Custom Series

[[custom_series]] lets you create a custom numeric series from a formula.

In this block, the formula is limited to symbols available at indicator stage. Runtime backtest, portfolio, order, and trade variables are not available.

Use this block to isolate an intermediate calculation and reuse it across conditions or as input to other indicators.

How the formula interprets series#

Inside a custom_series, a series is not interpreted on the native timeframe of the block that produced it, but on the timeframe of the block that reads it.

In other words, the formula always evaluates in the frame of reference of the custom_series itself. If it uses a series coming from another timeframe, that series is first realigned onto the block axis before it is used. Both the current value and its history are therefore read in that same frame.

Take a simple case. If your main strategy runs on 240, an indicator daily_signal is calculated on D, and a custom_series reads that indicator without defining its own timeframe, then the formula runs on the 240 axis. In that context, daily_signal[1] means the value seen one 240 bar earlier on the projected series. It does not mean the previous daily bar.

This rule matters as soon as you combine multiple timeframes in the same formula. It ensures that a series and its history remain consistent from the point of view of the block consuming them.

Block declaration#

A strategy can contain multiple [[custom_series]] blocks. Each block outputs one numeric series identified by its id.

formula follows the general expression rules (operators, functions, reserved constants, historical indexing). See Expressions and functions. In [[custom_series]], the formula can use standard price series, outputs from indicators already defined in the strategy, and the variables they expose.

Examples#

Minimal setup#

This block reproduces Williams Variable Accumulation/Distribution. The formula measures the gap between close and open, normalizes it by the candle range, then weights it by volume.

[[custom_series]]
id      = "wvad"
formula = "high != low ? (close - open) / (high - low) * volume : 0"

True Range#

This block computes the True Range of a candle. The formula takes the maximum between the current range (high - low) and the absolute gaps between the current candle extremes and the previous close.

[[custom_series]]
id      = "true_range"
formula = "max(high - low, abs(high - close[1]), abs(low - close[1]))"

Dedicated timeframe#

This block forces the computation onto a daily timeframe. If timeframe is omitted, the block runs on the grid main timeframe defined in [backtest].

[[custom_series]]
id        = "daily_body"
formula   = "close - open"
timeframe = "D"

See the Exchanges, Symbols and Timeframes page for alignment rules between this timeframe and the main timeframe.

Using custom_series as the source of another indicator#

A custom series can be reused as source in other indicator blocks.

[[custom_series]]
id      = "price_delta"
formula = "close - close[1]"

[[moving_average]]
id     = "delta_ma"
type   = "ema"
source = "price_delta"
length = 20

Variables exposed by indicators#

A custom_series formula can also use the variables exposed by indicators already defined in the strategy, for example fast.length, fast.type, fast.symbol, or fast.timeframe.

This example adapts the formula according to the moving-average types currently being evaluated during grid search.

[[moving_average]]
id           = "fast"
type         = ["sma", "ema"]
length.start = 10
length.stop  = 30

[[moving_average]]
id     = "slow"
type   = ["sma", "ema"]
length = 50

[[custom_series]]
id      = "ma_signal"
formula = "fast.type == 'ema' and slow.type == 'ema' ? fast / slow : (fast - slow) / slow * 100"

Parameters#

Available variables#

The custom_series block exposes one numeric series plus context metadata (symbol, timeframe). These variables are exposed after the series has been computed and can be used downstream. They are not available inside the block formula itself.

Assume this configuration:

[[custom_series]]
id      = "candle_body"
formula = "close - open"

Then:

Notes

• Numeric variables support arithmetic, comparisons, and logical operators.
• Text variables are intended for equality/inequality checks only.
• A formula cannot reference its own id (self-reference is forbidden).

Common errors#