Price references
Read OHLCV and derived series for any symbol and timeframe. The trailing offset (0 = current
candle) is optional for Open/High/Low/Close/Volume and required for the rest.
float o = Open(nifty, M5, 0);
float h = High(nifty, M5, 0);
float l = Low(nifty, M5, 0);
float c1 = Close(nifty, M5, 1); // previous candle close
float v = Volume(nifty, M5, 0);
float hh = HighestHigh(nifty, M5, 20); // highest high of last 20 candles
float ll = LowestLow(nifty, M5, 20);
float oi = OpenInterest(fut, D1, 0);
float dv = DeliveryVolume(nifty, D1, 0);
float ct = CandleTime(nifty, M5, 0);Ready to run this? Build and backtest strategies in the SutraLipi algo trading platform — no-code builder, tick-level backtesting and one-click live execution. Browse all documentation topics.