ma(source, length, type)
Generates moving average based on the given parameters
source : - series
length : - length of the moving average
type : - type of moving average (SMA, WMA, VWMA, RMA, HMA, LSMA, MAEMA, TMA) default: EMA
@ returns - moving average series
nearby(a, b, atr_period, atr_deviation)...
subroutine part of LAPACK: Linear Algebra Package,
performs one of the symmetric rank k operations
C := alpha*A*A**T + beta*C, or C := alpha*A**T*A + beta*C,
where alpha and beta are scalars, C is an n by n symmetric matrix
and A is an n by k matrix in the first case and a k by n matrix
in the second...
subroutine in the LAPACK:linear algebra package, used to solve one of the following matrix equations:
op( A )*X = alpha*B, or X*op( A ) = alpha*B,
where alpha is a scalar, X and B are m by n matrices, A is a unit, or
non-unit, upper or lower triangular matrix and op( A ) is one of
op( A ) = A or op( A ) = A**T.
Counts the word or integer number pattern frequency on a array.
counts the number a pattern is repeated.
pattern : : array : array with patterns to be counted.
array : list of unique patterns.
array : list of counters per...
"In time series analysis, dynamic time warping (DTW) is an algorithm for
measuring similarity between two temporal sequences, which may vary in
speed. For instance, similarities in walking could be detected using DTW,
even if one person was walking faster than the other, or if there were
accelerations and decelerations...
Kelly criterion methods.
the kelly criterion helps with the decision of how much one should invest in
a asset as long as you know the odds and expected return of said asset.
simplified version of the kelly criterion formula.
win_p : float, probability of winning.
rr : float,...
Method for retrieving the unique elements in a array.
for example would retrieve a array with ,
the elements retrieved will be sorted by its first seen index in
note: float values have no precision option.
method for retrieving the unique elements in a array.
source : array...
Provides unbound methods (no error checking) to parse a string into a float or int matrix.
to_matrix_float(str, interval_sep, start_tk, end_tk)
Parse a string into a float matrix.
str : , string, the formated string to parse.
interval_sep : , string, cell interval separator token.
start_tk : ,...
Side / Boundary Based All Types Swapper
- three automagical types for Arrays, Matrixes, and Variables
-- no signal : Long/ Short position autoswap
-- true / false : Boolean based side choice
-- Src / Thresh : if source is above or below the threshold
- two operating modes for variables, Holding mode only for arrays/matrixes
-- with two ...
A Magical little helper friend for Candle Math.
When composing scripts, it is often necessary to manipulate the math around the OHLC. At times, you want a scalar (absolute) value others you want a vector (+/-). Sometimes you want the open - close and sometimes you want just the positive number of the body size. You might want it in ticks or you might want it in...
intrabar_cross_value(a, b, step) Find the minimum difference of a intrabar cross and return its median value.
a : float, series a.
b : float, series b.
step : float, step to iterate x axis, default=0.01
Method for Minkowski Distance,
The Minkowski distance or Minkowski metric is a metric in a normed vector space
which can be considered as a generalization of both the Euclidean distance and
the Manhattan distance.
It is named after the German mathematician Hermann Minkowski.
Activation functions for Neural networks.
binary_step(value) Basic threshold output classifier to activate/deactivate neuron.
value : float, value to process.
linear(value) Input is the same as output.
value : float, value to process.
Perceptron Function for Neural networks.
function(inputs, weights, bias, activation_function, alpha, scale) generalized perceptron node for Neural Networks.
inputs : float array, the inputs of the perceptron.
weights : float array, the weights for inputs.
bias : float, default=1.0, the default bias...