CATEGORY

Data nodes

27 Data building blocks in the Algovex node library. Each is a node you can drop on the visual canvas, connect into a strategy, backtest and export. No code required.

  • Average Price

    Computes the Average Price as (Open + High + Low + Close) / 4. Also known as OHLC4. Provides equal weight to all four candle fields for a fully balanced bar representation.

  • Data ATR

    Computes True Range and Average True Range (ATR) for volatility measurement. Use to dynamically size stops, targets, and position sizes based on current market volatility. ATR adapts to changing conditions automatically.

  • Data Candle

    Provides current and previous candle OHLCV values along with micro-structure metrics (body size, wick ratios, range). Use as the fundamental data source node to feed candle values into logic, comparison, or computation nodes.

  • Data Lookback Range

    Aggregates OHLC range statistics (high, low, range size, midpoint) over a fixed number of lookback bars. Use to establish a reference range for breakout detection, range-based entries, or to feed range boundaries into other nodes.

  • Data Period Range

    Aggregates OHLC values for a calendar period (daily, weekly, monthly) in a timezone-aware manner. Use to access prior period high/low/close for pivot calculations, range breakout strategies, or as reference levels for intraday trading.

  • Data Session Range

    Computes session high/low/open/close and range statistics for a time window in the selected timezone.

  • Data Time Anchor

    Anchors to the candle closest to a target local time on the selected day. Use to reference specific time-based price levels (e.g., the 9:30 open candle, midnight price) as inputs for other calculations or as reference levels.

  • Data Time Parts

    Extracts calendar and time components (year, month, day, hour, minute, day-of-week) from candle timestamps with timezone awareness. Use to build time-based filters or schedule-dependent logic (e.g., only trade on Tuesdays, avoid first 15 minutes).

  • Data Time Window

    Checks whether the current candle falls inside a specified time-of-day window and emits entry/exit triggers. Use as a session filter to restrict strategy execution to specific trading hours (e.g., only trade 9:30-11:30 AM).

  • Data Window Stats

    Computes min, max, sum, and average for any candle-derived numeric series across a configurable window. Use to build custom indicators, compute rolling statistics, or create threshold references from historical data.

  • Heikin-Ashi

    Transforms standard OHLC candles into Heikin-Ashi candles. HA candles smooth price action to make trends and reversals easier to identify.

  • Log Return

    Price Log Return over N periods — computes ln(current / past). Log returns are additive across time periods and more suitable for statistical analysis than simple returns.

  • Median Price

    Computes the Median Price as (High + Low) / 2. Represents the midpoint of the bar range. Useful as a simple, balanced price input that ignores open and close.

  • Midpoint

    Price Midpoint over N periods — computes (highest high + lowest low) / 2 within the lookback window. Represents the equilibrium price level of recent trading range.

  • Percent Change

    Price Percent Change over N periods — computes ((current - past) / past) * 100. Measures the rate of price change as a percentage.

  • Seasonality Calendar

    Average historical bar-to-bar return for bars that share the current bar's calendar bucket. Pick the bucketing via the granularity param (day of week, day of month, hour, week, month, quarter, year, session). Replaces the eight single-purpose seasonality bucket nodes.

  • Seasonality FOMC

    FOMC meeting proximity effect (estimated from volatility cycles).

  • Seasonality Holiday

    Holiday proximity effect (estimated from low volume).

  • Seasonality Month Boundary

    Average historical bar-to-bar return for bars within windowDays of a month boundary. edge=start (turn of month), edge=end (month-end effect) or edge=both (either boundary). Replaces the start-of-month and end-of-month nodes.

  • Seasonality Monthly Open

    Monthly open price analysis.

  • Seasonality OPEX

    Options expiration proximity effect (3rd Friday estimate).

  • Seasonality Weekend Effect

    Weekend effect analysis from Friday-to-Monday returns.

  • Sentiment Momentum

    Sentiment momentum from price trend strength.

  • Sentiment VIX

    VIX proxy from ATR percentile.

  • Sentiment Volatility Regime

    Volatility regime detection from ATR trends.

  • Typical Price

    Computes the Typical Price as (High + Low + Close) / 3. A common price representative used as input for many indicators and overlays. More balanced than using close alone because it incorporates the full bar range.

  • Weighted Close

    Computes the Weighted Close as (High + Low + 2 * Close) / 4. Gives double weight to the close price, making it more responsive to closing price movements while still incorporating the bar range.

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