navi-stream

Navi Stream Language Skill

Navi Stream (.nvs) is a domain-specific language (DSL) designed specifically for quantitative trading and technical analysis. It is optimized for real-time streaming data processing and technical indicator calculations.

Core Features

• Real-time Stream Processing - Designed for processing market data tick by tick
• Technical Indicator Library - Rich built-in technical analysis functions (ta module)
• Market Data Access - Direct access to OHLC data (quote module)
• Visualization Support - Built-in plotting functions for indicator display
• Parameterized Configuration - Support for dynamic parameters and metadata declarations
• Internationalization - Native support for multi-language labels
• Navi Integration - Can be imported and called by Navi programs

Quick Reference

Basic Structure

// 1. Metadata declaration
meta {
    title = "MACD",
    overlay = false,
}

// 2. Module imports
use quote, ta;

// 3. Parameter definition
param {
    Length1 = 12,
    Length2 = 26,
    Length3 = 9,
}

// 4. Indicator calculation
let fast_ma = ema(close, Length1);
let slow_ma = ema(close, Length2);

// 5. Export variables
export let hist = fast_ma - slow_ma;
export let signal = ema(hist, Length3);
export let macd = (hist - signal) * 2;

Key Syntax Rules

• File extension: .nvs
• Use 4 spaces for indentation
• Single-line comments: //
• String interpolation: `value: ${x}`
• Variable declaration: let (immutable), var (mutable)

Metadata System

Meta Block

meta {
    title = "Indicator Name",
    overlay = false,        // false: separate window, true: overlay on price chart
    hideparams = true,      // Hide parameter panel
}

Parameter Declaration

param {
    // Simple parameter
    Period = 14,

    // Parameter with metadata
    @meta(title = "MA Period", range = 1..250)
    MA_Period = 20,

    // Multiple parameters
    Short = 12,
    Long = 26,
    Signal = 9,
}

// Use parameters in code
let ma = ema(close, Period);

Internationalization Labels

@title_period {
    "en" = "Period",
    "zh-CN" = "周期",
    "zh-HK" = "週期",
}

// Use label
param {
    @meta(title = @title_period)
    period = 14,
}

Market Data Access (quote module)

Built-in Data Fields

use quote;

// Access current period data
let current_price = close;
let high_price = high;
let low_price = low;
let open_price = open;
let vol = volume;
let amt = turnover;

// Access historical data (time series)
let prev_close = close[1];      // Previous period
let prev_high = high[2];        // 2 periods ago

Available data fields:

• close - Close price
• open - Open price
• high - High price
• low - Low price
• volume - Volume
• turnover - Turnover
• time - Timestamp

Time Series Pattern

// Access past data
if (close > close[1]) {
    // Current close is higher than previous period
}

// Multi-period comparison
if (close > high[5]) {
    // Current price breaks above high from 5 periods ago
}

Technical Indicator Functions (ta module)

Moving Averages

use ta;

// Simple moving average
let sma20 = ma(close, 20);

// Exponential moving average
let ema12 = ema(close, 12);
let ema26 = ema(close, 26);

// Apply to different data sources
let high_ma = ema(high, 10);
let low_ma = ema(low, 10);

Common Technical Indicators

// MACD
let diff = ema(close, 12) - ema(close, 26);
let dea = ema(diff, 9);
let macd = (diff - dea) * 2;

// Bollinger Bands logic
let mid = ma(close, 20);
let upper = mid * 1.02;
let lower = mid * 0.98;

Helper Functions

// Min and max values
let min_val = min(a, b);
let max_val = max(a, b);

// Absolute value
let abs_val = abs(diff);

// Conditional count
let count_up = count(close > open, 10);  // Number of up days in last 10 periods

// Bars since condition met
let bars = barslast(close > ma);

Plotting System

Plot Function

// Basic plotting
plot(value, title: "Title", color: #ff0000);

// Multiple series
plot(ma5, title: "MA5", color: #ddff53, key: "ma5");
plot(ma10, title: "MA10", color: #4781ff, key: "ma10");
plot(ma20, title: "MA20", color: #fc6ebc, key: "ma20");

Shape Drawing

// Draw candlestick shapes
stick(top, bottom, color, hollow: true);

// Example: Price range
if (close > open) {
    stick(high, low, #red, hollow: false);
}

// Fill area
fill(upper, lower, #blue);

// Polyline
polyline(value, #green);

Text Annotation

// Draw text at specified position
if (buy_signal) {
    drawtext(close * 0.95, "Buy", #red);
}

if (sell_signal) {
    drawtext(close * 1.05, "Sell", #green);
}

Variables and Types

Variable Declaration

// Immutable variable
let price = close;
let ma = ema(close, 20);

// Mutable variable
var counter = 0;
var sum: number = 0.0;

// Export variable (becomes indicator output)
export let signal = cross_signal;
export let macd = macd_value;

Basic Types

// Number type (floating point)
let price: number = 100.5;
let volume: number = 1000000;

// Boolean
let is_up = close > open;
let crossed = cross_over(fast, slow);

// String
let message = "Hello";
let label = `Price: ${close}`;

// nil (null value)
let optional_value: number = nil;

// Color
let red = #ff0000;
let blue = #0000ff;
let green = #00ff00;

Array Operations

// Create array
var values = array.new::<number>();

// Array operations
if (barstate.is_confirmed) {
    values.unshift(close);  // Insert at beginning
}

let first = values.get(0);   // Get element
let length = values.len();   // Get length

// Iterate array
for (let i in 0..values.len()) {
    let val = values.get(i);
}

Control Flow

Conditional Statements

// if-else
if (close > open) {
    stick(high, low, #red);
} else if (close < open) {
    stick(high, low, #green);
} else {
    stick(high, low, #gray);
}

// Conditional plotting
if (close > ma20) {
    plot(close, color: #red);
}

Loops

// Range loop
for (let i in 1..10) {
    sum += values.get(i);
}

// Calculate minimum
let min_val: number = values.get(0);
for (let i in 1..min(n, values.len())) {
    min_val = min(min_val, values.get(i));
}

Function Definition

// Custom function
fn calc_average(x: number, y: number): number {
    return (x + y) / 2;
}

// Function with state
fn dllv(x: number, n: number): number {
    var values = array.new::<number>();
    if (barstate.is_confirmed) {
        values.unshift(x);
    }

    let result: number = values.get(0);
    for (let i in 1..min(n, values.len())) {
        result = min(result, values.get(i));
    }
    return result;
}

// Use function
let low_val = dllv(close, 10);

Common Patterns

Trend Detection

// Golden cross and death cross
let golden_cross = fast_ma > slow_ma && fast_ma[1] <= slow_ma[1];
let death_cross = fast_ma < slow_ma && fast_ma[1] >= slow_ma[1];

// Breakout
let breakout = close > high[20];  // Break above 20-period high
let breakdown = close < low[20];   // Break below 20-period low

Divergence Detection

// Bullish divergence: price makes new low but indicator doesn't
let price_low = dllv(close, n);
let indicator_low = dllv(diff, n);

let bullish_divergence =
    close < price_low[period] &&    // Price makes new low
    diff > indicator_low[period];    // But indicator doesn't

Multi-Period Analysis

// Short, mid, long-term trends
let short_trend = ema(close, 5);
let mid_trend = ema(close, 20);
let long_trend = ema(close, 60);

// Trend alignment
let all_up = short_trend > mid_trend && mid_trend > long_trend;
let all_down = short_trend < mid_trend && mid_trend < long_trend;

Channel System

// Price channel
let mid = ema(close, 20);
let upper = mid * 1.02;
let lower = mid * 0.98;