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Algorithm SDK

INSTRUMENTS

Every instrument your algorithm names, by its identifier, such as INSTRUMENTS["EUR_USD:OANDA"]. Use it to read other markets, react to them, or trade them.

declare const INSTRUMENTS: { readonly [instrumentId: string]: InstrumentAPI };


interface InstrumentAPI extends Instrument, BuiltInIndicators {
    /** The instrument's identifier, such as "EUR_USD:OANDA". */
    readonly ID: string;
    readonly BID: number;
    readonly ASK: number;
    readonly MID: number;
    /** The spread in pips. */
    readonly SPREAD: number;
    /** Mid prices of the current or closing bar on the session's timeframe. */
    readonly OPEN: number;
    readonly HIGH: number;
    readonly LOW: number;
    readonly CLOSE: number;
    readonly M1: TimeframeAPI;
    readonly M2: TimeframeAPI;
    readonly M5: TimeframeAPI;
    readonly M10: TimeframeAPI;
    readonly M15: TimeframeAPI;
    readonly M30: TimeframeAPI;
    readonly H1: TimeframeAPI;
    readonly H2: TimeframeAPI;
    readonly H4: TimeframeAPI;
    readonly H8: TimeframeAPI;
    readonly H12: TimeframeAPI;
    readonly D1: TimeframeAPI;
    /** Opens a position on this instrument at the market. */
    openPosition(side: Side, options: OpenPositionOptions): void;
    /** Runs on every price update of this instrument. */
    onTick?: () => void;
    /** Runs when a bar of this instrument closes, on the session's timeframe. */
    onIntervalClose?: () => void;
}

Naming an instrument

Section titled “Naming an instrument”

Name each instrument with a literal string, and write INSTRUMENTS["…"] in full each time you use it. Cloud9Trader reads your code before it runs to work out which prices to load, so an identifier built at run time, such as INSTRUMENTS[name], finds nothing. An instrument can have a shorter name, such as const eurusd = INSTRUMENTS["EUR_USD:OANDA"];, declared at the top level. Its handlers and indicators, such as eurusd.H4.onIntervalClose and eurusd.H4.sma(10), are wired as if written in full. Inside a function a shorter name is refused.

Each entry has the instrument’s current prices, the bars of the session timeframe (OPEN to CLOSE), every timeframe with its price() and prices(), every built-in indicator, and openPosition. An entry has no price() or prices() of its own: use a timeframe, such as INSTRUMENTS["EUR_USD:OANDA"].H1.prices(20).

Example

Section titled “Example”
function onIntervalClose() {
  const closes = INSTRUMENTS["EUR_USD:OANDA"].H1.prices(24);
  log("EUR/USD bid", INSTRUMENTS["EUR_USD:OANDA"].BID, "24-hour high", Math.highest(closes));
  if (INSTRUMENTS["EUR_USD:OANDA"].rsi(14) < 30 && OPEN_POSITIONS_COUNT === 0) {
    INSTRUMENTS["EUR_USD:OANDA"].openPosition("BUY", { quantity: 1000, stopLossPips: 20 });
  }
}


INSTRUMENTS["EUR_USD:OANDA"].onTick = function () {
  log("EUR/USD spread", INSTRUMENTS["EUR_USD:OANDA"].SPREAD);
};
Section titled “Related”