Market Data

Direct access to price history, symbol specifications, account state, execution environment flags, and time primitives — all through clean namespace APIs.

OHLCVT Price Data

Called without arguments → full price array. Called with an integer offset → single scalar (0 = current bar, 1 = previous bar).

Function / Property	Parameters	Returns	Description
`close()`	`—`	`double[]`	Full close price array for current symbol/TF.
`close(offset)`	`int offset`	`double`	Single value: 0=current, 1=previous bar.
`close(sym, tf)`	`string sym, timeframe tf`	`double[]`	Full close price array from another symbol/timeframe.
`close(sym, tf, off)`	`string sym, tf, int off`	`double`	Single value from another symbol/timeframe at offset.
`open()`	`—`	`double[]`	Full open price array.
`high()`	`—`	`double[]`	Full high price array.
`low()`	`—`	`double[]`	Full low price array.
`volume()`	`—`	`double[]`	Full tick volume array.
`time()`	`—`	`datetime[]`	Bar open time array.
`hl2()`	`—`	`double[]`	(High + Low) / 2 array.
`hlc3()`	`—`	`double[]`	(High + Low + Close) / 3 array.
`ohlc4()`	`—`	`double[]`	(Open + High + Low + Close) / 4 array.
`tr()`	`—`	`double[]`	True Range array.
`candle_count()`	`—`	`double`	Total number of candles in history.
`length(arr)`	`double[] arr`	`int`	Number of elements in any array.

Cross-Symbol & Cross-Timeframe

Cross-TF accessTDSL

double eurusd_h4[] = close("EURUSD", Timeframe.H4);
double h4_close_now  = close("EURUSD", Timeframe.H4, 0);
double h4_close_prev = close("EURUSD", Timeframe.H4, 1);

// Multi-TF trend confirmation
Tick() {
  bool uptrend = close("EURUSD", Timeframe.H4, 0) > close("EURUSD", Timeframe.D1, 0);
  if (uptrend) { Trade.Buy(Symbol(), 0.1); }
}

Symbol.*

Function / Property	Returns	Description
`Symbol()`	`string`	Current chart symbol name (e.g. "EURUSD").
`Symbol.Bid(sym?)`	`double`	Current bid price for sym (default: chart symbol).
`Symbol.Ask(sym?)`	`double`	Current ask price.
`Symbol.Mid(sym?)`	`double`	Current midpoint price.
`Symbol.Spread(sym?)`	`double`	Current spread in price units.
`Symbol.Point(sym?)`	`double`	Minimum price movement (1 pip unit).
`Symbol.Digits(sym?)`	`int`	Decimal places in price.
`Symbol.PipDigits(sym?)`	`int`	Decimal places for pips.
`Symbol.TickSize(sym?)`	`double`	Minimum price change.
`Symbol.TickValue(sym?)`	`double`	Value of one tick in deposit currency.
`Symbol.LotMin(sym?)`	`double`	Minimum allowed lot size.
`Symbol.LotMax(sym?)`	`double`	Maximum allowed lot size.
`Symbol.LotStep(sym?)`	`double`	Lot increment step.
`Symbol.NormalizePrice(p, s?)`	`double`	Round price to correct decimal places.
`Symbol.NormalizeVolume(v, s?)`	`double`	Round lot size to correct step.
`Symbol.ToLots(risk, sl, s?)`	`double`	Convert risk % and SL distance to lot size.
`Symbol.ToPips(diff, s?)`	`double`	Convert price difference to pips.
`Symbol.CanTrade(vol, s?)`	`bool`	Check if volume is tradeable right now.

Account.*

Function / Property	Returns	Description
`Account.Balance()`	`double`	Current account balance.
`Account.Equity()`	`double`	Balance + floating P&L.
`Account.Profit()`	`double`	Total floating profit/loss.
`Account.Margin()`	`double`	Used margin.
`Account.FreeMargin()`	`double`	Available free margin.
`Account.Level()`	`double`	Margin level percentage.
`Account.Number()`	`int`	Account login number.
`Account.Name()`	`string`	Account owner name.
`Account.Currency()`	`string`	Deposit currency (e.g. "USD").
`Account.Leverage()`	`int`	Account leverage ratio.
`Account.Hedging()`	`bool`	True if hedging is allowed.
`Account.Server()`	`string`	Trading server name.
`Account.IsConnected()`	`bool`	Network connectivity status.

Env.*

Function / Property	Returns	Description
`Env.IsBacktest()`	`bool`	Running in historical backtest mode.
`Env.IsLive()`	`bool`	Running against a live broker feed.
`Env.IsTesting()`	`bool`	Running in paper-trade / test mode.
`Env.IsOptimize()`	`bool`	Running during parameter optimisation.
`Env.Connected()`	`bool`	Network connectivity status.

Time.*

Function / Property	Returns	Description
`Time.Server()`	`datetime`	Current broker server time.
`Time.Hour()`	`int`	Current hour (0–23).
`Time.DayOfWeek()`	`int`	0=Sunday … 6=Saturday.
`Time.IsNewBar()`	`bool`	True on the first tick of a new bar.
`Time.InSession(name)`	`bool`	True if server time is within the named session.
`Time.InRange(from,to)`	`bool`	True if server time falls within the HH:MM range.

Session filterTDSL

Tick() {
  if (!Time.InSession("London") && !Time.InSession("NewYork")) { return; }
  if (Time.InRange("16:30","17:00")) { return; }
  // strategy logic here...
}

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