SGN

Syntax

SGN(a)

Parameters

Formula

SGN(x) = -1 if x < 0,   0 if x = 0,   1 if x > 0

The output is one of exactly three values regardless of how large or small the input is.

How it works

SGN reduces any value to its direction. SGN(-15) is -1, SGN(0) is 0, and SGN(10) is 1. It pairs with ABS, which returns magnitude, so value = SGN(value) * ABS(value) splits a number into direction and size.

The three-value output makes SGN convenient inside conditions and arithmetic. SGN(close - open) is +1 on up bars, -1 on down bars, and 0 on doji bars, which can be summed to build a simple direction score.

Examples

Example 1, Sign of three values (Indicator)

// Sign of a negative, a zero, and a positive input
variable1 = -15
variable2 = 0
variable3 = 10
sign1 = SGN(variable1)   // -1
sign2 = SGN(variable2)   //  0
sign3 = SGN(variable3)   //  1
RETURN sign1 AS "neg", sign2 AS "zero", sign3 AS "pos"

Each call collapses its input to -1, 0 or 1 based purely on sign.

Example 2, Direction score over recent bars (ProScreener)

// Net direction of the last three bar closes
score = SGN(close - close[1]) + SGN(close[1] - close[2]) + SGN(close[2] - close[3])
SCREENER[score >= 2](score AS "Up bars")

Summing three SGN values yields a small integer score from -3 to 3 that measures how many of the recent bars moved up.

Example 3, Gate entries on momentum direction (ProOrder)

// Only go long while momentum direction is positive
mom = close - close[10]
IF SGN(mom) = 1 AND NOT LongOnMarket AND close CROSSES OVER Average[20](close) THEN
  BUY 1 CONTRACT AT MARKET
ENDIF

SGN(mom) = 1 isolates the direction of momentum without caring about its magnitude, keeping the filter simple.

Common errors and gotchas

• Returns only -1, 0 or 1. SGN discards magnitude entirely. SGN(0.001) and SGN(1000) both return 1. Use ABS when size matters.
• Zero returns zero. An exactly zero input gives 0, which is neither positive nor negative. Account for this third case in comparisons rather than assuming only -1 or 1.
• Not a rounding function. SGN does not round. SGN(3.7) is 1, not 4. Use ROUND, CEIL or FLOOR for rounding.

Related instructions

• ABS, absolute value, the magnitude counterpart to the direction that SGN returns.
• MAX, larger of two values.
• MIN, smaller of two values.
• ROUND, rounds to the nearest integer or decimal.
• Momentum, raw price change often reduced to a sign with SGN.
• Variation, percentage change between bars.
• ROC, rate of change.