PINE LIBRARY
HtfCandle
Overview
HtfCandle is a utility library for building higher-timeframe (HTF) candle data from lower-timeframe chart bars.
It provides:
What this library solves
When strategy/indicator logic is executed on lower timeframes, this library helps maintain HTF candle structure in a stateful and reusable way.
How this differs from request.security
Core behavior
On each bar, the library:
Public API
How to use
Notes and limitations
Source visibility
This publication is prepared for protected-source distribution.
The description documents behavior and API to allow practical usage without source visibility.
Disclaimer
For technical analysis infrastructure only. Not investment advice.
HtfCandle is a utility library for building higher-timeframe (HTF) candle data from lower-timeframe chart bars.
It provides:
- Current finalized HTF candle values
- Previous finalized HTF candle values
- HTF high/low and body high/low rolling history helpers
- High/low timestamp tracking inside each finalized HTF candle
What this library solves
When strategy/indicator logic is executed on lower timeframes, this library helps maintain HTF candle structure in a stateful and reusable way.
How this differs from request.security
- request.security can provide HTF OHLC series aligned to the chart context, but it does not directly expose the exact intrabar timestamp where the HTF high or HTF low occurred.
- HtfCandle maintains explicit highTime and lowTime fields for each finalized HTF candle.
- This is useful when downstream logic needs both HTF level values and the precise event time of those extremes.
Core behavior
On each bar, the library:
- Checks whether a new bar started on the selected timeframe.
- Updates running HTF bucket extremes using prior confirmed bar data.
- Finalizes the previous HTF candle when timeframe transition occurs.
- Stores finalized HTF values into rolling history arrays.
Public API
- initCandle(): Creates an empty candle object.
- initOpts(timeframe, numCandles): Creates options with target timeframe and history size.
- initState(opts): Creates runtime state and history arrays.
- update(state, opts): Processes candle state per bar.
- highest(state): Highest finalized HTF high from history window.
- lowest(state): Lowest finalized HTF low from history window.
- bodyHighest(state): Highest finalized HTF body high from history window.
- bodyLowest(state): Lowest finalized HTF body low from history window.
How to use
- Initialize options once with desired timeframe and lookback length.
- Initialize state once.
- Call update(state, opts) on each bar.
- Read finalized values from state.candle, state.candle1, and helper methods.
Notes and limitations
- This is a technical utility library only; it does not generate trading signals or place orders.
- Output depends on chart data quality and symbol session behavior.
- At startup, history-dependent helpers can return na until enough finalized HTF candles are collected.
- Users should validate behavior on their own symbols/timeframes before live usage.
Source visibility
This publication is prepared for protected-source distribution.
The description documents behavior and API to allow practical usage without source visibility.
Disclaimer
For technical analysis infrastructure only. Not investment advice.
Pine脚本库
秉承TradingView的精神，作者已将此Pine代码作为开源库发布，以便我们社区的其他Pine程序员可以重用它。向作者致敬！您可以私下或在其他开源出版物中使用此库，但在出版物中重用此代码须遵守网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
Pine脚本库
秉承TradingView的精神，作者已将此Pine代码作为开源库发布，以便我们社区的其他Pine程序员可以重用它。向作者致敬！您可以私下或在其他开源出版物中使用此库，但在出版物中重用此代码须遵守网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。