Glassnode Workbench Syntax

	A	B	C
1	Workbench Function	Syntax	Function Description
2	Horizontal Line	float value e.g. 10.55	Draws a horizontal line at the specified y-ordinate.
3	Simple Moving Average	sma(m1,period)	Returns a simple moving average of dataset m1 with a period length specified.
4	Exponential Moving Average	ema(m1,period)	Returns an exponential moving average of dataset m1 with a period length specified.
5	Moving Median	median(m1,period)	Returns a moving median of dataset m1 with a period length specified.
6	Rolling Sum	sum(m1,period)	Returns a rolling sum of dataset m1 with a period length specified.
7	Standard Deviation	std(m1,period)	Returns a standard deviation of dataset m1 with a period length specified.
8	Cumulative Sum	cumsum(m1) or cumsum(m1,since)	Calculates an expanding sum using all data from time since up to each datapoint. (See Note 1)
9	Cumulative Mean	cummean(m1) or cummean(m1,since)	Calculates an expanding mean using all data from time since up to each datapoint. (See Note 1)
10	Cumulative Standard Deviation	cumstd(m1) or cumstd(m1,since)	Calculates an expanding standard deviation using all data from time since up to each datapoint. (See Note 1)
11	Cumulative Max	cummax(m1) or cummax(m1, period)	Returns a cumulative maximum of dataset m1 with a period length specified.
12	Percent Change Over Period	percent_change(m1,period)	Returns the percentage change of m1 over the specified period. Values are returned as decimal (i.e. 0.20 indicates +20% growth over the specified 'period').
13	Difference Over Period	diff(m1,period)	Returns the absolute value change of m1 over the specified period. Calculated as the difference between each datapoint and data from the specified 'period' in the past.
14	Absolute Value	abs(m1)	Returns the absolute value of all data in m1.
15	Power	pow(m1,n)	Raises all data in m1 to the specified power 'n'.
16	Logarithm	log(m1)	Takes the logarithm (base 10) of all data in m1.
17	Relative Strength Index	rsi(m1,period)	Calculates the relative strength index for m1 using the specified input 'period'.
18	Range	range(m1)	Draws a line from y=0 to y=n, increasing in increments of 1 (where n is the number of datapoints in m1).
19	Range (defined start/end)	range(m1,start?,end?)	Draws a line from y=start to y=end, changing in increments of (end-start)/n (where n is the number of datapoints in m1).
20	Minimum	min(m1, m2, ..., n)	Returns the minimum value of all data in a dataset (or n).
21	Maximum	max(m1, m2, ..., n)	Returns the maximum value of all data in a dataset (or n).
22	Shift	shift(m1, period)	Shifts the dataset right (positive) or left (negative) by the number of timesteps in the defined period.
23	If-Then Condition	if(m1, "cond", m2, true, false)	Establishes an if-then condition comparing the trace of m1 to m2 at each data point, returning the result true or false.
24	Pearson's Correlation	corr(m1, m2, period)	Calculates the Pearson's correlation factor between traces m1 and m2 over a defined trailing period. The correlation will be run at the resolution of the largest input trace resolution.
25	Value At	value_at(m1, date)	Returns the value at a specific date as a horizontal line.
26	Subset	subset(m1, since?, end?)	Returns a subset slice of m1 between timestamp since and end.
27	Round	round(m1, digits, mode?)	Rounds m1 to a specified number of significant figures (digits). There are three rounding modes available; nearest mode=0 (default), rounddown mode=-1, and roundup mode=1.
28	Upper	upper(m1, m2, ...)	Returns the highest value from all input traces at each x-ordinate.
29	Lower	lower(m1, m2, ...)	Returns the lowest value from all input traces at each x-ordinate.
30	Drawdown	drawdown(m1)	Returns the relative drawdown from the all-time high of m1.
31	Mean Return	mean_return(m1, period)	Returns the annualized rolling mean return of m1 over period.
32	Realized Volatility	realized_vol(m1, period)	Returns the annualized realized volatility of m1 over period.
33	Sharpe Ratio	sharpe_ratio(m1, period)	Returns the annualized Sharpe ratio of m1 over period.
34	Backtest	backtest(m1, f1, since, initial_capital_usd, rel_trading_costs)	Returns the net asset value (NAV) curve of a trading strategy defined by the trading signal f1 on asset price series m1 with an inital capital of initial_capital_usd from since to present. Relative trading costs are given by rel_trading_costs.
35	Dollar Cost Averaging	dca(m1, f1, since)	Returns the net asset value (NAV) curve of the aggregated position in asset m1. f1 defines the daily DCA installments over time and since defines the starting timestamp of DCA. The function calculates cumsum(f1/m1, since)*m1.
36	Dollar Cost Averaging Installments	dca_installments(m1, since, total_invest_usd, numb_installments)	A helper function that simulates daily DCA (dollar cost averaging) installments. The parameters are: a price series m1, a timestamp when DCA begins: since, the total target investment in USD: total_invest_usd, how many installments in total: numb_installments. The function returns a step function visualizing the daily installments (in USD). This serves as possible input f1 to the dca function.
37	Backtest	backtest(m1, f1, since, initial_capital_usd, rel_trading_costs)	Models trading strategies and portfolio performance for a given initial capital size. The backtest function returns the NAV of a portfolio invested in a specified asset, with the defined parameters.
38	Price Series	m1	The price series (e.g., BTC) you want to trade.
39	Trading Signal	f1	The trading signal representing a gearing ratio applied to the percent change performance of price m1.
40	Start Date	since	A timestamp indicating the start date of your trading simulation (e.g., "2020-01-01").
41	Initial Capital (USD)	initial_capital_usd	USD denominated capital allocated to the strategy. No additional capital flows in or out of the simulated trading portfolio.
42	Relative Trading Costs	rel_trading_costs	An approximation of the expected relative trading costs, which consist of exchange fees and slippage. A value of, e.g., 0.001 refers to trading costs of 0.1% of the volume of each trade.
43	Cumulative Standard Deviation	cumstd(m1) or cumstd(m1, since)	Calculates an expanding standard deviation using all data from time since up to each data point.
44	Cumulative Sum	cumsum(m1) or cumsum(m1, since)	Calculates an expanding sum using all data from time since up to each data point.
45	Standard Deviation	std(m1, period)	Returns a standard deviation of dataset m1 with a period length specified.
46	Percent Change Over Period	percent_change(m1, period)	Returns the percentage change of m1 over the specified period. Values are returned as decimal (i.e. 0.20 indicates +20% growth over the specified 'period'). Note that percent_change replaced the original returns function.
47	Difference Over Period	diff(m1, period)	Returns the absolute value change of m1 over the specified period. Calculated as the difference between each data point and data from the specified 'period' in the past.
48	Power	pow(m1, n)	Raises all data in m1 to the specified power 'n'.
49	Range	range(m1)	Draws a line from y=0 to y=n, increasing in increments of 1 (where n is the number of data points in m1).
50	Relative Strength Index	rsi(m1, period)	Calculates the relative strength index for m1 using the specified input 'period'.
51	If-Then Condition	if(m1, "cond", m2, true, false)	Establishes an if-then condition comparing the trace of m1 to m2 at each data point, returning the result true or false. This tool can accept nested functions in place of the inputs m1, m2, true, and false.
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