Built-in Functions

This page documents the callable Rune surface shipping publicly in script(version=1).

Stream Constructors

These are valid in stream name = ... declarations.

Constructor	Description
`ohlcv()`	Bind the current chart candles
`ohlcv(timeframe="15m")`	Bind a same-instrument higher/same timeframe stream
`ohlcv(timeframe=higher_tf)`	Same as above, but timeframe can come from a param
`ohlcv(bar="1H")`	Alias for `timeframe=...`
`ohlcv(exchange="blofin", symbol="ETH-USDT", timeframe="15m")`	Bind an external stream supplied by the host runtime

Core Logic

Function	Description
`if(condition, then, else=null)`	Inline conditional
`lag(value, offset)`	Value from `offset` bars ago
`prev(value, fallback=null)`	Previous-bar value with optional fallback
`pct(value)`	Pass-through helper mainly used for sizing
`coalesce(...)`	First non-null value
`nz(...)`	Alias for `coalesce(...)`
`abs(value)`	Absolute value
`min(...)`	Smallest numeric input
`max(...)`	Largest numeric input
`round(value)`	Rounded numeric value
`floor(value)`	Rounded down
`ceil(value)`	Rounded up
`clamp(value, min, max)`	Restrict a value to a range
`log(value)`	Natural logarithm. `ln(value)` is the same function
`exp(value)`	e raised to `value` — the inverse of `log`
`sqrt(value)`	Principal square root
`pow(base, exponent)`	`base` raised to `exponent`

log(...) is the natural log (Pine's math.log), not base 10. Its inverse is exp(...), which is what maps a log-price level back to a real price.

All four return null, never NaN or ±Infinity, when the maths has no real answer — a non-positive log, a negative sqrt, an overflowing exp, or a pow with a negative base and a fractional exponent. That matters more than it sounds: a single NaN propagates through every rolling window downstream of it, so a bad bar would poison the rest of the series. null just breaks the plot at that bar.

Bar and Time

Function	Description
`true_range()`	True range for the current bar
`tr()`	Alias for `true_range()`
`resolution_ms()`	Current chart resolution in milliseconds
`bar_index()`	Zero-based bar index
`bars()`	Total bars in the current dataset
`time_at(offset=0)`	Timestamp at the current or prior offset

Timezone and Calendar

Function	Description
`timestamp(year, month, day, hour=0, minute=0, tz="UTC")`	Build a timezone-aware timestamp in milliseconds
`year(value=time, tz="UTC")`	Extract year
`month(value=time, tz="UTC")`	Extract month
`day_of_month(value=time, tz="UTC")`	Extract calendar day
`dayofmonth(value=time, tz="UTC")`	Alias for `day_of_month(...)`
`day_of_week(value=time, tz="UTC")`	ISO weekday number
`dayofweek(value=time, tz="UTC")`	Alias for `day_of_week(...)`
`hour(value=time, tz="UTC")`	Extract hour
`minute(value=time, tz="UTC")`	Extract minute
`in_session(session, tz="UTC")`	Check whether current bar time falls inside a `HHMM-HHMM` window

Averages and Statistics

Function	Description
`sma(source, period)`	Simple moving average
`ma(source, period)`	Alias for `sma(...)`
`ema(source, period)`	Exponential moving average
`rma(source, period)`	Wilder-style running average
`wilder(source, period)`	Alias for `rma(...)`
`wma(source, period)`	Weighted moving average
`vwma(source, period)`	Volume-weighted moving average
`vwap(reset="day", tz="UTC")`	Volume-weighted average price; `reset` is one of `day`, `session`, `week`, `month`, `quarter`, `year`
`vwap_stdev(reset="day", tz="UTC")`	Anchored volume-weighted standard deviation around the VWAP — the half-width unit for VWAP bands; same `reset` values as `vwap(...)`
`swma(source)`	Symmetrically weighted moving average
`alma(source, period, offset=0.85, sigma=6)`	Arnaud Legoux moving average
`hma(source, period)`	Hull moving average
`zlema(source, period)`	Zero-lag EMA
`atr(period)`	Average true range
`stdev(source, period)`	Rolling standard deviation
`dev(source, period)`	Rolling mean absolute deviation from the window's SMA (TradingView `ta.dev` parity)
`rsi(source, period)`	Relative strength index

Anchored Period Data

These return values from the prior completed anchor period (previous day, week, and so on), held constant across the current period — the usual basis for pivot points. They return null until a prior period exists. reset is one of day, session, week, month, quarter, year.

Function	Description
`prev_high(reset="day", tz="UTC")`	Highest high of the previous period
`prev_low(reset="day", tz="UTC")`	Lowest low of the previous period
`prev_close(reset="day", tz="UTC")`	Closing price of the previous period

Rolling Windows and Momentum

Function	Description
`highest(source, period)`	Highest value in the trailing window
`lowest(source, period)`	Lowest value in the trailing window
`highestbars(source, period)`	Bars since the highest value in the trailing window
`lowestbars(source, period)`	Bars since the lowest value in the trailing window
`barssince(condition)`	Bars since the condition last evaluated true
`sum(source, period)`	Rolling sum
`cum(source)`	Cumulative running total
`valuewhen(condition, source, occurrence=0)`	Source value captured at the Nth most recent true condition
`change(source, length=1)`	Difference from `length` bars ago
`roc(source, period=1)`	Percent rate of change
`count(condition, period)`	Count of truthy bars in the trailing window
`any(condition, period)`	True when any bar in the window is truthy
`all(condition, period)`	True when every bar in the window is truthy
`macd(source, fast=12, slow=26, signal=9)`	Returns MACD line, signal line, histogram
`bbands(source, period, mult=2)`	Returns upper band, basis, lower band (in that order)
`bollinger(source, period, mult=2)`	Alias for `bbands(...)`

Tuple Examples

let macd_line, signal_line, hist = macd(close, 12, 26, 9)
let upper, basis, lower = bbands(close, 20, 2)

Structure and Crossovers

Function	Description
`pivot_high(source, left, right=left)`	Confirmed swing high
`pivot_low(source, left, right=left)`	Confirmed swing low
`cross_up(left, right)`	True when `left` crosses above `right`
`cross_down(left, right)`	True when `left` crosses below `right`
`cross_over(left, right)`	Alias for `cross_up(...)`
`cross_under(left, right)`	Alias for `cross_down(...)`

Higher-Timeframe and Alternate Candle Data

Function	Description
`htf_open(resolution_ms)`	Higher-timeframe open
`htf_high(resolution_ms)`	Higher-timeframe high
`htf_low(resolution_ms)`	Higher-timeframe low
`htf_close(resolution_ms)`	Higher-timeframe close
`ha_open()`	Heikin Ashi open
`ha_high()`	Heikin Ashi high
`ha_low()`	Heikin Ashi low
`ha_close()`	Heikin Ashi close

CRODL Trend Functions

Function	Description
`cw_trail(stop_len, stop_mult)`	CRODL trail line
`cw_fib1(stop_len, stop_mult)`	First CRODL retracement level
`cw_fib2(stop_len, stop_mult)`	Second CRODL retracement level
`cw_fib3(stop_len, stop_mult)`	Third CRODL retracement level
`cw_dir(stop_len, stop_mult)`	CRODL trend direction
`cw_bull_flip(stop_len, stop_mult)`	Bullish trend flip
`cw_bear_flip(stop_len, stop_mult)`	Bearish trend flip
`cw_ex(stop_len, stop_mult)`	CRODL excursion anchor
`cw_score(stop_len, stop_mult, heat_len, heat_levels, heat_thresh)`	CRODL heat score
`cw_signal(long_signal, short_signal, score, score_threshold, cooldown_bars)`	CRODL signal filter with cooldown

Position-State Builtins

These are primarily useful in strategy scripts with protect(...).

Function	Description
`position_qty(side, target=null)`	Current open quantity
`position_avg_entry(side, target=null)`	Average entry price
`position_stop(side, target=null)`	Active stop
`position_take(side, target=null)`	Active take-profit
`position_bars(side, target=null)`	Bars since the oldest matching open leg
`position_initial_stop(side, target=null)`	Original stop attached at entry
`position_initial_risk(side, target=null)`	Original per-unit risk
`position_open_r(side, target=null)`	Unrealized PnL in R-multiples

Contextual DSL Helpers

These are valid inside trade(...) and risk: blocks, not as general-purpose expression calls.

Helper	Description
`pct(x)`	Percentage sizing helper, for example `size=pct(50)`
`cash(x)`	Fixed-cash budget helper, for example `risk=cash(100)`
`equity_pct(x)`	Equity-percentage budget helper, for example `risk=equity_pct(1)`

Helper Functions You Define

Rune also supports your own pure helper functions:

calc rising(value):
  return value > prev(value, value)

These support:

positional arguments
named arguments
tuple returns

Chart-Only Functions

These exist in the chart's script runtime but have no server-side equivalent. Your script renders correctly on the chart; an alert built on it fails when the server tries to evaluate it, because the server's interpreter does not know these names.

An alert on a script using anything below will be accepted at creation and then fail at evaluation time — you get no notification and no obvious reason why. If a script needs to drive an alert, keep it to the functions in the sections above.

Bounded lists

list(...) is a fixed-capacity buffer, not a general array. New values go on the front, and once it is full each push drops the oldest value off the back.

Function	Description
`list(capacity=100)`	Create a bounded list
`push(list, value)`	Add to the front, evicting the oldest when full. Returns the value
`pop(list)`	Remove and return the front value, or `null` when empty
`peek(list, offset=0)`	Read without removing. `0` is the newest. Out of range returns `null`
`len(list)`	Current number of items
`clear(list)`	Empty the list

There are still no loops, no maps or dictionaries, and no array literals — a bounded list is the only collection Rune has.

Other chart-only names

Function	Description
`corr(source1, source2, period)`	Rolling correlation over `period` bars. `correlation(...)` is the same function
`barindex()`	Alias for `bar_index()`

Prefer bar_index() — it is the documented spelling and it works server-side. The undotted barindex() alias is chart-only, so a script that uses it renders identically but cannot back an alert.

Not Supported

These are not part of the public language and should not be used:

scan(...) — internal to the screener
emit(...) — internal debug hook
loops
maps or dictionaries
Pine-style imperative drawing APIs like line.new(...), label.new(...), or table.new(...)

Language Reference

Drawing & Visualization