Every keyword.
One
reference.

Arithmetic and comparison primitives. TT uses prefix function syntax (e.g. Math Operation(a, b, '+')) instead of infix operators inside markdown cells.

Array and series manipulation — combine, spread, and sum OHLC streams for derived indicators.

The full indicator library — momentum, trend, volatility, volume and statistical indicators. Standard names (RSI, MACD, ADX, EMA) and the long tail of TT-specific ones.

OHLCV access, bid/ask, typical price, highest-high and lowest-low over a window.

Pick option strikes — ATM relative to spot or futures, target-by-premium, offset-by-steps.

Delta, Gamma, Theta, Vega, Rho, ATM IV — plus the "neutral" variants that match strikes to a target Greek value.

Aggregate measures across a window — mean, median, percentile rank, harmonic mean.

Resolve current-week, current-month and MCX-specific futures and options expiries.

Wall-clock and calendar functions plus the trading-day-aware Next Trading Day and ORB for the opening-range. For "N minutes after entry" use Time >= EntryTime + N.

Detect classic candlestick patterns on the current bar — engulfing, hammer, doji and the morning/shooting star family.

Freeze a value at entry, recall it later — the right way to build level-based SL/target (candle-low SL, breakout-level target) without dropping to Python.

Resolve futures, strikes and OI-driven instruments by name or formula.

Read strategy-level state at runtime — entry timestamp, last repair, P&L, open position count, multiplier and capital metrics.

Options-specific runtime actions — per-leg exit, per-leg SL trailing, TSL, and put-call ratio.

Alternative candle representations — Heikin Ashi, Renko, Line Break — for smoothing noise and trend filtering.

Everything else — correlation, cross, LTP, log functions, lot size, net Greeks aggregates, position introspection, synthetic futures, universal-exit TSL, and miscellaneous market primitives.