Library "historicalrange" Library provices a method to calculate historical percentile range of series. hpercentrank(source) calculates historical percentrank of the source Parameters: source : Source for which historical percentrank needs to be calculated. Source should be ranging between 0-100. If using a source which can beyond 0-100, use short...
Library "ArrayOperations" Array element wise basic operations. add(sample_a, sample_b) Adds sample_b to sample_a and returns a new array. Parameters: sample_a : values to be added to. sample_b : values to add. Returns: array with added results. - sample_a provides type format for output. - arrays do not need to be symmetric. - sample_a must...
Library "FunctionWeekofmonth" Week of Month function. weekofmonth(utime) Week of month for provided unix time. Parameters: utime : int, unix timestamp. Returns: int
Library "WIPNNetwork" this is a work in progress (WIP) and prone to have some errors, so use at your own risk... let me know if you find any issues.. Method for a generalized Neural Network. network(x) Generalized Neural Network Method. Parameters: x : TODO: add parameter x description here Returns: TODO: add what function returns
Library "FunctionBlackScholes" Some methods for the Black Scholes Options Model, which demonstrates several approaches to the valuation of a European call. // reference: // people.math.sc.edu // people.math.sc.edu asset_path(s0, mu, sigma, t1, n) Simulates the behavior of an asset price over time. Parameters: s0 : float, asset price at...
Library "FunctionMinkowskiDistance" 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. reference: en.wikipedia.org double(point_ax,...
Library "TimeLockedMA" Library & function(s) which generates a moving average that stays locked to users desired time preference. TODO - Add functionality for more moving average types. IE: smooth, weighted etc... Example: time_locked_ma(close, length=1, timeframe='days', type='ema') Will generate a 1 day exponential moving average that will stay consistent...
Library "FunctionGenerateRandomPointsInShape" Generate random vector points in geometric shape (parallelogram, triangle) random_parallelogram(vector_a, vector_b) Generate random vector point in a parallelogram shape. Parameters: vector_a : float array, vector of (x, y) shape. vector_b : float array, vector of (x, y) shape. Returns: float array,...
Library "Punchline_Lib" roundSmart(float) Truncates decimal points of a float value based on the amount of digits before the decimal point Parameters: float : _value any number Returns: float tostring_smart(float) converts a float to a string, intelligently cutting off decimal points Parameters: float : _value any number Returns: string
Library "FunctionNNLayer" Generalized Neural Network Layer method. function(inputs, weights, n_nodes, activation_function, bias, alpha, scale) Generalized Layer. Parameters: inputs : float array, input values. weights : float array, weight values. n_nodes : int, number of nodes in layer. activation_function : string, default='sigmoid',...
Library "FunctionNNPerceptron" Perceptron Function for Neural networks. function(inputs, weights, bias, activation_function, alpha, scale) generalized perceptron node for Neural Networks. Parameters: inputs : float array, the inputs of the perceptron. weights : float array, the weights for inputs. bias : float, default=1.0, the default bias...
Library "Interpolation" Functions for interpolating values. Can be useful in signal processing or applied as a sigmoid function. linear(k, delta, offset, unbound) Returns the linear adjusted value. Parameters: k : A number (float) from 0 to 1 representing where the on the line the value is. delta : The amount the value should change as k reaches...
Library "CRCLog" default_params() Returns default high/low intercept/slope parameter values for Bitcoin that can be adjusted and used to calculate new Regression Log lines log_regression() Returns set of (fib) spaced lines representing log regression (default values attempt fitted to INDEX:BTCUSD genesis-2021)
Library "CRCBars" min_max(open, open) Get bar min (low) and max (high) price points Parameters: open : Open price data open : Close price data Returns: is_bullish_bearish(open, open) Get bar bullish/bearish boolean signals Parameters: open : Open price data open : Close price data Returns: sizes(open, open, open, open) ...
Library "options_expiration_and_strike_price_calculator" TODO: add library description here fun() this is a library to help calculate options strike price and expiration that you can add to a script i use it mainly for symbol calulation to place orders to buy options on TD ameritrade so it will be set up to order options on TD ameritrade using json order...
Library "GenericTA" What is it? The real generic library. Which means it is just covering most built-in indicators / functions, but with more parameters, so the user don't have to write more few lines to achieve something simple and replicative. Development process? Will tidy it up, and setting up in later stage. Welcome to inbox me to improve the library...
Library "FFTLibrary" contains a function for performing Fast Fourier Transform (FFT) along with a few helper functions. In general, FFT is defined for complex inputs and outputs. The real and imaginary parts of formally complex data are treated as separate arrays (denoted as x and y). For real-valued data, the array of imaginary parts should be filled with...
Library "FunctionArrayReduce" A limited method to reduce a array using a mathematical formula. float_(formula, samples, arguments, initial_value) Method to reduce a array using a mathematical formula. Parameters: formula : string, the mathematical formula, accepts some default name codes (index, output, previous, current, integer index of arguments...