value ←Number

Stochastic

Indicator.Stochastic

Stochastic oscillator (0–100). %K measures where the close sits within the recent high-low range; %D smooths %K. Extremes (<20 oversold, >80 overbought) signal reversals; %K/%D crossovers signal momentum shifts.

%K[t] = 100 × (close[t] − Lowest(low, k_period)) / (Highest(high, k_period) − Lowest(low, k_period)) %D[t] = SMA(%K, d_period)

Inputs / Outputs / Params

bar →Bar

k ←Number fast stochastic 0–100

d ←Number signal line 0–100

k_periodinteger 2–100, default 14

d_periodinteger 1–50, default 3

Bollinger Bands

Indicator.BollingerBands

Volatility envelope: SMA ± σ standard deviations. Price touching the lower band = statistically extreme (long entry for MR). Squeeze (narrow bands) = volatility compression, often precedes breakout.

Middle = SMA(close, N) σ_std = population std dev of close over N bars Upper = Middle + sigma × σ_std Lower = Middle − sigma × σ_std

Inputs / Outputs / Params

bar →Bar

upper / middle / lower ←Number

periodinteger 2–500, default 20

sigmanumber 0.1–5.0, default 2.0

Highest(N)

Indicator.Highest

Rolling maximum of a specified bar field over the last N bars (current bar inclusive). Use for Donchian-style breakout levels or resistance detection.

Highest[t] = max(field[t], field[t-1], …, field[t-N+1])

Inputs / Outputs / Params

bar →Bar

value ←Number

periodinteger 2–500, default 20

fieldenum open|high|low|close, default high

Lowest(N)

Indicator.Lowest

Rolling minimum of a specified bar field over the last N bars. Mirror of Highest(N) — use for Donchian support levels or entry triggers below recent lows.

Lowest[t] = min(field[t], field[t-1], …, field[t-N+1])

Inputs / Outputs / Params

bar →Bar

value ←Number

periodinteger 2–500, default 20

fieldenum open|high|low|close, default low

Consecutive Up/Down Bars

Indicator.ConsecutiveBars

Counts the current streak of consecutive higher-close or lower-close bars. The opposite counter resets to 0 on a direction change. Use for streak-reversal entries: e.g. 4+ down bars → long fade.

if close[t] > close[t-1]: up_count += 1; down_count = 0 elif close[t] < close[t-1]: down_count += 1; up_count = 0

Inputs / Outputs

bar →Bar

up_count ←Number resets to 0 on a down bar

down_count ←Number resets to 0 on an up bar

Swing High

Indicator.SwingHigh

Identifies confirmed pivot highs using an N-bar fractal: bar[t].high must be the maximum of the surrounding 2N+1 bars. Because the right-side N bars must close before confirmation, the signal fires N bars after the actual pivot — no lookahead bias. The price output holds the most recent confirmed pivot high level.

Pivot at bar[p] if: high[p] = max(high[p-N .. p+N]) Confirmed at bar[p+N] (right side complete) price = high[p] (held until next pivot)

Inputs / Outputs / Params

bar →Bar

price ←Number most recent swing-high level

confirmed ←Boolean true only on confirmation bar

lookbackinteger 1–50, default 5tunable

Swing Low

Indicator.SwingLow

Mirror of Swing High for pivot lows. Fires N bars after the actual low point once the right-side N bars have confirmed the minimum. Use price as a structural stop anchor or confirmed as a counter-trend entry trigger.

Pivot at bar[p] if: low[p] = min(low[p-N .. p+N]) Confirmed at bar[p+N] price = low[p] (held until next pivot)

Inputs / Outputs / Params

bar →Bar

price ←Number most recent swing-low level

confirmed ←Boolean true only on confirmation bar

lookbackinteger 1–50, default 5tunable

MACD

Indicator.MACD

Moving Average Convergence Divergence. Classic momentum indicator: the MACD line measures the gap between a fast and slow EMA. The signal line is an EMA of the MACD. The histogram makes divergences visible bar-to-bar.

MACD[t] = EMA(close, fast) − EMA(close, slow) signal[t] = EMA(MACD, signal_period) histogram[t] = MACD[t] − signal[t] Positive histogram → upward momentum building

Inputs / Outputs / Params

bar →Bar

macd ←Number MACD line

signal ←Number signal line

histogram ←Number MACD − signal

fast_periodinteger 2–200, default 12

slow_periodinteger 5–500, default 26

signal_periodinteger 2–100, default 9

Efficiency Ratio (ER)

Indicator.EfficiencyRatio

Kaufman Efficiency Ratio. Divides the net price displacement over N bars by the total path length (sum of absolute bar-to-bar changes). ER → 1.0 = trending cleanly; ER → 0.0 = choppy noise. DAX research: 78.5% of days have ER < 0.15.

direction = |close[t] − close[t-N]| noise = Σ |close[i] − close[i-1]| for i = t-N+1 .. t ER[t] = direction / noise (range 0.0–1.0) Returns 0 until N+1 bars available

Inputs / Outputs / Params

bar →Bar

value ←Number 0.0–1.0

periodinteger 2–500, default 20tunable

Keltner Channel

Indicator.KeltnerChannel

ATR-based envelope around an EMA. Unlike Bollinger Bands (standard deviation), the channel width scales with true-range volatility, so it stays tighter in ranging markets. Classic squeeze signal: Bollinger Bands contracting inside the Keltner channel predicts a volatility expansion.

middle = EMA(close, ema_period) upper = middle + mult × ATR(atr_period) lower = middle − mult × ATR(atr_period)

Inputs / Outputs / Params

bar →Bar

upper / middle / lower ←Number

ema_periodinteger 2–500, default 20tunable

atr_periodinteger 2–200, default 14

multnumber 0.1–10.0, default 2.0tunable

Z-Score

Indicator.ZScore

Rolling statistical z-score of close relative to its recent mean and standard deviation. Measures how many standard deviations price is from its recent average. Z < −2 = statistically cheap (long MR entry); Z > +2 = statistically expensive (short MR entry).

mean[t] = SMA(close, N) std[t] = population std dev of close over N bars Z[t] = (close[t] − mean[t]) / std[t] Returns 0 until N bars available. std=0 → Z=0.

Inputs / Outputs / Params

bar →Bar

value ←Number typical range ±1.5 to ±3.0

periodinteger 2–500, default 20tunable

Pivot Points

Indicator.PivotPoints

Classic floor-trader pivot points computed from the prior day's high, low, and close (UTC+1). All 7 levels update once per day and are stable intraday. Returns 0 for all outputs until the first complete trading day passes.

P = (prev_H + prev_L + prev_C) / 3 R1 = 2P − prev_L R2 = P + (prev_H − prev_L) R3 = prev_H + 2 × (P − prev_L) S1 = 2P − prev_H S2 = P − (prev_H − prev_L) S3 = prev_L − 2 × (prev_H − P)

Inputs / Outputs

bar →Bar

p ←Number pivot point

r1, r2, r3 ←Number resistance levels 1–3

s1, s2, s3 ←Number support levels 1–3

Support & Resistance

Indicator.SupportResistance

Composite structural level detector. Combines pivot fractals, session extremes, prior-day high/low, overnight range, weekly extremes, opening range, and round numbers into a unified support/resistance model. Levels within merge_zone_pts are merged. Proximity gates use ATR multiples to define the "touch zone".

Inputs: bar + atr_value Level sources: • N-bar pivot fractal highs/lows (pivot_lookback) • Session high/low (reset at session_open_hour) • Previous calendar day H/L • Overnight range H/L (22:00–overnight_end_hour CET) • Weekly Mon–Fri H/L • Opening range H/L (first or_duration_minutes) • Round numbers (every round_number_step pts) Merge: levels within merge_zone_pts → single level at_support = dist_support ≤ touch_zone_atr_mult × ATR

Inputs

barBar

atr_valueNumber from Indicator.ATR

Key Outputs

support / resistanceNumber nearest level price

dist_support / dist_resistanceNumber ATR units

at_support / at_resistanceBoolean proximity gate

session_high, session_lowNumber

prev_day_high, prev_day_lowNumber

overnight_high, overnight_lowNumber

weekly_high, weekly_lowNumber

or_high, or_lowNumber opening range

or_completeBoolean OR window closed

Parameters

pivot_lookbackinteger 3–50, default 10tunable

touch_zone_atr_multnumber 0.1–2.0, default 0.5tunable

merge_zone_ptsnumber 1–50, default 5tunable

round_number_stepnumber 10–1000, default 100

session_open_hourinteger 0–23, default 8

session_open_minuteinteger 0–59, default 0

or_duration_minutesinteger 5–120, default 30tunable

overnight_end_hourinteger 0–12, default 9

Second Attempt

Indicator.SecondAttempt

Fires when price makes its second approach to a level after having pulled back cleanly by at least pullback_min_atr ATRs. The first touch flushes weak longs/shorts; the second is statistically stronger. Wire a SupportResistance.support price into level.

State machine per level: IDLE → TOUCHING (close within touch_zone) TOUCHING → PULLED_BACK (moved away ≥ pullback_min_atr) PULLED_BACK → TOUCHING (second approach) → is_second_attempt = true (fires once) attempt_count increments on each approach max_bars_between: resets state if too much time passes

Inputs / Outputs / Params

bar →Bar

level →Number e.g. SupportResistance.support

atr →Number

is_second_attempt ←Boolean

attempt_count ←Number

is_supportboolean default true

pullback_min_atrnumber 0.1–3.0, default 0.5tunable

max_bars_betweeninteger 3–100, default 20tunable

Break + Retest

Indicator.LevelBreakRetest

Detects a clean level break then waits for a pullback retest. A break is confirmed when close is beyond the level by break_atr_mult × ATR. Once broken, is_breakout stays true until a retest is detected or max_retest_bars expires. Retesting the broken level from the new side fires is_retest_long or is_retest_short once.

Break confirmed: close > level + break_atr_mult × ATR (upward) → is_breakout = true, broken_level = level Retest (long): close < broken_level + touch_zone_atr_mult × ATR → is_retest_long = true (fires once) State resets if max_retest_bars exceeded

Inputs / Outputs / Params

bar →Bar

level →Number

atr →Number

is_breakout ←Boolean true while waiting for retest

is_retest_long ←Boolean fires once on long retest

is_retest_short ←Boolean fires once on short retest

broken_level ←Number

break_atr_multnumber 0.1–2.0, default 0.3tunable

touch_zone_atr_multnumber 0.1–2.0, default 0.5tunable

max_retest_barsinteger 3–60, default 15tunable

Gate

Filters that block or allow entry based on time, trend, volatility, or regime. Wire Gate outputs into Logic.And with your entry conditions. All gates are permissive until warmed up.

Session Filter

Gate.Session

True iff the current bar's timestamp falls within the configured CET window. Use to restrict entries to the main trading session and avoid low-liquidity periods (pre-market, post-close).

Inputs / Outputs / Params

bar →Bar

allowed ←Boolean

start_hourinteger 0–23, default 7

start_minuteinteger 0–59, default 0

end_hourinteger 0–23, default 20

end_minuteinteger 0–59, default 0

use_cetboolean default true

Trend Gate

Gate.TrendGate

Blocks LONG entries when the ATR-normalised EMA slope is more negative than the threshold. Intended for mean-reversion strategies that should not fade a strong downtrend. The slope output is available for further gating or plotting.

slope[t] = (EMA[t] − EMA[t − slope_lookback]) / (ATR[t] × slope_lookback) (ATR-normalised) allow_long = slope[t] ≥ block_long_below_slope

Inputs / Outputs / Params

bar →Bar

allow_long ←Boolean

slope ←Number + = uptrend, − = downtrend

ema_periodinteger 5–500, default 50

atr_periodinteger 2–200, default 14

slope_lookbackinteger 2–200, default 12

block_long_below_slopenumber −5.0–5.0, default −0.5tunable

Volatility Gate

Gate.VolatilityGate

Blocks all entries when current ATR is in an extreme percentile of recent history. Prevents trading during abnormal volatility spikes (e.g. flash crashes, macro data releases). The percentile output shows the rolling rank 0–1.

atr_history = rolling window of ATR(atr_period) values percentile[t] = rank of ATR[t] in atr_history / len(atr_history) (0=lowest, 1=highest) allow_entry = percentile[t] ≤ block_above_percentile

Inputs / Outputs / Params

bar →Bar

allow_entry ←Boolean

percentile ←Number 0–1 ATR rank

atr_periodinteger 2–200, default 14

percentile_windowinteger 100–20000, default 2000

block_above_percentilenumber 0.0–1.0, default 0.80tunable

Regime Filter

Gate.RegimeFilter

Classifies the current market into four mutually-exclusive regimes using a multi-signal model. Each regime is exposed as a Boolean output so you can gate different strategy logic to the regime where it performs best.

Inputs used: EMA(fast) / EMA(slow) slope + separation ATR percentile (rolling) Range compression ratio (recent vs historical) Regimes: TRENDING = |slope| ≥ min_slope AND separation ≥ min_sep AND ATR ≥ min_atr_for_trending MEAN_REVERTING = |slope| ≤ max_slope AND atr_pct ≤ max_pct BREAKOUT = range_compression ≤ bo_min_range_compression AND ATR ≥ min_atr_for_breakout NEUTRAL = none of the above All require min_bars_in_regime consecutive bars

Inputs / Outputs

bar →Bar

is_trending ←Boolean

is_mean_reverting ←Boolean

is_breakout ←Boolean

is_neutral ←Boolean

Parameters (key tunable ones)

ema_fast_periodinteger default 20

ema_slow_periodinteger default 50

atr_periodinteger default 14

trending_min_ema_slopenumber default 0.3tunable

trending_min_ema_separationnumber default 0.15tunable

mr_max_ema_slopenumber default 0.15tunable

mr_max_atr_percentilenumber default 0.4tunable

min_atr_for_trendingnumber default 15.0tunable

min_atr_for_breakoutnumber default 12.0tunable

Compare

Numeric comparison operators. Two Number inputs → one Boolean output. No parameters except Compare.EQ which has an epsilon tolerance.

Block	Type	Logic	Notes
a > b	`Compare.GT`	true if a > b	strict, no tolerance
a ≥ b	`Compare.GTE`	true if a ≥ b
a < b	`Compare.LT`	true if a < b	strict
a ≤ b	`Compare.LTE`	true if a ≤ b
a ≈ b	`Compare.EQ`	\|a − b\| < ε	param epsilon default 1e-9

All compare blocks have two Number inputs named a and b, and one Boolean output named value.

Logic

Boolean logic gates for combining conditions. AND/OR/NOT have no parameters. IF-THEN-ELSE bridges Boolean conditions into numeric values.

Block	Type	Inputs	Output	Logic
AND	`Logic.And`	a, b (Boolean)	Boolean	a AND b
OR	`Logic.Or`	a, b (Boolean)	Boolean	a OR b
NOT	`Logic.Not`	a (Boolean)	Boolean	NOT a
IF-THEN-ELSE	`Logic.IfThenElse`	condition (Bool), value_if_true, value_if_false (Number)	Number	condition ? a : b

Use Logic.And to combine gate conditions (session AND regime AND entry signal). Use Logic.IfThenElse to select between two stop distances based on a condition, or implement a breakeven guard.

Math

Arithmetic operations on Number streams. Most have two Number inputs and one Number output. Crossover blocks output Boolean. Rolling blocks operate over a history window.

Block	Type	Formula / Notes
a + b	`Math.Add`	value = a + b
a − b	`Math.Sub`	value = a − b. Use: HighSinceEntry − ATR×mult for trailing
a × b	`Math.Mul`	value = a × b. Use: ATR × constant for dynamic SL sizing
a ÷ b	`Math.Div`	value = a / b. Returns 0 if \|b\| < 1e-12 (prevents NaN)
\|a\|	`Math.Abs`	value = \|a\|. Single input.
min(a,b)	`Math.Min`	value = min(a, b)
max(a,b)	`Math.Max`	value = max(a, b). Use: max(PositionStopLoss, newTrail) to only tighten
a crosses above b	`Math.CrossesAbove`	true only on the bar where a transitions from ≤ b to > b (prev_a ≤ b AND a > b)
a crosses below b	`Math.CrossesBelow`	true only on the bar where a transitions from ≥ b to < b
Rolling SMA	`Math.RollingSMA`	SMA of upstream Number stream over param period (2–1000, default 20)tunable. E.g. SMA(ATR, 50)
Lag(N)	`Math.Lag`	Returns value from N bars ago (param period 1–500, default 1). Returns 0 until N+1 values seen

The Math.CrossesAbove / Math.CrossesBelow blocks output Boolean. All other Math blocks output Number. Rolling SMA and Lag take a single Number input named value; all others take a (and b where applicable).

Sink

Output blocks that interact with the position manager. Sinks have no outputs — they cause side effects (opening positions, closing them, moving stops).

Entry LONG

Sink.Entry.Long

Opens a LONG position when trigger fires true and no position is currently open. SL and TP distances are captured at fire-time and measured from the actual fill price. Leave entry_price unconnected or zero for a market order.

Inputs

triggerBoolean entry fires on true when flat

stop_loss_distanceNumber points below fill price

take_profit_distanceNumber points above fill price

entry_priceNumber optional: limit price; 0 = market

Parameters

reasonstring default "graph_long"

Entry SHORT

Sink.Entry.Short

Opens a SHORT position when trigger fires true and no position is currently open. SL and TP are distances from fill price — they are added and subtracted respectively in the SHORT direction automatically.

Inputs

triggerBoolean entry fires on true when flat

stop_loss_distanceNumber points above fill price

take_profit_distanceNumber points below fill price

entry_priceNumber optional: limit price; 0 = market

Parameters

reasonstring default "graph_short"

Exit

Sink.Exit

Closes the open position when trigger fires true. Use side_filter to make the exit apply only to LONG or SHORT positions — useful when you have separate LONG and SHORT exit conditions wired to separate Exit blocks.

Inputs

triggerBoolean

Parameters

side_filterenum ANY | LONG | SHORT, default ANY

reasonstring default "graph_exit"

Update Stop-Loss

Sink.UpdateStop

Moves the open position's stop to the absolute price value when trigger fires. Only tightens — if the new stop would widen the risk, the update is ignored. This prevents trailing stop logic from accidentally moving the stop away from the position.

For LONG: new_stop applied only if value > current_stop For SHORT: new_stop applied only if value < current_stop Typical pattern: HighSinceEntry → Sub(ATR×mult) → Max(PositionStopLoss, …) → UpdateStop

Inputs

triggerBoolean fires only while in position

valueNumber absolute stop price level

Parameters

side_filterenum ANY | LONG | SHORT, default ANY