API Reference / buildCursor
Function: buildCursor()
buildCursor(
primary,higherTf,higherTfDurationSeconds):number[]
Defined in: src/backtest/cursors.ts:13
For each bar in primary, the index into higherTf of the highest bar that had fully closed by the time that primary bar closed — or -1 before any higher-timeframe bar has closed yet.
A single forward-advancing pointer suffices because both series are sorted ascending by timestamp and higherTf never has more bars than primary over the same span — this is O(primary.length + higherTf.length), not O(primary.length × higherTf.length).
Parameters
primary
Candle[]
higherTf
Candle[]
higherTfDurationSeconds
number
Returns
number[]