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Variables, Lists, Pipes
Variables provide a way of labeling data with a descriptive name, so code can be understood more clearly.
myVariable = SPY.close
The notation “->” designates a data pipe used to send a time series or other data to an action.
Actions take data in and produce data out and are formatted as
nameOfAction(parameters).spyClose = SPY.close -> sma(20)
Multiple actions can be chained together in a single statement:
spyClose = SPY.close -> rsi(20) -> sma(20)
The characters "//" start a comment. Anything following on the same line is not executable EQL. There is no syntax for multi-line comments.
// This is a full-line comment
x = SPY.close // this is also a comment
Parentheses can be used to control the order of execution of complex statements. For example, to sum rows and pass the sum to an action:
rowSum = (SPY.close + AMZN.close + ORCL.close) -> cume()
Brackets are used to group lists of items:
myList = [MSFT, AMZN, ORCL].close
myList= [ORCL.close, MSFT.close, SPY.close]
Brackets can be used to create a list (ensemble) from a set of consecutive rows.
This can be used to create a list of candidates for further operations.
fromHere:
MSFT.close -> sma(40)
SPY.close -> sma(40)
ORCL.close -> sma(40)
toHere:
listOfRows = @[fromHere : toHere]
- Braces are used to denote a specific item in a list. The indexing is one-based.
- They are most commonly used to address a specific TimeSeries in a list of TimeSeries
closeList = [MSFT,SPY,ORCL].close
thirdClose = closeList{3}
The symbol names of assets (cryptocurrency, security, ETF, etc) must always be capitalized
[MSFT, SPY, ORCL]
Attributes are values or metrics attached to a symbol or symbolList, using a period plus the attribute name.
The current list of attributes available:
- open, high, low, close
- ohlc
- volume
// Price attribute (ohlc shows a candlestick chart with open/high/low/close):
SPY.close
SPY.ohlc
// Price/volume attribute:
SPY.proxy
// Attribute applied to a list of symbols
[SPY, AMZN].close
[SPY, AMZN].proxy
// Attributes can be applied inside a list
[SPY.open, ORCL.close, MSFT.open, AMZN.close]
The ohlc attribute displays a candlestick chart of open, high, low, and close. When used in further calculations, ohlc is equivalent to the close attribute.
Last modified 30d ago