Functions

What is a Function?

A function executes a specific mathematical formula on a specific set of data that has been provided by you; a function can accept one or multiple parameters.

Each function must start with a '$' symbol. For function parameters that are single numeric values mathematical expressions can be used.

Abs

This function receives a numeric value and returns its absolute value:

$abs(-2)

Mathematical expressions can also be used inside it like this:

$abs(-2 - 2)

Or:

$abs(current.current.low[0] - current.current.high[1])

Avg

This is the mean or average function; it receives a vector and returns a single value which is the average value of that vector:

$avg(current.current.close[0:10])

Corr

This function returns the Pearson correlation coefficient value of two vectors; you have to provide two vectors as parameters for this function:

$corr(current.current.close[0:10], gbpusd.current.close[0:10])

Cov

This function returns the covariance value of two vectors; you have to provide two vectors as parameters for this function:

$cov(current.current.close[0:10], gbpusd.current.close[0:10])

Kurtosis

This function returns the Kurtosis value of a vector:

$kurtosis(current.current.close[0:10])

Min/Max

These two functions are used to return the minimum or maximum values on a vector; it can be used like this:

$min(current.current.close[0:20]) + $max(current.current.close[0:20])

Meanmoment

This function returns the mean moment of a vector; it receives two parameters, the first one is a vector and the second one is a numeric value which represents the moment:

$meanmoment(current.current.close[0:20], 4)

Median

This function returns the median value of a vector:

$median(current.current.close[0:10])

Percentile

This function returns the x% value inside a vector; it receives two parameters, the first one is a vector and the second one is a numeric percentage value:

$percentile(current.current.close[0:10], 50)

Pow

The power was previously missing in cFormula's supported operators. The Pow functions allows you to easily access a pow of a number. It has two numeric parameters, the first one is the number that will be raised to a power and the second one is the power number:

$pow(current.current.low[0] - current.current.high[0], 2)

Range

This function returns the range of a vector, or the maximum value - minimum value:

$range(current.current.low[0: 10])

Rank

This function returns the percentile rank of a value inside a vector. It receives two parameters, the first one is a vector and the second one is the number whose rank you wish to know:

$rank(current.current.low[0: 10], 1)

Skewness

This function returns the skewness of a vector:

$skewness(current.current.low[0: 10])

Sqrt

This function returns the square root of a number:

$sqrt(current.current.low[0])

Or

$sqrt(16)

Std

This function returns the standard deviation of a vector:

$std(current.current.close[0:10])

Sum

This function returns the sum of a vector:

$sum(current.current.close[0:10])

Var

This function returns the variance of a vector:

$var(current.current.close[0:10])

Using Functions in Formulas

You can combine multiple functions in a single formula with other mathematical expressions:

$sum(current.current.close[0:10]) + 2 / $sqrt($abs(-16))

More Formulas

If you need any other function please let us know, and we will add them in.