Library "normsinv" Description: Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one; i.e., normsinv seeks that value z such that a normal distribtuion of mean of zero and standard deviation one is equal to the input probability. Reference: github.com normsinv(y0)...
Library "cndev" This function returns the inverse of cumulative normal distribution function Reference: The Full Monte, by Boris Moro, Union Bank of Switzerland . RISK 1995(2) CNDEV(U) Returns the inverse of cumulative normal distribution function Parameters: U : float, Returns: float.
Library "Strategy_PnL_Library" TODO: This is a library that helps you learn current pnl of open position and use it to create your own dynamic take profit or stop loss rules based on current level of your profit. It should only be used with strategies. inTrade() inTrade: Checks if a position is currently open. Returns: bool: true for yes, false for no. ...
Library "ctnd" Description: Double precision algorithm to compute the cumulative trivariate normal distribution found in A.Genz, Numerical computation of rectangular bivariate and trivariate normal and t probabilities”, Statistics and Computing, 14, (3), 2004. The cumulative trivariate normal is needed to price window barrier options, see G.F. Armstrong,...
Library "AkselitoLibrary" TODO: add library description here fun(x) TODO: add function description here Parameters: x : TODO: add parameter x description here Returns: TODO: add what function returns hi()
Library "combin" Description: The combin function is a the combination function as it calculates the number of possible combinations for two given numbers. This function takes two arguments: the number and the number_chosen. For example, if the number is 5 and the number chosen is 1, there are 5 combinations, giving 5 as a result. Reference: ...
Library "norminv" Description: An inverse normal distribution is a way to work backwards from a known probability to find an x-value. It is an informal term and doesn't refer to a particular probability distribution. Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation. Reference: ...
Library "cbnd" Description: A standalone Cumulative Bivariate Normal Distribution (CBND) functions that do not require any external libraries. This includes 3 different CBND calculations: Drezner(1978), Drezner and Wesolowsky (1990), and Genz (2004) Comments: The standardized cumulative normal distribution function returns the probability that one random...
Library "cnd" Cumulative Normal Distribution CND1(x) Returns the Cumulative Normal Distribution (CND) using the Hart (1968) method. (preferred method, 14-18 decimal accuracy) Parameters: x : float, Returns: float. CND2(x) Returns the Cumulative Normal Distribution (CND) using the Abromowitz and Stegun (1974) Polynomial...
Library "chi2Inv" chi2Inv(p, n) Returns the inverse cumulative distribution function (icdf) of the chi-square distribution with degrees of freedom nu, evaluated at the probability values in p. Goldstein approximation Parameters: p : float, probability n : float, degress of freedom source. Returns: float.
Library "TR_Base_Lib" TODO: add library description here SetHighLowArray() ChangeHighLowArray() ShowLabel(_Text, _X, _Y, _Style, _Size, _Yloc, _Color) TODO: Function to display labels Parameters: _Text : TODO: text (series string) Label text. _X : TODO: x (series int) Bar index. _Y : TODO: y (series int/float) Price of the label...
Library "SetSessionTimes" Indian exchanage time session library, might be useful to code indicator or strategy necessary to call exchange trading sessions at NSE and MCX. SetSessionTimes()
Library "SetSessionTimesIndia" This library might be useful to code an indicator or strategy that requires to call Indian trading sessions at NSE and MCX. SetSessionTimes()
Library "Fibonacci" General Fibonacci functions. Get fib numbers, ratios, etc. fib_precise(f, precision) Get the precise Fibonacci ratio, to the specified number of decimal places Parameters: f : Fibonacci ratio (string, in form #.###) precision : Number of decimal places (optional int, dft = 16, max = 32) Returns: Precise Fibonacci ratio...
Library "SupportResitanceAndTrend" Contains utilities for finding key levels of support, resistance and direction of trend. superTrendPlus(multiple, h, l, atr, closeBars) A more flexible version of SuperTrend that allows for supplying the series used and sensitivity adjustment by confirming close bars. Parameters: multiple : The multiple to apply to...
Library "MovingAverages" vawma(len, src, volumeDefault) VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time weighted heavier for recent values. Uses a triangular algorithm to taper off values in the past (same as WMA does). Parameters: len : The number of bars to measure with. src : The...
Library "DataCleaner" outlierLevel(src, len, level) Gets the (standard deviation) outlier level for a given series. Parameters: src : The series to average and add a multiple of the standard deviation to. len : The The number of bars to measure. level : The positive or negative multiple of the standard deviation to apply to the average. A...
Library "FrostyBot" JSON Alert Builder for FrostyBot.js Binance Futures and FTX orders github.com More Complete Version Soon. TODO: Comment Functions and annotations from command reference ^^ TODO: Add additional whitelist and symbol mappings. leverage() buy() sell() cancelall() closelong() closeshort() traillong() trailshort() ...