Algolang Documentation Functions About
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      • Documentation
      • Functions
      • About
      • About Algolang
      • Documentation
        • Getting started
          • About this documentation
          • Introduction
          • Installation and dependencies
          • Your first strategy
          • Your first backtest
          • Find topics from the old site
          • Migrating from the pre-2026 engine
        • Running backtests
          • Anatomy of a run
          • Performance reports
          • Order lifecycle trace
          • Fill simulation
          • Live mode and its limits
          • Using the cache
          • Configuration and run matrices
        • Writing strategies
          • Writing a strategy
          • Strategy inputs
          • Lookback and series
          • Declaring data
          • Aligning series
          • Using indicators
          • Raw and adjusted prices
          • Orders and callbacks
          • State and order lifetime
          • Determinism
          • Testing strategies
          • Other languages
        • Data and markets
          • Event bars
          • Market events
          • Data adapters
          • Marketfeed
          • Release-stamped series
          • Symbols and intervals
          • Feed-owned composites
          • Session bars
          • Intraday grids
          • Exchange calendars
          • Intrabar paths
          • Continuous futures
          • Equities and reconciliation
          • Pricing a data request
        • Reference
          • Series and nseries functions
          • CLI flag definitions
          • nseries package
            • Core
            • Arithmetic
            • Comparison
            • Conditional
            • Function Application
            • Map
            • Slice Operations
            • Sorting
            • Math
            • Moving Averages
            • Ehlers Indicators
            • KAMA
            • Cong Adaptive MA
            • Casey Percent C
            • Kalman Filter
            • One Euro Filter
            • Bollinger Bands
            • Donchian Channels
            • Keltner Channels
            • RSI
            • Connors RSI
            • Stochastic
            • Williams %R
            • Percent R
            • Percent Rank
            • MACD
            • TRIX
            • Commodity Channel Index
            • Aroon
            • Momentum
            • Rate of Change
            • Delta / Change
            • Directional Movement
            • Average Directional Index
            • Vortex Indicator
            • True Range
            • SuperTrend
            • Choppiness Index
            • Accumulation / Distribution
            • On-Balance Volume
            • Money Flow Index
            • Chaikin Oscillator
            • Volume Profile
            • Pivots
            • Floor Trader Pivots
            • Swings
            • Swing Points
            • Bar Classification
            • Highest / Lowest
            • Index Of
            • Crossover Detection
            • Consecutive
            • N of M
            • Up / Down
            • Congestion Index
            • Follow-Through Index
            • Regime Detection
            • Hurst Exponent
            • Efficiency Ratio
            • Statistics
            • R-Squared
            • Spearman Rank Correlation
            • Relative: Alignment
            • Relative: Ratio and Relative Strength
            • Relative: Channels
            • Relative: Correlation
            • Relative: Regression and Spread
            • Relative: Divergence
            • Relative: Lead-Lag and Phase
            • Relative: Timeframes
            • Linear Regression
            • Fisher Transform
            • Gaussian Distribution
            • Random
            • Clamp
            • Velocity / Acceleration
            • QStick
            • Ulcer Index
          • Indicator conversion helpers
          • Strategy SDK API
          • CLI and file reference
          • Lifecycle trace schema
          • Wire protocols
          • Cache reference
        • Architecture and development
          • Architecture
          • Event ordering and calculations
          • Build and validation
          • Current limitations

      Your strategy. Your language.
      A reproducible trading engine.

      Build strategies as standalone programs. Bring them together with market data,
      deterministic execution, and reports you can inspect and reproduce.

      Run your first backtest

      A small strategy interface

      Use the Go SDK or a supported wire protocol. Strategy processes own decisions; the engine coordinates data, orders, and results.

      Data with context

      Work with sessions, continuous futures, adjusted equities, economic releases, and event bars through explicit data adapters.

      Understand every result

      Inspect performance reports, equity curves, trade exports, and order lifecycle traces. Combine saved results offline.

      Test before the full run

      Replay fixtures, validate configuration matrices, and exercise strategy behavior independently of the engine.

      Series and nseries functions

      Browse series operations, statistics and indicators, with function signatures and the complete nseries package reference.

      Know the boundaries

      Read what is supported today, how the constrained live path behaves, and which capabilities remain planned.

      © 2026 The Algolang team

      Documentation for Algolang 48f8d23da53f · Build details

      Pre-2026 documentation