lib_pivot

2023年7月8日

Library "lib_pivot"
Object oriented implementation of Pivot methods.

method tostring(this)
  Converts HLData to a json string representation
  Namespace types: HLData
  Parameters:
    this (HLData): HLData
  Returns: string representation of Pivot

method tostring(this, date_format)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    date_format (simple string)

method tostring(this, date_format)
  Namespace types: Pivot[]
  Parameters:
    this (Pivot[])
    date_format (simple string)

method get_color(this, mode)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)

method get_label_text(this)
  Namespace types: Pivot
  Parameters:
    this (Pivot)

method direction(this)
  Namespace types: Pivot
  Parameters:
    this (Pivot)

method same_direction_as(this, other)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    other (Pivot)

method exceeds(this, price)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    price (float)

method exceeds(this, other)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    other (Pivot)

method exceeded_by(this, price)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    price (float)

method exceeded_by(this, other)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    other (Pivot)

method retracement_ratio(this, lastPivot, sec_lastPivot)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    lastPivot (Pivot)
    sec_lastPivot (Pivot)

ratio_target(sec_lastPivot, lastPivot, target_ratio)
  Parameters:
    sec_lastPivot (Pivot)
    lastPivot (Pivot)
    target_ratio (float)

method update(this, ref_highest, ref_lowest)
  Namespace types: HLData
  Parameters:
    this (HLData)
    ref_highest (float)
    ref_lowest (float)

method update(this, bar_time, bar_idx, price, prev)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    bar_time (int)
    bar_idx (int)
    price (float)
    prev (Pivot)

method create_next(this, bar_time, bar_idx, price)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    bar_time (int)
    bar_idx (int)
    price (float)

HLData
  HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
  Fields:
    length (series int): lookback length for pivot points
    highest_offset (series int): offset to highest value bar
    lowest_offset (series int): offset to lowest value bar
    highest (series float): highest value within lookback bars
    lowest (series float): lowest value within lookback bars
    new_highest (series bool): update() will set this true if the current candle forms a new highest high at the last (current) bar of set period (length)
    new_lowest (series bool): update() will set this true if the current candle forms a new lowest low at the last (current) bar of set period (length)
    new_highest_fractal (series bool): update() will set this true if the current candle forms a new fractal high at the center of set period (length)
    new_lowest_fractal (series bool): update() will set this true if the current candle forms a new fractal low at the center of set period (length)

PivotColors
  Pivot colors for different modes
  Fields:
    hh (series color): Color for Pivot mode 2 (HH)
    lh (series color): Color for Pivot mode 1 (LH)
    hl (series color): Color for Pivot mode -1 (HL)
    ll (series color): Color for Pivot mode -2 (LL)

Pivot
  Pivot additional pivot data around basic Point
  Fields:
    point (Point type from robbatt/lib_plot_objects/5)
    mode (series int): can be -2/-1/1/2 for LL/HL/LH/HH
    price_movement (series float): The price difference between this and the previous pivot point in the opposite direction
    retracement_ratio (series float): The ratio between this price_movement and the previous
    prev (Pivot)

2023年7月8日

版本注释

v2 added methods to generate LineArgs and LabelArgs depending on Pivot mode

Added:
method get_line_args(this, mode, base_line_args)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)
    base_line_args (LineArgs type from robbatt/lib_plot_objects/5)

method get_label_args(this, mode, base_label_args, bg_colors)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)
    base_label_args (LabelArgs type from robbatt/lib_plot_objects/5)
    bg_colors (PivotColors)

2023年7月8日

版本注释

v3 added reference series into HLData for use in zigzags, added functions to generate LineArgs and LabelArgs based on Pivot mode

Updated:
method get_line_args(this, mode, base_line_args)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)
    base_line_args (LineArgs type from robbatt/lib_plot_objects/6)

method get_label_args(this, mode, base_label_args, bg_colors)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)
    base_label_args (LabelArgs type from robbatt/lib_plot_objects/6)
    bg_colors (PivotColors)

HLData
  new Fields:
    ref_highest (series float)
    ref_lowest (series float)
    

2023年7月8日

版本注释

v4 fixed calculation error

2023年7月8日

版本注释

v5 added shortcuts for extracting and using HLData via Point Object

Updated:
method update(this, update, prev)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    update (Point type from robbatt/lib_plot_objects/6)
    prev (Pivot)

method create_next(this, update)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    update (Point type from robbatt/lib_plot_objects/6)

HLData
  added Fields:
    h (Point type from robbatt/lib_plot_objects/6)
    l (Point type from robbatt/lib_plot_objects/6)

2023年7月8日

版本注释

v6 update lib_plot_objects to v7

2023年7月8日

版本注释

v7 added default xloc to HLData

Updated:
HLData
  added Fields:
    xloc (series string)
    

2023年7月8日

版本注释

v8 prevent neutral mode for follow up pivots, take opposite of previous direction in case of pivot has same price level as previous

2023年7月8日

版本注释

v9 added variables to tostring for debugging

2023年7月8日

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v10 added variables to tostring

2023年7月8日

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v11 auto-position pivot labels depending on mode

2023年7月8日

版本注释

v12 update to lib_plot_objects v8

2023年7月8日

版本注释

v13 changed default colors for HL/LH

2023年7月9日

版本注释

v14 added methods
update_relation: to calculate all values relating to another pivot point
add_next: doing that automatically when adding a Pivot to an array of Pivots

Added:
method update_relation(this, prev)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    prev (Pivot)

method add_next(id, point, max)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    point (Point type from robbatt/lib_plot_objects/8)
    max (int)

2023年7月9日

版本注释

v15 added same direction check in update_relation

2023年7月9日

版本注释

v16 added functions for management of Pivots in arrays, used to create Zigzag lines

Added:
method update_last(id, update)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    update (Point type from robbatt/lib_plot_objects/8)

method update_last_or_add_next(id, point)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    point (Point type from robbatt/lib_plot_objects/8)

2023年7月9日

版本注释

v17 simplified initialization of pivot array, updated demo

2023年7月9日

版本注释

v18 improved error messages

2023年7月9日

版本注释

v19 refactored update mechanism of last Pivot[] item

2023年7月10日

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v20 fine tuned zigzag demo algorithm and unit tests

2023年7月12日

版本注释

v21 updated demo, including dashed lines for unconfirmed last leg

2023年7月12日

版本注释

v22 add direction cast to integer

2023年7月12日

版本注释

v23 removed debug outputs

2023年7月12日

版本注释

v24 update to lib_plot_objects v9

2023年7月14日

版本注释

v25 added shortcut for lib_zig

2023年7月14日

版本注释

v26 updated lib_plot_objects to v10

2023年7月15日

版本注释

v27 added Candle data to HLData for more precise calculation of Zigzag trend change

Updated:
HLData
  HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
  Fields:
    lowest_candle (Candle type from robbatt/lib_plot_objects/11)
    highest_candle (Candle type from robbatt/lib_plot_objects/11)
    h (Point type from robbatt/lib_plot_objects/11)
    l (Point type from robbatt/lib_plot_objects/11)

2023年7月15日

版本注释

v28 renamed HLData h and l to highest_point and lowest_point, to prevent mixup with highest_candle.h and lowest_candle.l
added candle data to HLData tostring

Updated:
HLData
  HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
  Fields:
    highest_point (Point type from robbatt/lib_plot_objects/11): data of the highest point within lookback bars
    lowest_point (Point type from robbatt/lib_plot_objects/11): data of the lowest point within lookback bars

2023年7月16日

版本注释

v29 added manual buffer to prevent max_bars_back compiler error, updated to lib_plot_objects using Candle objects

2023年7月16日

版本注释

v30 optimized HLData init, made HLData candle_buffer accessible, added function to get current_candle

Added:
method current_candle(this)
  Namespace types: HLData
  Parameters:
    this (HLData)

Updated:
HLData
  HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
  Fields:
    candle_buffer (Candle[] type from robbatt/lib_plot_objects/12)

2023年7月16日

版本注释

v31 refactored function signature of retracement_ratio from Pivot.retracement_ration(last_pivot, sec_last_pivot) to (sec_last_pivot, last_pivot) to match other functions and more intuitive usage

2023年7月20日

版本注释

v32 moved runtime error for adding wrong direction Pivot to add_next instead of update_relation

2023年7月20日

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v33 removed additional check

2023年7月20日

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v34 update to lib_plot_objects v13

2023年7月21日

版本注释

v35 version bump lib_plot_objects v14

2023年7月22日

版本注释

v36 version bump to lib_plot_objects v15

2023年7月23日

版本注释

v37 added argument to store candle data with pivot

Updated:
method update(this, update, prev, candle)
  Namespace types: Pivot
  Parameters:
    candle (Candle type from robbatt/lib_plot_objects/15)

method create_next(this, update, candle)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    update (Point type from robbatt/lib_plot_objects/15)
    candle (Candle type from robbatt/lib_plot_objects/15)

method add_next(id, point, max, candle)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    point (Point type from robbatt/lib_plot_objects/15)
    max (int)
    candle (Candle type from robbatt/lib_plot_objects/15)

method update_last(id, update, candle)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    update (Point type from robbatt/lib_plot_objects/15)
    candle (Candle type from robbatt/lib_plot_objects/15)

method update_last_or_add_next(id, point, max, candle)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    point (Point type from robbatt/lib_plot_objects/15)
    max (int)
    candle (Candle type from robbatt/lib_plot_objects/15)

Pivot
  Pivot additional pivot data around basic Point
  Fields:
    point (Point type from robbatt/lib_plot_objects/15)
    mode (series int): can be -2/-1/1/2 for LL/HL/LH/HH
    price_movement (series float): The price difference between this and the previous pivot point in the opposite direction
    retracement_ratio (series float): The ratio between this price_movement and the previous
    prev (Pivot)
    candle (Candle type from robbatt/lib_plot_objects/15)

2023年7月23日

版本注释

v38 version bump to lib_plot_objects v16

2023年7月25日

版本注释

v39 version bump lib_plot_objects v17

2023年7月25日

版本注释

v40 version bump lib_plot_objects v18

2023年7月25日

版本注释

v41 version bump lib_plot_objects v19

2023年8月23日

版本注释

v42 Added exceeded_by_any

2023年8月24日

版本注释

v43 update to lib_plot_objects v23

2023年9月21日

版本注释

v44 version bump to lib_plot_objects 25

2023年9月24日

版本注释

v45 update to lib_plot_objects v32 and switch to chart.point objects instead of calculation via x/y coordinates

2023年10月7日

版本注释

v46 version bump lib_plot_objects v33

2023年10月7日

版本注释

v47 version bump lib_plot_objects v34

2023年12月29日

版本注释

v48 version bump lib_plot_objects v35

2023年12月30日

版本注释

v49 version bump to lib_plot_objects v36

1月15日

版本注释

v50 added init function to initialize Pivot arrays on creation, added add_next to directly add Pivot objects

Added:
method init(id)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])

Updated:
method add_next(id, point, candle, max)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    point (chart.point)
    candle (Candle type from robbatt/lib_plot_objects/36)
    max (int)

method update_last_or_add_next(id, point, candle, max)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    point (chart.point)
    candle (Candle type from robbatt/lib_plot_objects/36)
    max (int)

1月17日

版本注释

v51 added force_update parameter to update_last, to allow for better control on custom zigzags

Updated:
method update_last(id, update, candle, force_update)
  Namespace types: Pivot[]
  Parameters:
    id (Pivot[])
    update (chart.point)
    candle (Candle type from robbatt/lib_plot_objects/36)
    force_update (bool)

3月28日

版本注释

v52 simplified create_next functions, providing default candle parameter value