PINE LIBRARY

DeepSignalFilterHelpers

已更新

Library "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): <int> The length of the EMV calculation
emvThreshold (float): <float> The EMV threshold
useEmvFilter (bool): <bool> Whether to apply the EMV filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <int> The length of the ADI moving average calculation
threshold (float): <float> The ADI threshold
useAdiFilter (bool): <bool> Whether to apply the ADI filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <int> The length of the MFI calculation
mfiThreshold (float): <float> The MFI threshold
useMfiFilter (bool): <bool> Whether to apply the MFI filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <float> Threshold for strong OBV movements
obvThresholdModerate (float): <float> Threshold for moderate OBV movements
lookbackPeriod (int): <int> Number of periods to analyze OBV trends
obvMode (string): <string> OBV mode to filter ("Strong", "Moderate", "Weak")
Returns: <string> 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): <series float> The source series (default: close)
length (int): <int> The length of the OBV moving average calculation
obvMode (string): <string> OBV mode to filter ("Strong", "Moderate", "Weak")
threshold (float): <float> Optional threshold for additional filtering
useObvFilter (bool): <bool> Whether to apply the OBV filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <int> The length of the CMF calculation
cmfThreshold (float): <float> The CMF threshold
useCmfFilter (bool): <bool> Whether to apply the CMF filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <bool> Whether to apply the VWAP filter
Returns: <bool> 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): <int> The length of the PVT moving average calculation
pvtThreshold (float): <float> The PVT threshold
usePvtFilter (bool): <bool> Whether to apply the PVT filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <int> The length of the short-term volume moving average
longLength (int): <int> The length of the long-term volume moving average
voThreshold (float): <float> The Volume Oscillator threshold
useVoFilter (bool): <bool> Whether to apply the VO filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <int> The length of the short-term ADI moving average
longLength (int): <int> The length of the long-term ADI moving average
choThreshold (float): <float> The Chaikin Oscillator threshold
useChoFilter (bool): <bool> Whether to apply the CHO filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <int> The length of the FI calculation
fiThreshold (float): <float> The Force Index threshold
useFiFilter (bool): <bool> Whether to apply the FI filter
useMovingAvg (bool): <bool> Whether to use moving average as threshold
Returns: <bool> 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): <series float> The source series
threshold (float): <float> The threshold for the filter
useRegimeFilter (bool): <bool> Whether to apply the regime filter
Returns: <bool> 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): <series float> The source series
threshold (float): <float> The threshold for the filter
useRegimeFilter (bool): <bool> Whether to apply the regime filter
Returns: <bool> 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): <series float> The source series
length (simple int): <int> The length of the ADX calculation
adxThreshold (int): <int> The ADX threshold
useAdxFilter (bool): <bool> Whether to apply the ADX filter
Returns: <bool> 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): <int> The minimum length for ATR calculation
maxLength (simple int): <int> The maximum length for ATR calculation
useVolatilityFilter (bool): <bool> Whether to apply the volatility filter
Returns: <bool> 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): <series float> The source series
length (int): <int> The length of the Ulcer Index calculation
ulcerThreshold (float): <float> The Ulcer Index threshold (default: average Ulcer Index)
useUlcerFilter (bool): <bool> Whether to apply the Ulcer Index filter
Returns: <bool> 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): <series float> The source series
length (int): <int> The length of the Standard Deviation calculation
stdDevThreshold (float): <float> The Standard Deviation threshold (default: average Standard Deviation)
useStdDevFilter (bool): <bool> Whether to apply the Standard Deviation filter
Returns: <bool> 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): <series float> The source series
shortLength (simple int): <int> The short length for MACD calculation
longLength (simple int): <int> The long length for MACD calculation
signalSmoothing (simple int): <int> The signal smoothing length for MACD
macdVThreshold (float): <float> The MACD-V threshold (default: average MACD-V)
useMacdVFilter (bool): <bool> Whether to apply the MACD-V filter
Returns: <bool> 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): <int> The length of the ATR calculation
atrThreshold (float): <float> The ATR threshold (default: average ATR)
useAtrFilter (bool): <bool> Whether to apply the ATR filter
Returns: <bool> 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): <int> The length of the ATR calculation
bodyThreshold (float): <float> The threshold for candle body size (relative to ATR)
atrThreshold (float): <float> The ATR threshold (default: average ATR)
useFilter (bool): <bool> Whether to apply the candle body and ATR filter
Returns: <bool> 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): <int> The length of the ATR calculation
atrpThreshold (float): <float> The ATRP threshold (default: average ATRP)
useAtrpFilter (bool): <bool> Whether to apply the ATRP filter
Returns: <bool> 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): <int> The length of the Ichimoku Oscillator calculation
threshold (float): <float> The threshold for the filter (default: average Ichimoku Oscillator)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
shortLength (simple int): <int> The short length for CMB calculation
longLength (simple int): <int> The long length for CMB calculation
threshold (float): <float> The threshold for the filter (default: average CMB Composite Index)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
rsiLength (simple int): <int> The length for RSI calculation
rocLength (int): <int> The length for ROC calculation
streakLength (simple int): <int> The length for streak calculation
threshold (float): <float> The threshold for the filter (default: average Connors RSI)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
roc1Length (int): <int> The length for the first ROC calculation
roc2Length (int): <int> The length for the second ROC calculation
wmaLength (int): <int> The length for the WMA calculation
threshold (float): <float> The threshold for the filter (default: average Coppock Curve)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
pmoLength (simple int): <int> The length for PMO calculation
smoothingLength (simple int): <int> The smoothing length for PMO
threshold (float): <float> The threshold for the filter (default: average PMO Oscillator)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
shortLength (simple int): <int> The short length for MACD calculation
longLength (simple int): <int> The long length for MACD calculation
signalSmoothing (simple int): <int> The signal smoothing length for MACD
threshold (float): <float> The threshold for the filter (default: average MACD)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
shortLength (simple int): <int> The short length for MACD calculation
longLength (simple int): <int> The long length for MACD calculation
signalSmoothing (simple int): <int> The signal smoothing length for MACD
threshold (float): <float> The threshold for the filter (default: average MACD-Histogram)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
r1 (int): <int> The first ROC length
r2 (int): <int> The second ROC length
r3 (int): <int> The third ROC length
r4 (int): <int> The fourth ROC length
sm1 (int): <int> The first smoothing length
sm2 (int): <int> The second smoothing length
sm3 (int): <int> The third smoothing length
sm4 (int): <int> The fourth smoothing length
signalLength (int): <int> The signal line smoothing length
threshold (float): <float> The threshold for the filter (default: average KST Oscillator)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
r1 (int): <int> The first ROC length
r2 (int): <int> The second ROC length
r3 (int): <int> The third ROC length
r4 (int): <int> The fourth ROC length
sm1 (int): <int> The first smoothing length
sm2 (int): <int> The second smoothing length
sm3 (int): <int> The third smoothing length
sm4 (int): <int> The fourth smoothing length
threshold (float): <float> The threshold for the filter (default: average Special K)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
rocLength (int): <int> The length for ROC calculation
momentumLength (int): <int> The length for Momentum calculation
threshold (float): <float> The threshold for the filter (default: average ROC and Momentum)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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): <series float> The source series
length (int): <int> The length for RRG Relative Strength calculation
threshold (float): <float> The threshold for the filter (default: average RRG Relative Strength)
useFilter (bool): <bool> Whether to apply the filter
Returns: <bool> 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)

版本注释

v2

Added:
filter_price_action(lookback, minDistance, useFilter)
Price Action Filter for filtering signals based on price position relative to local high/low
Parameters:
lookback (simple int): <int> Number of candles to check for local high/low
minDistance (float): <float> Minimum distance percentage from local high/low (default: SMA of the percentage distance)
useFilter (bool): <bool> Whether to apply the Price Action filter
Returns: <bool> Filtered result indicating whether the signal should be used

filter_momentum(lookback, momentumThreshold, useFilter)
Momentum Filter for filtering signals based on momentum over a specified lookback period
Parameters:
lookback (simple int): <int> Number of candles to check for momentum
momentumThreshold (float): <float> Minimum momentum percentage (default: SMA of recent momentum)
useFilter (bool): <bool> Whether to apply the Momentum filter
Returns: <bool> Filtered result indicating whether the signal should be used

filter_candle_structure(bodyThreshold, lookback, useFilter)
Candle Structure Filter for filtering signals based on the body size of previous candles
Parameters:
bodyThreshold (simple float): <float> Minimum body percentage of the previous candle (default: SMA of recent body percentages)
lookback (simple int): <int> Number of candles for SMA calculation of body size (default: 5)
useFilter (bool): <bool> Whether to apply the Candle Structure filter
Returns: <bool> Filtered result indicating whether the signal should be used

版本注释

Code clean