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IndiaVixLibrary "IndiaVix" getPrevDayClose(_symbol, _tf)   Parameters:      _symbol (simple string)      _tf (simple string) getSentientValues(_enable, _vix, _indexInput, _symbol, _sigma, _tredingDays)   Parameters:      _enable (bool)      _vix (float)      _indexInput (float)      _symbol (simple string)      _sigma (simple float)      _tredingDays (simple int) getVix(_tf)   Parameters:      _tf (simple string) method chgVsPrev(this)   Namespace types: Vix   Parameters:      this (Vix) method chgVsPDC(this)   Namespace types: Vix   Parameters:      this (Vix) method dailyMovePts(this, _c)   Namespace types: Vix   Parameters:      this (Vix)      _c (float) method isRising(this)   Namespace types: Vix   Parameters:      this (Vix) method regime(this)   Namespace types: Vix   Parameters:      this (Vix) Vix   Fields:      now (series float)      prev (series float)      eod (series float)
مكتبة Pine Script®
من ‎sanjeevrjha‎
BasketLibLibrary "BasketLib" f_calc_correlation_score(base_return, candidate_return, corr_len, smooth_len, is_self)   Parameters:      base_return (float) : Base asset 1-bar return      candidate_return (float) : Candidate asset 1-bar return      corr_len (int) : Correlation calculation length      smooth_len (simple int) : EMA smoothing length      is_self (bool) : Whether candidate is the base asset itself   Returns: Correlation score (0.7 * raw + 0.3 * ema), or na if invalid f_rank_and_select(scores, n)   Parameters:      scores (array) : Array of correlation scores      n (int) : Number of assets to select (typically 4)   Returns: Array of selected indices f_is_self_reference(candidate_symbol, base_ticker)   Parameters:      candidate_symbol (string) : Full symbol string (e.g., "BINANCE:BTCUSDT")      base_ticker (string) : Base asset ticker (e.g., "BTC")   Returns: True if candidate is the base asset f_route_scan_idx(idx, prices)   Parameters:      idx (int) : Index (0-9)      prices (array) : Array of 10 scan candidate prices   Returns: Price at index, or na if invalid f_get_preset_basket(preset_name)   Parameters:      preset_name (string) : Name of preset ("Basket B (Memes)", etc.)   Returns: f_get_default_scan_symbols() f_calc_basket_fit(score1, score2, score3, score4)   Parameters:      score1 (float) : Correlation score of asset 1      score2 (float) : Correlation score of asset 2      score3 (float) : Correlation score of asset 3      score4 (float) : Correlation score of asset 4   Returns: Basket fit percentage (0-100) f_get_fit_label(fit_pct)   Parameters:      fit_pct (float) : Basket fit percentage (0-100)   Returns: Quality label ("Excellent", "Good", "Fair", "Poor") f_get_fit_color(fit_pct)   Parameters:      fit_pct (float) : Basket fit percentage (0-100)   Returns: Color (lime, aqua, orange, red) ScanCandidate   Fields:      symbol (series string)      price (series float)      return_1bar (series float)      correlation_raw (series float)      correlation_ema (series float)      score (series float)      is_self (series bool) BasketSelection   Fields:      sym1 (series string)      sym2 (series string)      sym3 (series string)      sym4 (series string)      score1 (series float)      score2 (series float)      score3 (series float)      score4 (series float)      idx1 (series int)      idx2 (series int)      idx3 (series int)      idx4 (series int)
مكتبة Pine Script®
من ‎cybermediaboy‎
FootprintCore ExperimentaL WIP The FootprintCore library is a Pine Script v6 toolset designed for deep analysis of order flow and footprint data. It provides structured data types and functions to extract, normalize, and interpret footprint features to identify market breakouts and execution regimes. Core Data Types FPBar: Captures raw footprint metrics including volume (total, buy, sell), Delta, POC/Value Area levels, and imbalance stack counts. FPNorm: Stores normalized versions of key features, primarily using Z-Scores and Percentile Ranks to compare current activity against historical lookbacks. FPDerived: Holds high-level interpretations such as "Stack Dominance," "Bullish Acceptance," and "Auction Failures". FPSignal & FPExec: Define trade triggers and execution states (e.g., passive, caution, or avoid) based on current volatility and liquidity. How to Use the Library 1. Feature Extraction Use extractBar() to convert a footprint object into a structured FPBar type. You must provide price context (close, high, low) and an ATR value for normalization. Pine Script fp_data = footprint.get() bar_features = FootprintCore.extractBar(fp_data, prevPoc, close, high, low, ta.atr(14)) 2. Normalization Pass the FPBar into normalizeBar() to calculate Z-Scores and Ranks for features like Value Area width and Delta efficiency. Pine Script norm_features = FootprintCore.normalizeBar(bar_features, 20, 100) 3. Generating Signals The breakoutSignal() function identifies high-probability trade setups. It checks for: Bullish/Bearish Acceptance: Price breaking out of the Value Area with positive/negative Delta. +1 Stack Dominance: Presence of imbalance stacks (e.g., more than 3 buy stacks). Efficiency: Delta efficiency and range compression requirements. +1 4. Execution Governance Before placing a trade, use executionState() to assess the "stress" of the current market. ExecMode.avoid: Triggered when slippage proxies or fragility scores (based on Z-Scores) are too high. +1 noTrade: A boolean flag that becomes true if footprint data is missing or the market structure is unstable. 5. Diagnostic Reason Codes For debugging or logging, reasonCodeBreakout() returns a machine-readable string (e.g., "ACC|STACK|EFF|") indicating which specific conditions were met for a signal.
مكتبة Pine Script®
من ‎am0xCre8‎
FpFeaturesLibrary "FpFeatures" buyStackCount(rows)   Parameters:      rows (array) sellStackCount(rows)   Parameters:      rows (array) maxRowDeltas(rows)   Parameters:      rows (array) pocMid(fp)   Parameters:      fp (footprint) pocShift(fp, prevPocMid)   Parameters:      fp (footprint)      prevPocMid (float) vaWidthPct(fp, close_)   Parameters:      fp (footprint)      close_ (float) deltaEfficiency(fp)   Parameters:      fp (footprint) topTailUnfinished(fp, minSideVol)   Parameters:      fp (footprint)      minSideVol (float) bottomTailUnfinished(fp, minSideVol)   Parameters:      fp (footprint)      minSideVol (float) acceptanceAboveVAH(fp, close_, high_, low_, frac)   Parameters:      fp (footprint)      close_ (float)      high_ (float)      low_ (float)      frac (float) acceptanceBelowVAL(fp, close_, high_, low_, frac)   Parameters:      fp (footprint)      close_ (float)      high_ (float)      low_ (float)      frac (float) compute(fp, close_, high_, low_, prevPocMid, minTailSideVol, acceptanceFrac)   Parameters:      fp (footprint)      close_ (float)      high_ (float)      low_ (float)      prevPocMid (float)      minTailSideVol (float)      acceptanceFrac (float) FeatureSet   Fields:      buyStackCount (series int)      sellStackCount (series int)      maxPosRowDelta (series float)      maxNegRowDelta (series float)      topTailUnfinished (series bool)      bottomTailUnfinished (series bool)      pocMid (series float)      pocShift (series float)      vaWidthPct (series float)      deltaEfficiency (series float)      acceptanceAboveVAH (series bool)      acceptanceBelowVAL (series bool)
مكتبة Pine Script®
من ‎am0xCre8‎
BH_LibLibrary "BH_Lib" fullRange() bodyRange() midRange() midBody() blTarget() brTarget() ibs() barDir() abr(lookback)   Parameters:      lookback (int) abrEma(lookback)   Parameters:      lookback (simple int) abrIndex(lookback)   Parameters:      lookback (int) tailPercent() topTailPercent() bottomTailPercent() isOB() isIB() iOscale() overlapRange() overlapPct() zScore(src, lookback)   Parameters:      src (float)      lookback (int) zScoreFullRange(lookback)   Parameters:      lookback (int) zScoreBodyRange(lookback)   Parameters:      lookback (int) isInSession(sessionStr, tz)   Parameters:      sessionStr (string)      tz (string) isSessionStart(sessionStr, tz)   Parameters:      sessionStr (string)      tz (string) isFirstRTHbar() skipFirst2Bars() scalp50() scalp75() barLevel(fraction)   Parameters:      fraction (float)
مكتبة Pine Script®
من ‎bnhz11‎
MLLibLibrary "MLLib" Machine Learning Library - Adaptive learning algorithms for parameter optimization f_kirschenbaum_sgd(feature_z, baseline_ma, baseline_dev, pivot_high, pivot_low, sensitivity_current, learning_rate, sensitivity_min, sensitivity_max, coupling_strength, coupling_gate, pivot_lookback, proximity_pct, survival_prob)   Pivot-based SGD for adaptive sensitivity tuning (Kirschenbaum method)   Parameters:      feature_z (float) : Z-score of the predictive feature (e.g., basket vector)      baseline_ma (float) : Baseline moving average (center line)      baseline_dev (float) : Standard deviation for band calculation      pivot_high (float) : Recent pivot high price (na if none)      pivot_low (float) : Recent pivot low price (na if none)      sensitivity_current (float) : Current sensitivity parameter value      learning_rate (float) : Learning rate for SGD updates      sensitivity_min (float) : Minimum allowed sensitivity value      sensitivity_max (float) : Maximum allowed sensitivity value      coupling_strength (float) : Coupling strength for gating updates (0-1)      coupling_gate (float) : Minimum coupling threshold for updates      pivot_lookback (int) : Lookback period to historical feature/price at pivot      proximity_pct (float) : Proximity threshold (0-1) for pivot to be "near band"      survival_prob (float) : Survival probability for band calculation (e.g., 0.68 for 1-sigma)   Returns: Updated sensitivity and number of updates performed f_sgd_update(param_current, gradient, learning_rate, param_min, param_max, gate_strength, gate_threshold)   Generic SGD parameter update with optional gating   Parameters:      param_current (float) : Current parameter value      gradient (float) : Gradient (error * feature)      learning_rate (float) : Learning rate      param_min (float) : Minimum parameter value      param_max (float) : Maximum parameter value      gate_strength (float) : Gating strength (0-1, optional)      gate_threshold (float) : Minimum gate strength to allow full update   Returns: float Updated parameter value SGDState   SGD learning state for tracking parameter updates   Fields:      param (series float) : Current parameter value      updates (series int) : Number of updates performed      last_error (series float) : Last prediction error
مكتبة Pine Script®
من ‎cybermediaboy‎
MCLibLibrary "MCLib" f_eval_validator_path(sim_buffer, run, setup_horizon, setup_entry_price, setup_direction, setup_tp1, setup_sl, fv_base, fv_drift_step, max_hold_bars)   Parameters:      sim_buffer (array)      run (int)      setup_horizon (int)      setup_entry_price (float)      setup_direction (string)      setup_tp1 (float)      setup_sl (float)      fv_base (float)      fv_drift_step (float)      max_hold_bars (int) f_calc_validator_rr(entry_price, eval_direction, mae_price, mfe_price)   Parameters:      entry_price (float)      eval_direction (string)      mae_price (float)      mfe_price (float) f_run_lite_antithetic_mc(sim_buffer_A, sim_buffer_B, lite_runs, setup_horizon, setup_entry_price, mc_pool_idx, mc_master_pool, mc_current_state, mc_pool_size, per_bar_vol, mc_squeeze_intensity, fv_cyclic_kalman, fv_drift, c0, is_stretched, is_coupled, shadow_price)   Parameters:      sim_buffer_A (array)      sim_buffer_B (array)      lite_runs (int)      setup_horizon (int)      setup_entry_price (float)      mc_pool_idx (array)      mc_master_pool (array)      mc_current_state (int)      mc_pool_size (int)      per_bar_vol (float)      mc_squeeze_intensity (float)      fv_cyclic_kalman (float)      fv_drift (float)      c0 (float)      is_stretched (bool)      is_coupled (bool)      shadow_price (float) f_run_realtime_mc_chunk(mc_sim_buffer_A, mc_sim_buffer_B, mc_runs_done, mc_target_runs, mc_chunk_size, mc_horizon, mc_pool_idx, mc_master_pool, mc_current_state, mc_pool_size, per_bar_vol, mc_vol_scalar_base, mc_squeeze_intensity, mc_breakout_multiplier, fv_cyclic_kalman, fv_drift, c0, is_stretched, is_coupled, shadow_price)   Parameters:      mc_sim_buffer_A (array)      mc_sim_buffer_B (array)      mc_runs_done (int)      mc_target_runs (int)      mc_chunk_size (int)      mc_horizon (int)      mc_pool_idx (array)      mc_master_pool (array)      mc_current_state (int)      mc_pool_size (int)      per_bar_vol (float)      mc_vol_scalar_base (float)      mc_squeeze_intensity (float)      mc_breakout_multiplier (float)      fv_cyclic_kalman (float)      fv_drift (float)      c0 (float)      is_stretched (bool)      is_coupled (bool)      shadow_price (float) f_update_progressive_percentiles(mc_sim_buffer_A, mc_sim_buffer_B, mc_horizon, mc_runs_done, mc_progressive_p10, mc_progressive_p50, mc_progressive_p90)   Parameters:      mc_sim_buffer_A (array)      mc_sim_buffer_B (array)      mc_horizon (int)      mc_runs_done (int)      mc_progressive_p10 (array)      mc_progressive_p50 (array)      mc_progressive_p90 (array)
مكتبة Pine Script®
من ‎cybermediaboy‎
CB_CandleLibLibrary "CB_CandleLib" bodySize() candleRange() bodyRatio() upperWick() lowerWick() isBullish() isBearish() hasStrongBody(minRatio)   Parameters:      minRatio (float) avgBody(length)   Parameters:      length (int) bullishEngulfing() hammer() invertedHammer() bullishPinBar() morningStar() bullishHarami() threeWhiteSoldiers() bearishEngulfing() shootingStar() bearishPinBar() eveningStar() bearishHarami() threeBlackCrows() doji(maxBodyRatio)   Parameters:      maxBodyRatio (float) longLeggedDoji() dragonflyDoji() gravestoneDoji() insideBar() outsideBar() bullishPatternScore() bearishPatternScore() bullishPatternName() bearishPatternName()
مكتبة Pine Script®
من ‎reidbotayres‎
Objective Market Structure FrameworkThis library provides a systematic, rule-based approach to categorize market movements into four objective phases: Compression, Expansion, Distribution, and Consolidation. Instead of subjective chart patterns, this tool uses volatility-relative thresholds (ATR) and momentum filters to identify significant trading ranges and structural breaks. Main Use Cases: Clear & Compact MTF Visualization: Map higher-timeframe (HTF) market structures directly onto your lower-timeframe (LTF) charts. Provides a clean, non-cluttered overview for an intuitive display of key levels without overcomplicating the chart. Automated Setup Classification: Assign specific trading setups to distinct market regimes (Uptrends, Corrections, Sideways Ranges). Enables rapid, objective analysis every trading day, eliminating the need for manual re-evaluation or "hunting" for the current trend state. Core Features: Volatility-Adaptive: Range calculations scale automatically with the market's current ATR, making the analysis relevant across all asset classes. MTF-Optimized Performance: Engineered for professional Multi-Timeframe workflows. Fetch 19 structural variables with a single request.security() call to minimize script load and prevent memory errors. Momentum Validation: Distinguishes between high-conviction structural breaks and low-momentum "noise" using body-to-ATR ratios. Reliability & Stability: Built-in Guard-Clauses protect against "Bar 0" and "NA" runtime errors, even when requesting lower timeframe data from a higher timeframe chart. Key Parameters (Customizable Defaults): Distribution Threshold (e.g. 1.2): Identifies price movement beyond the established range to confirm trend strength. Compression (e.g. 1.5x ATR): Detects low-volatility buildup phases. Expansion (e.g. 4.0x ATR): Flags explosive "Huge Range" impulses. How to use (Educational Example included): The source code contains a fully functional MTF Dashboard example (commented out at the bottom). It demonstrates how to map the library’s output variables into a visual trading interface, showing HTF trend alignment and real-time market phases. Quick Start (Implementation): import arnipoer/PriceActionStructure/1 as pa // Single request for all 19 structural variables = request.security(syminfo.tickerid, "D", pa.get_structure(true, 1.0, close, 14, 1.2, 1.5, 4.0)) // Example: Visualization plot(strHigh, color=color.aqua, title="HTF Structure High") bgcolor(hugeRange ? color.new(color.purple, 80) : na, title="Expansion Alert") Disclaimer: No financial advice. Trading involves significant risk. This is an analytical tool for professional traders to build their own systematic strategies.
مكتبة Pine Script®
من ‎arnipoer‎
GLLV_HelpersLibrary "GLLV_Helpers" buildAlertMsg(pineLic, ticker, risk, sl, tp, strategyCode)   Parameters:      pineLic (string)      ticker (string)      risk (float)      sl (float)      tp (float)      strategyCode (string) isRising(src, points, step)   Parameters:      src (float)      points (int)      step (int) regimeOf(pip2, posLimit, negLimit)   Parameters:      pip2 (float)      posLimit (float)      negLimit (float) calcMata(fast, mid, slow)   Parameters:      fast (float)      mid (float)      slow (float) crossUpByColor(src, ema, pvsraColor, expectedColor)   Parameters:      src (float)      ema (float)      pvsraColor (color)      expectedColor (color) crossDownByColor(src, ema, pvsraColor, expectedColor)   Parameters:      src (float)      ema (float)      pvsraColor (color)      expectedColor (color) calcSlope(src, length, mult, method)   Parameters:      src (float)      length (simple int)      mult (float)      method (string) createDebugTable() updateDebugTable(tbl, row, label, value)   Parameters:      tbl (table)      row (int)      label (string)      value (string)
مكتبة Pine Script®
من ‎Akmonsalba‎
HighClassCalculationsLibrary "HighClassCalculations" Advanced Pine Script v6 calculation library for statistical, normalization, trend, and risk metrics. safeDiv(numerator, denominator, fallback)   Safe division helper that prevents division-by-zero errors.   Parameters:      numerator (float) : Value on the top of the fraction.      denominator (float) : Value on the bottom of the fraction.      fallback (float) : Value returned when denominator is zero.   Returns: Result of the division or fallback. clamp(value, minValue, maxValue)   Clamps a value into a fixed range.   Parameters:      value (float) : Source value.      minValue (float) : Minimum allowed value.      maxValue (float) : Maximum allowed value.   Returns: Clamped value. rescale(value, oldMin, oldMax, newMin, newMax)   Rescales a value from one range into another range.   Parameters:      value (float) : Source value.      oldMin (float) : Source range minimum.      oldMax (float) : Source range maximum.      newMin (float) : Target range minimum.      newMax (float) : Target range maximum.   Returns: Rescaled value. normalize(src, len)   Returns the min-max normalized position of a series within a rolling window.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.   Returns: Value between 0 and 1 when the range is valid. rangePercent(src, len)   Returns the source position inside its rolling range as a percentage.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.   Returns: Value between 0 and 100 when the range is valid. zScore(src, len)   Calculates the z-score of a series.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.   Returns: Standardized z-score. robustZScore(src, len)   Calculates a robust z-score using median absolute deviation.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.   Returns: Robust z-score less sensitive to outliers. percentileRank(src, len)   Calculates percentile rank for the latest value inside a rolling window.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.   Returns: Percentile rank from 0 to 100. percentileValue(src, len, percentile)   Calculates the value at a requested percentile inside a rolling window.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.      percentile (float) : Requested percentile from 0 to 100.   Returns: Percentile value. simpleReturn(src)   Calculates simple arithmetic return versus the previous bar.   Parameters:      src (float) : Price or equity series.   Returns: One-bar simple return. logReturn(src)   Calculates log return versus the previous bar.   Parameters:      src (float) : Price or equity series.   Returns: One-bar log return. compoundedReturn(src, len)   Calculates cumulative return over a fixed lookback.   Parameters:      src (float) : Price or equity series.      len (int) : Lookback window.   Returns: Return from src to current src. realizedVolatility(src, len, annualization)   Calculates realized volatility from log returns and annualizes it.   Parameters:      src (float) : Price or equity series.      len (int) : Rolling lookback window.      annualization (float) : Number of bars used for annualization.   Returns: Annualized volatility. downsideDeviation(returnSeries, len, mar, annualization)   Calculates downside deviation from a return series.   Parameters:      returnSeries (float) : Series of returns, not raw price.      len (int) : Rolling lookback window.      mar (float) : Minimum acceptable return.      annualization (float) : Number of bars used for annualization.   Returns: Annualized downside deviation. rollingSharpe(returnSeries, len, riskFreeRate, annualization)   Calculates a rolling Sharpe ratio from a return series.   Parameters:      returnSeries (float) : Series of returns, not raw price.      len (int) : Rolling lookback window.      riskFreeRate (float) : Per-bar risk free rate.      annualization (float) : Number of bars used for annualization.   Returns: Annualized Sharpe ratio. rollingSortino(returnSeries, len, mar, annualization)   Calculates a rolling Sortino ratio from a return series.   Parameters:      returnSeries (float) : Series of returns, not raw price.      len (int) : Rolling lookback window.      mar (float) : Minimum acceptable return.      annualization (float) : Number of bars used for annualization.   Returns: Annualized Sortino ratio. efficiencyRatio(src, len)   Calculates Kaufman's efficiency ratio.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.   Returns: Efficiency ratio from 0 to 1. regressionSlope(src, len)   Calculates rolling linear regression slope.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.   Returns: Slope per bar. regressionAngle(src, len)   Converts rolling regression slope into an angle.   Parameters:      src (float) : Source series.      len (int) : Rolling lookback window.   Returns: Slope angle in degrees. beta(asset, benchmark, len)   Calculates rolling beta versus a benchmark series.   Parameters:      asset (float) : Asset series.      benchmark (float) : Benchmark series.      len (int) : Rolling lookback window.   Returns: Beta coefficient. alpha(asset, benchmark, len, riskFreeRate)   Calculates Jensen-style alpha versus a benchmark series.   Parameters:      asset (float) : Asset return series.      benchmark (float) : Benchmark return series.      len (int) : Rolling lookback window.      riskFreeRate (float) : Per-bar risk free rate.   Returns: Alpha over the rolling window. ulcerIndex(src, len)   Calculates the Ulcer Index for a series.   Parameters:      src (float) : Price or equity series.      len (int) : Rolling lookback window.   Returns: Ulcer Index value. maxDrawdown(src, len)   Calculates the maximum drawdown over a rolling window.   Parameters:      src (float) : Price or equity series.      len (int) : Rolling lookback window.   Returns: Maximum drawdown as a negative decimal. atrPercent(len, src)   Calculates ATR as a percentage of price.   Parameters:      len (simple int) : ATR lookback window.      src (float) : Reference price used for the percentage denominator.   Returns: ATR percent. relativeVolume(len)   Calculates relative volume versus its rolling average.   Parameters:      len (simple int) : Rolling lookback window.   Returns: Volume divided by average volume. getAllFunctions()   Returns a comma-separated list of all exported calculation helpers.   Returns: Function catalog for quick reference.
مكتبة Pine Script®
من ‎TheTradingSpiderMan‎
XSFS_CoreTypesLibrary "XSFS_CoreTypes" f_top(a, b)   Parameters:      a (float)      b (float) f_bot(a, b)   Parameters:      a (float)      b (float) f_mid(top, bot)   Parameters:      top (float)      bot (float) f_clamp(v, lo, hi)   Parameters:      v (int)      lo (int)      hi (int) f_lineStyle2(st)   Parameters:      st (string) SetupState   Fields:      dir (series int)      status (series int)      obTop (series float)      obBot (series float)      obT0 (series int)      oteTop (series float)      oteBot (series float)      oteT0 (series int)      fvgTop (series float)      fvgBot (series float)      fvgT0 (series int)      atr (series float) FiltersState   Fields:      biasOK (series bool)      pdOK (series bool)      emaOK (series bool)      vwapOK (series bool)      kzOK (series bool)      m5OK (series bool)      trigOK (series bool) FinalState   Fields:      tradable (series bool)      phase (series string)      score (series int)
مكتبة Pine Script®
من ‎remi.derathe‎
EMALibrary "EMA" TODO: A library that allows you to draw a variety of EMA lines over on your chart. A(length, src)   Parameters:      length (simple int)      src (float) B(length, src)   Parameters:      length (simple int)      src (float) C(length, src)   Parameters:      length (simple int)      src (float) D(length, src)   Parameters:      length (simple int)      src (float) E(length, src)   Parameters:      length (simple int)      src (float) F(length, src)   Parameters:      length (simple int)      src (float)
مكتبة Pine Script®
من ‎terencepek‎
MomentumResetsMomentumResets is a compact Pine Script library for detecting momentum reset events using finite-state logic. You get three different reset models that all return one shared exported signal enum, so integration in your own scripts stays simple and consistent. Advantages of using this library include: • Unified signal type : All models return the same `Signal` enum (`bullish`, `bearish`, `none`). • State-driven logic : Explicit states are more robust than brittle one-bar pattern checks. • Input validation : Built-in runtime checks catch invalid thresholds and shoulder settings early. • Flexible strictness : Optional `skipValidation` when you need tolerant behaviour for dynamic or partial inputs. • Model choice : Stoch, Static Level, and Pivot variants cover different momentum structures. 🟩 RESET MODELS Stoch Reset Tracks Stoch around upper/lower thresholds and emits resets when momentum rotates with confirmation conditions. Use this when you want directional reset events, not just overbought/oversold touches. Static Level Reset Uses a two-phase path per side around static thresholds with an optional tolerance buffer. Use this for "break -> return -> re-break" style momentum structures around fixed levels. Pivot Reset Uses shoulder distances and trailed extremes to detect retrace/bounce resets after directional expansion. Use this for swing-style turns where relative move size matters more than absolute levels. The models are easier to grasp by seeing them than they are to explain. They all have example visualisations included. 🟩 VALIDATION & ERROR HANDLING The library includes defensive checks with `runtime.error()` messaging for critical misconfiguration. Examples of guarded inputs: • Thresholds cannot be `na`. • Lower threshold must be below upper threshold. • Stoch thresholds must stay within 0-100. • Tolerance must be 0 or greater. • Shoulder distances must be greater than 0. • Optional pivot bounds are checked for logical consistency when both are used. Each error message is prefixed with the library + function name to make debugging easier. 🟩 HOW TO USE Pine Script libraries contain reusable code for importing into indicators. You do not need to copy any code out of here. Just import the library and call the function you want. For version 1, import it like this: import SimpleCryptoLife/MomentumResets/1 Then call one reset function per model/series path each bar, and route the returned `Signal` enum into your entries, exits, filters, or alerts. For more information on libraries and incorporating them into your scripts, see the Libraries section of the Pine Script User Manual. 🟩 BRING ON THE FUNCTIONS getStochResetSignal(_stochK, _stochD, _lowerThreshold, _upperThreshold, _skipValidation)   Returns a Stoch momentum reset signal using internal FSM states (neutral, tracking, suppressed).   Parameters:      _stochK (float)       Current Stoch %K value used in state transitions.      _stochD (float)       Current Stoch %D value used for confirmation logic.      _lowerThreshold (float, default 20.0)       Lower Stoch threshold used for setup and reset detection.      _upperThreshold (float, default 80.0)       Upper Stoch threshold used for setup and reset detection.      _skipValidation (bool, default false)       If true, skips guard checks and allows tolerant execution with dynamic/partial inputs.   Returns: Signal (`Signal.bullish`, `Signal.bearish`, or `Signal.none` for this bar). getStaticLevelResetSignal(_value, _lowerThreshold, _upperThreshold, _tolerance, _skipValidation)   Returns a reset signal when value completes the threshold/tolerance path on either side.   Parameters:      _value (float)       Current series value to evaluate.      _lowerThreshold (float)       Lower static level used by the bullish reset path.      _upperThreshold (float)       Upper static level used by the bearish reset path.      _tolerance (float, default 0.0)       Optional buffer zone around levels before a reset can complete.      _skipValidation (bool, default false)       If true, skips guard checks and allows tolerant execution with dynamic/partial inputs.   Returns: Signal (`Signal.bullish`, `Signal.bearish`, or `Signal.none` for this bar). getPivotResetSignal(_value, _leftShoulder, _rightShoulder, _bearMinHeight, _bullMaxDepth, _skipValidation)   Returns a reset signal using shoulder-based priming and trailing extremes for pivot-style turns.   Parameters:      _value (float)       Current series value to evaluate.      _leftShoulder (float)       Relative move from anchor required to prime a directional setup.      _rightShoulder (float)       Relative retrace/bounce from the trailed extreme required to trigger a reset.      _bearMinHeight (float, optional)       Optional absolute minimum high required before bearish resets are allowed.      _bullMaxDepth (float, optional)       Optional absolute maximum low required before bullish resets are allowed.      _skipValidation (bool, default false)       If true, skips guard checks and allows tolerant execution with dynamic/partial inputs.   Returns: Signal (`Signal.bullish`, `Signal.bearish`, or `Signal.none` for this bar).
مكتبة Pine Script®
من ‎SimpleCryptoLife‎
BASCOOL_LibBASCOOL Library v1 Range–Body Structure Analysis Toolkit for Intraday Trading The BASCOOL Library provides high-quality, reusable Pine Script components for structural conviction analysis based purely on price action. It is designed for intraday traders who rely on volatility-adjusted range expansion and candle-body efficiency to identify strong, weak, or choppy market conditions. Included Functions rbm_from_ohlc() – Range–Body Measure (RBM) A volatility-normalized structure indicator that evaluates: Range Expansion: Smooth EMA of (High–Low), normalized by ATR → captures strength of movement relative to volatility Body Efficiency: Body-to-Range ratio smoothed with EMA → measures how much of the candle’s range is “directional” The RBM output is a smooth structural strength score typically between 0 and 1, where: High RBM → strong structure, clean movement, trend-friendly conditions Low RBM → compressed ranges, weak bodies, low-quality structure Flat RBM → choppy environment, avoid directional trades
مكتبة Pine Script®
من ‎gokul4trading‎
Letras_Lecaps_Library--- **Letras_Lecaps_Library — Argentine Fixed-Rate Instruments & Dollar Futures Data** Pine Script library that provides centralized reference data for Argentine Lecaps, Boncaps, and Matba-Rofex Dollar Futures contracts. Designed to be imported by indicators and strategies that need ticker symbols, maturity dates, and redemption prices without hardcoding them. **What's inside** The library exports simple accessor functions for three instrument classes: - **Lecaps** (9 series): BCBA tickers, maturity price per VN100 (Monto_al_Vto), and payment date for each active short-term zero-coupon treasury bill. - **Boncaps** (6 series): Same structure as Lecaps, covering longer-term capitalization bonds. - **Dollar Futures** (12 contracts): MATBAROFEX tickers and expiry dates for USD/ARS futures. Count functions (`lecapCount()`, `boncapCount()`, `futuresCount()`) return the number of active instruments in each category, so consuming scripts can adapt dynamically. **Data sources** - Lecaps & Boncaps: IAMC (Instituto Argentino de Mercado de Capitales) periodic report. - Dollar Futures: A3 Mercados (Matba-Rofex), expiry dates verified against TradingView contract pages. **How to use** ```pine import EcoValores/Letras_Lecaps_Library/1 as lib // Get the ticker and maturity data for the first Lecap ticker = lib.lecapTicker1() // "BCBA:S27F6" matPx = lib.lecapMaturityPrice1() // 125.84 matDt = lib.lecapMaturityDate1() // timestamp for 27/02/2026 ``` **Update cycle** This library reflects a point-in-time snapshot. It should be updated and republished after each public auction or when new IAMC data becomes available. Expired instruments are removed and new ones added, with count functions adjusted accordingly. The last data source date is noted in the script header. **Related** This library is the data backend for the **Breakeven Lecaps_Boncaps** indicator, which uses it to calculate and plot breakeven USD exchange rates across the term structure. --- **Descripción en Español** Librería Pine Script que centraliza los datos de referencia de Lecaps, Boncaps y contratos de Dólar Futuro de Matba-Rofex. Diseñada para ser importada por indicadores y estrategias que necesitan tickers, fechas de vencimiento y precios de rescate sin codificarlos directamente. Exporta funciones de acceso para tres clases de instrumentos: Lecaps (9 series, tickers BCBA, precio al vencimiento por VN100 y fecha de pago), Boncaps (6 series, misma estructura), y Dólar Futuro (12 contratos, tickers MATBAROFEX y fecha de expiración). Las funciones de conteo permiten que los scripts consumidores se adapten dinámicamente. Fuentes de datos: Lecaps y Boncaps del informe periódico del IAMC; Dólar Futuro de A3 Mercados (Matba-Rofex). La librería refleja una foto puntual y debe republicarse tras cada licitación o cuando haya nuevos datos disponibles. Esta librería es el backend de datos del indicador **Breakeven Lecaps_Boncaps**, que la utiliza para calcular y graficar el tipo de cambio breakeven en dólares a lo largo de la curva. --- **Disclaimer / Aviso legal** This library is for informational and educational purposes only. It does not constitute investment advice. Data may be incomplete, delayed, or inaccurate. Verify all tickers and values independently before use. Past performance is not indicative of future results. Consult a licensed financial advisor before making investment decisions. Esta librería es solo para fines informativos y educativos. No constituye asesoramiento de inversión. Los datos pueden ser incompletos, estar demorados o ser inexactos. Verifique todos los tickers y valores de forma independiente antes de utilizarla. El rendimiento pasado no es indicativo de resultados futuros. Consulte a un asesor financiero matriculado antes de invertir.
مكتبة Pine Script®
من ‎Eco Valores‎
TCD_scoring_libScoring engine for TCD (Trade Consistent & Disciplined). Takes data from all library modules across 4 timeframes and produces: - **BUY/SELL scores (0-10):** Multi-timeframe trend alignment scoring - **CT Buy/Sell scores (0-18):** Counter-trend exhaustion scoring with stretched, structural, and completion signals - **Trade recommendations:** Scalp (with-trend and counter-trend) and Swing setups with specific entry, stop loss, T1, and T2 levels - **Validation pipeline:** Direction clamping, SL sanity checks, target hit cascading, proximity filtering, and R:R computation Pure functions only — no `request.security()` calls. All timeframe data is passed in from the main indicator. Used by: TCD - Trade Consistent & Disciplined (indicator)
مكتبة Pine Script®
من ‎TradeCandD‎
lib_trend_modeTarget Trend BUY/SELL mode detection with entry, stop loss, and 3 target levels. Determines whether each timeframe is in BUY or SELL mode using trend direction logic. Provides entry levels, stop loss levels, and up to 3 progressive targets (T1/T2/T3) with hit detection. Also includes a Two Poles momentum filter for trend confirmation. Adapted from Target Trend by BigBeluga: **Exports:** `get_trend()` — returns trend direction, entry, SL, T1-T3, hit status, and Two Poles filter value. Used by: TCD - Trade Consistent & Disciplined (indicator)
مكتبة Pine Script®
من ‎TradeCandD‎
ZigzagLiteLibrary "ZigzagLite" Lighter version of the Zigzag Library. Without indicators and sub-component divisions method getPrices(pivots)   Namespace types: array   Parameters:      pivots (array) method getBars(pivots)   Namespace types: array   Parameters:      pivots (array) method getPoints(pivots)   Namespace types: array   Parameters:      pivots (array) method getPoints(this)   Namespace types: Zigzag   Parameters:      this (Zigzag) method calculate(this, ohlc, ltfHighTime, ltfLowTime)   Namespace types: Zigzag   Parameters:      this (Zigzag)      ohlc (array)      ltfHighTime (int)      ltfLowTime (int) method calculate(this)   Namespace types: Zigzag   Parameters:      this (Zigzag) PivotCandle   PivotCandle represents data of the candle which forms either pivot High or pivot low or both   Fields:      _high (series float) : High price of candle forming the pivot      _low (series float) : Low price of candle forming the pivot      length (series int) : Pivot length      pHighBar (series int) : represents number of bar back the pivot High occurred.      pLowBar (series int) : represents number of bar back the pivot Low occurred.      pHigh (series float) : Pivot High Price      pLow (series float) : Pivot Low Price Pivot   Pivot refers to zigzag pivot.   Fields:      point (chart.point)      dir (series int)      level (series int)      ratio (series float)      sizeRatio (series float)      barRatio (series float) ZigzagFlags   Flags required for drawing zigzag.   Fields:      newPivot (series bool)      doublePivot (series bool)      updateLastPivot (series bool) Zigzag   Zigzag object which contains whole zigzag calculation parameters and pivots   Fields:      length (series int)      numberOfPivots (series int)      offset (series int)      level (series int)      zigzagPivots (array)      flags (ZigzagFlags) ZigzagObject   Zigzag Drawing Object   Fields:      zigzagLine (series line)      zigzagLabel (series label) ZigzagProperties   Object which holds properties of zigzag drawing.   Fields:      lineColor (series color)      lineWidth (series int)      lineStyle (series string)      showLabel (series bool)      textColor (series color)      maxObjects (series int)      xloc (series string)      curved (series bool)      force_overlay (series bool) ZigzagDrawing   Object which holds complete zigzag drawing objects and properties.   Fields:      zigzag (Zigzag)      properties (ZigzagProperties)      drawings (array) ZigzagDrawingPL   Object which holds complete zigzag drawing objects and properties - polyline version   Fields:      zigzag (Zigzag)      properties (ZigzagProperties)      zigzagLabels (array)      zigzagLine (series polyline)
مكتبة Pine Script®
من ‎ajitgorde121‎
ohlcLibrary "ohlc" Library having OHLC and Indicator type and method implementations. getOhlcArray(o, h, l, c, highBeforeLow, highAfterLow, lowBeforeHigh, lowAfterHigh, barindex, bartime, indicators)   get array of OHLC values when called on every bar   Parameters:      o (float) : Open price      h (float) : High Price      l (float) : Low Price      c (float) : Close Price      highBeforeLow (float) : to be calculated based on lower timeframe. high price attained within the candle before reaching the lowest point.      highAfterLow (float) : to be calculated based on lower timeframe. high price attained within the candle after reaching the lowest point.      lowBeforeHigh (float) : to be calculated based on lower timeframe. low price attained within the candle before reaching the highest point.      lowAfterHigh (float) : to be calculated based on lower timeframe. low price attained within the candle after reaching the highest point.      barindex (int) : bar_index of OHLC data      bartime (int) : time of OHLC cata      indicators (array) : array containing indicator   Returns: Array of OHLC objects push(this, item, maxItems)   Push items to OHLC array with maxItems limit   Parameters:      this (array)      item (OHLC) : OHLC Item to be pushed to the array      maxItems (int) : max Items the array can hold at a time   Returns: current object push(this, item, maxItems)   Push items to Indicator array with maxItems limit   Parameters:      this (array)      item (Indicator) : Indicator Item to be pushed to the array      maxItems (int) : max Items the array can hold at a time   Returns: current object unshift(this, item, maxItems)   Unshift items to OHLC array with maxItems limit   Parameters:      this (array)      item (OHLC) : OHLC Item to be unshifted to the array      maxItems (int) : max Items the array can hold at a time   Returns: current object unshift(this, item, maxItems)   Unshift items to Indicator array with maxItems limit   Parameters:      this (array)      item (Indicator) : Indicator Item to be unshifted to the array      maxItems (int) : max Items the array can hold at a time   Returns: current object method getPoints(indicators)   get array of points based on array of indicator values   Namespace types: array   Parameters:      indicators (array) : Array containing indicator objects   Returns: array of indicator points method plot(indicator, xloc, line_color, line_style, line_width)   plots an array of Indicator using polyline   Namespace types: array   Parameters:      indicator (array) : Array containing indicator objects      xloc (string) : can have values xloc.bar_index or xloc.bar_time. Used for drawing the line based on either bars or time.      line_color (color) : color in which the plots need to be printed on chart.      line_style (string) : line style line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_right, line.style_arrow_left, line.style_arrow_both      line_width (int) : width of the plot line   Returns: array of plot polyline Indicator   Object containing Indicator name and value   Fields:      name (series string) : Indicator Name      value (chart.point) : Indicator Value as a chart point OHLC   Object containing OHLC and indicator values   Fields:      o (series float) : Open price      h (series float) : High Price      l (series float) : Low Price      c (series float) : Close Price      highBeforeLow (series float) : to be calculated based on lower timeframe. high price attained within the candle before reaching the lowest point.      highAfterLow (series float) : to be calculated based on lower timeframe. high price attained within the candle after reaching the lowest point.      lowBeforeHigh (series float) : to be calculated based on lower timeframe. low price attained within the candle before reaching the highest point.      lowAfterHigh (series float) : to be calculated based on lower timeframe. low price attained within the candle after reaching the highest point.      barindex (series int) : bar_index of OHLC data      bartime (series int) : time of OHLC cata      indicators (array) : array containing indicator
مكتبة Pine Script®
من ‎ajitgorde121‎
Kerbal_BreadthLibrary "kerbal_breadth" Kerbal Indicators Shared Library - Breadth Analysis This library provides functions for analyzing market breadth indicators including Advance/Decline lines, Bullish Percent Index, and breadth divergence detection. getAdvDecLine()   Get NYSE Advance/Decline line   Returns: NYSE A/D line value getAdvDecRatio()   Get NYSE Advance/Decline ratio   Returns: NYSE Advance/Decline ratio advDecSlope(length)   Calculate A/D line slope (rate of change)   Parameters:      length (int) : Period for slope calculation   Returns: A/D line slope (positive = breadth improving, negative = deteriorating) advDecDivergence(priceHigh, priceHighBar, lookback)   Detect A/D line divergence with price   Parameters:      priceHigh (float) : Recent price high      priceHighBar (int) : Bar index of price high      lookback (int) : Bars to look back for divergence   Returns: Tuple - true if divergence detected getBullishPercentNYSE()   Get Bullish Percent Index for NYSE   Returns: NYSE BPI value (0-100 scale) getBullishPercentSPX()   Get Bullish Percent Index for S&P 500   Returns: SPX BPI value (0-100 scale) getBullishPercentNDX()   Get Bullish Percent Index for Nasdaq   Returns: NDX BPI value (0-100 scale) bpiRegime(bpi, oversoldThresh, overboughtThresh)   Classify BPI regime   Parameters:      bpi (float) : BPI value (0-100)      oversoldThresh (float) : Oversold threshold (contrarian bullish)      overboughtThresh (float) : Overbought threshold (contrarian bearish)   Returns: Regime: "OVERSOLD", "BULLISH", "NEUTRAL", "BEARISH", "OVERBOUGHT" pctAbove200MA_SPX()   Get percentage of S&P 500 stocks above their 200-day MA   Returns: Percentage (0-100) pctAbove50MA_SPX()   Get percentage of S&P 500 stocks above their 50-day MA   Returns: Percentage (0-100) breadthHealth(pct200, pct50)   Analyze breadth health based on MA participation   Parameters:      pct200 (float) : Percentage above 200-day MA      pct50 (float) : Percentage above 50-day MA   Returns: Health assessment: "STRONG", "HEALTHY", "WEAK", "POOR" breadthThrust(period, threshold)   Detect breadth thrust (rapid improvement in breadth)   Parameters:      period (int) : Measurement period      threshold (float) : Minimum improvement threshold   Returns: True if breadth thrust detected breadthScore(advDecSlope, bpi, pct200)   Calculate composite breadth score   Parameters:      advDecSlope (float) : A/D line slope      bpi (float) : Bullish Percent Index value      pct200 (float) : Percentage above 200-day MA   Returns: Breadth score 0-100 (higher = better breadth) currentBreadthScore()   Get current composite breadth with all data retrieval   Returns: Composite breadth score 0-100 breadthBearishDivergence(priceHigh, prevPriceHigh, currentBreadth, prevBreadth)   Detect bearish breadth divergence   Parameters:      priceHigh (float) : Current price high      prevPriceHigh (float) : Previous price high      currentBreadth (float) : Current breadth score      prevBreadth (float) : Previous breadth score   Returns: True if bearish divergence (price up, breadth down) breadthBullishDivergence(priceLow, prevPriceLow, currentBreadth, prevBreadth)   Detect bullish breadth divergence   Parameters:      priceLow (float) : Current price low      prevPriceLow (float) : Previous price low      currentBreadth (float) : Current breadth score      prevBreadth (float) : Previous breadth score   Returns: True if bullish divergence (price down, breadth up) breadthConfirmsBullish(breadthScore, minScore)   Check if breadth confirms bullish price action   Parameters:      breadthScore (float) : Current breadth score (0-100)      minScore (float) : Minimum acceptable breadth score   Returns: True if breadth is confirming breadthConfirmsBearish(breadthScore, maxScore)   Check if breadth confirms bearish price action   Parameters:      breadthScore (float) : Current breadth score (0-100)      maxScore (float) : Maximum acceptable breadth score   Returns: True if breadth is confirming breadthWarning(breadthScore, priceAction)   Detect breadth warning signals   Parameters:      breadthScore (float) : Current breadth score      priceAction (int) : Recent price direction (1 = up, -1 = down, 0 = neutral)   Returns: Tuple marketHealthFromBreadth(breadthScore, hasThrust, divergenceType)   Comprehensive market health from breadth indicators   Parameters:      breadthScore (float) : Composite breadth score      hasThrust (bool) : Whether breadth thrust detected      divergenceType (int) : Divergence type: 1 = bearish, -1 = bullish, 0 = none   Returns: Health string: "EXCELLENT", "GOOD", "FAIR", "POOR", "WARNING" marketHealth(sentimentScore, breadthScore)   Combined sentiment and breadth confirmation   Parameters:      sentimentScore (float) : Sentiment score from kerbal_sentiment library (0-100)      breadthScore (float) : Breadth score (0-100)   Returns: Tuple
مكتبة Pine Script®
من ‎Kerbal‎
Kerbal_SentimentLibrary "kerbal_sentiment" Kerbal Indicators Shared Library - Sentiment Analysis This library provides functions for accessing and analyzing market sentiment indicators including VIX and Put/Call ratios for contrarian signal generation. getVIX()   Get VIX (CBOE Volatility Index) close value   Returns: VIX close price vixPercentile(length)   Calculate VIX percentile rank over lookback period   Parameters:      length (int) : Lookback period for percentile calculation   Returns: VIX percentile (0-100) vixRegime(vix, lowThresh, highThresh, extremeThresh)   Classify VIX regime based on thresholds   Parameters:      vix (float) : VIX value to classify (use na for current)      lowThresh (float) : Low VIX threshold (complacent market)      highThresh (float) : High VIX threshold (fearful market)      extremeThresh (float) : Extreme fear threshold   Returns: Regime: "COMPLACENT", "NORMAL", "FEARFUL", or "EXTREME_FEAR" vixZScore(length)   Calculate VIX z-score for relative positioning   Parameters:      length (int) : Lookback period for mean and standard deviation   Returns: VIX z-score getPutCallRatio()   Get equity put/call ratio   Returns: Put/Call ratio (typically from CBOE data feed) putCallSmoothed(length)   Get smoothed put/call ratio using SMA   Parameters:      length (int) : Smoothing period   Returns: Smoothed put/call ratio putCallZScore(length)   Calculate put/call z-score for extremes detection   Parameters:      length (int) : Lookback period for mean and standard deviation   Returns: Put/Call z-score (positive = elevated put buying) putCallRegime(pc, lowThresh, highThresh)   Classify put/call ratio regime   Parameters:      pc (float) : Put/call ratio (use na for current)      lowThresh (float) : Low P/C threshold (complacent/bullish)      highThresh (float) : High P/C threshold (fearful/bearish sentiment)   Returns: Regime: "COMPLACENT", "NORMAL", "DEFENSIVE", "FEARFUL" sentimentScore(vixPercentile, putCallZScore)   Calculate composite sentiment score   Parameters:      vixPercentile (float) : VIX percentile rank (0-100)      putCallZScore (float) : Put/Call ratio z-score   Returns: Sentiment score 0-100 (0 = extreme fear/bullish contrarian, 100 = extreme complacency/bearish contrarian) contrarianSignal(sentimentScore, bullishThreshold, bearishThreshold)   Check if sentiment is at contrarian extreme   Parameters:      sentimentScore (float) : Composite sentiment score (0-100)      bullishThreshold (float) : Threshold for contrarian bullish signal (extreme fear)      bearishThreshold (float) : Threshold for contrarian bearish signal (extreme complacency)   Returns: Tuple sentimentTrend(sentimentScore, prevSentimentScore, threshold)   Get sentiment direction and strength   Parameters:      sentimentScore (float) : Current sentiment score      prevSentimentScore (float) : Previous sentiment score      threshold (float)   Returns: Tuple where direction is "INCREASING_FEAR", "DECREASING_FEAR", "STABLE" vixSpike(spikeThreshold)   Detect VIX spike (sudden fear increase)   Parameters:      spikeThreshold (float) : Z-score threshold for spike detection   Returns: True if VIX is spiking putCallSpike(spikeThreshold)   Detect put/call spike (sudden defensive positioning)   Parameters:      spikeThreshold (float) : Z-score threshold for spike detection   Returns: True if P/C ratio is spiking marketStress()   Composite market stress indicator   Returns: Stress level 0-100 (higher = more stress) contrarianBuyOpportunity(minStress)   Identify contrarian buy opportunity   Parameters:      minStress (float) : Minimum stress level required   Returns: True if contrarian buy opportunity detected contrarianSellOpportunity(maxStress)   Identify contrarian sell opportunity   Parameters:      maxStress (float) : Maximum stress level (complacency)   Returns: True if contrarian sell opportunity detected
مكتبة Pine Script®
من ‎Kerbal‎