Volatility and bands across languages

The built-in volatility measures, bands, channels and trailing stops. 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
Average true range	`ta.atr`	Caveat	Caveat	Exact	Exact	Caveat
Bollinger Bands	`ta.bb`	Caveat	Caveat	Caveat	Caveat	Caveat
Bollinger Bands width	`ta.bbw`	Absent	Absent	Absent	Differs	Differs
Donchian channel	`ta.dc`	Absent	Absent	Caveat	Absent	Caveat
Donchian channel width	`ta.dcw`	Absent	Absent	Absent	Absent	Absent
Mean absolute deviation	`ta.dev`	Absent	Caveat	Absent	Caveat	Caveat
Keltner channels	`ta.kc`	Absent	Absent	Caveat	Caveat	Caveat
Keltner channels width	`ta.kcw`	Absent	Absent	Absent	Caveat	Absent
Parabolic SAR	`ta.psar`	Caveat	Caveat	Caveat	Caveat	Caveat
Standard deviation	`ta.stdev`	Caveat	Caveat	Caveat	Caveat	Caveat
Supertrend	`ta.supertrend`	Absent	Absent	Absent	Caveat	Absent
True range	`ta.tr`	Absent	Absent	Absent	Caveat	Caveat
Variance	`ta.variance`	Absent	Caveat	Absent	Caveat	Absent

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.

Average true range

Average true range over length bars. In Lipi: ta.atr.

Language	Construct	Relation	Note
MQL4	`iATR`	Equivalent, with a caveat	Called with symbol, timeframe, period and shift; returns the value at that shift, not the current bar’s. 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	`iATR`	Equivalent, with a caveat	Returns a handle, one buffer. Symbol and timeframe are arguments; the smoothing method is not stated on the page. 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	`ATR`	Exact
Pine Script	`ta.atr`	Exact
thinkScript	`ATR`	Equivalent, with a caveat	Defaults to a 14-bar Wilder average of true range; thinkScript also takes an average type (simple, exponential, weighted, Wilder, Hull) that Lipi ta.atr lacks.

Bollinger Bands

Bollinger bands for source over length bars, with mult setting how far the outer bands sit from the middle one. In Lipi: ta.bb.

Language	Construct	Relation	Note
MQL4	`iBands`	Equivalent, with a caveat	One call returns one line by mode (0 main, 1 upper, 2 lower); Lipi returns a tuple. 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	`iBands`	Equivalent, with a caveat	Buffers are 0 base, 1 upper, 2 lower, the same order as Lipi’s tuple. Adds a shift argument; price is an applied-price constant. State and side effects: Returns a handle; each band is read with its own CopyBuffer call on buffer 0, 1 or 2. 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	`Bollinger`	Equivalent, with a caveat	Order is multiplier then period (input first if given). Bands come back as .Upper and .Lower series, not a tuple.
Pine Script	`ta.bb`	Equivalent, with a caveat	Pine’s reference says na source values are ignored; Lipi’s ta.bb returns na on a bar whose source is na.
thinkScript	`BollingerBands`	Equivalent, with a caveat	Separate lower and upper deviation counts, a displace shift and a selectable average type; plots are MidLine, LowerBand, UpperBand versus Lipi’s [middle, upper, lower].

Bollinger Bands width

Bollinger band width: the same calculation as talib.bb, delivered as one number instead of three bands. In Lipi: ta.bbw.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No band-width function; compute it from the main, upper and lower iBands lines.
MQL5		Not in MQL5	No band-width indicator; derive it from the iBands base, upper and lower buffers.
NinjaScript		Not in NinjaScript	No band-width indicator; derive it from the Bollinger Upper and Lower series.
Pine Script	`ta.bbw`	Looks alike, behaves differently	Lipi returns upper minus lower in price units; Pine divides that width by the middle band (a fraction, or x100 in its own example).
thinkScript	`BollingerBandwidth`	Looks alike, behaves differently	BollingerBandwidth gives band distance as a percent of the middle band, plus Bulge and Squeeze plots. Lipi’s ta.bbw is top minus bottom, in price units.

Donchian channel

Donchian channel over length bars. In Lipi: ta.dc.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No Donchian channel; combine iHighest and iLowest with iHigh and iLow.
MQL5		Not in MQL5	No Donchian channel indicator; build it from iHighest and iLowest over the window.
NinjaScript	`DonchianChannel`	Equivalent, with a caveat	Read as .Upper and .Lower series plus the default series, not a tuple; the plain call needs only a period.
Pine Script		Not in Pine Script	The ta namespace lists no Donchian function. A script must compose it from ta.highest and ta.lowest (our inference, not stated in the reference).
thinkScript	`PriceChannel`	Equivalent, with a caveat	Plots only LowerBand and UpperBand, no midline; Highest and Lowest give the same bands (the docs shift them by [1] to skip the current bar).

Donchian channel width

Donchian channel width over length bars, as a single figure. In Lipi: ta.dcw.

Language	Relation	Note
MQL4	Not in MQL4	No Donchian width function; derive it from iHighest/iHigh and iLowest/iLow.
MQL5	Not in MQL5	No Donchian width indicator; derive it from the highest and lowest values yourself.
NinjaScript	Not in NinjaScript	No width indicator; subtract DonchianChannel Lower from Upper.
Pine Script	Not in Pine Script	No Donchian width function in the ta namespace. Compose it from ta.highest and ta.lowest (our inference, not stated in the reference).
thinkScript	Not in thinkScript	No channel-width study; subtract the PriceChannel LowerBand from its UpperBand.

Mean absolute deviation

A deviation measure for source over length bars. In Lipi: ta.dev.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No mean-deviation function among the indicator functions.
MQL5	`MathAverageDeviation`	Equivalent, with a caveat	Average absolute deviation of an array you fill with the window. Lipi’s reference does not define its dev measure, so confirm they match.
NinjaScript		Not in NinjaScript	No mean-absolute-deviation indicator in the system list; compute it by hand.
Pine Script	`ta.dev`	Equivalent, with a caveat	Pine’s reference says na source values are ignored; Lipi’s ta.dev returns na on a bar whose source is na.
thinkScript	`LinDev`	Equivalent, with a caveat	LinDev’s length defaults to 12, Lipi’s dev requires it, so a converter must insert 12 when omitted; the deviation formula matches.

Keltner channels

Keltner channels for source over length bars, with mult setting the distance to the outer bands. In Lipi: ta.kc.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No Keltner channel; iEnvelopes is a fixed-percent envelope around an average, not ATR-based.
MQL5		Not in MQL5	No Keltner channel among the built-in indicators; combine a moving average with iATR.
NinjaScript	`KeltnerChannel`	Equivalent, with a caveat	Multiplier comes before period, with no true-range switch. Bands are .Upper and .Lower series; the page does not state how the width is built.
Pine Script	`ta.kc`	Equivalent, with a caveat	Bands match the page formula after the first bars; Lipi seeds the range EMA on bar 0 from high-low, the page’s ta.tr is na there.
thinkScript	`KeltnerChannels`	Equivalent, with a caveat	Width is always ATR times factor (default 2), with separate average types for the centre line and ATR; plots Avg, Upper_Band, Lower_Band.

Keltner channels width

Keltner channel width for source over length bars: one figure in place of the three the channel call returns. In Lipi: ta.kcw.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No Keltner width; no Keltner channel is built in.
MQL5		Not in MQL5	No Keltner width indicator; derive it from your own channel bands.
NinjaScript		Not in NinjaScript	No width indicator; derive it from KeltnerChannel Upper and Lower.
Pine Script	`ta.kcw`	Equivalent, with a caveat	Width fraction matches the page formula after the first bars; Lipi seeds the range EMA on bar 0, the page’s ta.tr is na there.
thinkScript		Not in thinkScript	No Keltner width study; derive it from the Upper_Band, Lower_Band and Avg plots.

Parabolic SAR

Parabolic SAR, controlled by three numbers rather than a bar count: where the calculation starts, how much it moves on each step, and how far it is allowed to go. In Lipi: ta.psar.

Language	Construct	Relation	Note
MQL4	`iSAR`	Equivalent, with a caveat	Two parameters (step, maximum) where Lipi has start, step and max_step; no source argument. 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	`iSAR`	Equivalent, with a caveat	Takes step and maximum only; Lipi also has a start value. Usual values per the page are 0.02 and 0.2. 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	`ParabolicSAR`	Equivalent, with a caveat	Order is acceleration, max, step, whereas Lipi is start, step, max_step. The page’s own syntax lines disagree on the last two.
Pine Script	`ta.sar`	Equivalent, with a caveat	Pine’s function is ta.sar; there is no ta.psar. Positional arguments start, inc, max line up with Lipi’s start, step, max_step.
thinkScript	`ParabolicSAR`	Equivalent, with a caveat	Two inputs: initial acceleration factor and its limit. Lipi ta.psar has three (start, step, max_step), so the step is not separately set.

Standard deviation

Standard deviation of source over length bars. In Lipi: ta.stdev.

Language	Construct	Relation	Note
MQL4	`iStdDev`	Equivalent, with a caveat	Takes a moving-average method and shift; the docs do not say population or sample division. 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	`iStdDev`	Equivalent, with a caveat	Also takes ma_method and ma_shift, so the mean it measures around is selectable; use MODE_SMA. The divisor is not stated on the page. 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	`StdDev`	Equivalent, with a caveat	Lipi divides by length (population). The page does not state NinjaTrader’s divisor; dividing by length minus one gives larger values.
Pine Script	`ta.stdev`	Equivalent, with a caveat	Pine adds a biased flag (default true, the population form Lipi always uses). biased=false has no Lipi counterpart; use ta.variance with biased and math.sqrt.
thinkScript	`StDev`	Equivalent, with a caveat	StDev’s length defaults to 12, Lipi requires it; both are population deviations (divide by length).

Supertrend

Supertrend from a multiplier and an atrLength, calculated on the chart’s own bars. In Lipi: ta.supertrend. Takes the multiplier first, then the ATR length. At this build the direction is -1 on every bar except at most one early bar (none with an ATR length of 1).

Language	Construct	Relation	Note
MQL4		Not in MQL4	No Supertrend among the indicator functions; build it from iATR and price.
MQL5		Not in MQL5	No Supertrend among the built-in indicators; it would come from a custom indicator via iCustom or your own code on iATR.
NinjaScript		Not in NinjaScript	No Supertrend in NinjaTrader’s system indicator list; build it from ATR by hand.
Pine Script	`ta.supertrend`	Equivalent, with a caveat	Same signs: -1 up-trend, 1 down-trend. Lipi takes multiplier, then ATR length; its direction is -1 on all but at most one early bar.
thinkScript		Not in thinkScript	No Supertrend study or function in the functions list or the study library.

True range

True range for the bar the script is on, taken from the chart’s own bars. In Lipi: ta.tr.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No true-range function; derive it from High, Low and the previous Close, or use iATR.
MQL5		Not in MQL5	No true-range indicator; only the averaged iATR exists. Compute true range from high, low and previous close.
NinjaScript		Not in NinjaScript	No standalone true-range indicator; true range appears only inside the ATR page’s description. Compute it from High, Low and the prior Close.
Pine Script	`ta.tr`	Equivalent, with a caveat	Pine has both a variable ta.tr (same as ta.tr(false)) and the function; Lipi has only the function, so write the bare variable as ta.tr().
thinkScript	`TrueRange`	Equivalent, with a caveat	Takes high, close and low series as explicit arguments and uses the previous close; Lipi ta.tr reads chart bars and has a handle_na option.

Variance

Variance of source over length bars. In Lipi: ta.variance.

Language	Construct	Relation	Note
MQL4		Not in MQL4	No variance function; square iStdDev or compute it in a loop.
MQL5	`vector::Var, MathVariance`	Equivalent, with a caveat	Divisor is N minus ddof: ddof 0 is the biased form, ddof 1 the unbiased. Fill the vector with the window first.
NinjaScript		Not in NinjaScript	No variance indicator; only StdDev and StdError exist, so square StdDev or compute by hand.
Pine Script	`ta.variance`	Equivalent, with a caveat	Pine skips na values in the window; Lipi’s ta.variance returns na on a bar whose source is na.
thinkScript		Not in thinkScript	No variance function; square StDev with Sqr. StDev divides by length, so the result is the biased (population) variance.

Manual

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Reference

Volatility and bands across languages

Average true range

Bollinger Bands

Bollinger Bands width

Donchian channel

Donchian channel width

Mean absolute deviation

Keltner channels

Keltner channels width

Parabolic SAR

Standard deviation

Supertrend

True range

Variance

​Average true range

​Bollinger Bands

​Bollinger Bands width

​Donchian channel

​Donchian channel width

​Mean absolute deviation

​Keltner channels

​Keltner channels width

​Parabolic SAR

​Standard deviation

​Supertrend

​True range

​Variance

Average true range

Bollinger Bands

Bollinger Bands width

Donchian channel

Donchian channel width

Mean absolute deviation

Keltner channels

Keltner channels width

Parabolic SAR

Standard deviation

Supertrend

True range

Variance