# Quant Charts symbol index > One line per public symbol. Format: `namedescriptionurl`. AI agents can grep this file by symbol name and fetch the URL to read just that symbol's section. URLs use stable anchor IDs that match the symbol's slug (lowercase, dots/spaces -> hyphens, @ stripped). symbol description url @indicator Mark a Python class as a chart indicator. https://quantchartsllc.com/docs/python/py-decorators.md#indicator @strategy Mark a Python class as a backtestable trading strategy. https://quantchartsllc.com/docs/python/py-decorators.md#strategy @day_start Mark a method to run once per day per worker, before the parameter sweep. https://quantchartsllc.com/docs/python/py-decorators.md#day_start @script Mark a Python class as a utility script for data analysis. Used in .py files only (not notebooks). https://quantchartsllc.com/docs/python/py-decorators.md#script input.int Integer parameter with optional range constraints. https://quantchartsllc.com/docs/python/py-inputs.md#input-int input.float Decimal parameter for multipliers, thresholds, and ratios. https://quantchartsllc.com/docs/python/py-inputs.md#input-float input.color Color picker for line and fill colors. https://quantchartsllc.com/docs/python/py-inputs.md#input-color input.bool Toggle checkbox for enabling/disabling features. https://quantchartsllc.com/docs/python/py-inputs.md#input-bool input.string Text input or dropdown selector. https://quantchartsllc.com/docs/python/py-inputs.md#input-string input.source Price source selector dropdown. https://quantchartsllc.com/docs/python/py-inputs.md#input-source close Closing price for each bar as a pandas Series. https://quantchartsllc.com/docs/python/py-data.md#close open Opening price for each bar as a pandas Series. https://quantchartsllc.com/docs/python/py-data.md#open high Highest price reached during each bar. https://quantchartsllc.com/docs/python/py-data.md#high low Lowest price reached during each bar. https://quantchartsllc.com/docs/python/py-data.md#low Column resolvers (volume_series / delta_series / vwap_series / df_col_or) Helpers that resolve volume / delta / VWAP across different parquet shapes via priority chains. https://quantchartsllc.com/docs/python/py-data.md#column-resolvers-volume_series-delta_series-vwap_series-df_col_or volume Trading volume for each bar. https://quantchartsllc.com/docs/python/py-data.md#volume delta Per-bar signed volume delta (buyer minus seller). https://quantchartsllc.com/docs/python/py-data.md#delta vwap Session volume-weighted average price. https://quantchartsllc.com/docs/python/py-data.md#vwap bid_vol / ask_vol Per-bar sum of bid_size / ask_size on TBBO bars. https://quantchartsllc.com/docs/python/py-data.md#bid_vol-ask_vol bid_price / ask_price / mid_price TBBO best bid/ask/mid prices per bar. https://quantchartsllc.com/docs/python/py-data.md#bid_price-ask_price-mid_price bid_size / ask_size TBBO per-tick resting size at best bid / ask. https://quantchartsllc.com/docs/python/py-data.md#bid_size-ask_size hl2 Median price: (high + low) / 2 https://quantchartsllc.com/docs/python/py-data.md#hl2 hlc3 Typical price: (high + low + close) / 3 https://quantchartsllc.com/docs/python/py-data.md#hlc3 ohlc4 Average price: (open + high + low + close) / 4 https://quantchartsllc.com/docs/python/py-data.md#ohlc4 TBBO vs OHLC Two source-data types. Python only runs on OHLC bars; tick-level TBBO uses Rust. https://quantchartsllc.com/docs/python/py-data.md#tbbo-vs-ohlc price Get the active price series for the chart. https://quantchartsllc.com/docs/python/py-data.md#price is_ohlc_mode Returns `True` if the chart is showing OHLC candles. https://quantchartsllc.com/docs/python/py-data.md#is_ohlc_mode is_tick_mode Returns `True` if the chart is showing tick data (TBBO files in tick view). https://quantchartsllc.com/docs/python/py-data.md#is_tick_mode is_native_ohlc Returns `True` if the source is native OHLC (real intra-bar variation). https://quantchartsllc.com/docs/python/py-data.md#is_native_ohlc get_source_data_type Returns "TBBO", "OHLC", or None. https://quantchartsllc.com/docs/python/py-data.md#get_source_data_type on_tick Decorator: wrapped function only runs in tick mode. https://quantchartsllc.com/docs/python/py-data.md#on_tick on_ohlc Decorator: wrapped function only runs in OHLC mode. https://quantchartsllc.com/docs/python/py-data.md#on_ohlc either Run `tick_func()` in tick mode, `ohlc_func()` in OHLC mode. https://quantchartsllc.com/docs/python/py-data.md#either hour Hour of day (0-23) in US/Eastern time. https://quantchartsllc.com/docs/python/py-data.md#hour minute Minute of hour (0-59). https://quantchartsllc.com/docs/python/py-data.md#minute second Second of minute (0-59). Useful for tick-level timing. https://quantchartsllc.com/docs/python/py-data.md#second day_of_week Day of week (0=Monday, 6=Sunday). https://quantchartsllc.com/docs/python/py-data.md#day_of_week Why these helpers exist Different parquets ship different columns. The resolvers let one indicator/strategy work on every shape. https://quantchartsllc.com/docs/python/py-column-resolvers.md#why-these-helpers-exist volume_series Per-bar volume with a fallback chain. https://quantchartsllc.com/docs/python/py-column-resolvers.md#volume_series delta_series Per-bar signed delta with a fallback chain. https://quantchartsllc.com/docs/python/py-column-resolvers.md#delta_series vwap_series Per-bar VWAP from precomputed column or session-cumulative typical price. https://quantchartsllc.com/docs/python/py-column-resolvers.md#vwap_series df_col_or First named column that exists, as a numpy array, or `default` if none exist. https://quantchartsllc.com/docs/python/py-column-resolvers.md#df_col_or raw_ticks Full raw parquet DataFrame for the current trading day. Use when bar-level data is not enough. https://quantchartsllc.com/docs/python/py-column-resolvers.md#raw_ticks plot Draw a data series on the chart. https://quantchartsllc.com/docs/python/py-plotting.md#plot plot_histogram_colored Histogram with per-bar color overrides. https://quantchartsllc.com/docs/python/py-plotting.md#plot_histogram_colored hline Draw a horizontal reference line at a fixed value. https://quantchartsllc.com/docs/python/py-plotting.md#hline fill Fill the area between two plotted series. https://quantchartsllc.com/docs/python/py-plotting.md#fill vp_visual Emit a horizontal volume profile histogram (POC + value area). https://quantchartsllc.com/docs/python/py-plotting.md#vp_visual cross_above Detect where series1 crosses above series2. https://quantchartsllc.com/docs/python/py-signals.md#cross_above cross_below Detect where series1 crosses below series2. https://quantchartsllc.com/docs/python/py-signals.md#cross_below above True where series is strictly above value. https://quantchartsllc.com/docs/python/py-signals.md#above below True where series is strictly below value. https://quantchartsllc.com/docs/python/py-signals.md#below between True where lower <= series <= upper (inclusive). https://quantchartsllc.com/docs/python/py-signals.md#between rising True if series has been rising for N consecutive bars. https://quantchartsllc.com/docs/python/py-signals.md#rising falling True if series has been falling for N consecutive bars. https://quantchartsllc.com/docs/python/py-signals.md#falling barssince Count bars since condition was last True. https://quantchartsllc.com/docs/python/py-signals.md#barssince valuewhen Get the value of source when condition was last True. https://quantchartsllc.com/docs/python/py-signals.md#valuewhen imbalance Order-book imbalance: bid / (bid + ask). https://quantchartsllc.com/docs/python/py-signals.md#imbalance cvd Cumulative volume delta: running sum of signed volume. https://quantchartsllc.com/docs/python/py-signals.md#cvd vwap_band VWAP envelope: (upper, lower) at mult * ATR. https://quantchartsllc.com/docs/python/py-signals.md#vwap_band ta.sma Simple Moving Average. https://quantchartsllc.com/docs/python/py-ta.md#ta-sma ta.ema Exponential Moving Average. https://quantchartsllc.com/docs/python/py-ta.md#ta-ema ta.wma Weighted Moving Average. https://quantchartsllc.com/docs/python/py-ta.md#ta-wma ta.rsi Relative Strength Index (0-100). https://quantchartsllc.com/docs/python/py-ta.md#ta-rsi ta.macd Moving Average Convergence Divergence. https://quantchartsllc.com/docs/python/py-ta.md#ta-macd ta.stochastic Stochastic Oscillator (%K and %D). https://quantchartsllc.com/docs/python/py-ta.md#ta-stochastic ta.bollinger_bands Bollinger Bands (upper, middle, lower). https://quantchartsllc.com/docs/python/py-ta.md#ta-bollinger_bands ta.atr Average True Range, a volatility measure. https://quantchartsllc.com/docs/python/py-ta.md#ta-atr ta.stddev Rolling standard deviation. https://quantchartsllc.com/docs/python/py-ta.md#ta-stddev ta.highest Rolling maximum over a lookback window. https://quantchartsllc.com/docs/python/py-ta.md#ta-highest ta.lowest Rolling minimum over a lookback window. https://quantchartsllc.com/docs/python/py-ta.md#ta-lowest ta.change Difference between current and N bars ago. https://quantchartsllc.com/docs/python/py-ta.md#ta-change ta.roc Rate of change in percent. https://quantchartsllc.com/docs/python/py-ta.md#ta-roc bar_color Set candle body color per bar. https://quantchartsllc.com/docs/python/py-styling.md#bar_color wick_color Set candle wick color per bar. https://quantchartsllc.com/docs/python/py-styling.md#wick_color border_color Set candle border color per bar (independent from body). https://quantchartsllc.com/docs/python/py-styling.md#border_color set_bar_color Apply color where condition is True. https://quantchartsllc.com/docs/python/py-styling.md#set_bar_color plotshape Plot shape markers on the chart where condition is True. https://quantchartsllc.com/docs/python/py-styling.md#plotshape draw_box Draw a single rectangle at exact bar indices and exact price bounds. https://quantchartsllc.com/docs/python/py-styling.md#draw_box bgcolor Draw full-height colored background on bars where condition is True. https://quantchartsllc.com/docs/python/py-styling.md#bgcolor box Draw rectangular regions from start to end bars. https://quantchartsllc.com/docs/python/py-styling.md#box define_tag Declare a tag with display metadata for the UI. https://quantchartsllc.com/docs/python/py-styling.md#define_tag block_entries Per-bar entry gate returned from calculate(). A truthy value blocks NEW entries on that bar. https://quantchartsllc.com/docs/python/py-styling.md#block_entries breakeven_when Build an SL-shaped array that snaps the stop to the entry price (plus an optional tick offset) on every bar where `ta... https://quantchartsllc.com/docs/python/py-styling.md#breakeven_when shift_levels Return a copy of an SL/TP array shifted by `ticks*tick_size` from each True in `tag` onward (sticky-forward). https://quantchartsllc.com/docs/python/py-styling.md#shift_levels custom_layer Build a free-form 2D canvas overlay on the chart. https://quantchartsllc.com/docs/python/py-custom-draw.md#custom_layer CanvasLayer.style Set sticky drawing style. Call before path ops or between strokes. https://quantchartsllc.com/docs/python/py-custom-draw.md#canvaslayer-style CanvasLayer.move_to / line_to Move pen / draw line to a point. https://quantchartsllc.com/docs/python/py-custom-draw.md#canvaslayer-move_to-line_to CanvasLayer.rect Draw an axis-aligned rectangle. https://quantchartsllc.com/docs/python/py-custom-draw.md#canvaslayer-rect CanvasLayer.arc Draw an arc / circle. https://quantchartsllc.com/docs/python/py-custom-draw.md#canvaslayer-arc CanvasLayer.text Draw a text string. https://quantchartsllc.com/docs/python/py-custom-draw.md#canvaslayer-text CanvasLayer.begin / close / stroke / fill Path-control ops mirroring the HTML5 canvas API. https://quantchartsllc.com/docs/python/py-custom-draw.md#canvaslayer-begin-close-stroke-fill CanvasLayer.emit Register the layer with the per-calculation buffer. https://quantchartsllc.com/docs/python/py-custom-draw.md#canvaslayer-emit Y_MIN / Y_MAX / X_MIN / X_MAX Viewport-edge sentinels. https://quantchartsllc.com/docs/python/py-custom-draw.md#y_min-y_max-x_min-x_max log Print a message to the Terminal panel (green, always visible). https://quantchartsllc.com/docs/python/py-logging.md#log warn Print a warning to the Terminal panel (yellow). https://quantchartsllc.com/docs/python/py-logging.md#warn print_series Print summary of a Series/array: shape, range, NaN count, first N values. https://quantchartsllc.com/docs/python/py-logging.md#print_series print_df Print summary of a DataFrame: shape, columns, dtypes, first N rows. https://quantchartsllc.com/docs/python/py-logging.md#print_df Source Price source enum for `input.source()`. https://quantchartsllc.com/docs/python/py-logging.md#source PlotType Chart visualization styles for `plot()`. https://quantchartsllc.com/docs/python/py-logging.md#plottype Timeframe Timeframe enum for the strategy/indicator decorator. https://quantchartsllc.com/docs/python/py-logging.md#timeframe indicators Call any indicator from your indicators/ folder inside a strategy. https://quantchartsllc.com/docs/python/py-indicators-module.md#indicators use_indicator Alternative function syntax for calling indicators by name. https://quantchartsllc.com/docs/python/py-indicators-module.md#use_indicator runner.run Run a strategy across a date range with one parameter set. Works for .py and .rs. https://quantchartsllc.com/docs/python/py-backtest.md#runner-run runner.optimize Run a parameter grid sweep across a date range. Returns SweepResults. https://quantchartsllc.com/docs/python/py-backtest.md#runner-optimize qc.run / qc.optimize / qc.wfa Run a fresh backtest, sweep, or WFA inline from a notebook. Returns a `BacktestResults` (run) or `SweepResults` (opti... https://quantchartsllc.com/docs/python/py-backtest.md#qc-run-qc-optimize-qc-wfa qc.runs / load_run / save_run / delete_run Saved-runs registry. List, load, save, or delete named exports. https://quantchartsllc.com/docs/python/py-backtest.md#qc-runs-load_run-save_run-delete_run qc.cancel Cancel the in-flight runner call. Safe from a signal handler or another thread. https://quantchartsllc.com/docs/python/py-backtest.md#qc-cancel load_csv Load a CSV trade export into a BacktestResults for analysis. https://quantchartsllc.com/docs/python/py-backtest.md#load_csv list_exports List available CSV trade exports with dates and sizes. https://quantchartsllc.com/docs/python/py-backtest.md#list_exports r.summary Print comprehensive stats table. https://quantchartsllc.com/docs/python/py-backtest.md#r-summary r.trades All trades as a pandas DataFrame. https://quantchartsllc.com/docs/python/py-backtest.md#r-trades r.winners / r.losers Filter by PnL sign. Returns a new BacktestResults. https://quantchartsllc.com/docs/python/py-backtest.md#r-winners-r-losers r.longs / r.shorts Filter by trade side. https://quantchartsllc.com/docs/python/py-backtest.md#r-longs-r-shorts r.by_tag Filter to trades that have a specific tag. https://quantchartsllc.com/docs/python/py-backtest.md#r-by_tag r.where Django-style field lookups for flexible filtering. https://quantchartsllc.com/docs/python/py-backtest.md#r-where r.plot_equity Plot the equity curve. https://quantchartsllc.com/docs/python/py-backtest.md#r-plot_equity r.monte_carlo Monte Carlo simulation for risk assessment. https://quantchartsllc.com/docs/python/py-backtest.md#r-monte_carlo r.simulate_sl_tp Simulate different SL/TP using MAE/MFE data (instant, no re-run). https://quantchartsllc.com/docs/python/py-backtest.md#r-simulate_sl_tp r.monthly_returns Year x Month pivot table of PnL. https://quantchartsllc.com/docs/python/py-backtest.md#r-monthly_returns get_chart_data Get chart OHLCV data as a pandas DataFrame. https://quantchartsllc.com/docs/python/py-script-helpers.md#get_chart_data get_symbol Get the current chart's symbol/ticker name. https://quantchartsllc.com/docs/python/py-script-helpers.md#get_symbol get_timeframe Get the current chart timeframe. https://quantchartsllc.com/docs/python/py-script-helpers.md#get_timeframe export_csv Export a DataFrame to a CSV file. https://quantchartsllc.com/docs/python/py-script-helpers.md#export_csv export_parquet Export a DataFrame to Parquet (fast, compressed). https://quantchartsllc.com/docs/python/py-script-helpers.md#export_parquet export_json Export Python data to a JSON file. https://quantchartsllc.com/docs/python/py-script-helpers.md#export_json get_indicators Get all indicators currently running on the chart. https://quantchartsllc.com/docs/python/py-script-helpers.md#get_indicators get_indicator_values Get output values from a running indicator. https://quantchartsllc.com/docs/python/py-script-helpers.md#get_indicator_values When to use Rust vs Python Pick Rust for tick-level TBBO logic and tight performance budgets. Pick Python for OHLC bar logic, REPL ergonomics, a... https://quantchartsllc.com/docs/rust/rust-overview.md#when-to-use-rust-vs-python File layout A Rust strategy is a single .rs file with use qc_strategy_api::prelude::*; and an attribute-macro decorator. https://quantchartsllc.com/docs/rust/rust-overview.md#file-layout Performance model prepare() runs once per day, calculate() runs once per parameter combo. Hoist relentlessly. https://quantchartsllc.com/docs/rust/rust-overview.md#performance-model #[strategy] Metadata attribute. Marks a struct as a Rust strategy (TBBO ticks or OHLC bars). https://quantchartsllc.com/docs/rust/rust-strategy.md#strategy #[param] Field attribute. Marks a struct field as a swept parameter. https://quantchartsllc.com/docs/rust/rust-strategy.md#param #[tag] Struct attribute. Declares UI metadata for a tag the strategy emits. https://quantchartsllc.com/docs/rust/rust-strategy.md#tag Strategy trait (tick path) Two methods: prepare() (per-day hoisted work) and calculate() (per-combo tick signal generation). Implemented when da... https://quantchartsllc.com/docs/rust/rust-strategy.md#strategy-trait-tick-path OhlcStrategy trait (bar path) Bar-input sibling of Strategy. Use when data_mode = "ohlc". Receives BarData; returns BarSignalOutput. https://quantchartsllc.com/docs/rust/rust-strategy.md#ohlcstrategy-trait-bar-path SignalOutput Return type from calculate(). Builder pattern for SL/TP, tags, and emission mode. https://quantchartsllc.com/docs/rust/rust-strategy.md#signaloutput with_size_long / with_size_short Per-trade dynamic position sizing. https://quantchartsllc.com/docs/rust/rust-strategy.md#with_size_long-with_size_short with_slippage_per_tick Variable slippage per tick (overrides the UI scalar). https://quantchartsllc.com/docs/rust/rust-strategy.md#with_slippage_per_tick without_sl_ratchet Disable the auto-ratchet on SL (longs only rise, shorts only fall). https://quantchartsllc.com/docs/rust/rust-strategy.md#without_sl_ratchet fill_model Optional `Strategy` method. Override the default ask/bid fill behavior. https://quantchartsllc.com/docs/rust/rust-strategy.md#fill_model SL/TP emission modes PerTick (default) re-evaluates SL/TP each tick. EntryOnly locks them at entry. https://quantchartsllc.com/docs/rust/rust-strategy.md#sltp-emission-modes #[indicator] Attribute macro. Marks a struct as a Rust indicator. https://quantchartsllc.com/docs/rust/rust-indicator.md#indicator Indicator trait One required method: calculate(). Optional prepare() for hoisted per-day work. https://quantchartsllc.com/docs/rust/rust-indicator.md#indicator-trait IndicatorOutput Builder for plots, fills, hlines, shapes, regions, and tags. https://quantchartsllc.com/docs/rust/rust-indicator.md#indicatoroutput PlotType (Rust) Seven plot types: Line, Histogram, Area, Columns, Cross, Circles, StepLine. https://quantchartsllc.com/docs/rust/rust-indicator.md#plottype-rust plot_line / plot_histogram Convenience builder methods for the two most common plot types. https://quantchartsllc.com/docs/rust/rust-indicator.md#plot_line-plot_histogram plot_histogram_colored (Rust) Histogram with per-bar color overrides. https://quantchartsllc.com/docs/rust/rust-indicator.md#plot_histogram_colored-rust plot_columns_colored / plot_cross_colored / plot_circles_colored Same per-point coloring shape as plot_histogram_colored, applied to Columns, Cross, Circles. https://quantchartsllc.com/docs/rust/rust-indicator.md#plot_columns_colored-plot_cross_colored-plot_circles_colored PlotSpec (general plot) Construct a PlotSpec directly when you need full control (line width, opacity, visibility). https://quantchartsllc.com/docs/rust/rust-indicator.md#plotspec-general-plot hline / fill Horizontal reference line; fill between two named plots. https://quantchartsllc.com/docs/rust/rust-indicator.md#hline-fill ShapeSpec Per-tick shape markers (arrow_up, circle, cross, etc.) at specific indices. https://quantchartsllc.com/docs/rust/rust-indicator.md#shapespec with_align / with_width_px Anchor a histogram/columns/area plot to a chart edge or visible-range edge. https://quantchartsllc.com/docs/rust/rust-indicator.md#with_align-with_width_px with_border_color Per-bar candle border color (independent from `with_bar_color`). https://quantchartsllc.com/docs/rust/rust-indicator.md#with_border_color with_custom_layer Attach a `CanvasLayer` for arbitrary 2D draws. https://quantchartsllc.com/docs/rust/rust-indicator.md#with_custom_layer with_tag / with_tag_config Attach boolean tag arrays to the indicator output for preventive trade filtering. https://quantchartsllc.com/docs/rust/rust-indicator.md#with_tag-with_tag_config TickData The per-day tick struct passed to prepare() and calculate(). https://quantchartsllc.com/docs/rust/rust-data.md#tickdata data.col(name) Free-form by-name column access. Covers core fields, optional fields, and arbitrary extras. https://quantchartsllc.com/docs/rust/rust-data.md#data-colname has_volume / has_delta / has_vwap Boolean checks for the optional columns. https://quantchartsllc.com/docs/rust/rust-data.md#has_volume-has_delta-has_vwap data.ohlc_bars(bucket_ms) Aggregate ticks into fixed-size OHLC time buckets on the mid-price axis. https://quantchartsllc.com/docs/rust/rust-data.md#data-ohlc_barsbucket_ms DayPrep Storage for hoisted per-day arrays. Returned by prepare(), read in calculate(). https://quantchartsllc.com/docs/rust/rust-data.md#dayprep qc_log! Macro: write a debug line to the in-app terminal. https://quantchartsllc.com/docs/rust/rust-data.md#qc_log ta::sma Simple Moving Average. First period-1 entries are NaN. https://quantchartsllc.com/docs/rust/rust-helpers.md#tasma ta::ema Exponential Moving Average. Seeded with the SMA of the first window. https://quantchartsllc.com/docs/rust/rust-helpers.md#taema ta::rsi Relative Strength Index using Wilder smoothing. First period entries are NaN. https://quantchartsllc.com/docs/rust/rust-helpers.md#tarsi ta::macd MACD line, signal line, histogram. https://quantchartsllc.com/docs/rust/rust-helpers.md#tamacd ta::bollinger Bollinger Bands: (upper, middle, lower). https://quantchartsllc.com/docs/rust/rust-helpers.md#tabollinger ta::stddev Rolling standard deviation (population). https://quantchartsllc.com/docs/rust/rust-helpers.md#tastddev ta::atr_bid_ask Tick-native ATR equivalent: per-tick range = ask - bid (spread). ATR = SMA(spread, period). https://quantchartsllc.com/docs/rust/rust-helpers.md#taatr_bid_ask rolling_mean Sliding-window rolling mean with periodic rebuild to bound FP drift. https://quantchartsllc.com/docs/rust/rust-helpers.md#rolling_mean rolling_std Rolling standard deviation (population). Returns NaN for the warm-up window. https://quantchartsllc.com/docs/rust/rust-helpers.md#rolling_std imbalance (Rust) Per-tick bid / (bid + ask + epsilon). Range [0, 1]; 0.5 = balanced. https://quantchartsllc.com/docs/rust/rust-helpers.md#imbalance-rust cvd (Rust) Cumulative volume delta: running sum of a delta series. https://quantchartsllc.com/docs/rust/rust-helpers.md#cvd-rust vwap_band (Rust) VWAP envelope: (upper, lower) at mult * ATR. https://quantchartsllc.com/docs/rust/rust-helpers.md#vwap_band-rust cross_above / cross_below Element-wise cross detection between two series. https://quantchartsllc.com/docs/rust/rust-helpers.md#cross_above-cross_below above / below / between Threshold comparisons returning Vec. https://quantchartsllc.com/docs/rust/rust-helpers.md#above-below-between above_series / below_series Element-wise series-vs-series comparison. https://quantchartsllc.com/docs/rust/rust-helpers.md#above_series-below_series rising / falling True at index i when values[i] > values[i - length] (or < for falling). Warm-up returns false. https://quantchartsllc.com/docs/rust/rust-helpers.md#rising-falling barssince (Rust) Ticks since `cond[i]` was last true. u32::MAX before first occurrence. https://quantchartsllc.com/docs/rust/rust-helpers.md#barssince-rust pad_to_len Prepend NaN to a shorter indicator result so it aligns with full tick count. https://quantchartsllc.com/docs/rust/rust-helpers.md#pad_to_len CanvasLayer Free-form 2D canvas overlay built on the chart side. https://quantchartsllc.com/docs/rust/rust-custom-draw.md#canvaslayer CanvasLayer.style Set sticky drawing style. Folds into defaults if called before any path op. https://quantchartsllc.com/docs/rust/rust-custom-draw.md#canvaslayer-style CanvasLayer path/render ops `begin / close / stroke / fill / move_to_* / line_to_* / rect_chart / arc_chart / text_chart / *_pixel` builder methods. https://quantchartsllc.com/docs/rust/rust-custom-draw.md#canvaslayer-pathrender-ops CoordRef sentinels `YMin / YMax / XMin / XMax` resolve to the current viewport edges. https://quantchartsllc.com/docs/rust/rust-custom-draw.md#coordref-sentinels CanvasLayer.into_spec Finalize the layer for attachment to IndicatorOutput / SignalOutput. https://quantchartsllc.com/docs/rust/rust-custom-draw.md#canvaslayer-into_spec ZOrder `Bottom / Normal / Top` controls draw order vs. price series. https://quantchartsllc.com/docs/rust/rust-custom-draw.md#zorder Auth model Three guard tiers: unguarded, auth, subscription. Same surface as in-app IPC. https://quantchartsllc.com/docs/mcp/mcp-overview.md#auth-model File mutation Create / edit / delete / rename. All auth-guarded, sandboxed, with dirty-file refusal. https://quantchartsllc.com/docs/mcp/mcp-tools.md#file-mutation Notebook mutation Edit Jupyter notebooks cell-by-cell. https://quantchartsllc.com/docs/mcp/mcp-tools.md#notebook-mutation Data and execution Inspect parquet files, run backtests, read results. https://quantchartsllc.com/docs/mcp/mcp-tools.md#data-and-execution Chart and runtime Drive the active chart and read the terminal buffer. https://quantchartsllc.com/docs/mcp/mcp-tools.md#chart-and-runtime Cursor Add the same server entry to .cursor/mcp.json (workspace-local) or ~/.cursor/mcp.json (global). https://quantchartsllc.com/docs/mcp/mcp-integration.md#cursor ChatGPT and other clients Any MCP-conformant client works. Point it at the bridge command from MCP Settings. https://quantchartsllc.com/docs/mcp/mcp-integration.md#chatgpt-and-other-clients Limits and behaviour Per-tool rate limits, response caps, audit log. https://quantchartsllc.com/docs/mcp/mcp-integration.md#limits-and-behaviour