ToolsPosLibrary "ToolsPos"
Library for general purpose position helpers
new_pos(state, price, when, index)
Returns new PosInfo object
Parameters:
state (series PosState) : Position state
price (float) : float Entry price
when (int) : int Entry bar time UNIX. Default: time
index (int) : int Entry bar index. Default: bar_index
Returns: PosInfo
new_tp(pos, price, when, index, info)
Returns PosInfo object with new take profit info object
Parameters:
pos (PosInfo) : PosInfo object
price (float) : float Entry price
when (int) : int Entry bar time UNIX. Default: time
index (int) : int Entry bar index. Default: bar_index
info (Info type from aybarsm/Tools/14) : Info holder object. Default: na
Returns: PosInfo
new_re(pos, price, when, index, info)
Returns PosInfo object with new re-entry info object
Parameters:
pos (PosInfo) : PosInfo object
price (float) : float Entry price
when (int) : int Entry bar time UNIX. Default: time
index (int) : int Entry bar index. Default: bar_index
info (Info type from aybarsm/Tools/14) : Info holder object. Default: na
Returns: PosInfo
PosTPInfo
PosTPInfo - Position Take Profit info object
Fields:
price (series float) : float Take profit price
when (series int) : int Take profit bar time UNIX. Default: time
index (series int) : int Take profit bar index. Default: bar_index
info (Info type from aybarsm/Tools/14) : Info holder object
PosREInfo
PosREInfo - Position Re-Entry info object
Fields:
price (series float) : float Re-entry price
when (series int) : int Re-entry bar time UNIX. Default: time
index (series int) : int Take profit bar index. Default: bar_index
info (Info type from aybarsm/Tools/14) : Info holder object
PosInfo
PosInfo - Position info object
Fields:
state (series PosState) : Position state
price (series float) : float Entry price
when (series int) : int Entry bar time UNIX. Default: time
index (series int) : int Entry bar index. Default: bar_index
tp (array) : PosTPInfo Take profit info. Default: na
re (array) : PosREInfo Re-entry info. Default: na
info (Info type from aybarsm/Tools/14) : Info holder object
المؤشرات والاستراتيجيات
ToolsCollectionLibrary "ToolsCollection"
Helper functions for collection (map/array) type operations
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (string) : Key to be checked
default (bool) : Default return value when key not found. Default: false
Returns: bool
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (string) : Key to be checked
default (int) : Default return value when key not found. Default: -1
Returns: int
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (string) : Key to be checked
default (float) : Default return value when key not found. Default: -1
Returns: float
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (string) : Key to be checked
default (string) : Default return value when key not found. Default: ''
Returns: string
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (string) : Key to be checked
default (color) : Default return value when key not found. Default: color.white
Returns: color
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (int) : Key to be checked
default (bool) : Default return value when key not found. Default: false
Returns: bool
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (int) : Key to be checked
default (int) : Default return value when key not found. Default: -1
Returns: int
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (int) : Key to be checked
default (float) : Default return value when key not found. Default: -1
Returns: float
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (int) : Key to be checked
default (string) : Default return value when key not found. Default: ''
Returns: string
get(container, key, default)
Returns Map key's value with default return value option
Parameters:
container (map) : Map object
key (int) : Key to be checked
default (color) : Default return value when key not found. Default: color.white
Returns: color
get(container, key, default)
Returns Array key's value with default return value option
Parameters:
container (array) : Array object
key (int) : Key to be checked
default (bool) : Default return value when key not found. Default: false
Returns: bool
get(container, key, default)
Returns Array key's value with default return value option
Parameters:
container (array) : Array object
key (int) : Key to be checked
default (int) : Default return value when key not found. Default: -1
Returns: bool
get(container, key, default)
Returns Array key's value with default return value option
Parameters:
container (array) : Array object
key (int) : Key to be checked
default (float) : Default return value when key not found. Default: -1
Returns: bool
get(container, key, default)
Returns Array key's value with default return value option
Parameters:
container (array) : Array object
key (int) : Key to be checked
default (string) : Default return value when key not found. Default: ''
Returns: bool
get(container, key, default)
Returns Array key's value with default return value option
Parameters:
container (array) : Array object
key (int) : Key to be checked
default (color) : Default return value when key not found. Default: color.white
Returns: bool
DynamicPeriodPublicDynamic Period Calculation Library
This library provides tools for adaptive period determination, useful for creating indicators or strategies that automatically adjust to market conditions.
Overview
The Dynamic Period Library calculates adaptive periods based on pivot points, enabling the creation of responsive indicators and strategies that adjust to market volatility.
Key Features
Dynamic Periods: Computes periods using distances between pivot highs and lows.
Customizable Parameters: Users can adjust detection settings and period constraints.
Robust Handling: Includes fallback mechanisms for cases with insufficient pivot data.
Use Cases
Adaptive Indicators: Build tools that respond to market volatility by adjusting their periods dynamically.
Dynamic Strategies: Enhance trading strategies by integrating pivot-based period adjustments.
Function: `dynamic_period`
Description
Calculates a dynamic period based on the average distances between pivot highs and lows.
Parameters
`left` (default: 5): Number of left-hand bars for pivot detection.
`right` (default: 5): Number of right-hand bars for pivot detection.
`numPivots` (default: 5): Minimum pivots required for calculation.
`minPeriod` (default: 2): Minimum allowed period.
`maxPeriod` (default: 50): Maximum allowed period.
`defaultPeriod` (default: 14): Fallback period if no pivots are found.
Returns
A dynamic period calculated based on pivot distances, constrained by `minPeriod` and `maxPeriod`.
Example
//@version=6
import CrimsonVault/DynamicPeriodPublic/1
left = input.int(5, "Left bars", minval = 1)
right = input.int(5, "Right bars", minval = 1)
numPivots = input.int(5, "Number of Pivots", minval = 2)
period = DynamicPeriodPublic.dynamic_period(left, right, numPivots)
plot(period, title = "Dynamic Period", color = color.blue)
Implementation Notes
Pivot Detection: Requires sufficient historical data to identify pivots accurately.
Edge Cases: Ensures a default period is applied when pivots are insufficient.
Constraints: Limits period values to a user-defined range for stability.
IndicatorsLibrary "Indicators"
cmf(lookback, n_to_smooth)
Calculates the Chaikin's Money Flow.
Parameters:
lookback (simple int)
n_to_smooth (simple int)
Returns: float The Money Flow value.
cmma(lookback, atr_length)
Calculates the CMMA (Close Minus Moving Average) indicator.
Parameters:
lookback (simple int)
atr_length (simple int)
Returns: float The CMMA value.
macd(fast_length, slow_length, n_to_smooth)
Calculates the normalized and scaled MACD.
Parameters:
fast_length (simple int)
slow_length (simple int)
n_to_smooth (simple int)
Returns: A tuple containing .
stochK(length, n_to_smooth)
Calculates a simplified Stochastic Oscillator.
Uses: 100 * ta.sma((close - lowest_low) / (highest_high - lowest_low), n_to_smooth)
Parameters:
length (simple int)
n_to_smooth (simple int)
Returns: float The Stochastic %K value.
williamsR(length)
Calculates the Williams %R using the stochK function.
Uses: -1 * (100 - stoch(length, 1))
Parameters:
length (simple int)
Returns: float The Williams %R value.
Alerts█ OVERVIEW
This library is a Pine Script™ programmers tool that provides functions to simplify the creation of compound conditions and alert messages. With these functions, scripts can use comma-separated "string" lists to specify condition groups from arbitrarily large "bool" arrays , offering a convenient way to provide highly flexible alert creation to script users without requiring numerous inputs in the "Settings/Inputs" menu.
█ CONCEPTS
Compound conditions
Compound conditions are essentially groups of two or more conditions, where each required condition must occur to produce a `true` result. Traders often combine conditions, including signals from various indicators, to drive and reinforce trade decisions. Similarly, programmers use compound conditions in logical operations to create scripts that respond dynamically to groups of events.
Condition conundrum
Providing flexible condition combinations to script users for signals and alerts often poses a significant challenge: input complexity . Conventionally, such flexibility comes at the cost of an extensive list of separate inputs for toggling individual conditions and customizing their properties, often resulting in complicated input menus that are difficult for users to navigate effectively. Furthermore, managing all those inputs usually entails tediously handling many extra variables and logical expressions, making such projects more complex for programmers.
Condensing complexity
This library introduces a technique using parsed strings to reference groups of elements from "bool" arrays , helping to simplify and streamline the construction of compound conditions and alert messages. With this approach, programmers can provide one or more "string" inputs in their scripts where users can list numbers corresponding to the conditions they want to combine.
For example, suppose you have a script that creates alert triggers based on a combination of up to 20 individual conditions, and you want to make inputs for users to choose which conditions to combine. Instead of creating 20 separate checkboxes in the "Settings/Inputs" tab and manually adding associated logic for each one, you can store the conditional values in arrays, make one or more "string" inputs that accept values listing the array item locations (e.g., "1,4,8,11"), and then pass the inputs to these functions to determine the compound conditions formed by the specified groups.
This approach condenses the input space, improving navigability and utility. Additionally, it helps provide high-level simplicity to complex conditional code, making it easier to maintain and expand over time.
█ CALCULATIONS AND USE
This library contains three functions for evaluating compound conditions: `getCompoundConditon()`, `getCompoundConditionsArray()`, and `compoundAlertMessage()`. Each function has two overloads that evaluate compound conditions based on groups of items from one or two "bool" arrays . The sections below explain the functions' calculations and how to use them.
Referencing conditions using "string" index lists
Each function processes "string" values containing comma-separated lists of numerals representing the indices of the "bool" array items to use in its calculations (e.g., "4, 8, 12"). The functions split each supplied "string" list by its commas, then iterate over those specified indices in the "bool" arrays to determine each group's combined `true` or `false` state.
For convenience, the numbers in the "string" lists can represent zero-based indices (where the first item is at index 0) or one-based indices (where the first item is at index 1), depending on the function's `zeroIndex` parameter. For example, an index list of "0, 2, 4" with a `zeroIndex` value of `true` specifies that the condition group uses the first , third , and fifth "bool" values in the array, ignoring all others. If the `zeroIndex` value is `false`, the list "1, 3, 5" also refers to those same elements.
Zero-based indexing is convenient for programmers because Pine arrays always use this index format. However, one-based indexing is often more convenient and familiar for script users, especially non-programmers.
Evaluating one or many condition groups
The `getCompoundCondition()` function evaluates singular condition groups determined by its `indexList` parameter, returning `true` values whenever the specified array elements are `true`. This function is helpful when a script has to evaluate specific groups of conditions and does not require many combinations.
In contrast, the `getCompoundConditionsArray()` function can evaluate numerous condition groups, one for each "string" included in its `indexLists` argument. It returns arrays containing `true` or `false` states for each listed group. This function is helpful when a script requires multiple condition combinations in additional calculations or logic.
The `compoundAlertMessage()` function is similar to the `getCompoundConditionsArray()` function. It also evaluates a separate compound condition group for each "string" in its `indexLists` array, but it returns "string" values containing the marker (name) of each group with a `true` result. You can use these returned values as the `message` argument in alert() calls, display them in labels and other drawing objects, or even use them in additional calculations and logic.
Directional condition pairs
The first overload of each function operates on a single `conditions` array, returning values representing one or more compound conditions from groups in that array. These functions are ideal for general-purpose condition groups that may or may not represent direction information.
The second overloads accept two arrays representing upward and downward conditions separately: `upConditions` and `downConditions`. These overloads evaluate opposing directional conditions in pairs (e.g., RSI is above/below a level) and return upward and downward condition information separately in a tuple .
When using the directional overloads, ensure the `upConditions` and `downConditions` arrays are the same size, with the intended condition pairs at the same indices . For instance, if you have a specific upward RSI condition's value at the first index in the `upConditions` array, include the opposing downward RSI condition's value at that same index in the `downConditions` array. If a condition can apply to both directions (e.g., rising volume), include its value at the same index in both arrays.
Group markers
To simplify the generation of informative alert messages, the `compoundAlertMessage()` function assigns "string" markers to each condition group, where "marker" refers to the group's name. The `groupMarkers` parameter allows you to assign custom markers to each listed group. If not specified, the function generates default group markers in the format "M", where "M" is short for "Marker" and "" represents the group number starting from 1. For example, the default marker for the first group specified in the `indexLists` array is "M1".
The function's returned "string" values contain a comma-separated list with markers for each activated condition group (e.g., "M1, M4"). The function's second overload, which processes directional pairs of conditions, also appends extra characters to the markers to signify the direction. The default for upward groups is "▲" (e.g., "M1▲") and the default for downward ones is "▼" (e.g., "M1▼"). You can customize these appended characters with the `upChar` and `downChar` parameters.
Designing customizable alerts
We recommend following these primary steps when using this library to design flexible alerts for script users:
1. Create text inputs for users to specify comma-separated lists of conditions with the input.string() or input.text_area() functions, and then collect all the input values in a "string" array . Note that each separate "string" in the array will represent a distinct condition group.
2. Create arrays of "bool" values representing the possible conditions to choose from. If your script will process pairs of upward and downward conditions, ensure the related elements in the arrays align at the same indices.
3. Call `compoundAlertMessage()` using the arrays from steps 1 and 2 as arguments to get the alert message text. If your script will use the text for alerts only, not historical display or calculation purposes, the call is necessary only on realtime bars .
4. Pass the calculated "string" values as the `message` argument in alert() calls. We recommend calling the function only when the "string" is not empty (i.e., `messageText != ""`). To avoid repainting alerts on open bars, use barstate.isconfirmed in the condition to allow alert triggers only on each bar's close .
5. Test the alerts. Open the "Create Alert" dialog box and select "Any alert() function call" in the "Condition" field. It is also helpful to inspect the strings with Pine Logs .
NOTE: Because the techniques in this library use lists of numbers to specify conditions, we recommend including a tooltip for the "string" inputs that lists the available numbers and the conditions they represent. This tooltip provides a legend for script users, making it simple to understand and utilize. To create the tooltip, declare a "const string" listing the options and pass it to the `input.*()` call's `tooltip` parameter. See the library's example code for a simple demonstration.
█ EXAMPLE CODE
This library's example code demonstrates one possible way to offer a selection of compound conditions with "string" inputs and these functions. It uses three input.string() calls, each accepting a comma-separated list representing a distinct condition group. The title of each input represents the default group marker that appears in the label and alert text. The code collects these three input values in a `conditionGroups` array for use with the `compoundAlertMessage()` function.
In this code, we created two "bool" arrays to store six arbitrary condition pairs for demonstration:
1. Bar up/down: The bar's close price must be above the open price for upward conditions, and vice versa for downward conditions.
2. Fast EMA above/below slow EMA : The 9-period Exponential Moving Average of close prices must be above the 21-period EMA for upward conditions, and vice versa for downward conditions.
3. Volume above average : The bar's volume must exceed its 20-bar average to activate an upward or downward condition.
4. Volume rising : The volume must exceed that of the previous bar to activate an upward or downward condition.
5. RSI trending up/down : The 14-period Relative Strength Index of close prices must be between 50 and 70 for upward conditions, and between 30 and 50 for downward conditions.
6. High volatility : The 7-period Average True Range (ATR) must be above the 40-period ATR to activate an upward or downward condition.
We included a `tooltip` argument for the third input.string() call that displays the condition numbers and titles, where 1 is the first condition number.
The `bullConditions` array contains the `true` or `false` states of all individual upward conditions, and the `bearConditions` array contains all downward condition states. For the conditions that filter either direction because they are non-directional, such as "High volatility", both arrays contain the condition's `true` or `false` value at the same index. If you use these conditions alone, they activate upward and downward alert conditions simultaneously.
The example code calls `compoundAlertMessage()` using the `bullConditions`, `bearConditions`, and `conditionGroups` arrays to create a tuple of strings containing the directional markers for each activated group. On confirmed bars, it displays non-empty strings in labels and uses them in alert() calls. For the text shown in the labels, we used str.replace_all() to replace commas with newline characters, aligning the markers vertically in the display.
Look first. Then leap.
█ FUNCTIONS
This library exports the following functions:
getCompoundCondition(conditions, indexList, minRequired, zeroIndex)
(Overload 1 of 2) Determines a compound condition based on selected elements from a `conditions` array.
Parameters:
conditions (array) : (array) An array containing the possible "bool" values to use in the compound condition.
indexList (string) : (series string) A "string" containing a comma-separated list of whole numbers representing the group of `conditions` elements to use in the compound condition. For example, if the value is `"0, 2, 4"`, and `minRequired` is `na`, the function returns `true` only if the `conditions` elements at index 0, 2, and 4 are all `true`. If the value is an empty "string", the function returns `false`.
minRequired (int) : (series int) Optional. Determines the minimum number of selected conditions required to activate the compound condition. For example, if the value is 2, the function returns `true` if at least two of the specified `conditions` elements are `true`. If the value is `na`, the function returns `true` only if all specified elements are `true`. The default is `na`.
zeroIndex (bool) : (series bool) Optional. Specifies whether the `indexList` represents zero-based array indices. If `true`, a value of "0" in the list represents the first array index. If `false`, a `value` of "1" represents the first index. The default is `true`.
Returns: (bool) `true` if `conditions` elements in the group specified by the `indexList` are `true`, `false` otherwise.
getCompoundCondition(upConditions, downConditions, indexList, minRequired, allowUp, allowDown, zeroIndex)
(Overload 2 of 2) Determines upward and downward compound conditions based on selected elements from `upConditions` and `downConditions` arrays.
Parameters:
upConditions (array) : (array) An array containing the possible "bool" values to use in the upward compound condition.
downConditions (array) : (array) An array containing the possible "bool" values to use in the downward compound condition.
indexList (string) : (series string) A "string" containing a comma-separated list of whole numbers representing the `upConditions` and `downConditions` elements to use in the compound conditions. For example, if the value is `"0, 2, 4"` and `minRequired` is `na`, the function returns `true` for the first value only if the `upConditions` elements at index 0, 2, and 4 are all `true`. If the value is an empty "string", the function returns ` `.
minRequired (int) : (series int) Optional. Determines the minimum number of selected conditions required to activate either compound condition. For example, if the value is 2, the function returns `true` for its first value if at least two of the specified `upConditions` elements are `true`. If the value is `na`, the function returns `true` only if all specified elements are `true`. The default is `na`.
allowUp (bool) : (series bool) Optional. Controls whether the function considers upward compound conditions. If `false`, the function ignores the `upConditions` array, and the first item in the returned tuple is `false`. The default is `true`.
allowDown (bool) : (series bool) Optional. Controls whether the function considers downward compound conditions. If `false`, the function ignores the `downConditions` array, and the second item in the returned tuple is `false`. The default is `true`.
zeroIndex (bool) : (series bool) Optional. Specifies whether the `indexList` represents zero-based array indices. If `true`, a value of "0" in the list represents the first array index. If `false`, a value of "1" represents the first index. The default is `true`.
Returns: ( ) A tuple containing two "bool" values representing the upward and downward compound condition states, respectively.
getCompoundConditionsArray(conditions, indexLists, zeroIndex)
(Overload 1 of 2) Creates an array of "bool" values representing compound conditions formed by selected elements from a `conditions` array.
Parameters:
conditions (array) : (array) An array containing the possible "bool" values to use in each compound condition.
indexLists (array) : (array) An array of strings containing comma-separated lists of whole numbers representing the `conditions` elements to use in each compound condition. For example, if an item is `"0, 2, 4"`, the corresponding item in the returned array is `true` only if the `conditions` elements at index 0, 2, and 4 are all `true`. If an item is an empty "string", the item in the returned array is `false`.
zeroIndex (bool) : (series bool) Optional. Specifies whether the "string" lists in the `indexLists` represent zero-based array indices. If `true`, a value of "0" in a list represents the first array index. If `false`, a value of "1" represents the first index. The default is `true`.
Returns: (array) An array of "bool" values representing compound condition states for each condition group. An item in the array is `true` only if all the `conditions` elements specified by the corresponding `indexLists` item are `true`. Otherwise, the item is `false`.
getCompoundConditionsArray(upConditions, downConditions, indexLists, allowUp, allowDown, zeroIndex)
(Overload 2 of 2) Creates two arrays of "bool" values representing compound upward and
downward conditions formed by selected elements from `upConditions` and `downConditions` arrays.
Parameters:
upConditions (array) : (array) An array containing the possible "bool" values to use in each upward compound condition.
downConditions (array) : (array) An array containing the possible "bool" values to use in each downward compound condition.
indexLists (array) : (array) An array of strings containing comma-separated lists of whole numbers representing the `upConditions` and `downConditions` elements to use in each compound condition. For example, if an item is `"0, 2, 4"`, the corresponding item in the first returned array is `true` only if the `upConditions` elements at index 0, 2, and 4 are all `true`. If an item is an empty "string", the items in both returned arrays are `false`.
allowUp (bool) : (series bool) Optional. Controls whether the function considers upward compound conditions. If `false`, the function ignores the `upConditions` array, and all elements in the first returned array are `false`. The default is `true`.
allowDown (bool) : (series bool) Optional. Controls whether the function considers downward compound conditions. If `false`, the function ignores the `downConditions` array, and all elements in the second returned array are `false`. The default is `true`.
zeroIndex (bool) : (series bool) Optional. Specifies whether the "string" lists in the `indexLists` represent zero-based array indices. If `true`, a value of "0" in a list represents the first array index. If `false`, a value of "1" represents the first index. The default is `true`.
Returns: ( ) A tuple containing two "bool" arrays:
- The first array contains values representing upward compound condition states determined using the `upConditions`.
- The second array contains values representing downward compound condition states determined using the `downConditions`.
compoundAlertMessage(conditions, indexLists, zeroIndex, groupMarkers)
(Overload 1 of 2) Creates a "string" message containing a comma-separated list of markers representing active compound conditions formed by specified element groups from a `conditions` array.
Parameters:
conditions (array) : (array) An array containing the possible "bool" values to use in each compound condition.
indexLists (array) : (array) An array of strings containing comma-separated lists of whole numbers representing the `conditions` elements to use in each compound condition. For example, if an item is `"0, 2, 4"`, the corresponding marker for that item appears in the returned "string" only if the `conditions` elements at index 0, 2, and 4 are all `true`.
zeroIndex (bool) : (series bool) Optional. Specifies whether the "string" lists in the `indexLists` represent zero-based array indices. If `true`, a value of "0" in a list represents the first array index. If `false`, a value of "1" represents the first index. The default is `true`.
groupMarkers (array) : (array) Optional. If specified, sets the marker (name) for each condition group specified in the `indexLists` array. If `na`, the function uses the format `"M"` for each group, where "M" is short for "Marker" and `` represents the one-based index for the group (e.g., the marker for the first listed group is "M1"). The default is `na`.
Returns: (string) A "string" containing a list of markers corresponding to each active compound condition.
compoundAlertMessage(upConditions, downConditions, indexLists, allowUp, allowDown, zeroIndex, groupMarkers, upChar, downChar)
(Overload 2 of 2) Creates two "string" messages containing comma-separated lists of markers representing active upward and downward compound conditions formed by specified element groups from `upConditions` and `downConditions` arrays.
Parameters:
upConditions (array) An array containing the possible "bool" values to use in each upward compound condition.
downConditions (array) An array containing the possible "bool" values to use in each downward compound condition.
indexLists (array) An array of strings containing comma-separated lists of whole numbers representing the `upConditions` and `downConditions` element groups to use in each compound condition. For example, if an item is `"0, 2, 4"`, the corresponding group marker for that item appears in the first returned "string" only if the `upConditions` elements at index 0, 2, and 4 are all `true`.
allowUp (bool) Optional. Controls whether the function considers upward compound conditions. If `false`, the function ignores the `upConditions` array and returns an empty "string" for the first tuple element. The default is `true`.
allowDown (bool) Optional. Controls whether the function considers downward compound conditions. If `false`, the function ignores the `downConditions` array and returns an empty "string" for the second tuple element. The default is `true`.
zeroIndex (bool) Optional. Specifies whether the "string" lists in the `indexLists` represent zero-based array indices. If `true`, a value of "0" in a list represents the first array index. If `false`, a value of "1" represents the first index. The default is `true`.
groupMarkers (array) Optional. If specified, sets the name (marker) of each condition group specified in the `indexLists` array. If `na`, the function uses the format `"M"` for each group, where "M" is short for "Marker" and `` represents the one-based index for the group (e.g., the marker for the first listed group is "M1"). The default is `na`.
upChar (string) Optional. A "string" appended to all group markers for upward conditions to signify direction. The default is "▲".
downChar (string) Optional. A "string" appended to all group markers for downward conditions to signify direction. The default is "▼".
Returns: ( ): A tuple of "string" values containing lists of markers corresponding to active upward and downward compound conditions, respectively.
supertrendLibrary "supertrend"
supertrend : Library dedicated to different variations of supertrend
supertrend_atr(length, multiplier, atrMaType, source, highSource, lowSource, waitForClose, delayed)
supertrend_atr: Simple supertrend based on atr but also takes into consideration of custom MA Type, sources
Parameters:
length (simple int) : : ATR Length
multiplier (simple float) : : ATR Multiplier
atrMaType (simple string) : : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma
source (float) : : Default is close. Can Chose custom source
highSource (float) : : Default is high. Can also use close price for both high and low source
lowSource (float) : : Default is low. Can also use close price for both high and low source
waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
delayed (simple bool) : : if set to true lags supertrend atr stop based on target levels.
Returns: dir : Supertrend direction
supertrend : BuyStop if direction is 1 else SellStop
supertrend_bands(bandType, maType, length, multiplier, source, highSource, lowSource, waitForClose, useTrueRange, useAlternateSource, alternateSource, sticky)
supertrend_bands: Simple supertrend based on atr but also takes into consideration of custom MA Type, sources
Parameters:
bandType (simple string) : : Type of band used - can be bb, kc or dc
maType (simple string) : : Moving Average type for Bands. This can be sma, ema, hma, rma, wma, vwma, swma
length (simple int) : : Band Length
multiplier (float) : : Std deviation or ATR multiplier for Bollinger Bands and Keltner Channel
source (float) : : Default is close. Can Chose custom source
highSource (float) : : Default is high. Can also use close price for both high and low source
lowSource (float) : : Default is low. Can also use close price for both high and low source
waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
useTrueRange (simple bool) : : Used for Keltner channel. If set to false, then high-low is used as range instead of true range
useAlternateSource (simple bool) : - Custom source is used for Donchian Chanbel only if useAlternateSource is set to true
alternateSource (float) : - Custom source for Donchian channel
sticky (simple bool) : : if set to true borders change only when price is beyond borders.
Returns: dir : Supertrend direction
supertrend : BuyStop if direction is 1 else SellStop
supertrend_zigzag(length, history, useAlternativeSource, alternativeSource, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType)
supertrend_zigzag: Zigzag pivot based supertrend
Parameters:
length (simple int) : : Zigzag Length
history (simple int) : : number of historical pivots to consider
useAlternativeSource (simple bool)
alternativeSource (float)
source (float) : : Default is close. Can Chose custom source
highSource (float) : : Default is high. Can also use close price for both high and low source
lowSource (float) : : Default is low. Can also use close price for both high and low source
waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
atrlength (simple int) : : ATR Length
multiplier (simple float) : : ATR Multiplier
atrMaType (simple string) : : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma
Returns: dir : Supertrend direction
supertrend : BuyStop if direction is 1 else SellStop
zupertrend(length, history, useAlternativeSource, alternativeSource, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType)
zupertrend: Zigzag pivot based supertrend
Parameters:
length (simple int) : : Zigzag Length
history (simple int) : : number of historical pivots to consider
useAlternativeSource (simple bool)
alternativeSource (float)
source (float) : : Default is close. Can Chose custom source
highSource (float) : : Default is high. Can also use close price for both high and low source
lowSource (float) : : Default is low. Can also use close price for both high and low source
waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
atrlength (simple int) : : ATR Length
multiplier (simple float) : : ATR Multiplier
atrMaType (simple string) : : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma
Returns: dir : Supertrend direction
supertrend : BuyStop if direction is 1 else SellStop
zsupertrend(zigzagpivots, history, source, highSource, lowSource, waitForClose, atrMaType, atrlength, multiplier)
zsupertrend: Same as zigzag supertrend. But, works on already calculated array rather than Calculating fresh zigzag
Parameters:
zigzagpivots (array) : : Precalculated zigzag pivots
history (simple int) : : number of historical pivots to consider
source (float) : : Default is close. Can Chose custom source
highSource (float) : : Default is high. Can also use close price for both high and low source
lowSource (float) : : Default is low. Can also use close price for both high and low source
waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
atrMaType (simple string) : : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma
atrlength (simple int) : : ATR Length
multiplier (simple float) : : ATR Multiplier
Returns: dir : Supertrend direction
supertrend : BuyStop if direction is 1 else SellStop
taLibrary "ta"
Collection of all custom and enhanced TA indicators
ma(source, maType, length)
returns custom moving averages
Parameters:
source (float) : Moving Average Source
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
Returns: moving average for the given type and length
atr(maType, length)
returns ATR with custom moving average
Parameters:
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
Returns: ATR for the given moving average type and length
atrpercent(maType, length)
returns ATR as percentage of close price
Parameters:
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
Returns: ATR as percentage of close price for the given moving average type and length
bb(source, maType, length, multiplier, sticky)
returns Bollinger band for custom moving average
Parameters:
source (float) : Moving Average Source
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
multiplier (float) : Standard Deviation multiplier
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Bollinger band with custom moving average for given source, length and multiplier
bbw(source, maType, length, multiplier, sticky)
returns Bollinger bandwidth for custom moving average
Parameters:
source (float) : Moving Average Source
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
multiplier (float) : Standard Deviation multiplier
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Bollinger Bandwidth for custom moving average for given source, length and multiplier
bpercentb(source, maType, length, multiplier, sticky)
returns Bollinger Percent B for custom moving average
Parameters:
source (float) : Moving Average Source
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
multiplier (float) : Standard Deviation multiplier
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Bollinger Percent B for custom moving average for given source, length and multiplier
kc(source, maType, length, multiplier, useTrueRange, sticky)
returns Keltner Channel for custom moving average
Parameters:
source (float) : Moving Average Source
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
multiplier (float) : Standard Deviation multiplier
useTrueRange (simple bool) : - if set to false, uses high-low.
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Keltner Channel for custom moving average for given souce, length and multiplier
kcw(source, maType, length, multiplier, useTrueRange, sticky)
returns Keltner Channel Width with custom moving average
Parameters:
source (float) : Moving Average Source
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
multiplier (float) : Standard Deviation multiplier
useTrueRange (simple bool) : - if set to false, uses high-low.
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Keltner Channel Width for custom moving average
kpercentk(source, maType, length, multiplier, useTrueRange, sticky)
returns Keltner Channel Percent K Width with custom moving average
Parameters:
source (float) : Moving Average Source
maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
length (simple int) : Moving Average Length
multiplier (float) : Standard Deviation multiplier
useTrueRange (simple bool) : - if set to false, uses high-low.
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Keltner Percent K for given moving average, source, length and multiplier
dc(length, useAlternateSource, alternateSource, sticky)
returns Custom Donchian Channel
Parameters:
length (simple int) : - donchian channel length
useAlternateSource (simple bool) : - Custom source is used only if useAlternateSource is set to true
alternateSource (float) : - Custom source
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Donchian channel
dcw(length, useAlternateSource, alternateSource, sticky)
returns Donchian Channel Width
Parameters:
length (simple int) : - donchian channel length
useAlternateSource (simple bool) : - Custom source is used only if useAlternateSource is set to true
alternateSource (float) : - Custom source
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Donchian channel width
dpercentd(length, useAlternateSource, alternateSource, sticky)
returns Donchian Channel Percent of price
Parameters:
length (simple int) : - donchian channel length
useAlternateSource (simple bool) : - Custom source is used only if useAlternateSource is set to true
alternateSource (float) : - Custom source
sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.
Returns: Donchian channel Percent D
oscillatorRange(source, method, highlowLength, rangeLength, sticky)
oscillatorRange - returns Custom overbought/oversold areas for an oscillator input
Parameters:
source (float) : - Osillator source such as RSI, COG etc.
method (simple string) : - Valid values for method are : sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
highlowLength (simple int) : - length on which highlow of the oscillator is calculated
rangeLength (simple int) : - length used for calculating oversold/overbought range - usually same as oscillator length
sticky (simple bool) : - overbought, oversold levels won't change unless crossed
Returns: Dynamic overbought and oversold range for oscillator input
oscillator(type, length, shortLength, longLength, source, highSource, lowSource, method, highlowLength, sticky)
oscillator - returns Choice of oscillator with custom overbought/oversold range
Parameters:
type (simple string) : - oscillator type. Valid values : cci, cmo, cog, mfi, roc, rsi, stoch, tsi, wpr
length (simple int) : - Oscillator length - not used for TSI
shortLength (simple int) : - shortLength only used for TSI
longLength (simple int) : - longLength only used for TSI
source (float) : - custom source if required
highSource (float) : - custom high source for stochastic oscillator
lowSource (float) : - custom low source for stochastic oscillator
method (simple string) : - Valid values for method are : sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
highlowLength (simple int) : - length on which highlow of the oscillator is calculated
sticky (simple bool) : - overbought, oversold levels won't change unless crossed
Returns: Oscillator value along with dynamic overbought and oversold range for oscillator input
lib_kernelLibrary "lib_kernel"
Library "lib_kernel"
This is a tool / library for developers, that contains several common and adapted kernel functions as well as a kernel regression function and enum to easily select and embed a list into the settings dialog.
How to Choose and Modify Kernels in Practice
Compact Support Kernels (e.g., Epanechnikov, Triangular): Use for localized smoothing and emphasizing nearby data.
Oscillatory Kernels (e.g., Wave, Cosine): Ideal for detecting periodic patterns or mean-reverting behavior.
Smooth Tapering Kernels (e.g., Gaussian, Logistic): Use for smoothing long-term trends or identifying global price behavior.
kernel_Epanechnikov(u)
Parameters:
u (float)
kernel_Epanechnikov_alt(u, sensitivity)
Parameters:
u (float)
sensitivity (float)
kernel_Triangular(u)
Parameters:
u (float)
kernel_Triangular_alt(u, sensitivity)
Parameters:
u (float)
sensitivity (float)
kernel_Rectangular(u)
Parameters:
u (float)
kernel_Uniform(u)
Parameters:
u (float)
kernel_Uniform_alt(u, sensitivity)
Parameters:
u (float)
sensitivity (float)
kernel_Logistic(u)
Parameters:
u (float)
kernel_Logistic_alt(u)
Parameters:
u (float)
kernel_Logistic_alt2(u, sigmoid_steepness)
Parameters:
u (float)
sigmoid_steepness (float)
kernel_Gaussian(u)
Parameters:
u (float)
kernel_Gaussian_alt(u, sensitivity)
Parameters:
u (float)
sensitivity (float)
kernel_Silverman(u)
Parameters:
u (float)
kernel_Quartic(u)
Parameters:
u (float)
kernel_Quartic_alt(u, sensitivity)
Parameters:
u (float)
sensitivity (float)
kernel_Biweight(u)
Parameters:
u (float)
kernel_Triweight(u)
Parameters:
u (float)
kernel_Sinc(u)
Parameters:
u (float)
kernel_Wave(u)
Parameters:
u (float)
kernel_Wave_alt(u)
Parameters:
u (float)
kernel_Cosine(u)
Parameters:
u (float)
kernel_Cosine_alt(u, sensitivity)
Parameters:
u (float)
sensitivity (float)
kernel(u, select, alt_modificator)
wrapper for all standard kernel functions, see enum Kernel comments and function descriptions for usage szenarios and parameters
Parameters:
u (float)
select (series Kernel)
alt_modificator (float)
kernel_regression(src, bandwidth, kernel, exponential_distance, alt_modificator)
wrapper for kernel regression with all standard kernel functions, see enum Kernel comments for usage szenarios. performance optimized version using fixed bandwidth and target
Parameters:
src (float) : input data series
bandwidth (simple int) : sample window of nearest neighbours for the kernel to process
kernel (simple Kernel) : type of Kernel to use for processing, see Kernel enum or respective functions for more details
exponential_distance (simple bool) : if true this puts more emphasis on local / more recent values
alt_modificator (float) : see kernel functions for parameter descriptions. Mostly used to pronounce emphasis on local values or introduce a decay/dampening to the kernel output
ManipulationLegHelperLibraryLibrary "ManipulationLegHelperLibrary"
TODO: add library description here
devToArray(dev)
Parameters:
dev (string)
getDev(d, bull, h, l)
Parameters:
d (float)
bull (bool)
h (float)
l (float)
getBearLeg(sweeps, minLegSize, drawLegBox, boxColor)
Parameters:
sweeps (int)
minLegSize (float)
drawLegBox (bool)
boxColor (color)
getBullLeg(sweeps, minSize, drawBox, boxColor)
Parameters:
sweeps (int)
minSize (float)
drawBox (bool)
boxColor (color)
leg
Fields:
time (series int)
low (series float)
high (series float)
edge (series bool)
edge_price (series float)
validated (series int)
sweeps (series int)
barC (series int)
bx (series box)
GapDetectGap Severity Analysis Library
This library, GapDetect , simplifies the identification and evaluation of overnight gaps by leveraging statistical metrics such as standard deviation and percentage moves. It is ideal for detecting large abnormal gaps which may be used to modify how strategies may decide to enter or exit.
Key Features:
Overnight Gap Detection
Provides two core functions:
today : Computes the value of today's overnight gap.
todayPercent : Computes the percentage change for today's overnight gap.
Volatility Analysis
Includes functions for statistical gap analysis:
normal : Calculates the normal daily standard deviation of the overnight gap, filtering outliers using customizable thresholds.
normalPercent : Similar to normal , but for percentage-based gap moves.
Gap Severity Metric
severity : a positive or negative value that represents the ratio of the current overnight move compared to the standard deviation of previous ones.
Customizable Parameters
Supports custom session specifications, resolutions, and outlier thresholds.
PitchforkLibrary "Pitchfork"
Pitchfork class
method tostring(this)
Converts PitchforkTypes/Fork object to string representation
Namespace types: Fork
Parameters:
this (Fork) : PitchforkTypes/Fork object
Returns: string representation of PitchforkTypes/Fork
method tostring(this)
Converts Array of PitchforkTypes/Fork object to string representation
Namespace types: array
Parameters:
this (array) : Array of PitchforkTypes/Fork object
Returns: string representation of PitchforkTypes/Fork array
method tostring(this, sortKeys, sortOrder)
Converts PitchforkTypes/PitchforkProperties object to string representation
Namespace types: PitchforkProperties
Parameters:
this (PitchforkProperties) : PitchforkTypes/PitchforkProperties object
sortKeys (bool) : If set to true, string output is sorted by keys.
sortOrder (int) : Applicable only if sortKeys is set to true. Positive number will sort them in ascending order whreas negative numer will sort them in descending order. Passing 0 will not sort the keys
Returns: string representation of PitchforkTypes/PitchforkProperties
method tostring(this, sortKeys, sortOrder)
Converts PitchforkTypes/PitchforkDrawingProperties object to string representation
Namespace types: PitchforkDrawingProperties
Parameters:
this (PitchforkDrawingProperties) : PitchforkTypes/PitchforkDrawingProperties object
sortKeys (bool) : If set to true, string output is sorted by keys.
sortOrder (int) : Applicable only if sortKeys is set to true. Positive number will sort them in ascending order whreas negative numer will sort them in descending order. Passing 0 will not sort the keys
Returns: string representation of PitchforkTypes/PitchforkDrawingProperties
method tostring(this, sortKeys, sortOrder)
Converts PitchforkTypes/Pitchfork object to string representation
Namespace types: Pitchfork
Parameters:
this (Pitchfork) : PitchforkTypes/Pitchfork object
sortKeys (bool) : If set to true, string output is sorted by keys.
sortOrder (int) : Applicable only if sortKeys is set to true. Positive number will sort them in ascending order whreas negative numer will sort them in descending order. Passing 0 will not sort the keys
Returns: string representation of PitchforkTypes/Pitchfork
method createDrawing(this)
Creates PitchforkTypes/PitchforkDrawing from PitchforkTypes/Pitchfork object
Namespace types: Pitchfork
Parameters:
this (Pitchfork) : PitchforkTypes/Pitchfork object
Returns: PitchforkTypes/PitchforkDrawing object created
method createDrawing(this)
Creates PitchforkTypes/PitchforkDrawing array from PitchforkTypes/Pitchfork array of objects
Namespace types: array
Parameters:
this (array) : array of PitchforkTypes/Pitchfork object
Returns: array of PitchforkTypes/PitchforkDrawing object created
method draw(this)
draws from PitchforkTypes/PitchforkDrawing object
Namespace types: PitchforkDrawing
Parameters:
this (PitchforkDrawing) : PitchforkTypes/PitchforkDrawing object
Returns: PitchforkTypes/PitchforkDrawing object drawn
method delete(this)
deletes PitchforkTypes/PitchforkDrawing object
Namespace types: PitchforkDrawing
Parameters:
this (PitchforkDrawing) : PitchforkTypes/PitchforkDrawing object
Returns: PitchforkTypes/PitchforkDrawing object deleted
method delete(this)
deletes underlying drawing of PitchforkTypes/Pitchfork object
Namespace types: Pitchfork
Parameters:
this (Pitchfork) : PitchforkTypes/Pitchfork object
Returns: PitchforkTypes/Pitchfork object deleted
method delete(this)
deletes array of PitchforkTypes/PitchforkDrawing objects
Namespace types: array
Parameters:
this (array) : Array of PitchforkTypes/PitchforkDrawing object
Returns: Array of PitchforkTypes/PitchforkDrawing object deleted
method delete(this)
deletes underlying drawing in array of PitchforkTypes/Pitchfork objects
Namespace types: array
Parameters:
this (array) : Array of PitchforkTypes/Pitchfork object
Returns: Array of PitchforkTypes/Pitchfork object deleted
method clear(this)
deletes array of PitchforkTypes/PitchforkDrawing objects and clears the array
Namespace types: array
Parameters:
this (array) : Array of PitchforkTypes/PitchforkDrawing object
Returns: void
method clear(this)
deletes array of PitchforkTypes/Pitchfork objects and clears the array
Namespace types: array
Parameters:
this (array) : Array of Pitchfork/Pitchfork object
Returns: void
PitchforkDrawingProperties
Pitchfork Drawing Properties object
Fields:
extend (series bool) : If set to true, forks are extended towards right. Default is true
fill (series bool) : Fill forklines with transparent color. Default is true
fillTransparency (series int) : Transparency at which fills are made. Only considered when fill is set. Default is 80
forceCommonColor (series bool) : Force use of common color for forks and fills. Default is false
commonColor (series color) : common fill color. Used only if ratio specific fill colors are not available or if forceCommonColor is set to true.
PitchforkDrawing
Pitchfork drawing components
Fields:
medianLine (Line type from Trendoscope/Drawing/2) : Median line of the pitchfork
baseLine (Line type from Trendoscope/Drawing/2) : Base line of the pitchfork
forkLines (array type from Trendoscope/Drawing/2) : fork lines of the pitchfork
linefills (array type from Trendoscope/Drawing/2) : Linefills between forks
Fork
Fork object property
Fields:
ratio (series float) : Fork ratio
forkColor (series color) : color of fork. Default is blue
include (series bool) : flag to include the fork in drawing. Default is true
PitchforkProperties
Pitchfork Properties
Fields:
forks (array) : Array of Fork objects
type (series string) : Pitchfork type. Supported values are "regular", "schiff", "mschiff", Default is regular
inside (series bool) : Flag to identify if to draw inside fork. If set to true, inside fork will be drawn
Pitchfork
Pitchfork object
Fields:
a (chart.point) : Pivot Point A of pitchfork
b (chart.point) : Pivot Point B of pitchfork
c (chart.point) : Pivot Point C of pitchfork
properties (PitchforkProperties) : PitchforkProperties object which determines type and composition of pitchfork
dProperties (PitchforkDrawingProperties) : Drawing properties for pitchfork
lProperties (LineProperties type from Trendoscope/Drawing/2) : Common line properties for Pitchfork lines
drawing (PitchforkDrawing) : PitchforkDrawing object
lib_smcLibrary "lib_smc"
This is an adaptation of LuxAlgo's Smart Money Concepts indicator with numerous changes. Main changes include integration of object based plotting, plenty of performance improvements, live tracking of Order Blocks, integration of volume profiles to refine Order Blocks, and many more.
This is a library for developers, if you want this converted into a working strategy, let me know.
buffer(item, len, force_rotate)
Parameters:
item (float)
len (int)
force_rotate (bool)
buffer(item, len, force_rotate)
Parameters:
item (int)
len (int)
force_rotate (bool)
buffer(item, len, force_rotate)
Parameters:
item (Profile type from robbatt/lib_profile/32)
len (int)
force_rotate (bool)
swings(len)
INTERNAL: detect swing points (HH and LL) in given range
Parameters:
len (simple int) : range to check for new swing points
Returns: values are the price level where and if a new HH or LL was detected, else na
method init(this)
Namespace types: OrderBlockConfig
Parameters:
this (OrderBlockConfig)
method delete(this)
Namespace types: OrderBlock
Parameters:
this (OrderBlock)
method clear_broken(this, broken_buffer)
INTERNAL: delete internal order blocks box coordinates if top/bottom is broken
Namespace types: map
Parameters:
this (map)
broken_buffer (map)
Returns: any_bull_ob_broken, any_bear_ob_broken, broken signals are true if an according order block was broken/mitigated, broken contains the broken block(s)
create_ob(id, mode, start_t, start_i, top, end_t, end_i, bottom, break_price, early_confirmation_price, config, init_plot, force_overlay)
INTERNAL: set internal order block coordinates
Parameters:
id (int)
mode (int) : 1: bullish, -1 bearish block
start_t (int)
start_i (int)
top (float)
end_t (int)
end_i (int)
bottom (float)
break_price (float)
early_confirmation_price (float)
config (OrderBlockConfig)
init_plot (bool)
force_overlay (bool)
Returns: signals are true if an according order block was broken/mitigated
method align_to_profile(block, align_edge, align_break_price)
Namespace types: OrderBlock
Parameters:
block (OrderBlock)
align_edge (bool)
align_break_price (bool)
method create_profile(block, opens, tops, bottoms, closes, values, resolution, vah_pc, val_pc, args, init_calculated, init_plot, force_overlay)
Namespace types: OrderBlock
Parameters:
block (OrderBlock)
opens (array)
tops (array)
bottoms (array)
closes (array)
values (array)
resolution (int)
vah_pc (float)
val_pc (float)
args (ProfileArgs type from robbatt/lib_profile/32)
init_calculated (bool)
init_plot (bool)
force_overlay (bool)
method create_profile(block, resolution, vah_pc, val_pc, args, init_calculated, init_plot, force_overlay)
Namespace types: OrderBlock
Parameters:
block (OrderBlock)
resolution (int)
vah_pc (float)
val_pc (float)
args (ProfileArgs type from robbatt/lib_profile/32)
init_calculated (bool)
init_plot (bool)
force_overlay (bool)
track_obs(swing_len, hh, ll, top, btm, bull_bos_alert, bull_choch_alert, bear_bos_alert, bear_choch_alert, min_block_size, max_block_size, config_bull, config_bear, init_plot, force_overlay, enabled, extend_blocks, clear_broken_buffer_before, align_edge_to_value_area, align_break_price_to_poc, profile_args_bull, profile_args_bear, use_soft_confirm, soft_confirm_offset, use_retracements_with_FVG_out)
Parameters:
swing_len (int)
hh (float)
ll (float)
top (float)
btm (float)
bull_bos_alert (bool)
bull_choch_alert (bool)
bear_bos_alert (bool)
bear_choch_alert (bool)
min_block_size (float)
max_block_size (float)
config_bull (OrderBlockConfig)
config_bear (OrderBlockConfig)
init_plot (bool)
force_overlay (bool)
enabled (bool)
extend_blocks (simple bool)
clear_broken_buffer_before (simple bool)
align_edge_to_value_area (simple bool)
align_break_price_to_poc (simple bool)
profile_args_bull (ProfileArgs type from robbatt/lib_profile/32)
profile_args_bear (ProfileArgs type from robbatt/lib_profile/32)
use_soft_confirm (simple bool)
soft_confirm_offset (float)
use_retracements_with_FVG_out (simple bool)
method draw(this, config, extend_only)
Namespace types: OrderBlock
Parameters:
this (OrderBlock)
config (OrderBlockConfig)
extend_only (bool)
method draw(blocks, config)
INTERNAL: plot order blocks
Namespace types: array
Parameters:
blocks (array)
config (OrderBlockConfig)
method draw(blocks, config)
INTERNAL: plot order blocks
Namespace types: map
Parameters:
blocks (map)
config (OrderBlockConfig)
method cleanup(this, ob_bull, ob_bear)
removes all Profiles that are older than the latest OrderBlock from this profile buffer
Namespace types: array
Parameters:
this (array type from robbatt/lib_profile/32)
ob_bull (OrderBlock)
ob_bear (OrderBlock)
_plot_swing_points(mode, x, y, show_swing_points, linecolor_swings, keep_history, show_latest_swings_levels, trail_x, trail_y, trend)
INTERNAL: plot swing points
Parameters:
mode (int) : 1: bullish, -1 bearish block
x (int) : x-coordingate of swing point to plot (bar_index)
y (float) : y-coordingate of swing point to plot (price)
show_swing_points (bool) : switch to enable/disable plotting of swing point labels
linecolor_swings (color) : color for swing point labels and lates level lines
keep_history (bool) : weater to remove older swing point labels and only keep the most recent
show_latest_swings_levels (bool)
trail_x (int) : x-coordinate for latest swing point (bar_index)
trail_y (float) : y-coordinate for latest swing point (price)
trend (int) : the current trend 1: bullish, -1: bearish, to determine Strong/Weak Low/Highs
_pivot_lvl(mode, trend, hhll_x, hhll, super_hhll, filter_insignificant_internal_breaks)
INTERNAL: detect whether a structural level has been broken and if it was in trend direction (BoS) or against trend direction (ChoCh), also track the latest high and low swing points
Parameters:
mode (simple int) : detect 1: bullish, -1 bearish pivot points
trend (int) : current trend direction
hhll_x (int) : x-coordinate of newly detected hh/ll (bar_index)
hhll (float) : y-coordinate of newly detected hh/ll (price)
super_hhll (float) : level/y-coordinate of superior hhll (if this is an internal structure pivot level)
filter_insignificant_internal_breaks (bool) : if true pivot points / internal structure will be ignored where the wick in trend direction is longer than the opposite (likely to push further in direction of main trend)
Returns: coordinates of internal structure that has been broken (x,y): start of structure, (trail_x, trail_y): tracking hh/ll after structure break, (bos_alert, choch_alert): signal whether a structural level has been broken
_plot_structure(x, y, is_bos, is_choch, line_color, line_style, label_style, label_size, keep_history)
INTERNAL: plot structural breaks (BoS/ChoCh)
Parameters:
x (int) : x-coordinate of newly broken structure (bar_index)
y (float) : y-coordinate of newly broken structure (price)
is_bos (bool) : whether this structural break was in trend direction
is_choch (bool) : whether this structural break was against trend direction
line_color (color) : color for the line connecting the structural level and the breaking candle
line_style (string) : style (line.style_dashed/solid) for the line connecting the structural level and the breaking candle
label_style (string) : style (label.style_label_down/up) for the label above/below the line connecting the structural level and the breaking candle
label_size (string) : size (size.small/tiny) for the label above/below the line connecting the structural level and the breaking candle
keep_history (bool) : weater to remove older swing point labels and only keep the most recent
structure_values(length, super_hh, super_ll, filter_insignificant_internal_breaks)
detect (and plot) structural breaks and the resulting new trend
Parameters:
length (simple int) : lookback period for swing point detection
super_hh (float) : level/y-coordinate of superior hh (for internal structure detection)
super_ll (float) : level/y-coordinate of superior ll (for internal structure detection)
filter_insignificant_internal_breaks (bool) : if true pivot points / internal structure will be ignored where the wick in trend direction is longer than the opposite (likely to push further in direction of main trend)
Returns: trend: direction 1:bullish -1:bearish, (bull_bos_alert, bull_choch_alert, top_x, top_y, trail_up_x, trail_up): whether and which level broke in a bullish direction, trailing high, (bbear_bos_alert, bear_choch_alert, tm_x, btm_y, trail_dn_x, trail_dn): same in bearish direction
structure_plot(trend, bull_bos_alert, bull_choch_alert, top_x, top_y, trail_up_x, trail_up, hh, bear_bos_alert, bear_choch_alert, btm_x, btm_y, trail_dn_x, trail_dn, ll, color_bull, color_bear, show_swing_points, show_latest_swings_levels, show_bos, show_choch, line_style, label_size, keep_history)
detect (and plot) structural breaks and the resulting new trend
Parameters:
trend (int) : crrent trend 1: bullish, -1: bearish
bull_bos_alert (bool) : if there was a bullish bos alert -> plot it
bull_choch_alert (bool) : if there was a bullish choch alert -> plot it
top_x (int) : latest shwing high x
top_y (float) : latest swing high y
trail_up_x (int) : trailing high x
trail_up (float) : trailing high y
hh (float) : if there was a higher high
bear_bos_alert (bool) : if there was a bearish bos alert -> plot it
bear_choch_alert (bool) : if there was a bearish chock alert -> plot it
btm_x (int) : latest swing low x
btm_y (float) : latest swing low y
trail_dn_x (int) : trailing low x
trail_dn (float) : trailing low y
ll (float) : if there was a lower low
color_bull (color) : color for bullish BoS/ChoCh levels
color_bear (color) : color for bearish BoS/ChoCh levels
show_swing_points (bool) : whether to plot swing point labels
show_latest_swings_levels (bool) : whether to track and plot latest swing point levels with lines
show_bos (bool) : whether to plot BoS levels
show_choch (bool) : whether to plot ChoCh levels
line_style (string) : whether to plot BoS levels
label_size (string) : label size of plotted BoS/ChoCh levels
keep_history (bool) : weater to remove older swing point labels and only keep the most recent
structure(length, color_bull, color_bear, super_hh, super_ll, filter_insignificant_internal_breaks, show_swing_points, show_latest_swings_levels, show_bos, show_choch, line_style, label_size, keep_history, enabled)
detect (and plot) structural breaks and the resulting new trend
Parameters:
length (simple int) : lookback period for swing point detection
color_bull (color) : color for bullish BoS/ChoCh levels
color_bear (color) : color for bearish BoS/ChoCh levels
super_hh (float) : level/y-coordinate of superior hh (for internal structure detection)
super_ll (float) : level/y-coordinate of superior ll (for internal structure detection)
filter_insignificant_internal_breaks (bool) : if true pivot points / internal structure will be ignored where the wick in trend direction is longer than the opposite (likely to push further in direction of main trend)
show_swing_points (bool) : whether to plot swing point labels
show_latest_swings_levels (bool) : whether to track and plot latest swing point levels with lines
show_bos (bool) : whether to plot BoS levels
show_choch (bool) : whether to plot ChoCh levels
line_style (string) : whether to plot BoS levels
label_size (string) : label size of plotted BoS/ChoCh levels
keep_history (bool) : weater to remove older swing point labels and only keep the most recent
enabled (bool)
_check_equal_level(mode, len, eq_threshold, enabled)
INTERNAL: detect equal levels (double top/bottom)
Parameters:
mode (int) : detect 1: bullish/high, -1 bearish/low pivot points
len (int) : lookback period for equal level (swing point) detection
eq_threshold (float) : maximum price offset for a level to be considered equal
enabled (bool)
Returns: eq_alert whether an equal level was detected and coordinates of the first and the second level/swing point
_plot_equal_level(show_eq, x1, y1, x2, y2, label_txt, label_style, label_size, line_color, line_style, keep_history)
INTERNAL: plot equal levels (double top/bottom)
Parameters:
show_eq (bool) : whether to plot the level or not
x1 (int) : x-coordinate of the first level / swing point
y1 (float) : y-coordinate of the first level / swing point
x2 (int) : x-coordinate of the second level / swing point
y2 (float) : y-coordinate of the second level / swing point
label_txt (string) : text for the label above/below the line connecting the equal levels
label_style (string) : style (label.style_label_down/up) for the label above/below the line connecting the equal levels
label_size (string) : size (size.tiny) for the label above/below the line connecting the equal levels
line_color (color) : color for the line connecting the equal levels (and it's label)
line_style (string) : style (line.style_dotted) for the line connecting the equal levels
keep_history (bool) : weater to remove older swing point labels and only keep the most recent
equal_levels_values(len, threshold, enabled)
detect (and plot) equal levels (double top/bottom), returns coordinates
Parameters:
len (int) : lookback period for equal level (swing point) detection
threshold (float) : maximum price offset for a level to be considered equal
enabled (bool) : whether detection is enabled
Returns: (eqh_alert, eqh_x1, eqh_y1, eqh_x2, eqh_y2) whether an equal high was detected and coordinates of the first and the second level/swing point, (eql_alert, eql_x1, eql_y1, eql_x2, eql_y2) same for equal lows
equal_levels_plot(eqh_x1, eqh_y1, eqh_x2, eqh_y2, eql_x1, eql_y1, eql_x2, eql_y2, color_eqh, color_eql, show, keep_history)
detect (and plot) equal levels (double top/bottom), returns coordinates
Parameters:
eqh_x1 (int) : coordinates of first point of equal high
eqh_y1 (float) : coordinates of first point of equal high
eqh_x2 (int) : coordinates of second point of equal high
eqh_y2 (float) : coordinates of second point of equal high
eql_x1 (int) : coordinates of first point of equal low
eql_y1 (float) : coordinates of first point of equal low
eql_x2 (int) : coordinates of second point of equal low
eql_y2 (float) : coordinates of second point of equal low
color_eqh (color) : color for the line connecting the equal highs (and it's label)
color_eql (color) : color for the line connecting the equal lows (and it's label)
show (bool) : whether plotting is enabled
keep_history (bool) : weater to remove older swing point labels and only keep the most recent
Returns: (eqh_alert, eqh_x1, eqh_y1, eqh_x2, eqh_y2) whether an equal high was detected and coordinates of the first and the second level/swing point, (eql_alert, eql_x1, eql_y1, eql_x2, eql_y2) same for equal lows
equal_levels(len, threshold, color_eqh, color_eql, enabled, show, keep_history)
detect (and plot) equal levels (double top/bottom)
Parameters:
len (int) : lookback period for equal level (swing point) detection
threshold (float) : maximum price offset for a level to be considered equal
color_eqh (color) : color for the line connecting the equal highs (and it's label)
color_eql (color) : color for the line connecting the equal lows (and it's label)
enabled (bool) : whether detection is enabled
show (bool) : whether plotting is enabled
keep_history (bool) : weater to remove older swing point labels and only keep the most recent
Returns: (eqh_alert) whether an equal high was detected, (eql_alert) same for equal lows
_detect_fvg(mode, enabled, o, h, l, c, filter_insignificant_fvgs, change_tf)
INTERNAL: detect FVG (fair value gap)
Parameters:
mode (int) : detect 1: bullish, -1 bearish gaps
enabled (bool) : whether detection is enabled
o (float) : reference source open
h (float) : reference source high
l (float) : reference source low
c (float) : reference source close
filter_insignificant_fvgs (bool) : whether to calculate and filter small/insignificant gaps
change_tf (bool) : signal when the previous reference timeframe closed, triggers new calculation
Returns: whether a new FVG was detected and its top/mid/bottom levels
_clear_broken_fvg(mode, upper_boxes, lower_boxes)
INTERNAL: clear mitigated FVGs (fair value gaps)
Parameters:
mode (int) : detect 1: bullish, -1 bearish gaps
upper_boxes (array) : array that stores the upper parts of the FVG boxes
lower_boxes (array) : array that stores the lower parts of the FVG boxes
_plot_fvg(mode, show, top, mid, btm, border_color, extend_box)
INTERNAL: plot (and clear broken) FVG (fair value gap)
Parameters:
mode (int) : plot 1: bullish, -1 bearish gap
show (bool) : whether plotting is enabled
top (float) : top level of fvg
mid (float) : center level of fvg
btm (float) : bottom level of fvg
border_color (color) : color for the FVG box
extend_box (int) : how many bars into the future the FVG box should be extended after detection
fvgs_values(o, h, l, c, filter_insignificant_fvgs, change_tf, enabled)
detect (and plot / clear broken) FVGs (fair value gaps), and return alerts and level values
Parameters:
o (float) : reference source open
h (float) : reference source high
l (float) : reference source low
c (float) : reference source close
filter_insignificant_fvgs (bool) : whether to calculate and filter small/insignificant gaps
change_tf (bool) : signal when the previous reference timeframe closed, triggers new calculation
enabled (bool) : whether detection is enabled
Returns: (bullish_fvg_alert, bull_top, bull_mid, bull_btm): whether a new bullish FVG was detected and its top/mid/bottom levels, (bearish_fvg_alert, bear_top, bear_mid, bear_btm): same for bearish FVGs
fvgs_plot(bullish_fvg_alert, bull_top, bull_mid, bull_btm, bearish_fvg_alert, bear_top, bear_mid, bear_btm, color_bull, color_bear, extend_box, show)
Parameters:
bullish_fvg_alert (bool)
bull_top (float)
bull_mid (float)
bull_btm (float)
bearish_fvg_alert (bool)
bear_top (float)
bear_mid (float)
bear_btm (float)
color_bull (color) : color for bullish FVG boxes
color_bear (color) : color for bearish FVG boxes
extend_box (int) : how many bars into the future the FVG box should be extended after detection
show (bool) : whether plotting is enabled
Returns: (bullish_fvg_alert, bull_top, bull_mid, bull_btm): whether a new bullish FVG was detected and its top/mid/bottom levels, (bearish_fvg_alert, bear_top, bear_mid, bear_btm): same for bearish FVGs
fvgs(o, h, l, c, filter_insignificant_fvgs, change_tf, color_bull, color_bear, extend_box, enabled, show)
detect (and plot / clear broken) FVGs (fair value gaps)
Parameters:
o (float) : reference source open
h (float) : reference source high
l (float) : reference source low
c (float) : reference source close
filter_insignificant_fvgs (bool) : whether to calculate and filter small/insignificant gaps
change_tf (bool) : signal when the previous reference timeframe closed, triggers new calculation
color_bull (color) : color for bullish FVG boxes
color_bear (color) : color for bearish FVG boxes
extend_box (int) : how many bars into the future the FVG box should be extended after detection
enabled (bool) : whether detection is enabled
show (bool) : whether plotting is enabled
Returns: (bullish_fvg_alert): whether a new bullish FVG was detected, (bearish_fvg_alert): same for bearish FVGs
OrderBlock
Fields:
id (series int)
dir (series int)
left_top (chart.point)
right_bottom (chart.point)
break_price (series float)
early_confirmation_price (series float)
ltf_high (array)
ltf_low (array)
ltf_volume (array)
plot (Box type from robbatt/lib_plot_objects/49)
profile (Profile type from robbatt/lib_profile/32)
trailing (series bool)
extending (series bool)
awaiting_confirmation (series bool)
touched_break_price_before_confirmation (series bool)
soft_confirmed (series bool)
has_fvg_out (series bool)
hidden (series bool)
broken (series bool)
OrderBlockConfig
Fields:
show (series bool)
show_last (series int)
show_id (series bool)
show_profile (series bool)
args (BoxArgs type from robbatt/lib_plot_objects/49)
txt (series string)
txt_args (BoxTextArgs type from robbatt/lib_plot_objects/49)
delete_when_broken (series bool)
broken_args (BoxArgs type from robbatt/lib_plot_objects/49)
broken_txt (series string)
broken_txt_args (BoxTextArgs type from robbatt/lib_plot_objects/49)
broken_profile_args (ProfileArgs type from robbatt/lib_profile/32)
use_profile (series bool)
profile_args (ProfileArgs type from robbatt/lib_profile/32)
BacktestLibraryLibrary "BacktestLibrary"
A library providing functions for equity calculation and performance metrics.
since(date, active)
: Calculates the number of candles since a specified date.
Parameters:
date (simple float) : (simple float): The starting date in timestamp format (e.g., input.time(timestamp()))
active (simple bool) : (simple bool): If true, counts the number of candles since the date; if false, returns 0.
Returns: (int): The number of candles since the specified date.
buy_and_hold(r, startDate)
: Calculates the Buy and Hold Equity from a specified date.
Parameters:
r (float) : (series float): Daily returns of the asset (e.g., 0.02 for 2% move).
startDate (simple float) : (simple float): Timestamp of the starting date for the equity calculation.
Returns: (float): Buy and Hold Equity of the asset from the specified date.
equity(sig, threshold, r, startDate, signals)
: Calculates the strategy's equity on a candle-by-candle basis.
Parameters:
sig (float) : (series float): Signal values; positive for long, negative for short.
threshold (simple float) : (simple float): Signal threshold for entering trades.
r (float) : (series float): Daily returns of the asset (e.g., 0.02 for 2% move).
startDate (simple float) : (simple float): Timestamp of the starting date for the equity calculation.
signals (simple string) : (simple string): Type of signals to backtest ("Long & Short", "Long Only", "Short Only").
Returns: (float): Strategy equity on a candle-by-candle basis.
PerformanceMetrics(base, Lookback, startDate)
: Calculates performance metrics of a strategy from a specified date.
Parameters:
base (float) : (series float): Equity values of the strategy or Buy and Hold equity.
Lookback (int) : (series int): Number of periods since the start date; recommended to use the 'since' function.
startDate (simple float) : (simple float): Timestamp of the starting date for the equity calculation.
Returns: (float ): Array of performance metrics.
PerfMetricTable(buy_and_hold, strategy)
: Plots a table comparing performance metrics of Buy and Hold and Strategy equity.
Parameters:
buy_and_hold (array) : (float ): Metrics from the PerformanceMetrics() function for Buy and Hold.
strategy (array) : (float ): Metrics from the PerformanceMetrics() function for the strategy.
Returns: : Table displaying the performance metrics comparison.
SnowdexUtilsLibrary "SnowdexUtils"
the various function that often use when create a strategy trading.
f_backtesting_date(train_start_date, train_end_date, test_date, deploy_date)
Backtesting within a specific window based on deployment and testing dates.
Parameters:
train_start_date (int) : the start date for training the strategy.
train_end_date (int) : the end date for training the strategy.
test_date (bool) : if true, backtests within the period from `train_end_date` to the current time.
deploy_date (bool) : if true, the strategy backtests up to the current time.
Returns: given time falls within the specified window for backtesting.
f_init_ma(ma_type, source, length)
Initializes a moving average based on the specified type.
Parameters:
ma_type (simple string) : the type of moving average (e.g., "RMA", "EMA", "SMA", "WMA").
source (float) : the input series for the moving average calculation.
length (simple int) : the length of the moving average window.
Returns: the calculated moving average value.
f_init_tp(side, entry_price, rr, sl_open_position)
Calculates the target profit based on entry price, risk-reward ratio, and stop loss. The formula is `tp = entry price + (rr * (entry price - stop loss))`.
Parameters:
side (bool) : the trading side (true for long, false for short).
entry_price (float) : the entry price of the position.
rr (float) : the risk-reward ratio.
sl_open_position (float) : the stop loss price for the open position.
Returns: the calculated target profit value.
f_round_up(number, decimals)
Rounds up a number to a specified number of decimals.
Parameters:
number (float)
decimals (int)
Returns: The rounded-up number.
f_get_pip_size()
Calculates the pip size for the current instrument.
Returns: Pip size adjusted for Forex instruments or 1 for others.
f_table_get_position(value)
Maps a string to a table position constant.
Parameters:
value (string) : String representing the desired position (e.g., "Top Right").
Returns: The corresponding position constant or `na` for invalid values.
ArrayMovingAveragesLibrary "ArrayMovingAverages"
This library adds several moving average methods to arrays, so you can call, eg.:
myArray.ema(3)
method emaArray(id, length)
Calculate Exponential Moving Average (EMA) for Arrays
Namespace types: array
Parameters:
id (array) : (array) Input array
length (int) : (int) Length of the EMA
Returns: (array) Array of EMA values
method ema(id, length)
Get the last value of the EMA array
Namespace types: array
Parameters:
id (array) : (array) Input array
length (int) : (int) Length of the EMA
Returns: (float) Last EMA value or na if empty
method rmaArray(id, length)
Calculate Rolling Moving Average (RMA) for Arrays
Namespace types: array
Parameters:
id (array) : (array) Input array
length (int) : (int) Length of the RMA
Returns: (array) Array of RMA values
method rma(id, length)
Get the last value of the RMA array
Namespace types: array
Parameters:
id (array) : (array) Input array
length (int) : (int) Length of the RMA
Returns: (float) Last RMA value or na if empty
method smaArray(id, windowSize)
Calculate Simple Moving Average (SMA) for Arrays
Namespace types: array
Parameters:
id (array) : (array) Input array
windowSize (int) : (int) Window size for calculation, defaults to array size
Returns: (array) Array of SMA values
method sma(id, windowSize)
Get the last value of the SMA array
Namespace types: array
Parameters:
id (array) : (array) Input array
windowSize (int) : (int) Window size for calculation, defaults to array size
Returns: (float) Last SMA value or na if empty
method wmaArray(id, windowSize)
Calculate Weighted Moving Average (WMA) for Arrays
Namespace types: array
Parameters:
id (array) : (array) Input array
windowSize (int) : (int) Window size for calculation, defaults to array size
Returns: (array) Array of WMA values
method wma(id, windowSize)
Get the last value of the WMA array
Namespace types: array
Parameters:
id (array) : (array) Input array
windowSize (int) : (int) Window size for calculation, defaults to array size
Returns: (float) Last WMA value or na if empty
hinton_map█ HINTON MAP
This library provides functions to create and display a Hinton Map visualization. A Hinton map uses squares to represent the magnitude and direction of values in a matrix. This library allows you to display multiple ticker/timeframe/indicator combinations on a single chart, using color/boxsize/bnordersize to represent the values used. The values must be from -1.0 to 1.0 in value. 3 different values can be input per square.
Example Usage:
The example below demonstrates how to create a Hinton Map for two symbols (AAPL and MSFT) across three timeframes (1 minute, 5 minutes, and 1 day).
var hintonData = hinton_map.initHintonData(2, 3)
tickers = array.from("AAPL", "MSFT")
timeframes = array.from("1", "5", "1D")
for i = 0 to array.size(tickers) - 1
for j = 0 to array.size(timeframes) - 1
ticker = array.get(tickers, i)
timeframe = array.get(timeframes, j)
= request.security(ticker, timeframe, [close, close , ta.rsi(close, 14)], lookahead = barmerge.lookahead_on)
percent_change = (close_current - close_previous) / close_previous * 100
rsi_deviation = rsi_current - 50
hintonData.unitMatrix.set(i, j, hinton_map.createHintonUnit(
fillValue = percent_change,
borderValue = rsi_deviation,
innerValue = percent_change * rsi_deviation,
boxText = dv.from_string(str.tostring(math.round(percent_change, 2)) + "%"),
tooltipText = dv.from_string(syminfo.ticker + ", " + timeframe + ": " + str.tostring(math.round(percent_change, 2)) + "%, RSI: " + str.tostring(math.round(rsi_current, 2)))
))
hinton_map.drawHintonMap(hintonData)
█ createHintonUnit
Creates a Hinton unit.
• fillValue
Value to determine the fill color hue.
Type: float
Default Value: 0.0
• borderValue
Value to determine the border color hue and width.
Type: float
Default Value: 0.0
• innerValue
Value to determine the inner box color hue.
Type: float
Default Value: 0.0
• boxText
Text to display in the inner box.
Type: dv.DisplayValue
Default Value: na
• tooltipText
Tooltip text for the inner box.
Type: dv.DisplayValue
Default Value: na
Returns: HintonUnit
█ initHintonData
Initializes Hinton map data structure.
• rows
Number of rows.
Type: int
• columns
Number of columns.
Type: int
Returns: HintonData
█ drawHintonMap
Draws a Hinton map.
• hintonData
Hinton map data.
Type: HintonData
• unitSize
Size of each unit in bars.
Type: int
Default Value: 10
• borderWidth
Base width of the inner box border.
Type: int
Default Value: 5
• plusHue
Hue value for positive values (0-360).
Type: float
Default Value: 180
• minusHue
Hue value for negative values (0-360).
Type: float
Default Value: -30
█ HintonUnit
Data for a Hinton unit.
• fillValue
Value to determine the fill color hue.
Type: float
• borderValue
Value to determine the border color hue and width.
Type: float
• innerValue
Value to determine the inner box color hue.
Type: float
• boxText
Text to display in the inner box.
Type: dv.DisplayValue
• tooltipText
Tooltip text for the inner box.
Type: dv.DisplayValue
█ HintonData
Structure to store Hinton map data.
• unitMatrix
Matrix of Hinton units.
Type: matrix
• lineMatrix
Matrix of lines.
Type: matrix
• labelMatrix
Matrix of labels.
Type: matrix
• boxMatrix
Matrix of boxes.
Type: matrix
• fillMatrix
Matrix of line fills.
Type: matrix
libTFLibrary "libTF"
libTF: Find higher/lower TF automatically
This library to find higher/lower TF from current timeframe(timeframe.period) for Pine Script version6(or higher).
Basic Algorithm
Using a timeframe scale Array and timeframe.in_seconds() function to find higher/lower timeframe.
Return value is na if could not find TF in the timeframe scale.
The timeframe scale could be changed by the parameter 'scale'(CSV).
How to use
1. Set higher/lower TF
higher()/lower() function returns higher/lower TF.
Default timeframe scale is "1, 5, 15, 60, 240, 1D, 1M, 3M, 12M".
example:
htf1 = higher()
htf2 = higher(htf1)
ltf1 = lower()
ltf2 = lower(ltf1)
2. Set higher/lower TF using your timeframe scale
The timeframe scale could be changed by the parameter.
example:
myscale="1,60,1D,1M,12M"
htf1 = higher(timeframe.period,myscale)
htf2 = higher(htf1,myscale)
ltf1 = lower(timeframe.period,myscale)
ltf2 = lower(ltf1,myscale)
3. How to use with request.*() function
na value is set if no higher/lower TF in timeframe scale.
It returns current timeframe's value, when na value as timeframe parameter in request.*().
As bellow, if it should be na when timeframe is na.
example:
return_value_request_htf1 = na(htf1)?na:request.security(syminfo.tickerid,htf1,timeframe.period)
return_value_request_ltf1 = na(ltf1)?na:request.security(syminfo.tickerid,ltf1,timeframe.period)
higher(tf, scale)
higher: find higher TF from TF string.
Parameters:
tf (string) : default value is timeframe.period.
scale (string) : TF scale in CSV. default is "1,5,15,60,240,1D,1W,1M,3M,12M".
Returns: higher TF string.
lower(tf, scale)
lower: find lower TF from TF string.
Parameters:
tf (string) : default value is timeframe.period.
scale (string) : TF scale in CSV. defalut is "1,5,15,60,240,1D,1W,1M,3M,12M".
Returns: lower TF string.
MarketStructureLibrary "MarketStructure"
Will draw out the market structure for the disired pivot length. The code is from my indicator "Marker structure" ().
Create(type, length, source, equalPivotsFactor, extendEqualPivotsZones, equalPivotsStyle, equalPivotsColor, alertFrequency)
Call on each bar. Will create a Structure object.
Parameters:
type (int) : the type of the Structure to create. 0 = internal, 1 = swing.
length (int) : The lenghts (left and right) for pivots to use.
source (string) : The source to be used for structural changes ('Close', 'High/low (aggresive)' (low in an uptrend) or 'High/low (passive)' (high in an uptrend)).
equalPivotsFactor (float) : Set how the limits are for an equal pivot. This is a factor of the Average True Length (ATR) of length 14. If a low pivot is considered to be equal if it doesn't break the low pivot (is at a lower value) and is inside the previous low pivot + this limit.
extendEqualPivotsZones (bool) : Set to true if you want the equal pivots zones to be extended.
equalPivotsStyle (string) : Set the style of equal pivot zones.
equalPivotsColor (color) : Set the color of equal pivot zones.
alertFrequency (string)
Returns: The 'structure' object.
Pivot(structure)
Sets the pivots in the structure.
Parameters:
structure (Structure)
Returns: The 'structure' object.
PivotLabels(structure)
Draws labels for the pivots found.
Parameters:
structure (Structure)
Returns: The 'structure' object.
EqualHighOrLow(structure)
Draws the boxsa for equal highs/lows. Also creates labels for the pivots included.
Parameters:
structure (Structure)
Returns: The 'structure' object.
BreakOfStructure(structure)
Will create lines when a break of strycture occures.
Parameters:
structure (Structure)
Returns: The 'structure' object.
ChangeOfCharacter(structure)
Will create lines when a change of character occures.
Parameters:
structure (Structure)
Returns: The 'structure' object.
StructureBreak
Holds drawings for a structure break.
Fields:
Line (series line) : The line object.
Label (series label) : The label object.
Pivot
Holds all the values for a found pivot.
Fields:
Price (series float) : The price of the pivot.
BarIndex (series int) : The bar_index where the pivot occured.
Type (series int) : The type of the pivot (-1 = low, 1 = high).
ChangeOfCharacterBroken (series bool) : Sets to true if a change of character has happened.
BreakOfStructureBroken (series bool) : Sets to true if a break of structure has happened.
Structure
Holds all the values for the market structure.
Fields:
Length (series int) : Define the left and right lengths of the pivots used.
Type (series int) : Set the type of the market structure. Two types can be used, 'internal' and 'swing' (0 = internal, 1 = swing).
Trend (series int) : This will be set internally and can be -1 = downtrend, 1 = uptrend.
Source (series string) : Set the source for structural chandeg. Can be 'Close', 'High/low (aggresive)' (low in an uptrend) or 'High/low (passive)' (high in an uptrend).
EqualPivotsFactor (series float) : Set how the limits are for an equal pivot. This is a factor of the Average True Length (ATR) of length 14. If a low pivot is considered to be equal if it doesn't break the low pivot (is at a lower value) and is inside the previous low pivot + this limit.
ExtendEqualPivotsZones (series bool) : Set to true if you want the equal pivots zones to be extended.
ExtendEqualPivotsStyle (series string) : Set the style of equal pivot zones.
ExtendEqualPivotsColor (series color) : Set the color of equal pivot zones.
EqualHighs (array) : Holds the boxes for zones that contains equal highs.
EqualLows (array) : Holds the boxes for zones that contains equal lows.
BreakOfStructures (array) : Holds all the break of structures within the trend (before a change of character).
Pivots (array) : All the pivots in the current trend, added with the latest first, this is cleared when the trend changes.
AlertFrequency (series string) : set the frequency for alerts.
FibRatiosLibrary "FibRatios"
Library with calculation logic for fib retracement, extension and ratios
retracement(a, b, ratio, logScale, precision)
Calculates the retracement for points a, b with given ratio and scale
Parameters:
a (float) : Starting point a
b (float) : Second point b
ratio (float) : Ratio for which we need to calculate retracement c
logScale (bool) : Flag to get calculations in log scale. Default is false
precision (int) : rounding precision. If set to netagive number, round_to_mintick is applied. Default is -1
Returns: retracement point c for points a,b with given ratio and scale
retracementRatio(a, b, c, logScale, precision)
Calculates the retracement ratio for points a, b, c with given scale
Parameters:
a (float) : Starting point a
b (float) : Second point b
c (float) : Retracement point. c should be placed between a and b
logScale (bool) : Flag to get calculations in log scale. Default is false
precision (int) : rounding precision. If set to netagive number, round_to_mintick is applied. Default is 3
Returns: retracement ratio for points a,b,c on given scale
extension(a, b, c, ratio, logScale, precision)
Calculates the extensions for points a, b, c with given ratio and scale
Parameters:
a (float) : Starting point a
b (float) : Second point b
c (float) : Retracement point. c should be placed between a and b
ratio (float) : Ratio for which we need to calculate extension d
logScale (bool) : Flag to get calculations in log scale. Default is false
precision (int) : rounding precision. If set to netagive number, round_to_mintick is applied. Default is -1
Returns: extensoin point d for points a,b,c with given ratio and scale
extensionRatio(a, b, c, d, logScale, precision)
Calculates the extension ratio for points a, b, c, d with given scale
Parameters:
a (float) : Starting point a
b (float) : Second point b
c (float) : Retracement point. c should be placed between a and b
d (float) : Extension point. d should be placed beyond a, c. But, can be with b,c or beyond b
logScale (bool) : Flag to get calculations in log scale. Default is false
precision (int) : rounding precision. If set to netagive number, round_to_mintick is applied. Default is 3
Returns: extension ratio for points a,b,c,d on given scale
alertsLibrary "alerts"
The library provides options to run alert() calls in loop without worrying about limitations of frequency options.
When an alert statement is called within a loop,
it will fire just once per bar irrespective of how many iterations allowed when fequency is set to alert.freq_once_per_bar or alert.freq_once_per_bar_close
it will fire continuously till it breaks when frequency is set to alert.freq_all
The function helps overcome this issue by using varip key array which resets on every bar
method alert(message, key)
Enhanced alert which can be used in loops
Namespace types: series string, simple string, input string, const string
Parameters:
message (string) : Alert message to be fired
key (string) : Key to be checked to avoid repetitive alerts
Returns: array containing id of already fired alerts
method updateAlertTemplate(this, template)
Updates alert template with given keys and values
Namespace types: map
Parameters:
this (map) : map containing key value pair
template (string) : Alert message template
Returns: updated alert message
utilsLibrary "utils"
Few essentials captured together (subset of arrayutils)
timer(timeStart, timeEnd)
finds difference between two timestamps
Parameters:
timeStart (int) : start timestamp
timeEnd (int)
Returns:
method check_overflow(pivots, barArray, dir)
finds difference between two timestamps
Namespace types: array
Parameters:
pivots (array) : pivots array
barArray (array) : pivot bar array
dir (int) : direction for which overflow need to be checked
Returns: bool overflow
method get_trend_series(pivots, length, highLow, trend)
finds series of pivots in particular trend
Namespace types: array
Parameters:
pivots (array) : pivots array
length (int) : length for which trend series need to be checked
highLow (int) : filter pivot high or low
trend (int) : Uptrend or Downtrend
Returns: int trendIndexes
method get_trend_series(pivots, firstIndex, lastIndex)
finds series of pivots in particular trend
Namespace types: array
Parameters:
pivots (array) : pivots array
firstIndex (int) : First index of the series
lastIndex (int) : Last index of the series
Returns: int trendIndexes
getConsolidatedLabel(include, labels, separator)
Consolidates labels into single string by concatenating it with given separator
Parameters:
include (array) : array of conditions to include label or not
labels (array) : string array of labels
separator (string) : Separator for concatenating labels
Returns: string labelText
method getColors(theme)
gets array of colors based on theme
Namespace types: series Theme
Parameters:
theme (series Theme) : dark or light theme
Returns: color themeColors
DeepSignalFilterHelpersLibrary "DeepSignalFilterHelpers"
filter_intraday_intensity(useIiiFilter)
Parameters:
useIiiFilter (bool)
filter_vwma(src, length, useVwmaFilter)
Parameters:
src (float)
length (int)
useVwmaFilter (bool)
filter_nvi(useNviFilter)
Parameters:
useNviFilter (bool)
filter_emv(length, emvThreshold, useEmvFilter, useMovingAvg)
EMV filter for filtering signals based on Ease of Movement
Parameters:
length (int) : The length of the EMV calculation
emvThreshold (float) : The EMV threshold
useEmvFilter (bool) : Whether to apply the EMV filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
filter_adi(length, threshold, useAdiFilter, useMovingAvg)
ADI filter for filtering signals based on Accumulation/Distribution Index
Parameters:
length (int) : The length of the ADI moving average calculation
threshold (float) : The ADI threshold
useAdiFilter (bool) : Whether to apply the ADI filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
filter_mfi(length, mfiThreshold, useMfiFilter, useMovingAvg)
MFI filter for filtering signals based on Money Flow Index
Parameters:
length (int) : The length of the MFI calculation
mfiThreshold (float) : The MFI threshold
useMfiFilter (bool) : Whether to apply the MFI filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
detect_obv_states(obvThresholdStrong, obvThresholdModerate, lookbackPeriod, obvMode)
detect_obv_states: Identify OBV states with three levels (Strong, Moderate, Weak) over a configurable period
Parameters:
obvThresholdStrong (float) : Threshold for strong OBV movements
obvThresholdModerate (float) : Threshold for moderate OBV movements
lookbackPeriod (int) : Number of periods to analyze OBV trends
obvMode (string) : OBV mode to filter ("Strong", "Moderate", "Weak")
Returns: OBV state ("Strong Up", "Moderate Up", "Weak Up", "Positive Divergence", "Negative Divergence", "Consolidation", "Weak Down", "Moderate Down", "Strong Down")
filter_obv(src, length, obvMode, threshold, useObvFilter, useMovingAvg)
filter_obv: Filter signals based on OBV states
Parameters:
src (float) : The source series (default: close)
length (int) : The length of the OBV moving average calculation
obvMode (string) : OBV mode to filter ("Strong", "Moderate", "Weak")
threshold (float) : Optional threshold for additional filtering
useObvFilter (bool) : Whether to apply the OBV filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
filter_cmf(length, cmfThreshold, useCmfFilter, useMovingAvg)
CMF filter for filtering signals based on Chaikin Money Flow
Parameters:
length (int) : The length of the CMF calculation
cmfThreshold (float) : The CMF threshold
useCmfFilter (bool) : Whether to apply the CMF filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
filter_vwap(useVwapFilter)
VWAP filter for filtering signals based on Volume-Weighted Average Price
Parameters:
useVwapFilter (bool) : Whether to apply the VWAP filter
Returns: Filtered result indicating whether the signal should be used
filter_pvt(length, pvtThreshold, usePvtFilter, useMovingAvg)
PVT filter for filtering signals based on Price Volume Trend
Parameters:
length (int) : The length of the PVT moving average calculation
pvtThreshold (float) : The PVT threshold
usePvtFilter (bool) : Whether to apply the PVT filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
filter_vo(shortLength, longLength, voThreshold, useVoFilter, useMovingAvg)
VO filter for filtering signals based on Volume Oscillator
Parameters:
shortLength (int) : The length of the short-term volume moving average
longLength (int) : The length of the long-term volume moving average
voThreshold (float) : The Volume Oscillator threshold
useVoFilter (bool) : Whether to apply the VO filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
filter_cho(shortLength, longLength, choThreshold, useChoFilter, useMovingAvg)
CHO filter for filtering signals based on Chaikin Oscillator
Parameters:
shortLength (int) : The length of the short-term ADI moving average
longLength (int) : The length of the long-term ADI moving average
choThreshold (float) : The Chaikin Oscillator threshold
useChoFilter (bool) : Whether to apply the CHO filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
filter_fi(length, fiThreshold, useFiFilter, useMovingAvg)
FI filter for filtering signals based on Force Index
Parameters:
length (int) : The length of the FI calculation
fiThreshold (float) : The Force Index threshold
useFiFilter (bool) : Whether to apply the FI filter
useMovingAvg (bool) : Whether to use moving average as threshold
Returns: Filtered result indicating whether the signal should be used
filter_garman_klass_volatility(length, useGkFilter)
Parameters:
length (int)
useGkFilter (bool)
filter_frama(src, length, useFramaFilter)
Parameters:
src (float)
length (int)
useFramaFilter (bool)
filter_bollinger_bands(src, length, stdDev, useBollingerFilter)
Parameters:
src (float)
length (int)
stdDev (float)
useBollingerFilter (bool)
filter_keltner_channel(src, length, atrMult, useKeltnerFilter)
Parameters:
src (float)
length (simple int)
atrMult (float)
useKeltnerFilter (bool)
regime_filter(src, threshold, useRegimeFilter)
Regime filter for filtering signals based on trend strength
Parameters:
src (float) : The source series
threshold (float) : The threshold for the filter
useRegimeFilter (bool) : Whether to apply the regime filter
Returns: Filtered result indicating whether the signal should be used
regime_filter_v2(src, threshold, useRegimeFilter)
Regime filter for filtering signals based on trend strength
Parameters:
src (float) : The source series
threshold (float) : The threshold for the filter
useRegimeFilter (bool) : Whether to apply the regime filter
Returns: Filtered result indicating whether the signal should be used
filter_adx(src, length, adxThreshold, useAdxFilter)
ADX filter for filtering signals based on ADX strength
Parameters:
src (float) : The source series
length (simple int) : The length of the ADX calculation
adxThreshold (int) : The ADX threshold
useAdxFilter (bool) : Whether to apply the ADX filter
Returns: Filtered result indicating whether the signal should be used
filter_volatility(minLength, maxLength, useVolatilityFilter)
Volatility filter for filtering signals based on volatility
Parameters:
minLength (simple int) : The minimum length for ATR calculation
maxLength (simple int) : The maximum length for ATR calculation
useVolatilityFilter (bool) : Whether to apply the volatility filter
Returns: Filtered result indicating whether the signal should be used
filter_ulcer(src, length, ulcerThreshold, useUlcerFilter)
Ulcer Index filter for filtering signals based on Ulcer Index
Parameters:
src (float) : The source series
length (int) : The length of the Ulcer Index calculation
ulcerThreshold (float) : The Ulcer Index threshold (default: average Ulcer Index)
useUlcerFilter (bool) : Whether to apply the Ulcer Index filter
Returns: Filtered result indicating whether the signal should be used
filter_stddev(src, length, stdDevThreshold, useStdDevFilter)
Standard Deviation filter for filtering signals based on Standard Deviation
Parameters:
src (float) : The source series
length (int) : The length of the Standard Deviation calculation
stdDevThreshold (float) : The Standard Deviation threshold (default: average Standard Deviation)
useStdDevFilter (bool) : Whether to apply the Standard Deviation filter
Returns: Filtered result indicating whether the signal should be used
filter_macdv(src, shortLength, longLength, signalSmoothing, macdVThreshold, useMacdVFilter)
MACD-V filter for filtering signals based on MACD-V
Parameters:
src (float) : The source series
shortLength (simple int) : The short length for MACD calculation
longLength (simple int) : The long length for MACD calculation
signalSmoothing (simple int) : The signal smoothing length for MACD
macdVThreshold (float) : The MACD-V threshold (default: average MACD-V)
useMacdVFilter (bool) : Whether to apply the MACD-V filter
Returns: Filtered result indicating whether the signal should be used
filter_atr(length, atrThreshold, useAtrFilter)
ATR filter for filtering signals based on Average True Range (ATR)
Parameters:
length (simple int) : The length of the ATR calculation
atrThreshold (float) : The ATR threshold (default: average ATR)
useAtrFilter (bool) : Whether to apply the ATR filter
Returns: Filtered result indicating whether the signal should be used
filter_candle_body_and_atr(length, bodyThreshold, atrThreshold, useFilter)
Candle Body and ATR filter for filtering signals
Parameters:
length (simple int) : The length of the ATR calculation
bodyThreshold (float) : The threshold for candle body size (relative to ATR)
atrThreshold (float) : The ATR threshold (default: average ATR)
useFilter (bool) : Whether to apply the candle body and ATR filter
Returns: Filtered result indicating whether the signal should be used
filter_atrp(length, atrpThreshold, useAtrpFilter)
ATRP filter for filtering signals based on ATR Percentage (ATRP)
Parameters:
length (simple int) : The length of the ATR calculation
atrpThreshold (float) : The ATRP threshold (default: average ATRP)
useAtrpFilter (bool) : Whether to apply the ATRP filter
Returns: Filtered result indicating whether the signal should be used
filter_jma(src, length, phase, useJmaFilter)
Parameters:
src (float)
length (simple int)
phase (float)
useJmaFilter (bool)
filter_cidi(src, rsiLength, shortMaLength, longMaLength, useCidiFilter)
Parameters:
src (float)
rsiLength (simple int)
shortMaLength (int)
longMaLength (int)
useCidiFilter (bool)
filter_rsi(src, length, rsiThreshold, useRsiFilter)
Parameters:
src (float)
length (simple int)
rsiThreshold (float)
useRsiFilter (bool)
filter_ichimoku_oscillator(length, threshold, useFilter)
Ichimoku Oscillator filter for filtering signals based on Ichimoku Oscillator
Parameters:
length (int) : The length of the Ichimoku Oscillator calculation
threshold (float) : The threshold for the filter (default: average Ichimoku Oscillator)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_cmb_composite_index(src, shortLength, longLength, threshold, useFilter)
CMB Composite Index filter for filtering signals based on CMB Composite Index
Parameters:
src (float) : The source series
shortLength (simple int) : The short length for CMB calculation
longLength (simple int) : The long length for CMB calculation
threshold (float) : The threshold for the filter (default: average CMB Composite Index)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_connors_rsi(src, rsiLength, rocLength, streakLength, threshold, useFilter)
Connors RSI filter for filtering signals based on Connors RSI
Parameters:
src (float) : The source series
rsiLength (simple int) : The length for RSI calculation
rocLength (int) : The length for ROC calculation
streakLength (simple int) : The length for streak calculation
threshold (float) : The threshold for the filter (default: average Connors RSI)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_coppock_curve(src, roc1Length, roc2Length, wmaLength, threshold, useFilter)
Coppock Curve filter for filtering signals based on Coppock Curve
Parameters:
src (float) : The source series
roc1Length (int) : The length for the first ROC calculation
roc2Length (int) : The length for the second ROC calculation
wmaLength (int) : The length for the WMA calculation
threshold (float) : The threshold for the filter (default: average Coppock Curve)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_pmo(src, pmoLength, smoothingLength, threshold, useFilter)
DecisionPoint Price Momentum Oscillator filter for filtering signals based on PMO
Parameters:
src (float) : The source series
pmoLength (simple int) : The length for PMO calculation
smoothingLength (simple int) : The smoothing length for PMO
threshold (float) : The threshold for the filter (default: average PMO Oscillator)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_macd(src, shortLength, longLength, signalSmoothing, threshold, useFilter)
MACD filter for filtering signals based on MACD
Parameters:
src (float) : The source series
shortLength (simple int) : The short length for MACD calculation
longLength (simple int) : The long length for MACD calculation
signalSmoothing (simple int) : The signal smoothing length for MACD
threshold (float) : The threshold for the filter (default: average MACD)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_macd_histogram(src, shortLength, longLength, signalSmoothing, threshold, useFilter)
MACD-Histogram filter for filtering signals based on MACD-Histogram
Parameters:
src (float) : The source series
shortLength (simple int) : The short length for MACD calculation
longLength (simple int) : The long length for MACD calculation
signalSmoothing (simple int) : The signal smoothing length for MACD
threshold (float) : The threshold for the filter (default: average MACD-Histogram)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_kst(src, r1, r2, r3, r4, sm1, sm2, sm3, sm4, signalLength, threshold, useFilter)
Pring's Know Sure Thing filter for filtering signals based on KST
Parameters:
src (float) : The source series
r1 (int) : The first ROC length
r2 (int) : The second ROC length
r3 (int) : The third ROC length
r4 (int) : The fourth ROC length
sm1 (int) : The first smoothing length
sm2 (int) : The second smoothing length
sm3 (int) : The third smoothing length
sm4 (int) : The fourth smoothing length
signalLength (int) : The signal line smoothing length
threshold (float) : The threshold for the filter (default: average KST Oscillator)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_special_k(src, r1, r2, r3, r4, sm1, sm2, sm3, sm4, threshold, useFilter)
Pring's Special K filter for filtering signals based on Special K
Parameters:
src (float) : The source series
r1 (int) : The first ROC length
r2 (int) : The second ROC length
r3 (int) : The third ROC length
r4 (int) : The fourth ROC length
sm1 (int) : The first smoothing length
sm2 (int) : The second smoothing length
sm3 (int) : The third smoothing length
sm4 (int) : The fourth smoothing length
threshold (float) : The threshold for the filter (default: average Special K)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_roc_momentum(src, rocLength, momentumLength, threshold, useFilter)
ROC and Momentum filter for filtering signals based on ROC and Momentum
Parameters:
src (float) : The source series
rocLength (int) : The length for ROC calculation
momentumLength (int) : The length for Momentum calculation
threshold (float) : The threshold for the filter (default: average ROC and Momentum)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_rrg_relative_strength(src, length, threshold, useFilter)
RRG Relative Strength filter for filtering signals based on RRG Relative Strength
Parameters:
src (float) : The source series
length (int) : The length for RRG Relative Strength calculation
threshold (float) : The threshold for the filter (default: average RRG Relative Strength)
useFilter (bool) : Whether to apply the filter
Returns: Filtered result indicating whether the signal should be used
filter_alligator(useFilter)
Parameters:
useFilter (bool)
filter_wyckoff(useFilter)
Parameters:
useFilter (bool)
filter_squeeze_momentum(bbLength, bbStdDev, kcLength, kcMult, useFilter)
Parameters:
bbLength (int)
bbStdDev (float)
kcLength (simple int)
kcMult (float)
useFilter (bool)
filter_atr_compression(length, atrThreshold, useFilter)
Parameters:
length (simple int)
atrThreshold (float)
useFilter (bool)
filter_low_volume(length, useFilter)
Parameters:
length (int)
useFilter (bool)
filter_nvi_accumulation(useFilter)
Parameters:
useFilter (bool)
filter_ma_slope(src, length, slopeThreshold, useFilter)
Parameters:
src (float)
length (int)
slopeThreshold (float)
useFilter (bool)
filter_adx_low(len, lensig, adxThreshold, useFilter)
Parameters:
len (simple int)
lensig (simple int)
adxThreshold (int)
useFilter (bool)
filter_choppiness_index(length, chopThreshold, useFilter)
Parameters:
length (int)
chopThreshold (float)
useFilter (bool)
filter_range_detection(length, useFilter)
Parameters:
length (int)
useFilter (bool)
QuantifyPS - 1Library "QuantifyPS"
normdist(z)
Parameters:
z (float) : (float): The z-score for which the CDF is to be calculated.
Returns: (float): The cumulative probability corresponding to the input z-score.
Notes:
- Uses an approximation method for the normal distribution CDF, which is computationally efficient.
- The result is accurate for most practical purposes but may have minor deviations for extreme values of `z`.
Formula:
- Based on the approximation formula:
`Φ(z) ≈ 1 - f(z) * P(t)` if `z > 0`, otherwise `Φ(z) ≈ f(z) * P(t)`,
where:
`f(z) = 0.3989423 * exp(-z^2 / 2)` (PDF of standard normal distribution)
`P(t) = Σ [c * t^i]` with constants `c` and `t = 1 / (1 + 0.2316419 * |z|)`.
Implementation details:
- The approximation uses five coefficients for the polynomial part of the CDF.
- Handles both positive and negative values of `z` symmetrically.
Constants:
- The coefficients and scaling factors are chosen to minimize approximation errors.
gamma(x)
Parameters:
x (float) : (float): The input value for which the Gamma function is to be calculated.
Must be greater than 0. For x <= 0, the function returns `na` as it is undefined.
Returns: (float): Approximation of the Gamma function for the input `x`.
Notes:
- The Lanczos approximation provides a numerically stable and efficient method to compute the Gamma function.
- The function is not defined for `x <= 0` and will return `na` in such cases.
- Uses precomputed Lanczos coefficients for accuracy.
- Includes handling for small numerical inaccuracies.
Formula:
- The Gamma function is approximated as:
`Γ(x) ≈ sqrt(2π) * t^(x + 0.5) * e^(-t) * Σ(p / (x + k))`
where `t = x + g + 0.5` and `p` is the array of Lanczos coefficients.
Implementation details:
- Lanczos coefficients (`p`) are precomputed and stored in an array.
- The summation iterates over these coefficients to compute the final result.
- The constant `g` controls the precision of the approximation (commonly `g = 7`).
t_cdf(t, df)
Parameters:
t (float) : (float): The t-statistic for which the CDF value is to be calculated.
df (int) : (int): Degrees of freedom of the t-distribution.
Returns: (float): Approximate CDF value for the given t-statistic.
Notes:
- This function computes a one-tailed p-value.
- Relies on an approximation formula using gamma functions and standard t-distribution properties.
- May not be as accurate as specialized statistical libraries for extreme values or very high degrees of freedom.
Formula:
- Let `x = df / (t^2 + df)`.
- The approximation formula is derived using:
`CDF(t, df) ≈ 1 - * x^((df + 1) / 2) / 2`,
where Γ represents the gamma function.
Implementation details:
- Computes the gamma ratio for normalization.
- Applies the t-distribution formula for one-tailed probabilities.
tStatForPValue(p, df)
Parameters:
p (float) : (float): P-value for which the t-statistic needs to be calculated.
Must be in the interval (0, 1).
df (int) : (int): Degrees of freedom of the t-distribution.
Returns: (float): The t-statistic corresponding to the given p-value.
Notes:
- If `p` is outside the interval (0, 1), the function returns `na` as an error.
- The function uses binary search with a fixed number of iterations and a defined tolerance.
- The result is accurate to within the specified tolerance (default: 0.0001).
- Relies on the cumulative density function (CDF) `t_cdf` for the t-distribution.
Formula:
- Uses the cumulative density function (CDF) of the t-distribution to iteratively find the t-statistic.
Implementation details:
- `low` and `high` define the search interval for the t-statistic.
- The midpoint (`mid`) is iteratively refined until the difference between the cumulative probability
and the target p-value is smaller than the tolerance.
jarqueBera(n, s, k)
Parameters:
n (float) : (series float): Number of observations in the dataset.
s (float) : (series float): Skewness of the dataset.
k (float) : (series float): Kurtosis of the dataset.
Returns: (float): The Jarque-Bera test statistic.
Formula:
JB = n *
Notes:
- A higher JB value suggests that the data deviates more from a normal distribution.
- The test is asymptotically distributed as a chi-squared distribution with 2 degrees of freedom.
- Use this value to calculate a p-value to determine the significance of the result.
skewness(data)
Parameters:
data (float) : (series float): Input data series.
Returns: (float): The skewness value.
Notes:
- Handles missing values (`na`) by ignoring invalid points.
- Includes error handling for zero variance to avoid division-by-zero scenarios.
- Skewness is calculated as the normalized third central moment of the data.
kurtosis(data)
Parameters:
data (float) : (series float): Input data series.
Returns: (float): The kurtosis value.
Notes:
- Handles missing values (`na`) by ignoring invalid points.
- Includes error handling for zero variance to avoid division-by-zero scenarios.
- Kurtosis is calculated as the normalized fourth central moment of the data.
regression(y, x, lag)
Parameters:
y (float) : (series float): Dependent series (observed values).
x (float) : (series float): Independent series (explanatory variable).
lag (int) : (int): Number of lags applied to the independent series (x).
Returns: (tuple): Returns a tuple containing the following values:
- n: Number of valid observations.
- alpha: Intercept of the regression line.
- beta: Slope of the regression line.
- t_stat: T-statistic for the beta coefficient.
- p_value: Two-tailed p-value for the beta coefficient.
- r_squared: Coefficient of determination (R²) indicating goodness of fit.
- skew: Skewness of the residuals.
- kurt: Kurtosis of the residuals.
Notes:
- Handles missing data (`na`) by ignoring invalid points.
- Includes basic error handling for zero variance and division-by-zero scenarios.
- Computes residual-based statistics (skewness and kurtosis) for model diagnostics.
