Oscillators across languages

The built-in oscillators and momentum indicators. Each row maps one concept from Lipi to the other languages; the word in a cell is the relation, explained in the language map overview.

Concept	Lipi	MQL4	MQL5	NinjaScript	Pine Script	thinkScript
Commodity channel index	`ta.cci`	Caveat	Caveat	Caveat	Caveat	Caveat
Chande momentum oscillator	`ta.cmo`	Absent	Absent	Exact	Caveat	Caveat
Center of gravity	`ta.cog`	Absent	Absent	Absent	Caveat	Absent
Directional movement index	`ta.dmi`	Caveat	Differs	Caveat	Caveat	Caveat
MACD	`ta.macd`	Caveat	Caveat	Caveat	Caveat	Caveat
Money flow index	`ta.mfi`	Caveat	Caveat	Exact	Caveat	Caveat
Rate of change	`ta.roc`	Caveat	Unresolved	Caveat	Caveat	Caveat
Relative strength index	`ta.rsi`	Caveat	Caveat	Caveat	Caveat	Caveat
Stochastic	`ta.stoch`	Differs	Differs	Caveat	Caveat	Caveat
True strength index	`ta.tsi`	Absent	Absent	Caveat	Differs	Caveat
Williams %R	`ta.wpr`	Caveat	Caveat	Caveat	Differs	Differs

Each section below gives the Lipi construct first, then the construct in each language, with a note wherever behaviour differs. The language name links to the documentation the row was checked against.

Commodity channel index

Commodity Channel Index for source over length bars. In Lipi: ta.cci.

Language	Construct	Relation	Note
MQL4	`iCCI`	Equivalent, with a caveat	Source is an applied-price constant, not any series. iCCIOnArray takes array data instead. History indexing: shift counts bars back from the current bar; shift 0 is the still-forming bar, and any shift can be read in one call. Other timeframes: symbol and timeframe arguments read another symbol or period directly; Lipi ta calls use the chart’s own bars.
MQL5	`iCCI`	Equivalent, with a caveat	Price is an applied-price constant or another indicator’s handle, not an arbitrary series. One buffer. State and side effects: Returns a handle; values are read later with CopyBuffer and are not ready right after creation. History indexing: CopyBuffer start_pos 0 is the current bar and counts toward the past; copied data lands oldest-first. Other timeframes: Symbol and timeframe are explicit arguments, so another symbol or timeframe is requested directly.
NinjaScript	`CCI`	Equivalent, with a caveat	NinjaTrader’s CCI has values from the first bar (0, then partial windows); Lipi’s ta.cci is na until bar length-1.
Pine Script	`ta.cci`	Equivalent, with a caveat	Pine’s reference says na source values are ignored; Lipi’s ta.cci returns na on a bar whose source is na.
thinkScript	`CCI`	Equivalent, with a caveat	Study page lists no price input, only length and level settings; Lipi ta.cci takes an explicit source series.

Chande momentum oscillator

Chande Momentum Oscillator for source over length bars. In Lipi: ta.cmo.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No Chande Momentum Oscillator among the indicator functions.
MQL5		Not in MQL5	No Chande Momentum Oscillator among the built-in indicators.
NinjaScript	`CMO`	Exact
Pine Script	`ta.cmo`	Equivalent, with a caveat	Pine’s reference says na source values are ignored; Lipi’s ta.cmo returns na on a bar whose source is na.
thinkScript	`ChandeMomentumOscillator`	Equivalent, with a caveat	Study page lists only length (no source input) and adds fixed +50/-50 level plots; scale is -100 to 100.

Center of gravity

Centre of gravity of source across a window of length bars. In Lipi: ta.cog.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No centre-of-gravity function among the indicator functions.
MQL5		Not in MQL5	No centre-of-gravity indicator among the built-in indicators.
NinjaScript		Not in NinjaScript	No centre-of-gravity indicator in the system list; code the weighted sum by hand.
Pine Script	`ta.cog`	Equivalent, with a caveat	Pine’s reference says na source values are ignored; Lipi’s ta.cog returns na on a bar whose source is na.
thinkScript		Not in thinkScript	No centre-of-gravity function or study in the functions list or the study library.

Directional movement index

The directional movement family in one call, calculated from the chart’s own bars. In Lipi: ta.dmi. Smooths true range and directional movement with alpha 2/(length+1); the ADX stage uses RMA.

Language	Construct	Relation	Note
MQL4	`iADX`	Equivalent, with a caveat	One call returns one line by mode (0 ADX, 1 +DI, 2 -DI) from a single period; Lipi takes two lengths and returns a tuple. History indexing: shift counts bars back from the current bar; shift 0 is the still-forming bar, and any shift can be read in one call. Other timeframes: symbol and timeframe arguments read another symbol or period directly; Lipi ta calls use the chart’s own bars.
MQL5	`iADX`	Looks alike, behaves differently	One period argument, not two. Buffers are 0 ADX, 1 plus DI, 2 minus DI, while Lipi returns plus DI, minus DI, then ADX. State and side effects: Returns a handle; values are read later with CopyBuffer and are not ready right after creation. History indexing: CopyBuffer start_pos 0 is the current bar and counts toward the past; copied data lands oldest-first. Other timeframes: Symbol and timeframe are explicit arguments, so another symbol or timeframe is requested directly.
NinjaScript	`DM`	Equivalent, with a caveat	One period only, with no separate ADX smoothing length. Default series is ADX; read .DiPlus and .DiMinus as properties, not a tuple.
Pine Script	`ta.dmi`	Equivalent, with a caveat	The reference does not state Pine’s smoothing. Lipi smooths true range and movement with alpha 2/(length+1) and ADX with RMA; compare values.
thinkScript	`DMI`	Equivalent, with a caveat	One length drives DI+, DI- and ADX, with Wilder smoothing by default; Lipi ta.dmi takes separate diLength and adxSmoothing.

MACD

Moving average convergence/divergence for source, from three lengths: fastlen, slowlen and siglen. In Lipi: ta.macd.

Language	Construct	Relation	Note
MQL4	`iMACD`	Equivalent, with a caveat	One call returns the main or signal line by mode; no histogram mode (use iOsMA or subtract). Source is an applied-price constant, not any series. History indexing: shift counts bars back from the current bar; shift 0 is the still-forming bar, and any shift can be read in one call. Other timeframes: symbol and timeframe arguments read another symbol or period directly; Lipi ta calls use the chart’s own bars.
MQL5	`iMACD`	Equivalent, with a caveat	Buffers are 0 main and 1 signal only; there is no histogram buffer (iOsMA provides it). Lipi returns three values. State and side effects: Returns a handle; values are read later with CopyBuffer and are not ready right after creation. History indexing: CopyBuffer start_pos 0 is the current bar and counts toward the past; copied data lands oldest-first. Other timeframes: Symbol and timeframe are explicit arguments, so another symbol or timeframe is requested directly.
NinjaScript	`MACD`	Equivalent, with a caveat	Line, signal and histogram come back as the default series, .Avg and .Diff properties, not a tuple. Arguments are fast, slow, smooth.
Pine Script	`ta.macd`	Equivalent, with a caveat	Pine’s reference says na source values are ignored; Lipi’s ta.macd returns na on a bar whose source is na.
thinkScript	`MACD`	Equivalent, with a caveat	Adds a selectable average type for all averages; plots Value, Avg, Diff in that order, matching Lipi’s [macd, signal, histogram] order.

Money flow index

Money Flow Index for source over length bars. In Lipi: ta.mfi.

Language	Construct	Relation	Note
MQL4	`iMFI`	Equivalent, with a caveat	No source argument. Not iBWMFI, which is the Bill Williams Market Facilitation Index. History indexing: shift counts bars back from the current bar; shift 0 is the still-forming bar, and any shift can be read in one call. Other timeframes: symbol and timeframe arguments read another symbol or period directly; Lipi ta calls use the chart’s own bars.
MQL5	`iMFI`	Equivalent, with a caveat	Volume type is chosen with applied_volume; the price input is not an argument. Lipi takes a source series instead. State and side effects: Returns a handle; values are read later with CopyBuffer and are not ready right after creation. History indexing: CopyBuffer start_pos 0 is the current bar and counts toward the past; copied data lands oldest-first. Other timeframes: Symbol and timeframe are explicit arguments, so another symbol or timeframe is requested directly.
NinjaScript	`MFI`	Exact
Pine Script	`ta.mfi`	Equivalent, with a caveat	Pine’s reference says na source values are ignored; Lipi’s ta.mfi returns na on a bar whose source is na.
thinkScript	`MoneyFlowIndex`	Equivalent, with a caveat	Built on typical price and volume, with no source input, and an extra moving-average length setting; Lipi ta.mfi takes a source.

Rate of change

Rate of change of source measured across length bars. In Lipi: ta.roc.

Language	Construct	Relation	Note
MQL4	`iMomentum`	Equivalent, with a caveat	Nearest built-in; the docs give no formula or scale, so confirm it matches a percentage rate of change before use. History indexing: shift counts bars back from the current bar; shift 0 is the still-forming bar, and any shift can be read in one call. Other timeframes: symbol and timeframe arguments read another symbol or period directly; Lipi ta calls use the chart’s own bars.
MQL5		Unresolved	Nearest built-in is iMomentum, but its page does not say whether it is a ratio, percent or difference, so the mapping is unconfirmed.
NinjaScript	`ROC`	Equivalent, with a caveat	Percent change against the value period bars ago, the same percent scale as Lipi’s ta.roc.
Pine Script	`ta.roc`	Equivalent, with a caveat	Same percent change on clean data; Pine gives na when the source or its lagged value is na, Lipi resumes right after.
thinkScript	`RateOfChange`	Equivalent, with a caveat	Percent change against the price length bars back, the same scale as Lipi’s ta.roc. The study also takes a price input.

Relative strength index

Relative Strength Index for source over length bars. In Lipi: ta.rsi.

Language	Construct	Relation	Note
MQL4	`iRSI`	Equivalent, with a caveat	Source is an applied-price constant, not any series. iRSIOnArray takes array data instead. History indexing: shift counts bars back from the current bar; shift 0 is the still-forming bar, and any shift can be read in one call. Other timeframes: symbol and timeframe arguments read another symbol or period directly; Lipi ta calls use the chart’s own bars.
MQL5	`iRSI`	Equivalent, with a caveat	Price is an applied-price constant or another indicator’s handle, not an arbitrary series. One buffer. State and side effects: Returns a handle; values are read later with CopyBuffer and are not ready right after creation. History indexing: CopyBuffer start_pos 0 is the current bar and counts toward the past; copied data lands oldest-first. Other timeframes: Symbol and timeframe are explicit arguments, so another symbol or timeframe is requested directly.
NinjaScript	`RSI`	Equivalent, with a caveat	Extra required smooth argument; the .Avg series is the smoothed line. Wilder smoothing is stated on the page.
Pine Script	`ta.rsi`	Equivalent, with a caveat	Pine’s reference says na source values are ignored; Lipi’s ta.rsi returns na on a bar whose source is na.
thinkScript	`RSI`	Equivalent, with a caveat	Wilder smoothing by default but the average type is selectable; also takes a price input and level settings. Lipi ta.rsi takes only source and length.

Stochastic

Stochastic reading that places source inside the span set by high and low over length bars. In Lipi: ta.stoch.

Language	Construct	Relation	Note
MQL4	`iStochastic`	Looks alike, behaves differently	Built-in has slowing, a %D line and a price_field (0 Low/High, 1 Close/Close), with no source, high or low series; not Lipi’s raw form. History indexing: shift counts bars back from the current bar; shift 0 is the still-forming bar, and any shift can be read in one call. Other timeframes: symbol and timeframe arguments read another symbol or period directly; Lipi ta calls use the chart’s own bars.
MQL5	`iStochastic`	Looks alike, behaves differently	Returns smoothed lines (K, D, slowing) from the bar’s own prices; Lipi gives one raw reading on supplied series. Buffers: 0 main, 1 signal. State and side effects: Returns a handle; values are read later with CopyBuffer and are not ready right after creation. History indexing: CopyBuffer start_pos 0 is the current bar and counts toward the past; copied data lands oldest-first. Other timeframes: Symbol and timeframe are explicit arguments, so another symbol or timeframe is requested directly.
NinjaScript	`StochasticsFast`	Equivalent, with a caveat	Closest is StochasticsFast with .K and .D, taking periods only, with no high and low series.
Pine Script	`ta.stoch`	Equivalent, with a caveat	Lipi’s ta.stoch returns values from bar 0 over a partial window, and na on a bar whose source is na.
thinkScript	`FastKCustom`	Equivalent, with a caveat	Scales one series between its own highest and lowest over length bars (0 on a flat range); Lipi ta.stoch takes separate high and low series.

True strength index

True Strength Index for source, smoothed by two lengths, r and s. In Lipi: ta.tsi.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No True Strength Index among the indicator functions.
MQL5		Not in MQL5	No True Strength Index among the built-in indicators.
NinjaScript	`TSI`	Equivalent, with a caveat	Arguments are fast then slow; the page does not map them onto Lipi’s r and s, so check the pairing.
Pine Script	`ta.tsi`	Looks alike, behaves differently	Pine returns -1 to 1; Lipi multiplies by 100. Pine takes short then long length; Lipi takes r (long) then s (short).
thinkScript	`TrueStrengthIndex`	Equivalent, with a caveat	Study also yields a Signal average and takes an average type; the long length comes first, so map it to Lipi’s r and s carefully.

Williams %R

Williams %R over length bars. In Lipi: ta.wpr.

Language	Construct	Relation	Note
MQL4	`iWPR`	Equivalent, with a caveat	Value is read at the shift you pass. Lipi’s wpr reads the previous bar, so compare with a shift of 1. History indexing: shift counts bars back from the current bar; shift 0 is the still-forming bar, and any shift can be read in one call. Bar timing: Lipi’s wpr lags the chart by one bar; iWPR has no stated lag.
MQL5	`iWPR`	Equivalent, with a caveat	One buffer, period is calc_period. Lipi’s reference says its wpr lags one bar; CopyBuffer position 0 is the current bar’s reading. Bar timing: Lipi’s wpr reads the previous bar’s values; here position 0 is the current bar. State and side effects: Returns a handle; values are read later with CopyBuffer and are not ready right after creation. Other timeframes: Symbol and timeframe are explicit arguments, so another symbol or timeframe is requested directly.
NinjaScript	`WilliamsR`	Equivalent, with a caveat	Scale runs 0 to -100. Lipi’s build reads the previous bar, so its value lags one bar; NinjaTrader documents no such lag. Bar timing: Lipi’s value is the previous bar’s reading.
Pine Script	`ta.wpr`	Looks alike, behaves differently	Pine reads the current bar’s high, low and close. Lipi’s build reads the previous bar’s, so its value lags Pine’s by one bar. Bar timing: Lipi shows %R as of the prior bar; Pine shows it for the current bar.
thinkScript	`WilliamsPercentR`	Looks alike, behaves differently	The thinkScript formula uses highest and lowest including the current bar; Lipi ta.wpr is lagged one bar. Scale is 0 to -100 in both. Bar timing: thinkScript reads the current bar’s high, low and close; Lipi reads the previous bar’s values.

Manual

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Reference

Oscillators across languages

Commodity channel index

Chande momentum oscillator

Center of gravity

Directional movement index

MACD

Money flow index

Rate of change

Relative strength index

Stochastic

True strength index

Williams %R

​Commodity channel index

​Chande momentum oscillator

​Center of gravity

​Directional movement index

​MACD

​Money flow index

​Rate of change

​Relative strength index

​Stochastic

​True strength index

​Williams %R

Commodity channel index

Chande momentum oscillator

Center of gravity

Directional movement index

MACD

Money flow index

Rate of change

Relative strength index

Stochastic

True strength index

Williams %R