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المؤشرات والاستراتيجيات

FunctionSMCMCLibrary "FunctionSMCMC" Methods to implement Markov Chain Monte Carlo Simulation (MCMC) markov_chain(weights, actions, target_path, position, last_value) a basic implementation of the markov chain algorithm   Parameters:      weights : float array, weights of the Markov Chain.      actions : float array, actions of the Markov Chain.      target_path : float array, target path array.      position : int, index of the path.      last_value : float, base value to increment.   Returns: void, updates target array mcmc(weights, actions, start_value, n_iterations) uses a monte carlo algorithm to simulate a markov chain at each step.   Parameters:      weights : float array, weights of the Markov Chain.      actions : float array, actions of the Markov Chain.      start_value : float, base value to start simulation.      n_iterations : integer, number of iterations to run.   Returns: float array with path.
مكتبة Pine Script™
من ‎RicardoSantos‎
2
FunctionGeometricLineDrawingsLibrary "FunctionGeometricLineDrawings" array_delete_all_lines(lines) deletes all lines in array.   Parameters:      lines : line array, array with line objects to delete.   Returns: void. triangle(sample_x, sample_y, xloc, extend, color, style, width) Draw a Triangle with 3 vector2D(x, y) coordinates.   Parameters:      sample_x : int array, triangle sample data X coordinate values.      sample_y : float array, triangle sample data Y coordinate values.      xloc : string, defaultoptions=xloc.bar_index, xloc.bar_time.      extend : string, default=extend.none, options=(extend.none, extend.right, extend.left, extend.both).      color : color, default=      style : options line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_left, line.style_arrow_right, line.style_arrow_both      width : width in pixels.   Returns: line array trapezoid(sample_x, sample_y, xloc, extend, color, style, width) Draw a Trapezoid with 4 vector2D(x, y) coordinates:   Parameters:      sample_x : int array, trapezoid sample data X coordinate values.      sample_y : float array, trapezoid sample data Y coordinate values.      xloc : string, defaultoptions=xloc.bar_index, xloc.bar_time.      extend : string, default=extend.none, options=(extend.none, extend.right, extend.left, extend.both).      color : color, default=      style : options line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_left, line.style_arrow_right, line.style_arrow_both      width : width in pixels.   Returns: line array
مكتبة Pine Script™
من ‎RicardoSantos‎
2
zigzagplusThis is same as existing zigzag library with respect to functionality. But, there is a small update with respect to how arrays are used internally. This also leads to issues with backward compatibility. Hence I decided to make this as new library instead of updating the older one. Below are the major changes: Earlier version uses array.unshift for adding new elements and array.pop for removing old elements. But, since array.unshift is considerably slower than alternative method array.push. Hence, this library makes use of array.push method to achieve performance. While array.push increases the performance significantly, there is also an issue with removing as we no longer will be able to remove the element using pop which is again faster than shift (which need to shit all the elements by index). Hence, have removed the logic of removing elements for zigzag pivots after certain limit. Will think further about it once I find better alternative of handling it. These implementation change also mean that zigzag pivots received by calling method will be ordered in reverse direction. Latest pivots will be stored with higher array index whereas older pivots are stored with lower array index. This is also the reason why backward compatibility is not achievable with this code change. Library "zigzagplus" Library dedicated to zigzags and related indicators zigzag(length, useAlternativeSource, source, oscillatorSource, directionBias) zigzag: Calculates zigzag pivots and generates an array   Parameters:      length : : Zigzag Length      useAlternativeSource : : If set uses the source for genrating zigzag. Default is false      source : : Alternative source used only if useAlternativeSource is set to true. Default is close      oscillatorSource : : Oscillator source for calculating divergence      directionBias : : Direction bias for calculating divergence   Returns: zigzagpivots : Array containing zigzag pivots zigzagpivotbars : Array containing zigzag pivot bars zigzagpivotdirs : Array containing zigzag pivot directions (Lower High : 1, Higher High : 2, Lower Low : -2 and Higher Low : -1) zigzagpivotratios : Array containing zigzag retracement ratios for each pivot zigzagoscillators : Array of oscillator values at pivots. Will have valid values only if valid oscillatorSource is provided as per input. zigzagoscillatordirs: Array of oscillator directions (HH, HL, LH, LL) at pivots. Will have valid values only if valid oscillatorSource is provided as per input. zigzagtrendbias : Array of trend bias at pivots. Will have valid value only if directionBias series is sent in input parameters zigzagdivergence : Array of divergence sentiment at each pivot. Will have valid values only if oscillatorSource and directionBias inputs are provided newPivot : Returns true if new pivot created doublePivot : Returns true if two new pivots are created on same bar (Happens in case of candles with long wicks and shorter zigzag lengths) drawzigzag(length, , source, linecolor, linewidth, linestyle, oscillatorSource, directionBias, showHighLow, showRatios, showDivergence) drawzigzag: Calculates and draws zigzag pivots   Parameters:      length : : Zigzag Length      : useAlternativeSource: If set uses the source for genrating zigzag. Default is false      source : : Alternative source used only if useAlternativeSource is set to true. Default is close      linecolor : : zigzag line color      linewidth : : zigzag line width      linestyle : : zigzag line style      oscillatorSource : : Oscillator source for calculating divergence      directionBias : : Direction bias for calculating divergence      showHighLow : : show highlow label      showRatios : : show retracement ratios      showDivergence : : Show divergence on label (Only works if divergence data is available - that is if we pass valid oscillatorSource and directionBias input)   Returns: zigzagpivots : Array containing zigzag pivots zigzagpivotbars : Array containing zigzag pivot bars zigzagpivotdirs : Array containing zigzag pivot directions (Lower High : 1, Higher High : 2, Lower Low : -2 and Higher Low : -1) zigzagpivotratios : Array containing zigzag retracement ratios for each pivot zigzagoscillators : Array of oscillator values at pivots. Will have valid values only if valid oscillatorSource is provided as per input. zigzagoscillatordirs: Array of oscillator directions (HH, HL, LH, LL) at pivots. Will have valid values only if valid oscillatorSource is provided as per input. zigzagtrendbias : Array of trend bias at pivots. Will have valid value only if directionBias series is sent in input parameters zigzagdivergence : Array of divergence sentiment at each pivot. Will have valid values only if oscillatorSource and directionBias inputs are provided zigzaglines : Returns array of zigzag lines zigzaglabels : Returns array of zigzag labels
مكتبة Pine Script™
من ‎Trendoscope‎
17
FunctionBoxCoxTransformLibrary "FunctionBoxCoxTransform" Methods to compute the Box-Cox Transformer. regular(sample, lambda) Regular transform.   Parameters:      sample : float array, sample data values.      lambda : float, scaling factor.   Returns: float array. inverse(sample, lambda) Regular transform.   Parameters:      sample : float array, sample data values.      lambda : float, scaling factor.   Returns: float array.
مكتبة Pine Script™
من ‎RicardoSantos‎
2
FunctionPolynomialRegressionLibrary "FunctionPolynomialRegression" TODO: polyreg(sample_x, sample_y) Method to return a polynomial regression channel using (X,Y) sample points.   Parameters:      sample_x : float array, sample data X points.      sample_y : float array, sample data Y points.   Returns: tuple with: _predictions: Array with adjusted Y values. _max_dev: Max deviation from the mean. _min_dev: Min deviation from the mean. _stdev/_sizeX: Average deviation from the mean. draw(sample_x, sample_y, extend, mid_color, mid_style, mid_width, std_color, std_style, std_width, max_color, max_style, max_width) Method for drawing the Polynomial Regression into chart.   Parameters:      sample_x : float array, sample point X value.      sample_y : float array, sample point Y value.      extend : string, default=extend.none, extend lines.      mid_color : color, default=color.blue, middle line color.      mid_style : string, default=line.style_solid, middle line style.      mid_width : int, default=2, middle line width.      std_color : color, default=color.aqua, standard deviation line color.      std_style : string, default=line.style_dashed, standard deviation line style.      std_width : int, default=1, standard deviation line width.      max_color : color, default=color.purple, max range line color.      max_style : string, default=line.style_dotted, max line style.      max_width : int, default=1, max line width.   Returns: line array.
مكتبة Pine Script™
من ‎RicardoSantos‎
1
TimeframeToMinutesLibrary "TimeframeToMinutes" The timeframeToMinutes() function returns the number of minutes in an arbitrary timeframe string. timeframeToMinutes() Returns the number of minutes in the supplied timeframe string, which is arbitrary, i.e. it doesn't have to be the timeframe of the current chart but can be taken from an input. The sole advantage over the short and neat Pinecoders f_resInMinutes function from their excellent MTF Selection Framework (at ) is that this one doesn't use up a security() call. To convert the other way, from minutes to timeframe.period format, I would use the f_resFromMinutes function from the Pinecoders' MTF Selection Framework, which does not use security(). ERROR-CHECKING: It has light error-checking to try to make sure the string is in the format timeframe.period, e.g. 15S, 1 (minute), 60 (1H), 1D, 1W, 1M. It will throw an error for some non-standard timeframes such as 30 hours (1800 minutes). Above 1440 minutes, only whole numbers of days are allowed. This is to be consistent with the security() function. But it will allow some non-standard timeframes such as 7 hours (420 minutes). Such timeframes must still be supplied in the standard timeframe.period format. param _tf The timeframe to convert to minutes. Must be in timeframe.period format. returns An integer representing the number of minutes that the timeframe period is equivalent to.
مكتبة Pine Script™
من ‎SimpleCryptoLife‎
1
FunctionLinearRegressionLibrary "FunctionLinearRegression" Method for Linear Regression using array sample points. linreg(sample_x, sample_y) Performs Linear Regression over the provided sample points.   Parameters:      sample_x : float array, sample points X value.      sample_y : float array, sample points Y value.   Returns: tuple with: _predictions: Array with adjusted Y values. _max_dev: Max deviation from the mean. _min_dev: Min deviation from the mean. _stdev/_sizeX: Average deviation from the mean. draw(sample_x, sample_y, extend, mid_color, mid_style, mid_width, std_color, std_style, std_width, max_color, max_style, max_width) Method for drawing the Linear Regression into chart.   Parameters:      sample_x : float array, sample point X value.      sample_y : float array, sample point Y value.      extend : string, default=extend.none, extend lines.      mid_color : color, default=color.blue, middle line color.      mid_style : string, default=line.style_solid, middle line style.      mid_width : int, default=2, middle line width.      std_color : color, default=color.aqua, standard deviation line color.      std_style : string, default=line.style_dashed, standard deviation line style.      std_width : int, default=1, standard deviation line width.      max_color : color, default=color.purple, max range line color.      max_style : string, default=line.style_dotted, max line style.      max_width : int, default=1, max line width.   Returns: line array.
مكتبة Pine Script™
من ‎RicardoSantos‎
10
LabelsLibrary "Labels" Functions to create labels, from simple to complex. labelSimple() Creates a label each time a condition is true. All label parameters can be customised. _condition The condition which must evaluate true for the label to be printed. _x The x location. _y The y location. _text The text to print on the label. _color The colour of the label. _textColor The colour of the text. _style The style of the label. _yloc The y location type. Returns An unnamed label object with the supplied characteristics. To give it a name, assign the output of the function to a label variable, as in the example below. labelLast() Creates a label each time a condition is true. All label parameters can be customised. + Option to keep only the most recent label. + Option to display the label a configurable number of bars ahead. _offset How many bars ahead to draw the label. _keepLast If true (the default), keeps only the most recent label. If false, prints labels up to the TradingView limit. _condition The condition which must evaluate true for the label to be printed. _y The y location. _text The text to print on the label. _color The colour of the label. _textColor The colour of the text. _style The style of the label. _yloc The y location type. Returns A named label object with the supplied characteristics. labelTextAndFloat() Creates a label each time a condition is true. All label parameters can be customised. Option to keep only the most recent label. Option to display the label a configurable number of bars ahead; otherwise the x location is fixed at the bar time. + Prints (optional) text and a floating-point number on the next line. _offset How many bars ahead to draw the label. _float The floating-point number that you want to display on the label. _keepLast If true (the default), keeps only the most recent label. If false, prints labels up to the TradingView limit. _condition The condition which must evaluate true for the label to be printed. _y The y location. _text The text to print on the label. _color The colour of the label. _textColor The colour of the text. _style The style of the label. _yloc The y location type. Returns A named label object with the supplied characteristics. labelTextAndFloatSigFig() Creates a label each time a condition is true. All label parameters can be customised. Option to keep only the most recent label. Option to display the label a configurable number of bars ahead; otherwise the x location is fixed at the bar time. Prints (optional) text and a floating-point number on the next line + to a given number of significant figures. _offset How many bars ahead to draw the label. _sigNumFig The number of significant figures to display the floating-point number to. _float The floating-point number that you want to display on the label. _keepLast If true (the default), keeps only the most recent label. If false, prints labels up to the TradingView limit. _condition The condition which must evaluate true for the label to be printed. _y The y location. _text The text to print on the label. _color The colour of the label. _textColor The colour of the text. _style The style of the label. _yloc The y location type. Returns A named label object with the supplied characteristics. labelTextAndFloatDecimals() Creates a label each time a condition is true. All label parameters can be customised. Option to keep only the most recent label. Option to display the label a configurable number of bars ahead. Prints (optional) text and a floating-point number on the next line + to a given number of decimal places. _offset How many bars ahead to draw the label. _decimals The number of decimal places to display the floating-point number to. _float The floating-point number that you want to display on the label. _keepLast If true (the default), keeps only the most recent label. If false, prints labels up to the TradingView limit. _condition The condition which must evaluate true for the label to be printed. _y The y location. _text The text to print on the label. _color The colour of the label. _textColor The colour of the text. _style The style of the label. _yloc The y location type. Returns A named label object with the supplied characteristics.
مكتبة Pine Script™
من ‎SimpleCryptoLife‎
1
raf_BollingerBandsSqueezyLibrary "raf_BollingerBandsSqueezy" B Bands with some squeese indicating additions bbands_lines() Calcs BB Returns: the tree lines, upper, basis and lower bbands_fast_ma() calcs the fast moving average, to be used to compare how prise is positioned against BB Returns: the fast EMA line, and the difference between it and the BB basis line squeeze_bands_lines() calcs the "squeeze" bands Returns: the squeeze bands upper and lower lines
مكتبة Pine Script™
من ‎rafaraf‎