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DynamicMALibrary "DynamicMA" Dynamic Moving Averages Library Introduction The Dynamic Moving Averages Library is a specialized collection of custom built functions designed to calculate moving averages dynamically, beginning from the first available bar. Unlike standard moving averages, which rely on fixed length lookbacks, this library ensures that indicators remain fully functional from the very first data point, making it an essential tool for analysing assets with short time series or limited historical data. This approach allows traders and developers to build robust indicators that do not require a preset amount of historical data before generating meaningful outputs. It is particularly advantageous for: Newly listed assets with minimal price history. High-timeframe trading, where large lookback periods can lead to delayed or missing data. By eliminating the constraints of fixed lookback periods, this library enables the seamless construction of trend indicators, smoothing functions, and hybrid models that adapt instantly to market conditions. Comprehensive Set of Custom Moving Averages The library includes a wide range of custom dynamic moving averages, each designed for specific analytical use cases: SMA (Simple Moving Average) – The fundamental moving average, dynamically computed. EMA (Exponential Moving Average) – Adaptive smoothing for better trend tracking. DEMA (Double Exponential Moving Average) – Faster trend detection with reduced lag. TEMA (Triple Exponential Moving Average) – Even more responsive than DEMA. WMA (Weighted Moving Average) – Emphasizes recent price action while reducing noise. VWMA (Volume Weighted Moving Average) – Accounts for volume to give more weight to high-volume periods. HMA (Hull Moving Average) – A superior smoothing method with low lag. SMMA (Smoothed Moving Average) – A hybrid approach between SMA and EMA. LSMA (Least Squares Moving Average) – Uses linear regression for trend detection. RMA (Relative Moving Average) – Used in RSI-based calculations for smooth momentum readings. ALMA (Arnaud Legoux Moving Average) – A Gaussian-weighted MA for superior signal clarity. Hyperbolic MA (HyperMA) – A mathematically optimized averaging method with dynamic weighting. Each function dynamically adjusts its calculation length to match the available bar count, ensuring instant functionality on all assets. Fully Optimized for Pine Script v6 This library is built on Pine Script v6, ensuring compatibility with modern TradingView indicators and scripts. It includes exportable functions for seamless integration into custom indicators, making it easy to develop trend-following models, volatility filters, and adaptive risk-management systems. Why Use Dynamic Moving Averages? Traditional moving averages suffer from a common limitation: they require a fixed historical window to generate meaningful values. This poses several problems: New Assets Have No Historical Data - If an asset has only been trading for a short period, traditional moving averages may not be able to generate valid signals. High Timeframes Require Massive Lookbacks - On 1W or 1M charts, a 200-period SMA would require 200 weeks or months of data, making it unusable on newer assets. Delayed Signal Initialization - Standard indicators often take dozens of bars to stabilize, reducing effectiveness when trading new trends. The Dynamic Moving Averages Library eliminates these issues by ensuring that every function: Starts calculation from bar one, using available data instead of waiting for a lookback period. Adapts dynamically across timeframes, making it equally effective on low or high timeframes. Allows smoother, more responsive trend tracking, particularly useful for volatile or low-liquidity assets. This flexibility makes it indispensable for custom script developers, quantitative analysts, and discretionary traders looking to build more adaptive and resilient indicators. Final Summary The Dynamic Moving Averages Library is a versatile and powerful set of functions designed to overcome the limitations of fixed-lookback indicators. By dynamically adjusting the calculation length from the first bar, this library ensures that moving averages remain fully functional across all timeframes and asset types, making it an essential tool for traders and developers alike. With built-in adaptability, low-lag smoothing, and support for multiple moving average types, this library unlocks new possibilities for quantitative trading and strategy development - especially for assets with short price histories or those traded on higher timeframes. For traders looking to enhance signal reliability, minimize lag, and build adaptable trading systems, the Dynamic Moving Averages Library provides an efficient and flexible solution. SMA(sourceData, maxLength)   Dynamic SMA   Parameters:      sourceData (float)      maxLength (int) EMA(src, length)   Dynamic EMA   Parameters:      src (float)      length (int) DEMA(src, length)   Dynamic DEMA   Parameters:      src (float)      length (int) TEMA(src, length)   Dynamic TEMA   Parameters:      src (float)      length (int) WMA(src, length)   Dynamic WMA   Parameters:      src (float)      length (int) HMA(src, length)   Dynamic HMA   Parameters:      src (float)      length (int) VWMA(src, volsrc, length)   Dynamic VWMA   Parameters:      src (float)      volsrc (float)      length (int) SMMA(src, length)   Dynamic SMMA   Parameters:      src (float)      length (int) LSMA(src, length, offset)   Dynamic LSMA   Parameters:      src (float)      length (int)      offset (int) RMA(src, length)   Dynamic RMA   Parameters:      src (float)      length (int) ALMA(src, length, offset_sigma, sigma)   Dynamic ALMA   Parameters:      src (float)      length (int)      offset_sigma (float)      sigma (float) HyperMA(src, length)   Dynamic HyperbolicMA   Parameters:      src (float)      length (int)
Pine Script®库
由Cryptosystems提供
2
[GYTS] FiltersToolkit LibraryFiltersToolkit Library 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- 1. INTRODUCTION --------- 🌸 💮 What Does This Library Contain? This library is a curated collection of high-performance digital signal processing (DSP) filters and auxiliary functions designed specifically for financial time series analysis. It includes a shortlist of our favourite and best performing filters — each rigorously tested and selected for their responsiveness, minimal lag and robustness in diverse market conditions. These tools form an integral part of the GoemonYae Trading System (GYTS), chosen for their unique characteristics in handling market data. The library contains two main categories: 1. Smoothing filters (low-pass filters and moving averages) for e.g. denoising, trend following 2. Detrending tools (high-pass and band-pass filters, known as "oscillators") for e.g. mean reversion This collection is finely tuned for practical trading applications and is therefore not meant to be exhaustive. However, will continue to expand as we discover and validate new filtering techniques. I welcome collaboration and suggestions for novel approaches. 🌸 ——— 2. ADDED VALUE ——— 🌸 💮 Unified syntax and comprehensive documentation The FiltersToolkit Library brings together a wide array of valuable filters under a unified, intuitive syntax. Each function is thoroughly documented, with clear explanations and academic sources that underline the mathematical rigour behind the methods. This level of documentation not only facilitates integration into trading strategies but also helps underlying the underlying concepts and rationale. 💮 Optimised performance and readability The code prioritizes computational efficiency while maintaining readability. Key optimizations include: - Minimizing redundant calculations in recursive filters - Smart coefficient caching - Efficient state management - Vectorized operations where applicable 💮 Enhanced functionality and flexibility Some filters in this library introduce extended functionality beyond the original publications. For instance, the MESA Adaptive Moving Average (MAMA) and Ehlers’ Combined Bandpass Filter incorporate multiple variations found in the literature, thereby providing traders with flexible tools that can be fine-tuned to different market conditions. 🌸 ——— 3. THE FILTERS ——— 🌸 💮 Hilbert Transform Function This function implements the Hilbert Transform as utilised by John Ehlers. It converts a real-valued time series into its analytic signal, enabling the extraction of instantaneous phase and frequency information—an essential step in adaptive filtering. Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004) 💮 Homodyne Discriminator By leveraging the Hilbert Transform, this function computes the dominant cycle period through a Homodyne Discriminator. It extracts the in-phase and quadrature components of the signal, facilitating a robust estimation of the underlying cycle characteristics. Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004) 💮 MESA Adaptive Moving Average (MAMA) An advanced dual-stage adaptive moving average, this function outputs both the MAMA and its companion FAMA. It combines adaptive alpha computation with elements from Kaufman’s Adaptive Moving Average (KAMA) to provide a responsive and reliable trend indicator. Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004) 💮 BiQuad Filters A family of second-order recursive filters offering exceptional control over frequency response: - High-pass filter for detrending - Low-pass filter for smooth trend following - Band-pass filter for cycle isolation The quality factor (Q) parameter allows fine-tuning of the resonance characteristics, making these filters highly adaptable to different market conditions. Source: Robert Bristow-Johnson's Audio EQ Cookbook, implemented by @The_Peaceful_Lizard 💮 Relative Vigor Index (RVI) This filter evaluates the strength of a trend by comparing the closing price to the trading range. Operating similarly to a band-pass filter, the RVI provides insights into market momentum and potential reversals. Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004) 💮 Cyber Cycle The Cyber Cycle filter emphasises market cycles by smoothing out noise and highlighting the dominant cyclical behaviour. It is particularly useful for detecting trend reversals and cyclical patterns in the price data. Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004) 💮 Butterworth High Pass Filter Inspired by the classical Butterworth design, this filter achieves a maximally flat magnitude response in the passband while effectively removing low-frequency trends. Its design minimises phase distortion, which is vital for accurate signal interpretation. Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004) 💮 2-Pole SuperSmoother Employing a two-pole design, the SuperSmoother filter reduces high-frequency noise with minimal lag. It is engineered to preserve trend integrity while offering a smooth output even in noisy market conditions. Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004) 💮 3-Pole SuperSmoother An extension of the 2-pole design, the 3-pole SuperSmoother further attenuates high-frequency noise. Its additional pole delivers enhanced smoothing at the cost of slightly increased lag. Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004) 💮 Adaptive Directional Volatility Moving Average (ADXVma) This adaptive moving average adjusts its smoothing factor based on directional volatility. By combining true range and directional movement measurements, it remains exceptionally flat during ranging markets and responsive during directional moves. Source: Various implementations across platforms, unified and optimized 💮 Ehlers Combined Bandpass Filter with Automated Gain Control (AGC) This sophisticated filter merges a highpass pre-processing stage with a bandpass filter. An integrated Automated Gain Control normalises the output to a consistent range, while offering both regular and truncated recursive formulations to manage lag. Source: John F. Ehlers – “Truncated Indicators” (2020), “Cycle Analytics for Traders” (2013) 💮 Voss Predictive Filter A forward-looking filter that predicts future values of a band-limited signal in real time. By utilising multiple time-delayed feedback terms, it provides anticipatory coupling and delivers a short-term predictive signal. Source: John Ehlers - "A Peek Into The Future" (TASC 2019-08) 💮 Adaptive Autonomous Recursive Moving Average (A2RMA) This filter dynamically adjusts its smoothing through an adaptive mechanism based on an efficiency ratio and a dynamic threshold. A double application of an adaptive moving average ensures both responsiveness and stability in volatile and ranging markets alike. Very flat response when properly tuned. Source: @alexgrover (2019) 💮 Ultimate Smoother (2-Pole) The Ultimate Smoother filter is engineered to achieve near-zero lag in its passband by subtracting a high-pass response from an all-pass response. This creates a filter that maintains signal fidelity at low frequencies while effectively filtering higher frequencies at the expense of slight overshooting. Source: John Ehlers - TASC 2024-04 "The Ultimate Smoother" Note: This library is actively maintained and enhanced. Suggestions for additional filters or improvements are welcome through the usual channels. The source code contains a list of tested filters that did not make it into the curated collection.
Pine Script®库
由GoemonYae提供
14
Drawings_publicLibrary "Drawings_public" : Functions to manage drawings on the chart extend_line(lineId, labelId)   : Extend specific line with its label   Parameters:      lineId (line)      labelId (label) update_line_coordinates(lineId, labelId, x1, y1, x2, y2)   : Update specific line coordinates with its label   Parameters:      lineId (line)      labelId (label)      x1 (int)      y1 (float)      x2 (int)      y2 (float) update_label_coordinates(labelId, value)   : Update coordinates of a label   Parameters:      labelId (label)      value (float) delete_line(lineId, labelId)   : Delete specific line with its label   Parameters:      lineId (line)      labelId (label) update_box_coordinates(boxId, labelId, left, top, right, bottom)   : Update specific box coordinates with its label   Parameters:      boxId (box)      labelId (label)      left (int)      top (float)      right (int)      bottom (float) delete_box(boxId, labelId)   : Delete specific box with its label   Parameters:      boxId (box)      labelId (label)
Pine Script®库
由siranaka18提供
dmarcLevelParserLibrary "dmarcLevelParser" Provides a parsing library that indicator authors can use in order to parse dmarcLevels. parseLevels(s)   Parses the string content and returns the `dmarcLevels` found within.   Parameters:      s (string) : The string to parse.   Returns: The parsed dmarc levels. zoneRange   Fields:      high (series float)      low (series float) wtdLevels   Fields:      lvnLines (array)      lvnZones (array)      supplyLines (array)      supplyZones (array)      vses (array)      vahs (array)      vals (array)      pocs (array)      miscZones (array)      miscLines (array)      fbos (array)      fbds (array)      majorLevels (array)      mansupLines (array)      mansupmajLines (array)      mansupZones (array)      mansupmajZones (array)      manresLines (array)      manresmajLines (array)      manresZones (array)      manresmajZones (array)
Pine Script®库
由aubreydmills提供
VolumeProfileLibrary "VolumeProfile" Analyzes volume and price and calculates a volume profile, in particular the Point Of Control and Value Area values. new(rowSizeInTicks, valueAreaCoverage, startTime)   Constructor method that creates a new Volume Profile   Parameters:      rowSizeInTicks (float) : Internal row size (aka resolution) of the volume profile. Useful for most futures contracts would be '1 / syminfo.mintick'. Default '4'.      valueAreaCoverage (int) : Percentage of total volume that is considered the Value Area. Default '70'      startTime (int) : Start time (unix timestamp in milliseconds) of the Volume Profile. Default 'time'.   Returns: VolumeProfile object method calculatePOC(vp)   Calculates current Point Of Control of the VP   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: void method calculateVA(vp)   Calculates current Value Area High and Low of the VP   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: void method update(vp, h, l, v, t)   Processes new chart data and sorts volume into rows. Then calls calculatePOC() and calculateVA() to update the VP. Parameters are usually the output of request.security_lower_tf.   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)      h (array) : Array of highs      l (array) : Array of lows      v (array) : Array of volumes      t (array) : Array of candle times   Returns: void method setSessionHigh(vp, h)   Sets the high of the session the VP is tracking   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)      h (float)   Returns: void method setSessionLow(vp, l)   Sets the low of the session the VP is tracking   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)      l (float)   Returns: void method getPOC(vp)   Gets the current Point Of Control   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: Point Of Control (float) method getVAH(vp)   Gets the current Value Area High   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: Value Area High (float) method getVAL(vp)   Gets the current Value Area Low   Namespace types: VolumeProfile   Parameters:      vp (VolumeProfile)   Returns: Value Area Low (float) VolumeProfile   Fields:      rowSizeInTicks (series float)      valueAreaCoverage (series int)      startTime (series int)      valueAreaHigh (series float)      pointOfControl (series float)      valueAreaLow (series float)      sessionHigh (series float)      sessionLow (series float)      volumeByRow (map)      totalVolume (series float)      pocRow (series float)      pocVol (series float)
Pine Script®库
由tom-tempest提供
3
Request█   OVERVIEW This library is a tool for Pine Script™ programmers that consolidates access to a wide range of lesser-known data feeds available on TradingView, including metrics from the FRED database, FINRA short sale volume, open interest, and COT data. The functions in this library simplify requests for these data feeds, making them easier to retrieve and use in custom scripts. █   CONCEPTS Federal Reserve Economic Data (FRED) FRED (Federal Reserve Economic Data) is a comprehensive online database curated by the Federal Reserve Bank of St. Louis. It provides free access to extensive economic and financial data from U.S. and international sources. FRED includes numerous economic indicators such as GDP, inflation, employment, and interest rates. Additionally, it provides financial market data, regional statistics, and international metrics such as exchange rates and trade balances. Sourced from reputable organizations, including U.S. government agencies, international institutions, and other public and private entities, FRED enables users to analyze over 825,000 time series, download their data in various formats, and integrate their information into analytical tools and programming workflows. On TradingView, FRED data is available from ticker identifiers with the "FRED:" prefix. Users can search for FRED symbols in the "Symbol Search" window, and Pine scripts can retrieve data for these symbols via `request.*()` function calls. FINRA Short Sale Volume FINRA (the Financial Industry Regulatory Authority) is a non-governmental organization that supervises and regulates U.S. broker-dealers and securities professionals. Its primary aim is to protect investors and ensure integrity and transparency in financial markets. FINRA's Short Sale Volume data provides detailed information about daily short-selling activity across U.S. equity markets. This data tracks the volume of short sales reported to FINRA's trade reporting facilities (TRFs), including shares sold on FINRA-regulated Alternative Trading Systems (ATSs) and over-the-counter (OTC) markets, offering transparent access to short-selling information not typically available from exchanges. This data helps market participants, researchers, and regulators monitor trends in short-selling and gain insights into bearish sentiment, hedging strategies, and potential market manipulation. Investors often use this data alongside other metrics to assess stock performance, liquidity, and overall trading activity. It is important to note that FINRA's Short Sale Volume data does not consolidate short sale information from public exchanges and excludes trading activity that is not publicly disseminated. TradingView provides ticker identifiers for requesting Short Sale Volume data with the format "FINRA:_SHORT_VOLUME", where "" is a supported U.S. equities symbol (e.g., "AAPL"). Open Interest (OI) Open interest is a cornerstone indicator of market activity and sentiment in derivatives markets such as options or futures. In contrast to volume, which measures the number of contracts opened or closed within a period, OI measures the number of outstanding contracts that are not yet settled. This distinction makes OI a more robust indicator of how money flows through derivatives, offering meaningful insights into liquidity, market interest, and trends. Many traders and investors analyze OI alongside volume and price action to gain an enhanced perspective on market dynamics and reinforce trading decisions. TradingView offers many ticker identifiers for requesting OI data with the format "_OI", where "" represents a derivative instrument's ticker ID (e.g., "COMEX:GC1!"). Commitment of Traders (COT) Commitment of Traders data provides an informative weekly breakdown of the aggregate positions held by various market participants, including commercial hedgers, non-commercial speculators, and small traders, in the U.S. derivative markets. Tallied and managed by the Commodity Futures Trading Commission (CFTC) , these reports provide traders and analysts with detailed insight into an asset's open interest and help them assess the actions of various market players. COT data is valuable for gaining a deeper understanding of market dynamics, sentiment, trends, and liquidity, which helps traders develop informed trading strategies. TradingView has numerous ticker identifiers that provide access to time series containing data for various COT metrics. To learn about COT ticker IDs and how they work, see our LibraryCOT publication. █   USING THE LIBRARY Common function characteristics  • This library's functions construct ticker IDs with valid formats based on their specified parameters, then use them as the `symbol` argument in request.security() to retrieve data from the specified context.  • Most of these functions automatically select the timeframe of a data request because the data feeds are not available for all timeframes.  • All the functions have two overloads. The first overload of each function uses values with the "simple" qualifier to define the requested context, meaning the context does not change after the first script execution. The second accepts "series" values, meaning it can request data from different contexts across executions.  • The `gaps` parameter in most of these functions specifies whether the returned data is `na` when a new value is unavailable for request. By default, its value is `false`, meaning the call returns the last retrieved data when no new data is available.  • The `repaint` parameter in applicable functions determines whether the request can fetch the latest unconfirmed values from a higher timeframe on realtime bars, which might repaint after the script restarts. If `false`, the function only returns confirmed higher-timeframe values to avoid repainting. The default value is `true`. `fred()` The `fred()` function retrieves the most recent value of a specified series from the Federal Reserve Economic Data (FRED) database. With this function, programmers can easily fetch macroeconomic indicators, such as GDP and unemployment rates, and use them directly in their scripts. How it works The function's `fredCode` parameter accepts a "string" representing the unique identifier of a specific FRED series. Examples include "GDP" for the "Gross Domestic Product" series and "UNRATE" for the "Unemployment Rate" series. Over 825,000 codes are available. To access codes for available series, search the FRED website . The function adds the "FRED:" prefix to the specified `fredCode` to construct a valid FRED ticker ID (e.g., "FRED:GDP"), which it uses in request.security() to retrieve the series data. Example Usage This line of code requests the latest value from the Gross Domestic Product series and assigns the returned value to a `gdpValue` variable: float gdpValue = fred("GDP") `finraShortSaleVolume()` The `finraShortSaleVolume()` function retrieves EOD data from a FINRA Short Sale Volume series. Programmers can call this function to retrieve short-selling information for equities listed on supported exchanges, namely NASDAQ, NYSE, and NYSE ARCA. How it works The `symbol` parameter determines which symbol's short sale volume information is retrieved by the function. If the value is na , the function requests short sale volume data for the chart's symbol. The argument can be the name of the symbol from a supported exchange (e.g., "AAPL") or a ticker ID with an exchange prefix ("NASDAQ:AAPL"). If the `symbol` contains an exchange prefix, it must be one of the following: "NASDAQ", "NYSE", "AMEX", or "BATS". The function constructs a ticker ID in the format "FINRA:ticker_SHORT_VOLUME", where "ticker" is the symbol name without the exchange prefix (e.g., "AAPL"). It then uses the ticker ID in request.security() to retrieve the available data. Example Usage This line of code retrieves short sale volume for the chart's symbol and assigns the result to a `shortVolume` variable: float shortVolume = finraShortSaleVolume(syminfo.tickerid) This example requests short sale volume for the "NASDAQ:AAPL" symbol, irrespective of the current chart: float shortVolume = finraShortSaleVolume("NASDAQ:AAPL") `openInterestFutures()` and `openInterestCrypto()` The `openInterestFutures()` function retrieves EOD open interest (OI) data for futures contracts. The `openInterestCrypto()` function provides more granular OI data for cryptocurrency contracts. How they work The `openInterestFutures()` function retrieves EOD closing OI information. Its design is focused primarily on retrieving OI data for futures, as only EOD OI data is available for these instruments. If the chart uses an intraday timeframe, the function requests data from the "1D" timeframe. Otherwise, it uses the chart's timeframe. The `openInterestCrypto()` function retrieves opening, high, low, and closing OI data for a cryptocurrency contract on a specified timeframe. Unlike `openInterest()`, this function can also retrieve granular data from intraday timeframes. Both functions contain a `symbol` parameter that determines the symbol for which the calls request OI data. The functions construct a valid OI ticker ID from the chosen symbol by appending "_OI" to the end (e.g., "CME:ES1!_OI"). The `openInterestFutures()` function requests and returns a two-element tuple containing the futures instrument's EOD closing OI and a "bool" condition indicating whether OI is rising. The `openInterestCrypto()` function requests and returns a five-element tuple containing the cryptocurrency contract's opening, high, low, and closing OI, and a "bool" condition indicating whether OI is rising. Example usage This code line calls `openInterest()` to retrieve EOD OI and the OI rising condition for a futures symbol on the chart, assigning the values to two variables in a tuple: = openInterestFutures(syminfo.tickerid) This line retrieves the EOD OI data for "CME:ES1!", irrespective of the current chart's symbol: = openInterestFutures("CME:ES1!") This example uses `openInterestCrypto()` to retrieve OHLC OI data and the OI rising condition for a cryptocurrency contract on the chart, sampled at the chart's timeframe. It assigns the returned values to five variables in a tuple: = openInterestCrypto(syminfo.tickerid, timeframe.period) This call retrieves OI OHLC and rising information for "BINANCE:BTCUSDT.P" on the "1D" timeframe: = openInterestCrypto("BINANCE:BTCUSDT.P", "1D") `commitmentOfTraders()` The `commitmentOfTraders()` function retrieves data from the Commitment of Traders (COT) reports published by the Commodity Futures Trading Commission (CFTC). This function significantly simplifies the COT request process, making it easier for programmers to access and utilize the available data. How It Works This function's parameters determine different parts of a valid ticker ID for retrieving COT data, offering a streamlined alternative to constructing complex COT ticker IDs manually. The `metricName`, `metricDirection`, and `includeOptions` parameters are required. They specify the name of the reported metric, the direction, and whether it includes information from options contracts. The function also includes several optional parameters. The `CFTCCode` parameter allows programmers to request data for a specific report code. If unspecified, the function requests data based on the chart symbol's root prefix, base currency, or quoted currency, depending on the `mode` argument. The call can specify the report type ("Legacy", "Disaggregated", or "Financial") and metric type ("All", "Old", or "Other") with the `typeCOT` and `metricType` parameters. Explore the CFTC website to find valid report codes for specific assets. To find detailed information about the metrics included in the reports and their meanings, see the CFTC's Explanatory Notes . View the function's documentation below for detailed explanations of its parameters. For in-depth information about COT ticker IDs and more advanced functionality, refer to our previously published COT library . Available metrics Different COT report types provide different metrics . The tables below list all available metrics for each type and their applicable directions: +------------------------------+------------------------+ | Legacy (​COT) Metric Names | Directions | +------------------------------+------------------------+ | Open Interest | No direction | | Noncommercial Positions | Long, Short, Spreading | | Commercial Positions | Long, Short | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No direction | | Traders Noncommercial | Long, Short, Spreading | | Traders Commercial | Long, Short | | Traders Total Reportable | Long, Short | | Concentration Gross ​LT 4 TDR | Long, Short | | Concentration Gross ​LT 8 TDR | Long, Short | | Concentration Net ​LT 4 TDR | Long, Short | | Concentration Net ​LT 8 TDR | Long, Short | +------------------------------+------------------------+ +-----------------------------------+------------------------+ | Disaggregated (COT2) Metric Names | Directions | +-----------------------------------+------------------------+ | Open Interest | No Direction | | Producer Merchant Positions | Long, Short | | Swap Positions | Long, Short, Spreading | | Managed Money Positions | Long, Short, Spreading | | Other Reportable Positions | Long, Short, Spreading | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No Direction | | Traders Producer Merchant | Long, Short | | Traders Swap | Long, Short, Spreading | | Traders Managed Money | Long, Short, Spreading | | Traders Other Reportable | Long, Short, Spreading | | Traders Total Reportable | Long, Short | | Concentration Gross LE 4 TDR | Long, Short | | Concentration Gross LE 8 TDR | Long, Short | | Concentration Net LE 4 TDR | Long, Short | | Concentration Net LE 8 TDR | Long, Short | +-----------------------------------+------------------------+ +-------------------------------+------------------------+ | Financial (COT3) Metric Names | Directions | +-------------------------------+------------------------+ | Open Interest | No Direction | | Dealer Positions | Long, Short, Spreading | | Asset Manager Positions | Long, Short, Spreading | | Leveraged Funds Positions | Long, Short, Spreading | | Other Reportable Positions | Long, Short, Spreading | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No Direction | | Traders Dealer | Long, Short, Spreading | | Traders Asset Manager | Long, Short, Spreading | | Traders Leveraged Funds | Long, Short, Spreading | | Traders Other Reportable | Long, Short, Spreading | | Traders Total Reportable | Long, Short | | Concentration Gross LE 4 TDR | Long, Short | | Concentration Gross LE 8 TDR | Long, Short | | Concentration Net LE 4 TDR | Long, Short | | Concentration Net LE 8 TDR | Long, Short | +-------------------------------+------------------------+ Example usage This code line retrieves "Noncommercial Positions (Long)" data, without options information, from the "Legacy" report for the chart symbol's root, base currency, or quote currency: float nonCommercialLong = commitmentOfTraders("Noncommercial Positions", "Long", false) This example retrieves "Managed Money Positions (Short)" data, with options included, from the "Disaggregated" report: float disaggregatedData = commitmentOfTraders("Managed Money Positions", "Short", true, "", "Disaggregated") █   NOTES  • This library uses dynamic requests , allowing dynamic ("series") arguments for the parameters defining the context (ticker ID, timeframe, etc.) of a `request.*()` function call. With this feature, a single `request.*()` call instance can flexibly retrieve data from different feeds across historical executions. Additionally, scripts can use such calls in the local scopes of loops, conditional structures, and even exported library functions, as demonstrated in this script. All scripts coded in Pine Script™ v6 have dynamic requests enabled by default. To learn more about the behaviors and limitations of this feature, see the Dynamic requests section of the Pine Script™ User Manual.  • The library's example code offers a simple demonstration of the exported functions. The script retrieves available data using the function specified by the "Series type" input. The code requests a FRED series or COT (Legacy), FINRA Short Sale Volume, or Open Interest series for the chart's symbol with specific parameters, then plots the retrieved data as a step-line with diamond markers. Look first. Then leap. █   EXPORTED FUNCTIONS This library exports the following functions: fred(fredCode, gaps)   Requests a value from a specified Federal Reserve Economic Data (FRED) series. FRED is a comprehensive source that hosts numerous U.S. economic datasets. To explore available FRED datasets and codes, search for specific categories or keywords at fred.stlouisfed.org Calls to this function count toward a script's `request.*()` call limit.   Parameters:      fredCode (series string) : The unique identifier of the FRED series. The function uses the value to create a valid ticker ID for retrieving FRED data in the format `"FRED:fredCode"`. For example, `"GDP"` refers to the "Gross Domestic Product" series ("FRED:GDP"), and `"GFDEBTN"` refers to the "Federal Debt: Total Public Debt" series ("FRED:GFDEBTN").      gaps (simple bool) : Optional. If `true`, the function returns a non-na value only when a new value is available from the requested context. If `false`, the function returns the latest retrieved value when new data is unavailable. The default is `false`.   Returns: (float) The value from the requested FRED series. finraShortSaleVolume(symbol, gaps, repaint)   Requests FINRA daily short sale volume data for a specified symbol from one of the following exchanges: NASDAQ, NYSE, NYSE ARCA. If the chart uses an intraday timeframe, the function requests data from the "1D" timeframe. Otherwise, it uses the chart's timeframe. Calls to this function count toward a script's `request.*()` call limit.   Parameters:      symbol (series string) : The symbol for which to request short sale volume data. If the specified value contains an exchange prefix, it must be one of the following: "NASDAQ", "NYSE", "AMEX", "BATS".      gaps (simple bool) : Optional. If `true`, the function returns a non-na value only when a new value is available from the requested context. If `false`, the function returns the latest retrieved value when new data is unavailable. The default is `false`.      repaint (simple bool) : Optional. If `true` and the chart's timeframe is intraday, the value requested on realtime bars may change its time offset after the script restarts its executions. If `false`, the function returns the last confirmed period's values to avoid repainting. The default is `true`.   Returns: (float) The short sale volume for the specified symbol or the chart's symbol. openInterestFutures(symbol, gaps, repaint)   Requests EOD open interest (OI) and OI rising information for a valid futures symbol. If the chart uses an intraday timeframe, the function requests data from the "1D" timeframe. Otherwise, it uses the chart's timeframe. Calls to this function count toward a script's `request.*()` call limit.   Parameters:      symbol (series string) : The symbol for which to request open interest data.      gaps (simple bool) : Optional. If `true`, the function returns non-na values only when new values are available from the requested context. If `false`, the function returns the latest retrieved values when new data is unavailable. The default is `false`.      repaint (simple bool) : Optional. If `true` and the chart's timeframe is intraday, the value requested on realtime bars may change its time offset after the script restarts its executions. If `false`, the function returns the last confirmed period's values to avoid repainting. The default is `true`.   Returns: ( ) A tuple containing the following values:     - The closing OI value for the symbol.     - `true` if the closing OI is above the previous period's value, `false` otherwise. openInterestCrypto(symbol, timeframe, gaps, repaint)   Requests opening, high, low, and closing open interest (OI) data and OI rising information for a valid cryptocurrency contract on a specified timeframe. Calls to this function count toward a script's `request.*()` call limit.   Parameters:      symbol (series string) : The symbol for which to request open interest data.      timeframe (series string) : The timeframe of the data request. If the timeframe is lower than the chart's timeframe, it causes a runtime error.      gaps (simple bool) : Optional. If `true`, the function returns non-na values only when new values are available from the requested context. If `false`, the function returns the latest retrieved values when new data is unavailable. The default is `false`.      repaint (simple bool) : Optional. If `true` and the `timeframe` represents a higher timeframe, the function returns unconfirmed values from the timeframe on realtime bars, which repaint when the script restarts its executions. If `false`, it returns only confirmed higher-timeframe values to avoid repainting. The default is `true`.   Returns: ( ) A tuple containing the following values:     - The opening, high, low, and closing OI values for the symbol, respectively.     - `true` if the closing OI is above the previous period's value, `false` otherwise. commitmentOfTraders(metricName, metricDirection, includeOptions, CFTCCode, typeCOT, mode, metricType)   Requests Commitment of Traders (COT) data with specified parameters. This function provides a simplified way to access CFTC COT data available on TradingView. Calls to this function count toward a script's `request.*()` call limit. For more advanced tools and detailed information about COT data, see TradingView's LibraryCOT library.   Parameters:      metricName (series string) : One of the valid metric names listed in the library's documentation and source code.      metricDirection (series string) : Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction". Consult the library's documentation or code to see which direction values apply to the specified metric.      includeOptions (series bool) : If `true`, the COT symbol includes options information. Otherwise, it does not.      CFTCCode (series string) : Optional. The CFTC code for the asset. For example, wheat futures (root "ZW") have the code "001602". If one is not specified, the function will attempt to get a valid code for the chart symbol's root, base currency, or main currency.      typeCOT (series string) : Optional. The type of report to request. Possible values are: "Legacy", "Disaggregated", "Financial". The default is "Legacy".      mode (series string) : Optional. Specifies the information the function extracts from a symbol. Possible modes are:   - "Root": The function extracts the futures symbol's root prefix information (e.g., "ES" for "ESH2020").   - "Base currency": The function extracts the first currency from a currency pair (e.g., "EUR" for "EURUSD").   - "Currency": The function extracts the currency of the symbol's quoted values (e.g., "JPY" for "TSE:9984" or "USDJPY").   - "Auto": The function tries the first three modes (Root -> Base currency -> Currency) until it finds a match.   The default is "Auto". If the specified mode is not available for the symbol, it causes a runtime error.      metricType (series string) : Optional. The metric type. Possible values are: "All", "Old", "Other". The default is "All".   Returns: (float) The specified Commitment of Traders data series. If no data is available, it causes a runtime error.
Pine Script®库
由TradingView提供
9
LibraryDivergenceV6LibraryDivergenceV6 Enhance your trading strategies with LibraryDivergenceV6, a comprehensive Pine Script library designed to simplify and optimize the detection of bullish and bearish divergences across multiple technical indicators. Whether you're developing your own indicators or seeking to incorporate robust divergence analysis into your trading systems, this library provides the essential tools and functions to accurately identify potential market reversals and continuations. Overview LibraryDivergenceV6 offers a suite of functions that detect divergences between price movements and key technical indicators such as the Relative Strength Index (RSI) and On-Balance Volume (OBV). By automating the complex calculations involved in divergence detection, this library enables traders and developers to implement reliable and customizable divergence strategies with ease. Key Features Comprehensive Divergence Detection Bullish Divergence: Identifies instances where the indicator forms higher lows while the price forms lower lows, signaling potential upward reversals. Bearish Divergence: Detects situations where the indicator creates lower highs while the price forms higher highs, indicating possible downward reversals. Overbought and Oversold Conditions: Differentiates between standard and strong divergences by considering overbought and oversold levels, enhancing signal reliability. Multi-Indicator Support RSI (Relative Strength Index): Analyze momentum-based divergences to spot potential trend reversals. OBV (On-Balance Volume): Incorporate volume flow into divergence analysis for a more comprehensive market perspective. Customizable Parameters Pivot Points Configuration: Adjust the number of bars to the left and right for pivot detection, allowing fine-tuning based on different timeframes and trading styles. Range Settings: Define minimum and maximum bar ranges to control the sensitivity of divergence detection, reducing false signals. Noise Cancellation: Enable or disable noise filtering to focus on significant divergences and minimize minor fluctuations. Flexible Usage Exported Functions: Easily integrate divergence detection into your custom indicators or trading strategies with exported functions such as DivergenceBull, DivergenceBear, DivergenceBullOversold, and DivergenceBearOverbought. Occurrence Handling: Specify which occurrence of a divergence to consider (e.g., most recent, previous) for precise analysis. Optimized Performance Efficient Calculations: Designed to handle multiple occurrences and pivot points without compromising script performance. Line Management: Automatically creates and deletes trend lines based on divergence conditions, ensuring a clean and uncluttered chart display.
Pine Script®库
由naserboss提供
PseudoPlotLibrary "PseudoPlot" PseudoPlot: behave like plot and fill using polyline This library enables line plotting by polyline like plot() and fill(). The core of polyline() is array of chart.point array, polyline() is called in its method. Moreover, plotarea() makes a box in main chart, plotting data within the box is enabled. It works so slowy to manage array of chart.point, so limit the target to visible area of the chart. Due to polyline specifications, na and expression can not be used for colors. 1. pseudoplot pseudoplot() behaves like plot(). //use plot() plot(close) //use pseudoplot() pseudoplot(close) Pseudoplot has label. Label is enabled when title argument is set. In the example bellow, "close value" label is shown with line. The label is shown at right of the line when recent bar is visible. It is shown at 15% from the left of visible area when recent bar is not visible. Just set "" if you don't need label. //use plot() plot(close,"close value") //use pseudoplot pseudoplot(close, "close value") Arguments are designed in an order as similar as possible to plot. plot(series, title, color, linewidth, style, trackprice, histbase, offset, join, editable, show_last, display, format, precision, force_overlay) → plot pseudoplot(series, title, ,linecolor ,linewidth, linestyle, labelbg, labeltext, labelsize, shorttitle, format, xpos_from_left, overlay) → pseudo_plot 2. pseudofill pseudofill() behaves like fill(). The label is shown(text only) at right of the line when recent bar is visible. It is shown at 10% from the left of visible area when recent bar is not visible. Just set "" if you don't need label. //use plot() and fill() p1=plot(open) p2=plot(close) fill(p1,p2) //use pseudofill() pseudofill(open,close) Arguments are designed in an order as similar as possible to fill. fill(hline1, hline2, color, title, editable, fillgaps, display) → void pseudofill(series1, series2, fillcolor, title, linecolor, linewidth, linestyle, labeltext, labelsize, shorttitle, format, xpos_from_left, overlay) → pseudo_plot 3. plotarea and its methods plotarea() makes a box in main chart. You can set the box position to top or bottom, and the box height in percentage of the range of visible high and low prices. x-coordinate of the box is from chart.left_visible_bar_time to chart.right_visible_bar_time, y-coordinate is highest and lowest price of visible bars. pseudoplot() and pseudofill() work as method of plotarea(box). Usage is almost same as the function version, just set min and max value, y-coodinate is remapped automatically. hline() is also available. The y-coordinate of hline is specified as a percentage from the bottom. plotarea() and its associated methods are overlay=true as default. Depending on the drawing order of the objects, plot may become invisible, so the bgcolor of plotarea should be na or tranceparent. //1. make a plotarea // bgcolor should be na or transparent color. area=plotarea("bottom",30,"plotarea",bgcolor=na) //2. plot in a plotarea //(min=0, max=100 is omitted as it is the default.) area.pseudoplot(ta.rsi(close,14)) //3. draw hlines area.hline(30,linestyle="dotted",linewidth=2) area.hline(70,linestyle="dotted",linewidth=2) 4. Data structure and sub methods Array management is most imporant part of using polyline. I don't know the proper way to handle array, so it is managed by array and array as intermediate data. (type xy_arrays to manage bar_time and price as independent arrays.) method cparray() pack arrays to array, when array includes both chart.left_visible_bar_time and chart.right_visible_bar.time. Calling polyline is implemented as methods of array of chart.point. Method creates polyline object if array is not empty. method polyline(linecolor, linewidth, linestyle, overlay) → series polyline method polyline_fill(fillcolor, linecolor, linewidth, linestyle, overlay) → series polyline Also calling label is implemented as methods of array of chart.point. Method creates label ofject if array is not empty. Label is located at right edge of the chart when recent bar is visible, located at left side when recent bar is invisible. label(title, labelbg, labeltext, labelsize, format, shorttitle, xpos_from_left, overlay) → series label label_for_fill(title, labeltext, labelsize, format, shorttitle, xpos_from_left, overlay) → series label visible_xyInit(series)   make arrays of visible x(bar_time) and y(price/value).   Parameters:      series (float) : (float) series variable   Returns: (xy_arrays) method remap(this, bottom, top, min, max)   Namespace types: xy_arrays   Parameters:      this (xy_arrays)      bottom (float) : (float) bottom price to ajust.      top (float) : (float) top price to ajust.      min (float) : (float) min of src value.      max (float) : (float) max of src value.   Returns: (xy_arrays) method polyline(this, linecolor, linewidth, linestyle, overlay)   Namespace types: array   Parameters:      this (array)      linecolor (color) : (color) color of polyline.      linewidth (int) : (int) width of polyline.      linestyle (string) : (string) linestyle of polyline. default is line.style_solid("solid"), others line.style_dashed("dashed"), line.style_dotted("dotted").      overlay (bool) : (bool) force_overlay of polyline. default is false.   Returns: (polyline) method polyline_fill(this, fillcolor, linecolor, linewidth, linestyle, overlay)   Namespace types: array   Parameters:      this (array)      fillcolor (color)      linecolor (color) : (color) color of polyline.      linewidth (int) : (int) width of polyline.      linestyle (string) : (string) linestyle of polyline. default is line.style_solid("solid"), others line.style_dashed("dashed"), line.style_dotted("dotted").      overlay (bool) : (bool) force_overlay of polyline. default is false.   Returns: (polyline) method label(this, title, labelbg, labeltext, labelsize, format, shorttitle, xpos_from_left, overlay)   Namespace types: array   Parameters:      this (array)      title (string) : (string) label text.      labelbg (color) : (color) color of label bg.      labeltext (color) : (color) color of label text.      labelsize (int) : (int) size of label.      format (string) : (string) textformat of label. default is text.format_none("none"). others text.format_bold("bold"), text.format_italic("italic"), text.format_bold+text.format_italic("bold+italic").      shorttitle (string) : (string) another label text for recent bar is not visible.      xpos_from_left (int) : (int) another label x-position(percentage from left of chart width), when recent bar is not visible. default is 15%.      overlay (bool) : (bool) force_overlay of label. default is false.   Returns: (label) method label_for_fill(this, title, labeltext, labelsize, format, shorttitle, xpos_from_left, overlay)   Namespace types: array   Parameters:      this (array)      title (string) : (string) label text.      labeltext (color) : (color) color of label text.      labelsize (int) : (int) size of label.      format (string) : (string) textformat of label. default is text.format_none("none"). others text.format_bold("bold"), text.format_italic("italic"), text.format_bold+text.format_italic("bold+italic").      shorttitle (string) : (string) another label text for recent bar is not visible.      xpos_from_left (int) : (int) another label x-position(percentage from left of chart width), when recent bar is not visible. default is 10%.      overlay (bool) : (bool) force_overlay of label. default is false.   Returns: (label) pseudoplot(series, title, linecolor, linewidth, linestyle, labelbg, labeltext, labelsize, shorttitle, format, xpos_from_left, overlay)   polyline like plot with label   Parameters:      series (float) : (float) series variable to plot.      title (string) : (string) title if need label. default value is ""(disable label).      linecolor (color) : (color) color of line.      linewidth (int) : (int) width of line.      linestyle (string) : (string) style of plotting line. default is "solid", others "dashed", "dotted".      labelbg (color) : (color) color of label bg.      labeltext (color) : (color) color of label text.      labelsize (int) : (int) size of label text.      shorttitle (string) : (string) another label text for recent bar is not visible.      format (string) : (string) textformat of label. default is text.format_none("none"). others text.format_bold("bold"), text.format_italic("italic"), text.format_bold+text.format_italic("bold+italic").      xpos_from_left (int) : (int) another label x-position(percentage from left of chart width), when recent bar is not visible. default is 15%.      overlay (bool) : (bool) force_overlay of polyline and label.   Returns: (pseudo_plot) method pseudoplot(this, series, title, linecolor, linewidth, linestyle, labelbg, labeltext, labelsize, shorttitle, format, xpos_from_left, min, max, overlay)   Namespace types: series box   Parameters:      this (box)      series (float) : (float) series variable to plot.      title (string) : (string) title if need label. default value is ""(disable label).      linecolor (color) : (color) color of line.      linewidth (int) : (int) width of line.      linestyle (string) : (string) style of plotting line. default is "solid", others "dashed", "dotted".      labelbg (color) : (color) color of label bg.      labeltext (color) : (color) color of label text.      labelsize (int) : (int) size of label text.      shorttitle (string) : (string) another label text for recent bar is not visible.      format (string) : (string) textformat of label. default is text.format_none("none"). others text.format_bold("bold"), text.format_italic("italic"), text.format_bold+text.format_italic("bold+italic").      xpos_from_left (int) : (int) another label x-position(percentage from left of chart width), when recent bar is not visible. default is 15%.      min (float)      max (float)      overlay (bool) : (bool) force_overlay of polyline and label.   Returns: (pseudo_plot) pseudofill(series1, series2, fillcolor, title, linecolor, linewidth, linestyle, labeltext, labelsize, shorttitle, format, xpos_from_left, overlay)   fill by polyline   Parameters:      series1 (float) : (float) series variable to plot.      series2 (float) : (float) series variable to plot.      fillcolor (color) : (color) color of fill.      title (string)      linecolor (color) : (color) color of line.      linewidth (int) : (int) width of line.      linestyle (string) : (string) style of plotting line. default is "solid", others "dashed", "dotted".      labeltext (color)      labelsize (int)      shorttitle (string)      format (string) : (string) textformat of label. default is text.format_none("none"). others text.format_bold("bold"), text.format_italic("italic"), text.format_bold+text.format_italic("bold+italic").      xpos_from_left (int) : (int) another label x-position(percentage from left of chart width), when recent bar is not visible. default is 15%.      overlay (bool) : (bool) force_overlay of polyline and label.   Returns: (pseudoplot) method pseudofill(this, series1, series2, fillcolor, title, linecolor, linewidth, linestyle, labeltext, labelsize, shorttitle, format, xpos_from_left, min, max, overlay)   Namespace types: series box   Parameters:      this (box)      series1 (float) : (float) series variable to plot.      series2 (float) : (float) series variable to plot.      fillcolor (color) : (color) color of fill.      title (string)      linecolor (color) : (color) color of line.      linewidth (int) : (int) width of line.      linestyle (string) : (string) style of plotting line. default is "solid", others "dashed", "dotted".      labeltext (color)      labelsize (int)      shorttitle (string)      format (string) : (string) textformat of label. default is text.format_none("none"). others text.format_bold("bold"), text.format_italic("italic"), text.format_bold+text.format_italic("bold+italic").      xpos_from_left (int) : (int) another label x-position(percentage from left of chart width), when recent bar is not visible. default is 15%.      min (float)      max (float)      overlay (bool) : (bool) force_overlay of polyline and label.   Returns: (pseudo_plot) plotarea(pos, height, title, bordercolor, borderwidth, bgcolor, textsize, textcolor, format, overlay)   subplot area in main chart   Parameters:      pos (string) : (string) position of subplot area, bottom or top.      height (int) : (float) percentage of visible chart heght.      title (string) : (string) text of area box.      bordercolor (color) : (color) color of border.      borderwidth (int) : (int) width of border.      bgcolor (color) : (string) color of area bg.      textsize (int)      textcolor (color)      format (string)      overlay (bool) : (bool) force_overlay of polyline and label.   Returns: (box) method hline(this, ypos_from_bottom, linecolor, linestyle, linewidth, overlay)   Namespace types: series box   Parameters:      this (box)      ypos_from_bottom (float) : (float) percentage of box height from the bottom of box.(bottom is 0%, top is 100%).      linecolor (color) : (color) color of line.      linestyle (string) : (string) style of line.      linewidth (int) : (int) width of line.      overlay (bool) : (bool) force_overlay of polyline and label.   Returns: (line) pseudo_plot   polyline and label.   Fields:      p (series polyline)      l (series label) xy_arrays   x(bartime) and y(price or value) arrays.   Fields:      t (array)      p (array)
Pine Script®库
由nazomobile提供
DynamicPeriodPublicDynamic Period Calculation Library This library provides tools for adaptive period determination, useful for creating indicators or strategies that automatically adjust to market conditions. Overview The Dynamic Period Library calculates adaptive periods based on pivot points, enabling the creation of responsive indicators and strategies that adjust to market volatility. Key Features Dynamic Periods: Computes periods using distances between pivot highs and lows. Customizable Parameters: Users can adjust detection settings and period constraints. Robust Handling: Includes fallback mechanisms for cases with insufficient pivot data. Use Cases Adaptive Indicators: Build tools that respond to market volatility by adjusting their periods dynamically. Dynamic Strategies: Enhance trading strategies by integrating pivot-based period adjustments. Function: `dynamic_period` Description Calculates a dynamic period based on the average distances between pivot highs and lows. Parameters `left` (default: 5): Number of left-hand bars for pivot detection. `right` (default: 5): Number of right-hand bars for pivot detection. `numPivots` (default: 5): Minimum pivots required for calculation. `minPeriod` (default: 2): Minimum allowed period. `maxPeriod` (default: 50): Maximum allowed period. `defaultPeriod` (default: 14): Fallback period if no pivots are found. Returns A dynamic period calculated based on pivot distances, constrained by `minPeriod` and `maxPeriod`. Example //@version=6 import CrimsonVault/DynamicPeriodPublic/1 left = input.int(5, "Left bars", minval = 1) right = input.int(5, "Right bars", minval = 1) numPivots = input.int(5, "Number of Pivots", minval = 2) period = DynamicPeriodPublic.dynamic_period(left, right, numPivots) plot(period, title = "Dynamic Period", color = color.blue) Implementation Notes Pivot Detection: Requires sufficient historical data to identify pivots accurately. Edge Cases: Ensures a default period is applied when pivots are insufficient. Constraints: Limits period values to a user-defined range for stability.
Pine Script®库
由CrimsonVault提供
IndicatorsLibrary "Indicators" cmf(lookback, n_to_smooth)   Calculates the Chaikin's Money Flow.   Parameters:      lookback (simple int)      n_to_smooth (simple int)   Returns: float The Money Flow value. cmma(lookback, atr_length)   Calculates the CMMA (Close Minus Moving Average) indicator.   Parameters:      lookback (simple int)      atr_length (simple int)   Returns: float The CMMA value. macd(fast_length, slow_length, n_to_smooth)   Calculates the normalized and scaled MACD.   Parameters:      fast_length (simple int)      slow_length (simple int)      n_to_smooth (simple int)   Returns: A tuple containing . stochK(length, n_to_smooth)   Calculates a simplified Stochastic Oscillator. Uses: 100 * ta.sma((close - lowest_low) / (highest_high - lowest_low), n_to_smooth)   Parameters:      length (simple int)      n_to_smooth (simple int)   Returns: float The Stochastic %K value. williamsR(length)   Calculates the Williams %R using the stochK function. Uses: -1 * (100 - stoch(length, 1))   Parameters:      length (simple int)   Returns: float The Williams %R value.
Pine Script®库
由HuntGatherTrade提供
supertrendLibrary "supertrend" supertrend : Library dedicated to different variations of supertrend supertrend_atr(length, multiplier, atrMaType, source, highSource, lowSource, waitForClose, delayed)   supertrend_atr: Simple supertrend based on atr but also takes into consideration of custom MA Type, sources   Parameters:      length (simple int) : : ATR Length      multiplier (simple float) : : ATR Multiplier      atrMaType (simple string) : : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma      source (float) : : Default is close. Can Chose custom source      highSource (float) : : Default is high. Can also use close price for both high and low source      lowSource (float) : : Default is low. Can also use close price for both high and low source      waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.      delayed (simple bool) : : if set to true lags supertrend atr stop based on target levels.   Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop supertrend_bands(bandType, maType, length, multiplier, source, highSource, lowSource, waitForClose, useTrueRange, useAlternateSource, alternateSource, sticky)   supertrend_bands: Simple supertrend based on atr but also takes into consideration of custom MA Type, sources   Parameters:      bandType (simple string) : : Type of band used - can be bb, kc or dc      maType (simple string) : : Moving Average type for Bands. This can be sma, ema, hma, rma, wma, vwma, swma      length (simple int) : : Band Length      multiplier (float) : : Std deviation or ATR multiplier for Bollinger Bands and Keltner Channel      source (float) : : Default is close. Can Chose custom source      highSource (float) : : Default is high. Can also use close price for both high and low source      lowSource (float) : : Default is low. Can also use close price for both high and low source      waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.      useTrueRange (simple bool) : : Used for Keltner channel. If set to false, then high-low is used as range instead of true range      useAlternateSource (simple bool) : - Custom source is used for Donchian Chanbel only if useAlternateSource is set to true      alternateSource (float) : - Custom source for Donchian channel      sticky (simple bool) : : if set to true borders change only when price is beyond borders.   Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop supertrend_zigzag(length, history, useAlternativeSource, alternativeSource, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType)   supertrend_zigzag: Zigzag pivot based supertrend   Parameters:      length (simple int) : : Zigzag Length      history (simple int) : : number of historical pivots to consider      useAlternativeSource (simple bool)      alternativeSource (float)      source (float) : : Default is close. Can Chose custom source      highSource (float) : : Default is high. Can also use close price for both high and low source      lowSource (float) : : Default is low. Can also use close price for both high and low source      waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.      atrlength (simple int) : : ATR Length      multiplier (simple float) : : ATR Multiplier      atrMaType (simple string) : : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma   Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop zupertrend(length, history, useAlternativeSource, alternativeSource, source, highSource, lowSource, waitForClose, atrlength, multiplier, atrMaType)   zupertrend: Zigzag pivot based supertrend   Parameters:      length (simple int) : : Zigzag Length      history (simple int) : : number of historical pivots to consider      useAlternativeSource (simple bool)      alternativeSource (float)      source (float) : : Default is close. Can Chose custom source      highSource (float) : : Default is high. Can also use close price for both high and low source      lowSource (float) : : Default is low. Can also use close price for both high and low source      waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.      atrlength (simple int) : : ATR Length      multiplier (simple float) : : ATR Multiplier      atrMaType (simple string) : : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma   Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop zsupertrend(zigzagpivots, history, source, highSource, lowSource, waitForClose, atrMaType, atrlength, multiplier)   zsupertrend: Same as zigzag supertrend. But, works on already calculated array rather than Calculating fresh zigzag   Parameters:      zigzagpivots (array) : : Precalculated zigzag pivots      history (simple int) : : number of historical pivots to consider      source (float) : : Default is close. Can Chose custom source      highSource (float) : : Default is high. Can also use close price for both high and low source      lowSource (float) : : Default is low. Can also use close price for both high and low source      waitForClose (simple bool) : : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.      atrMaType (simple string) : : Moving Average type for ATR calculation. This can be sma, ema, hma, rma, wma, vwma, swma      atrlength (simple int) : : ATR Length      multiplier (simple float) : : ATR Multiplier   Returns: dir : Supertrend direction supertrend : BuyStop if direction is 1 else SellStop
Pine Script®库
由Trendoscope提供
taLibrary "ta" Collection of all custom and enhanced TA indicators ma(source, maType, length)   returns custom moving averages   Parameters:      source (float) : Moving Average Source      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length   Returns: moving average for the given type and length atr(maType, length)   returns ATR with custom moving average   Parameters:      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length   Returns: ATR for the given moving average type and length atrpercent(maType, length)   returns ATR as percentage of close price   Parameters:      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length   Returns: ATR as percentage of close price for the given moving average type and length bb(source, maType, length, multiplier, sticky)   returns Bollinger band for custom moving average   Parameters:      source (float) : Moving Average Source      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length      multiplier (float) : Standard Deviation multiplier      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Bollinger band with custom moving average for given source, length and multiplier bbw(source, maType, length, multiplier, sticky)   returns Bollinger bandwidth for custom moving average   Parameters:      source (float) : Moving Average Source      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length      multiplier (float) : Standard Deviation multiplier      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Bollinger Bandwidth for custom moving average for given source, length and multiplier bpercentb(source, maType, length, multiplier, sticky)   returns Bollinger Percent B for custom moving average   Parameters:      source (float) : Moving Average Source      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length      multiplier (float) : Standard Deviation multiplier      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Bollinger Percent B for custom moving average for given source, length and multiplier kc(source, maType, length, multiplier, useTrueRange, sticky)   returns Keltner Channel for custom moving average   Parameters:      source (float) : Moving Average Source      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length      multiplier (float) : Standard Deviation multiplier      useTrueRange (simple bool) : - if set to false, uses high-low.      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Keltner Channel for custom moving average for given souce, length and multiplier kcw(source, maType, length, multiplier, useTrueRange, sticky)   returns Keltner Channel Width with custom moving average   Parameters:      source (float) : Moving Average Source      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length      multiplier (float) : Standard Deviation multiplier      useTrueRange (simple bool) : - if set to false, uses high-low.      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Keltner Channel Width for custom moving average kpercentk(source, maType, length, multiplier, useTrueRange, sticky)   returns Keltner Channel Percent K Width with custom moving average   Parameters:      source (float) : Moving Average Source      maType (simple string) : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length (simple int) : Moving Average Length      multiplier (float) : Standard Deviation multiplier      useTrueRange (simple bool) : - if set to false, uses high-low.      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Keltner Percent K for given moving average, source, length and multiplier dc(length, useAlternateSource, alternateSource, sticky)   returns Custom Donchian Channel   Parameters:      length (simple int) : - donchian channel length      useAlternateSource (simple bool) : - Custom source is used only if useAlternateSource is set to true      alternateSource (float) : - Custom source      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Donchian channel dcw(length, useAlternateSource, alternateSource, sticky)   returns Donchian Channel Width   Parameters:      length (simple int) : - donchian channel length      useAlternateSource (simple bool) : - Custom source is used only if useAlternateSource is set to true      alternateSource (float) : - Custom source      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Donchian channel width dpercentd(length, useAlternateSource, alternateSource, sticky)   returns Donchian Channel Percent of price   Parameters:      length (simple int) : - donchian channel length      useAlternateSource (simple bool) : - Custom source is used only if useAlternateSource is set to true      alternateSource (float) : - Custom source      sticky (simple bool) : - sticky boundaries which will only change when value is outside boundary.   Returns: Donchian channel Percent D oscillatorRange(source, method, highlowLength, rangeLength, sticky)   oscillatorRange - returns Custom overbought/oversold areas for an oscillator input   Parameters:      source (float) : - Osillator source such as RSI, COG etc.      method (simple string) : - Valid values for method are : sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      highlowLength (simple int) : - length on which highlow of the oscillator is calculated      rangeLength (simple int) : - length used for calculating oversold/overbought range - usually same as oscillator length      sticky (simple bool) : - overbought, oversold levels won't change unless crossed   Returns: Dynamic overbought and oversold range for oscillator input oscillator(type, length, shortLength, longLength, source, highSource, lowSource, method, highlowLength, sticky)   oscillator - returns Choice of oscillator with custom overbought/oversold range   Parameters:      type (simple string) : - oscillator type. Valid values : cci, cmo, cog, mfi, roc, rsi, stoch, tsi, wpr      length (simple int) : - Oscillator length - not used for TSI      shortLength (simple int) : - shortLength only used for TSI      longLength (simple int) : - longLength only used for TSI      source (float) : - custom source if required      highSource (float) : - custom high source for stochastic oscillator      lowSource (float) : - custom low source for stochastic oscillator      method (simple string) : - Valid values for method are : sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      highlowLength (simple int) : - length on which highlow of the oscillator is calculated      sticky (simple bool) : - overbought, oversold levels won't change unless crossed   Returns: Oscillator value along with dynamic overbought and oversold range for oscillator input
Pine Script®库
由Trendoscope提供
2
PitchforkLibrary "Pitchfork" Pitchfork class method tostring(this)   Converts PitchforkTypes/Fork object to string representation   Namespace types: Fork   Parameters:      this (Fork) : PitchforkTypes/Fork object   Returns: string representation of PitchforkTypes/Fork method tostring(this)   Converts Array of PitchforkTypes/Fork object to string representation   Namespace types: array   Parameters:      this (array) : Array of PitchforkTypes/Fork object   Returns: string representation of PitchforkTypes/Fork array method tostring(this, sortKeys, sortOrder)   Converts PitchforkTypes/PitchforkProperties object to string representation   Namespace types: PitchforkProperties   Parameters:      this (PitchforkProperties) : PitchforkTypes/PitchforkProperties object      sortKeys (bool) : If set to true, string output is sorted by keys.      sortOrder (int) : Applicable only if sortKeys is set to true. Positive number will sort them in ascending order whreas negative numer will sort them in descending order. Passing 0 will not sort the keys   Returns: string representation of PitchforkTypes/PitchforkProperties method tostring(this, sortKeys, sortOrder)   Converts PitchforkTypes/PitchforkDrawingProperties object to string representation   Namespace types: PitchforkDrawingProperties   Parameters:      this (PitchforkDrawingProperties) : PitchforkTypes/PitchforkDrawingProperties object      sortKeys (bool) : If set to true, string output is sorted by keys.      sortOrder (int) : Applicable only if sortKeys is set to true. Positive number will sort them in ascending order whreas negative numer will sort them in descending order. Passing 0 will not sort the keys   Returns: string representation of PitchforkTypes/PitchforkDrawingProperties method tostring(this, sortKeys, sortOrder)   Converts PitchforkTypes/Pitchfork object to string representation   Namespace types: Pitchfork   Parameters:      this (Pitchfork) : PitchforkTypes/Pitchfork object      sortKeys (bool) : If set to true, string output is sorted by keys.      sortOrder (int) : Applicable only if sortKeys is set to true. Positive number will sort them in ascending order whreas negative numer will sort them in descending order. Passing 0 will not sort the keys   Returns: string representation of PitchforkTypes/Pitchfork method createDrawing(this)   Creates PitchforkTypes/PitchforkDrawing from PitchforkTypes/Pitchfork object   Namespace types: Pitchfork   Parameters:      this (Pitchfork) : PitchforkTypes/Pitchfork object   Returns: PitchforkTypes/PitchforkDrawing object created method createDrawing(this)   Creates PitchforkTypes/PitchforkDrawing array from PitchforkTypes/Pitchfork array of objects   Namespace types: array   Parameters:      this (array) : array of PitchforkTypes/Pitchfork object   Returns: array of PitchforkTypes/PitchforkDrawing object created method draw(this)   draws from PitchforkTypes/PitchforkDrawing object   Namespace types: PitchforkDrawing   Parameters:      this (PitchforkDrawing) : PitchforkTypes/PitchforkDrawing object   Returns: PitchforkTypes/PitchforkDrawing object drawn method delete(this)   deletes PitchforkTypes/PitchforkDrawing object   Namespace types: PitchforkDrawing   Parameters:      this (PitchforkDrawing) : PitchforkTypes/PitchforkDrawing object   Returns: PitchforkTypes/PitchforkDrawing object deleted method delete(this)   deletes underlying drawing of PitchforkTypes/Pitchfork object   Namespace types: Pitchfork   Parameters:      this (Pitchfork) : PitchforkTypes/Pitchfork object   Returns: PitchforkTypes/Pitchfork object deleted method delete(this)   deletes array of PitchforkTypes/PitchforkDrawing objects   Namespace types: array   Parameters:      this (array) : Array of PitchforkTypes/PitchforkDrawing object   Returns: Array of PitchforkTypes/PitchforkDrawing object deleted method delete(this)   deletes underlying drawing in array of PitchforkTypes/Pitchfork objects   Namespace types: array   Parameters:      this (array) : Array of PitchforkTypes/Pitchfork object   Returns: Array of PitchforkTypes/Pitchfork object deleted method clear(this)   deletes array of PitchforkTypes/PitchforkDrawing objects and clears the array   Namespace types: array   Parameters:      this (array) : Array of PitchforkTypes/PitchforkDrawing object   Returns: void method clear(this)   deletes array of PitchforkTypes/Pitchfork objects and clears the array   Namespace types: array   Parameters:      this (array) : Array of Pitchfork/Pitchfork object   Returns: void PitchforkDrawingProperties   Pitchfork Drawing Properties object   Fields:      extend (series bool) : If set to true, forks are extended towards right. Default is true      fill (series bool) : Fill forklines with transparent color. Default is true      fillTransparency (series int) : Transparency at which fills are made. Only considered when fill is set. Default is 80      forceCommonColor (series bool) : Force use of common color for forks and fills. Default is false      commonColor (series color) : common fill color. Used only if ratio specific fill colors are not available or if forceCommonColor is set to true. PitchforkDrawing   Pitchfork drawing components   Fields:      medianLine (Line type from Trendoscope/Drawing/2) : Median line of the pitchfork      baseLine (Line type from Trendoscope/Drawing/2) : Base line of the pitchfork      forkLines (array type from Trendoscope/Drawing/2) : fork lines of the pitchfork      linefills (array type from Trendoscope/Drawing/2) : Linefills between forks Fork   Fork object property   Fields:      ratio (series float) : Fork ratio      forkColor (series color) : color of fork. Default is blue      include (series bool) : flag to include the fork in drawing. Default is true PitchforkProperties   Pitchfork Properties   Fields:      forks (array) : Array of Fork objects      type (series string) : Pitchfork type. Supported values are "regular", "schiff", "mschiff", Default is regular      inside (series bool) : Flag to identify if to draw inside fork. If set to true, inside fork will be drawn Pitchfork   Pitchfork object   Fields:      a (chart.point) : Pivot Point A of pitchfork      b (chart.point) : Pivot Point B of pitchfork      c (chart.point) : Pivot Point C of pitchfork      properties (PitchforkProperties) : PitchforkProperties object which determines type and composition of pitchfork      dProperties (PitchforkDrawingProperties) : Drawing properties for pitchfork      lProperties (LineProperties type from Trendoscope/Drawing/2) : Common line properties for Pitchfork lines      drawing (PitchforkDrawing) : PitchforkDrawing object
Pine Script®库
由Trendoscope提供
SnowdexUtilsLibrary "SnowdexUtils" the various function that often use when create a strategy trading. f_backtesting_date(train_start_date, train_end_date, test_date, deploy_date)   Backtesting within a specific window based on deployment and testing dates.   Parameters:      train_start_date (int) : the start date for training the strategy.      train_end_date (int) : the end date for training the strategy.      test_date (bool) : if true, backtests within the period from `train_end_date` to the current time.      deploy_date (bool) : if true, the strategy backtests up to the current time.   Returns: given time falls within the specified window for backtesting. f_init_ma(ma_type, source, length)   Initializes a moving average based on the specified type.   Parameters:      ma_type (simple string) : the type of moving average (e.g., "RMA", "EMA", "SMA", "WMA").      source (float) : the input series for the moving average calculation.      length (simple int) : the length of the moving average window.   Returns: the calculated moving average value. f_init_tp(side, entry_price, rr, sl_open_position)   Calculates the target profit based on entry price, risk-reward ratio, and stop loss. The formula is `tp = entry price + (rr * (entry price - stop loss))`.   Parameters:      side (bool) : the trading side (true for long, false for short).      entry_price (float) : the entry price of the position.      rr (float) : the risk-reward ratio.      sl_open_position (float) : the stop loss price for the open position.   Returns: the calculated target profit value. f_round_up(number, decimals)   Rounds up a number to a specified number of decimals.   Parameters:      number (float)      decimals (int)   Returns: The rounded-up number. f_get_pip_size()   Calculates the pip size for the current instrument.   Returns: Pip size adjusted for Forex instruments or 1 for others. f_table_get_position(value)   Maps a string to a table position constant.   Parameters:      value (string) : String representing the desired position (e.g., "Top Right").   Returns: The corresponding position constant or `na` for invalid values.
Pine Script®库
由snowdex提供
lib_momentumLibrary "lib_momentum" This library calculates the momentum, derived from a sample range of prior candles. Depending on set MomentumType it either deduces the momentum from the price, volume, or a product of both. If price/product are selected, you can choose from SampleType if only candle body, full range from high to low or a combination of both (body counts full, wicks half for each direction) should be used. Optional: You can choose to normalize the results, dividing each value by its average (normalization_ma_length, normalization_ma). This will allow comparison between different instruments. For the normalization Moving Average you can choose any currently supported in my lib_no_delay. get_momentum(momentum_type, sample_type, sample_length, normalization_ma_length, normalization_ma)   Parameters:      momentum_type (series MomentumType) : select one of MomentumType. to sample the price, volume or a product of both      sample_type (series SampleType) : select one of SampleType. to sample the body, total range from high to low or a combination of both (body count full, wicks half for each direction)      sample_length (simple int) : how many candles should be sampled (including the current)      normalization_ma_length (simple int) : if you want to normalize results (momentum / momentum average) this sets the period for the average. (default = 0 => no normalization)      normalization_ma (simple MovingAverage enum from robbatt/lib_no_delay/9) : is the type of moving average to normalize / compare with   Returns: returns the current momentum where the total line is not just (up - down) but also sampled over the sample_length and can therefore be used as trend indicator. If up/down fail to reach total's level it's a sign of decreasing momentum, if up/down exceed total the trend it's a sign of increasing momentum.
Pine Script®库
由robbatt提供
RawCuts_01Library "RawCuts_01" A collection of functions by: mutantdog The majority of these are used within published projects, some useful variants have been included here aswell. This is volume one consisting mainly of smaller functions, predominantly the filters and standard deviations from Weight Gain 4000. Also included at the bottom are various snippets of related code for demonstration. These can be copied and adjusted according to your needs. A full up-to-date table of contents is located at the top of the main script. WEIGHT GAIN FILTERS A collection of moving average type filters with adjustable volume weighting. Based upon the two most common methods of volume weighting. 'Simple' uses the standard method in which a basic VWMA is analogous to SMA. 'Elastic' uses exponential method found in EVWMA which is analogous to RMA. Volume weighting is applied according to an exponent multiplier of input volume. 0 >> volume^0 (unweighted), 1 >> volume^1 (fully weighted), use float values for intermediate weighting. Additional volume filter switch for smoothing of outlier events. DIVA MODULAR DEVIATIONS A small collection of standard and absolute deviations. Includes the weightgain functionality as above. Basic modular functionality for more creative uses. Optional input (ct) for external central tendency (aka: estimator). Can be assigned to alternative filter or any float value. Will default to internal filter when no ct input is received. Some other useful or related functions included at the bottom along with basic demonstration use. weightgain_sma(src, len, xVol, fVol)   Simple Moving Average (SMA): Weight Gain (Simple Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Standard Simple Moving Average with Simple Weight Gain applied. weightgain_hsma(src, len, xVol, fVol)   Harmonic Simple Moving Average (hSMA): Weight Gain (Simple Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Harmonic Simple Moving Average with Simple Weight Gain applied. weightgain_gsma(src, len, xVol, fVol)   Geometric Simple Moving Average (gSMA): Weight Gain (Simple Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Geometric Simple Moving Average with Simple Weight Gain applied. weightgain_wma(src, len, xVol, fVol)   Linear Weighted Moving Average (WMA): Weight Gain (Simple Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Basic Linear Weighted Moving Average with Simple Weight Gain applied. weightgain_hma(src, len, xVol, fVol)   Hull Moving Average (HMA): Weight Gain (Simple Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Basic Hull Moving Average with Simple Weight Gain applied. diva_sd_sma(src, len, xVol, fVol, ct)   Standard Deviation (SD SMA): Diva / Weight Gain (Simple Volume)   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.      ct (float) : Central tendency (optional, na = bypass). Internal: weightgain_sma().   Returns: diva_sd_wma(src, len, xVol, fVol, ct)   Standard Deviation (SD WMA): Diva / Weight Gain (Simple Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.      ct (float) : Central tendency (optional, na = bypass). Internal: weightgain_wma().   Returns: diva_aad_sma(src, len, xVol, fVol, ct)   Average Absolute Deviation (AAD SMA): Diva / Weight Gain (Simple Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.      ct (float) : Central tendency (optional, na = bypass). Internal: weightgain_sma().   Returns: diva_aad_wma(src, len, xVol, fVol, ct)   Average Absolute Deviation (AAD WMA): Diva / Weight Gain (Simple Volume) .   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.      ct (float) : Central tendency (optional, na = bypass). Internal: weightgain_wma().   Returns: weightgain_ema(src, len, xVol, fVol)   Exponential Moving Average (EMA): Weight Gain (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Exponential Moving Average with Elastic Weight Gain applied. weightgain_dema(src, len, xVol, fVol)   Double Exponential Moving Average (DEMA): Weight Gain (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Double Exponential Moving Average with Elastic Weight Gain applied. weightgain_tema(src, len, xVol, fVol)   Triple Exponential Moving Average (TEMA): Weight Gain (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Triple Exponential Moving Average with Elastic Weight Gain applied. weightgain_rma(src, len, xVol, fVol)   Rolling Moving Average (RMA): Weight Gain (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Rolling Moving Average with Elastic Weight Gain applied. weightgain_drma(src, len, xVol, fVol)   Double Rolling Moving Average (DRMA): Weight Gain (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Double Rolling Moving Average with Elastic Weight Gain applied. weightgain_trma(src, len, xVol, fVol)   Triple Rolling Moving Average (TRMA): Weight Gain (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: Triple Rolling Moving Average with Elastic Weight Gain applied. diva_sd_ema(src, len, xVol, fVol, ct)   Standard Deviation (SD EMA): Diva / Weight Gain: (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.      ct (float) : Central tendency (optional, na = bypass). Internal: weightgain_ema().   Returns: diva_sd_rma(src, len, xVol, fVol, ct)   Standard Deviation (SD RMA): Diva / Weight Gain: (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.      ct (float) : Central tendency (optional, na = bypass). Internal: weightgain_rma().   Returns: weightgain_vidya_rma(src, len, xVol, fVol)   VIDYA v1 RMA base (VIDYA-RMA): Weight Gain (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: VIDYA v1, RMA base with Elastic Weight Gain applied. weightgain_vidya_ema(src, len, xVol, fVol)   VIDYA v1 EMA base (VIDYA-EMA): Weight Gain (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.   Returns: VIDYA v1, EMA base with Elastic Weight Gain applied. diva_sd_vidya_rma(src, len, xVol, fVol, ct)   Standard Deviation (SD VIDYA-RMA): Diva / Weight Gain: (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.      ct (float) : Central tendency (optional, na = bypass). Internal: weightgain_vidya_rma().   Returns: diva_sd_vidya_ema(src, len, xVol, fVol, ct)   Standard Deviation (SD VIDYA-EMA): Diva / Weight Gain: (Elastic Volume).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      xVol (float) : Volume exponent multiplier (0 = unweighted, 1 = fully weighted).      fVol (bool) : Volume smoothing filter.      ct (float) : Central tendency (optional, na = bypass). Internal: weightgain_vidya_ema().   Returns: weightgain_sema(src, len, xVol, fVol)   Parameters:      src (float)      len (simple int)      xVol (float)      fVol (bool) diva_sd_sema(src, len, xVol, fVol)   Parameters:      src (float)      len (simple int)      xVol (float)      fVol (bool) diva_mad_mm(src, len, ct)   Median Absolute Deviation (MAD MM): Diva (no volume weighting).   Parameters:      src (float) : Source input.      len (int) : Length (number of bars).      ct (float) : Central tendency (optional, na = bypass). Internal: ta.median()   Returns: source_switch(slct, aux1, aux2, aux3, aux4)   Custom Source Selector/Switch function. Features standard & custom 'weighted' sources with additional aux inputs.   Parameters:      slct (string) : Choose from custom set of string values.      aux1 (float) : Additional input for user-defined source, eg: standard input.source(). Optional, use na to bypass.      aux2 (float) : Additional input for user-defined source, eg: standard input.source(). Optional, use na to bypass.      aux3 (float) : Additional input for user-defined source, eg: standard input.source(). Optional, use na to bypass.      aux4 (float) : Additional input for user-defined source, eg: standard input.source(). Optional, use na to bypass.   Returns: Float value, to be used as src input for other functions. colour_gradient_ma_div(ma1, ma2, div, bull, bear, mid, mult)   Colour Gradient for plot fill between two moving averages etc, with seperate bull/bear and divergence strength.   Parameters:      ma1 (float) : Input for fast moving average (eg: bullish when above ma2).      ma2 (float) : Input for slow moving average (eg: bullish when below ma1).      div (float) : Input deviation/divergence value used to calculate strength of colour.      bull (color) : Colour when ma1 above ma2.      bear (color) : Colour when ma1 below ma2.      mid (color) : Neutral colour when ma1 = ma2.      mult (int) : Opacity multiplier. 100 = maximum, 0 = transparent.   Returns: Colour with transparency (according to specified inputs)
Pine Script®库
由mutantdog提供
CandlestickPatternsLibrary "CandlestickPatterns" zigzag(_low, _high, depth, deviation, backstep)   Parameters:      _low (float)      _high (float)      depth (int)      deviation (int)      backstep (int) getTrend(trendType, currentClose, zz_downtrend, zz_uptrend, ema14, ema28)   Parameters:      trendType (string)      currentClose (float)      zz_downtrend (bool)      zz_uptrend (bool)      ema14 (float)      ema28 (float) isInside(currentHigh, currentLow, currentClose, currentOpen, prevHigh, prevLow)   Parameters:      currentHigh (float)      currentLow (float)      currentClose (float)      currentOpen (float)      prevHigh (float)      prevLow (float) checkMorningStar(open0, high0, low0, close0, open1, high1, low1, close1, open2, high2, low2, close2, innerCandleThreshold, closingMinThreshold, closingMaxThreshold, useDojiFilter, dojiSize, downTrend)   Parameters:      open0 (float)      high0 (float)      low0 (float)      close0 (float)      open1 (float)      high1 (float)      low1 (float)      close1 (float)      open2 (float)      high2 (float)      low2 (float)      close2 (float)      innerCandleThreshold (float)      closingMinThreshold (float)      closingMaxThreshold (float)      useDojiFilter (bool)      dojiSize (float)      downTrend (bool) checkEveningStar(open0, high0, low0, close0, open1, high1, low1, close1, open2, high2, low2, close2, innerCandleThreshold, closingMinThreshold, closingMaxThreshold, useDojiFilter, dojiSize, upTrend)   Parameters:      open0 (float)      high0 (float)      low0 (float)      close0 (float)      open1 (float)      high1 (float)      low1 (float)      close1 (float)      open2 (float)      high2 (float)      low2 (float)      close2 (float)      innerCandleThreshold (float)      closingMinThreshold (float)      closingMaxThreshold (float)      useDojiFilter (bool)      dojiSize (float)      upTrend (bool) checkHammerPattern(open, high, low, close, bodyAvg, shadowFactor, downTrend)   Parameters:      open (float)      high (float)      low (float)      close (float)      bodyAvg (float)      shadowFactor (float)      downTrend (bool) checkInvertedHammerPattern(open, high, low, close, bodyAvg, shadowFactor, downTrend)   Parameters:      open (float)      high (float)      low (float)      close (float)      bodyAvg (float)      shadowFactor (float)      downTrend (bool) checkHangingManPattern(open, high, low, close, bodyAvg, shadowFactor, upTrend)   Parameters:      open (float)      high (float)      low (float)      close (float)      bodyAvg (float)      shadowFactor (float)      upTrend (bool) checkShootingStarPattern(open, high, low, close, bodyAvg, shadowFactor, upTrend)   Parameters:      open (float)      high (float)      low (float)      close (float)      bodyAvg (float)      shadowFactor (float)      upTrend (bool) checkLevels(high0, high1, high2, low0, low1, low2, lookbackPeriod)   Parameters:      high0 (float)      high1 (float)      high2 (float)      low0 (float)      low1 (float)      low2 (float)      lookbackPeriod (int)
Pine Script®库
由s_d_t提供
HTFBands█  OVERVIEW   Contains type and methods for drawing higher-timeframe bands of several types: Bollinger bands Parabolic SAR Supertrend VWAP   By copy pasting ready made code sections to your script you can add as many multi-timeframe bands as necessary. █  HOW TO USE   Please see instructions in the code. (Important: first fold all sections of the script: press Cmd + K then Cmd + - (for Windows Ctrl + K then Ctrl + -) █  FULL LIST OF FUNCTIONS AND PARAMETERS atr2(length)   An alternate ATR function to the `ta.atr()` built-in, which allows a "series float" `length` argument.   Parameters:      length (float) : (series int/float) Length for the smoothing parameter calculation.   Returns: (float) The ATR value. pine_supertrend2(factor, atrLength, wicks)   An alternate SuperTrend function to `supertrend()`, which allows a "series float" `atrLength` argument.   Parameters:      factor (float) : (series int/float) Multiplier for the ATR value.      atrLength (float) : (series int/float) Length for the ATR smoothing parameter calculation.      wicks (simple bool) : (simple bool) Condition to determine whether to take candle wicks into account when reversing trend, or to use the close price. Optional. Default is false.   Returns: ( ) A tuple of the superTrend value and trend direction. method getDefaultBandQ1(bandType)   For a given BandType returns its default Q1   Namespace types: series BandTypes   Parameters:      bandType (series BandTypes) method getDefaultBandQ2(bandType)   For a given BandType returns its default Q2   Namespace types: series BandTypes   Parameters:      bandType (series BandTypes) method getDefaultBandQ3(bandType)   For a given BandType returns its default Q3   Namespace types: series BandTypes   Parameters:      bandType (series BandTypes) method init(this, bandsType, q1, q2, q3, vwapAnchor)   Initiates RsParamsBands for each band (used in htfUpdate() withi req.sec())   Namespace types: RsParamsBands   Parameters:      this (RsParamsBands)      bandsType (series BandTypes)      q1 (float) : (float) Depending on type: BB - length, SAR - AF start, ST - ATR's prd      q2 (float) : (float) Depending on type: BB - StdDev mult, SAR - AF step, ST - mult      q3 (float) : (float) Depending on type: BB - not used, SAR - AF max, ST - not used      vwapAnchor (series VwapAnchors) : (VwapAnchors) VWAP ahcnor method init(this, bandsType, tf, showRecentBars, lblsShow, lblsMaxLabels, lblSize, lnMidClr, lnUpClr, lnLoClr, fill, fillClr, lnWidth, lnSmoothen)   Initialises object with params (incl. input). Creates arrays if any.   Namespace types: HtfBands   Parameters:      this (HtfBands)      bandsType (series BandTypes) : (BandTypes) Just used to enable/disable - if BandTypes.none then disable )      tf (string) : (string) Timeframe      showRecentBars (int) : (int) Only show over this number of recent bars      lblsShow (bool) : (bool) Show labels      lblsMaxLabels (int) : (int) Max labels to show      lblSize (string) : (string) Size of the labels      lnMidClr (color) : (color) Middle band color      lnUpClr (color) : (color) Upper band color      lnLoClr (color) : (color) Lower band color      fill (bool)      fillClr (color) : (color) Fill color      lnWidth (int) : (int) Line width      lnSmoothen (bool) : (bool) Smoothen the bands method htfUpdateTuple(rsPrms, repaint)   (HTF) Calculates Bands within request.security(). Returns tuple . If any or all of the bands are not available returns na as their value.   Namespace types: RsParamsBands   Parameters:      rsPrms (RsParamsBands) : (RsParamsBands) Parameters of the band.      repaint (bool) : (bool) If true does not update on realtime bars.   Returns: A tuple (corresponds to fields in RsReturnBands) method importRsRetTuple(this, htfBi, mid, up, lo, dir)   Imports a tuple returned from req.sec() into an HtfBands object   Namespace types: HtfBands   Parameters:      this (HtfBands) : (HtfBands) Object to import to      htfBi (int) : (float) Higher timeframe's bar index (Default = na)      mid (float)      up (float) : (float) Value of upper band (Default = na)      lo (float) : (float) Value of lower band (Default = na)      dir (int) : (int) Direction (for bands like Parabolic SAR) (Default = na) method addUpdDrawings(this, rsPrms)   Draws band's labels   Namespace types: HtfBands   Parameters:      this (HtfBands)      rsPrms (RsParamsBands) method update(this)   Sets band's values to na on intrabars if `smoothen` is set.   Namespace types: HtfBands   Parameters:      this (HtfBands) method newRsParamsBands(this)   A wraper for RsParamsBands.new()   Namespace types: LO_A   Parameters:      this (LO_A) method newHtfBands(this)   A wraper for HtfBands.new()   Namespace types: LO_B   Parameters:      this (LO_B) RsParamsBands   Used to pass bands' params to req.sec()   Fields:      bandsType (series BandTypes) : (enum BandTypes) Type of the band (BB, SAR etc.)      q1 (series float) : (float) Depending on type: BB - length, SAR - AF start, ST - ATR's prd      q2 (series float) : (float) Depending on type: BB - StdDev mult, SAR - AF step, ST - mult      q3 (series float) : (float) Depending on type: BB - not used, SAR - AF max, ST - not used      vwapAnchor (series VwapAnchors) RsReturnBands   Used to return bands' data from req.sec(). Params of the bands are in RsParamsBands   Fields:      htfBi (series float) : (float) Higher timeframe's bar index (Default = na)      upBand (series float) : (float) Value of upper band (Default = na)      loBand (series float) : (float) Value of lower band (Default = na)      midBand (series float) : (float) Value of middle band (Default = na)      dir (series int) : (float) Direction (for bands like Parabolic SAR) (Default = na) BandsDrawing   Contains plot visualization parameters and stores and keeps track of lines, labels and other visual objects (not plots)   Fields:      lnMidClr (series color) : (color) Middle band color      lnLoClr (series color) : (color) Lower band color      lnUpClr (series color) : (color) Upper band color      fillUpClr (series color)      fillLoClr (series color)      lnWidth (series int) : (int) Line width      lnSmoothen (series bool) : (bool) Smoothen the bands      showHistory (series bool) : (bool) If true show bands lines, otherwise only current level      showRecentBars (series int) : (int) Only show over this number of recent bars      arLbl (array) : (label Labels      lblsMaxLabels (series int) : (int) Max labels to show      lblsShow (series bool) : (bool) Show labels      lblSize (series string) : (string) Size of the labels HtfBands   Calcs and draws HTF bands   Fields:      rsRet (RsReturnBands) : (RsReturnBands) Bands' values      rsRetNaObj (RsReturnBands) : (RsReturnBands) Dummy na obj for returning from request.security()      rsPrms (RsParamsBands) : (RsParamsBands) Band parameters (for htfUpdate() called in req.sec() )      drw (BandsDrawing) : (BandsDrawing) Contains plot visualization parameters and stores and keeps track of lines, labels and other visual objects (not plots)      enabled (series bool) : (bool) Toggles bands on/off      tf (series string) : (string) Timeframe LO_A   LO Library object, whose only purpose is to serve as a shorthand for library name in script code.   Fields:      dummy (series string) LO_B   LO Library object, whose only purpose is to serve as a shorthand for library name in script code.   Fields:      dummy (series string)
Pine Script®库
由moebius1977提供
HTFMAs█  OVERVIEW Contains a type HTFMA used to return data on six moving averages from a higher timeframe. Several types of MA's are supported. █  HOW TO USE Please see instructions in the code (in library description). (Important: first fold all sections of the script: press Cmd + K then Cmd + - (for Windows Ctrl + K then Ctrl + -) █  FULL LIST OF FUNCTIONS AND PARAMETERS method getMaType(this)   Enumerator function, given a key returns `enum MaTypes` value   Namespace types: series string, simple string, input string, const string   Parameters:      this (string) method init(this, enableAll, ma1Enabled, ma1MaType, ma1Src, ma1Prd, ma2Enabled, ma2MaType, ma2Src, ma2Prd, ma3Enabled, ma3MaType, ma3Src, ma3Prd, ma4Enabled, ma4MaType, ma4Src, ma4Prd, ma5Enabled, ma5MaType, ma5Src, ma5Prd, ma6Enabled, ma6MaType, ma6Src, ma6Prd)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs)      enableAll (simple MaEnable)      ma1Enabled (bool)      ma1MaType (series MaTypes)      ma1Src (string)      ma1Prd (int)      ma2Enabled (bool)      ma2MaType (series MaTypes)      ma2Src (string)      ma2Prd (int)      ma3Enabled (bool)      ma3MaType (series MaTypes)      ma3Src (string)      ma3Prd (int)      ma4Enabled (bool)      ma4MaType (series MaTypes)      ma4Src (string)      ma4Prd (int)      ma5Enabled (bool)      ma5MaType (series MaTypes)      ma5Src (string)      ma5Prd (int)      ma6Enabled (bool)      ma6MaType (series MaTypes)      ma6Src (string)      ma6Prd (int) method init(this, enableAll, tf, rngAtrQ, showRecentBars, lblsOffset, lblsShow, lnOffset, lblSize, lblStyle, smoothen, ma1lnClr, ma1lnWidth, ma1lnStyle, ma2lnClr, ma2lnWidth, ma2lnStyle, ma3lnClr, ma3lnWidth, ma3lnStyle, ma4lnClr, ma4lnWidth, ma4lnStyle, ma5lnClr, ma5lnWidth, ma5lnStyle, ma6lnClr, ma6lnWidth, ma6lnStyle, ma1ShowHistory, ma2ShowHistory, ma3ShowHistory, ma4ShowHistory, ma5ShowHistory, ma6ShowHistory, ma1ShowLabel, ma2ShowLabel, ma3ShowLabel, ma4ShowLabel, ma5ShowLabel, ma6ShowLabel)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      enableAll (series MaEnable)      tf (string)      rngAtrQ (int)      showRecentBars (int)      lblsOffset (int)      lblsShow (bool)      lnOffset (int)      lblSize (string)      lblStyle (string)      smoothen (bool)      ma1lnClr (color)      ma1lnWidth (int)      ma1lnStyle (string)      ma2lnClr (color)      ma2lnWidth (int)      ma2lnStyle (string)      ma3lnClr (color)      ma3lnWidth (int)      ma3lnStyle (string)      ma4lnClr (color)      ma4lnWidth (int)      ma4lnStyle (string)      ma5lnClr (color)      ma5lnWidth (int)      ma5lnStyle (string)      ma6lnClr (color)      ma6lnWidth (int)      ma6lnStyle (string)      ma1ShowHistory (bool)      ma2ShowHistory (bool)      ma3ShowHistory (bool)      ma4ShowHistory (bool)      ma5ShowHistory (bool)      ma6ShowHistory (bool)      ma1ShowLabel (bool)      ma2ShowLabel (bool)      ma3ShowLabel (bool)      ma4ShowLabel (bool)      ma5ShowLabel (bool)      ma6ShowLabel (bool) method get(this, id)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs)      id (int) method set(this, id, prop, val)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs)      id (int)      prop (string)      val (string) method set(this, id, prop, val)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      id (int)      prop (string)      val (string) method htfUpdateTuple(rsParams, repaint)   Namespace types: RsParamsMAs   Parameters:      rsParams (RsParamsMAs)      repaint (bool) method clear(this)   Namespace types: MaDrawing   Parameters:      this (MaDrawing) method importRsRetTuple(this, htfBi, ma1, ma2, ma3, ma4, ma5, ma6)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      htfBi (int)      ma1 (float)      ma2 (float)      ma3 (float)      ma4 (float)      ma5 (float)      ma6 (float) method getDrw(this, id)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      id (int) method setDrwProp(this, id, prop, val)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      id (int)      prop (string)      val (string) method initDrawings(this, rsPrms, dispBandWidth)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      rsPrms (RsParamsMAs)      dispBandWidth (float) method updateDrawings(this, rsPrms, dispBandWidth)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      rsPrms (RsParamsMAs)      dispBandWidth (float) method update(this)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.      oCfg (objProps type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.      oCfg (objProps0 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.      oCfg (objProps1 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.      oCfg (objProps2 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.      oCfg (objProps3 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.      oCfg (objProps4 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.      oCfg (objProps5 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.      oCfg (objProps6 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs)      oCfg (objProps7 type from moebius1977/CSVParser/1)      maCount (int) method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: RsParamsMAs   Parameters:      this (RsParamsMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps8 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps0 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps1 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps2 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps3 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps4 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps5 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)   Namespace types: HTFMAs   Parameters:      this (HTFMAs) : (HTFMAs) Target object to import prop values to.      oCfg (objProps6 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects      maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)   Returns: this method importConfig(this, oCfg, maCount)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      oCfg (objProps7 type from moebius1977/CSVParser/1)      maCount (int) method importConfig(this, oCfg, maCount)   Namespace types: HTFMAs   Parameters:      this (HTFMAs)      oCfg (objProps8 type from moebius1977/CSVParser/1)      maCount (int) method newRsParamsMAs(this)   Namespace types: LO   Parameters:      this (LO) method newHTFMAs(this)   Namespace types: LO   Parameters:      this (LO) RsMaCalcParams   Parameters of one MA (only calculation params needed within req.sec(), visual parameters are within htfMAs type)   Fields:      enabled (series bool)      maType (series MaTypes) : MA type options: SMA / EMA / WMA / ...      src (series string)      prd (series int) : MA period RsParamsMAs   Collection of parameters of 6 MAs. Used to pass params to req.sec()   Fields:      ma1CalcParams (RsMaCalcParams)      ma2CalcParams (RsMaCalcParams)      ma3CalcParams (RsMaCalcParams)      ma4CalcParams (RsMaCalcParams)      ma5CalcParams (RsMaCalcParams)      ma6CalcParams (RsMaCalcParams) RsReturnMAs   Used to return data from req.sec().   Fields:      htfBi (series int)      ma1 (series float)      ma2 (series float)      ma3 (series float)      ma4 (series float)      ma5 (series float)      ma6 (series float) MaDrawing   MA's plot parameters plus drawing objects for MA's current level (line and label).   Fields:      lnClr (series color) : (color) MA plot line color (like in plot())      lnWidth (series int) : (int) MA plot line width (like in plot())      lnStyle (series string) : (string) MA plot line style (like in plot())      showHistory (series bool) : (bool) Whether to plot the MA on historical bars or only show current level to the right of the latest bar.      showLabel (series bool) : (bool) Whether to show the name of the MA to the right of the MA's level      ln (series line) : (line) line to show MA"s current level      lbl (series label) : (label) label showing MA's name HTFMAs   Contains data and drawing parameters for MA's of one timeframe (MA calculation parameters for MA's of one timeframe are in a separate object RsParamsMAs)   Fields:      rsRet (RsReturnMAs) : (RsReturnMAs) Contains data returned from req.sec(). Is set to na in between HTF bar changes if smoothing is enabled.      rsRetLast (RsReturnMAs) : (RsReturnMAs) Contains a copy of data returned from req.sec() in case rsRet is set to na for smoothing.      rsRetNaObj (RsReturnMAs) : (RsReturnMAs) An empty object as `na` placeholder      ma1Drawing (MaDrawing) : (MaDrawing) MA drawing properties      ma2Drawing (MaDrawing) : (MaDrawing) MA drawing properties      ma3Drawing (MaDrawing) : (MaDrawing) MA drawing properties      ma4Drawing (MaDrawing) : (MaDrawing) MA drawing properties      ma5Drawing (MaDrawing) : (MaDrawing) MA drawing properties      ma6Drawing (MaDrawing) : (MaDrawing) MA drawing properties      enabled (series bool) : (bool ) Enables/disables all of the MAs of one timeframe.      tf (series string) : (string) Timeframe      showHistory (series bool) : (bool ) Plot MA line on historical bars      rngAtrQ (series int) : (int ) A multiplier for atr(14). Determines a range within which the MA's will be plotted. MA's too far away will not be plotted.      showRecentBars (series int) : (int ) Only plot MA on these recent bars      smoothen (series bool) : (bool ) Smoothen MA plot. If false the same HTF value is returned on all chart bars within a HTF bar (intrabars), so the plot looks like steps.      lblsOffset (series int) : (int ) Show MA name this number of bars to the right off last bar.      lblsShow (series bool) : (bool ) Show MA name      lnOffset (series int) : (int ) Start line showing current level of the MA this number of bars to the right off the last bar.      lblSize (series string) : (string) Label size      lblStyle (series string) : (string) Label style      lblTxtAlign (series string) : (string) Label text align      bPopupLabel (series bool) : (bool ) Show current MA value as a tooltip to MA's name. LO   LO Library object, whose only purpose is to serve as a shorthand for library name in script code.   Fields:      dummy (series string)
Pine Script®库
由moebius1977提供
gridUtilitiesLibrary "gridUtilities" TODO: add library description here get_fibonacciGrid_data(length, trend_direction, plot_grid, plot_labels, bars_to_right, include_levels)   : Gets and plots a fibonacci grid.   Parameters:      length (int) : (int): The direction flag that indicates where the trend is going.      trend_direction (string) : (string): Direction of the trend (Long, Short or Neutral)      plot_grid (bool) : (bool): Plots the fibonacci grid.      plot_labels (bool) : (bool): Plots the datatable.      bars_to_right (int) : (bool): Plots the datatable.      include_levels (bool) : (bool): Plots the datatable.   Returns: : Returns a map with the grid levels, as string with the direction of the grid and a map with the values for the dataTable.
Pine Script®库
由algoTraderGTP提供
bollingerBandsLibrary "bollingerBands" Bollinger bands related functions get_multiple_bollinger_bands(stdv1, stdv2, stdv3, stdv4, stdv5, stdv6, stdv7, length, source)   Parameters:      stdv1 (int)      stdv2 (int)      stdv3 (int)      stdv4 (int)      stdv5 (int)      stdv6 (int)      stdv7 (int)      length (simple int)      source (float) get_bb_volatility(bb_highest, bb_lowest, ma_length, lookback)   Parameters:      bb_highest (float)      bb_lowest (float)      ma_length (simple int)      lookback (int)
Pine Script®库
由algoTraderGTP提供