Using indicators

The SDK deliberately ships no indicator math. The indicators package bridges a Series to nseries (Pinned checkouts), the platform’s canonical indicator library, with zero-copy column conversions:

import indicators

closes := indicators.Closes(series)  // nseries.Series; valid this OnBar only
fast := closes.SMA(s.Fast)
slow := closes.SMA(s.Slow)

if fast.CrossesAbove(slow) { ... }
if fast.CrossesBelow(slow) { ... }

indicators.Opens/Highs/Lows/Volumes work the same way, and indicators.FromSeries(series) bundles all five columns for indicators that need several (ATR, MFI, …). The whole nseries catalogue (EMA, RSI, Bollinger, and so on) is then available directly. One warning inherited from nseries: SMA(n) returns the raw input values for the warmup prefix of the output, so gate on series.Len() (as above) before trusting a cross.

The Algolang website includes the complete series and nseries function reference, the nseries category browser, and the indicator conversion helpers.