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Value Delimiters

A value delimiter is a word or abbreviation appended to the an instrument symbol that specifies a price or calculated value.

By default, the formula evaluator uses an instruments last price to calculate a value. If you do not use a value delimiter with an instrument constant or an instrument variable, the formula evaluator assumes you want it to calculate the last price.

A value delimiter enables you to specify alternative prices and calculated values in a formula. To chart values other than the last price in formulas, you enter the symbol constant or symbol variable, a period, and a value delimiter, i.e.,

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The value delimiters you can use include:

Delimiter
Meaning
.AVG
Average of high, low, and close prices for a bar
.AVGTICK
Average of the ticks included in the bar (usable only in tick-based bars

.CLOSE
Formulasusing closing price, .CLOSEClosing price of the period

.HIGH
Formulasusing high price, .HIGHHighest price hit during the period

.LOW
Formulasusing low price, .LOWLowest price hit during the period

.MIDPT
Midpoint of the high and low prices for a bar

.OI
Formulasusing open interest, .OIContract open interest for the period (only available on Futures inter-day)

.OPEN
Formulasusing opening price, .OPENOpening price for the period

.PREV
Formulasusing previous price, .PREVClosing price of the previous bar

.THIGH
True high; max(high,previous close)

.TLOW
True low; min(low,previous close)

.TRANGE
True range; THIGH-TLOW

.VOLUME
Formulasusing volume, .VOLUMETrade volume during the period