True VolumeThis indicator is designed to provide in-depth analysis of volume data from multiple sources and distinguish highly liquid candles by measuring the density of the volume. By focusing on the density and concentration of volume, rather than just the volume itself, it offers a more nuanced view of the market. This can be particularly beneficial in markets like cryptocurrencies, where understanding the role of market makers versus retail traders is crucial for strategic trading.
This is how it works:
Multiple Asset Integration:
Unlike standard volume indicators, True Volume allows the inclusion of up to four different assets (or the same asset from various exchanges) into its volume calculations. This feature provides a broader and more accurate total volume representation, essential in markets like cryptocurrencies where volume is dispersed across multiple exchanges.
Adjustable Time Anchors:
It offers various time anchor options, allowing traders to analyze volume data over different time periods or a specific amount of lookback candles. This flexibility helps in understanding volume trends over both short and long-term time frames.
Volume Density Analysis:
The core of this indicator is the innovative concept of Volume Density. It's calculated using a sigmoid function that normalizes the volume-to-price movement ratio in a unique way without needing a max cap or having the density column spike off the chart. This method helps in distinguishing between normal volume fluctuations and those that are unusually dense for the given price movement. This distinction is key in identifying potential market maker activities.
The Visuals:
The Volume Density is displayed in a unique way without compromising the original volume bars or cap the density. Infinite density can essentially be represented without having an infinitely large bar or caping out the density data. There's also two different color themes, optional bar color, and an option to flip the density bars up-side down for a different representation. Each of the original volume sources can be displayed separately as well. All colors as customizable as well for your own preference.
Price Volume Trend (PVT):
Included in this indicator is also the Price Volume Trend, which cumulatively measures the density delta, offering insights into the longer-term momentum of the market.
How do I trade it?
This indicator aims to give you insight into 'the other side of the trade', the Market Makers. When you buy, they provide liquidity by selling to you. That drives the Volume Density up.
Consider whether the market maker is currently long or short and might need to cover their position by wicking price back, or "adjust inventory". Especially towards the end of a market session.
Consider dense candles during market gaps or weekends to be market manipulation moves.
The density also goes up when stop losses are hit. If price makes a higher high or lower low, high density could indicate a liquidation event.
Vector
WIPTensorLibrary "WIPTensor"
A Tensor or 3 dimensional array structure and interface.
---
Note: im just highjacking the name to use it as a 3d array on a project..
there is no optimization attempts or tensor specific functionality within.
to_string(this)
Convert `Tensor` to a string format.
Parameters:
this : Tensor data.
Returns: string.
to_vector(this)
Convert `Tensor` to a one dimension array.
Parameters:
this : Tensor data.
Returns: New array with flattened `Tensor` data.
new(x, y, z, initial_value)
Create a new `Tensor` with provided shape.
Parameters:
x : Dimension `X` size.
y : Dimension `Y` size.
z : Dimension `Z` size.
initial_value : Value to fill the `Tensor`.
Returns: New `Tensor`.
new(shape, initial_value)
Create a new `Tensor` with provided shape.
Parameters:
shape : Shape of dimensions size.
initial_value : Value to fill the `Tensor`.
Returns: New `Tensor`.
from(expression, sepx, sepy, sepz)
Create a `Tensor` from provided array and shape.
Parameters:
expression
sepx
sepy
sepz
Returns: New `Tensor`.
from(vector, x, y, z)
Create a `Tensor` from provided array and shape.
Parameters:
vector : Data with flattened dimensions.
x
y
z
Returns: New `Tensor`.
from(vector, shape)
Parameters:
vector
shape
get(this, x, y, z)
Get the value at position.
Parameters:
this : `Tensor` data.
x
y
z
Returns: Value at position.
get(this, position)
Parameters:
this
position
set(this, x, y, z, value)
Set the value at position.
Parameters:
this : `Tensor` data.
x
y
z
value : New Value.
set(this, position, value)
Parameters:
this
position
value
Vector
Helper type for 3d structure.
Fields:
v : Vector of the 3rd dimension.
Tensor
A Tensor is a three dimensional array were the 3rd dimension accounts for time.
Fields:
m : Matrix that holds the vectors.
Vector2FunctionClipLibrary "Vector2FunctionClip"
Sutherland-Hodgman polygon clipping algorithm.
reference:
.
rosettacode.org
.
clip(source, reference)
Perform Clip operation on a vector with another.
Parameters:
source : array . Source polygon to be clipped.
reference : array . Reference polygon to clip source.
Returns: array.
Vector2ArrayLibrary "Vector2Array"
functions to handle vector2 Array operations.
.
references:
docs.unity3d.com
gist.github.com
github.com
gist.github.com
gist.github.com
gist.github.com
.
from(source, prop_sep, vect_sep)
Generate array of vector2 from string.
Parameters:
source : string Source string of the vectors.
prop_sep : string Separator character of the vector properties (x`,`y).
vect_sep : string Separator character of the vectors ((x,y)`;`(x,y)).
Returns: array.
max(vectors)
Combination of the highest elements in column of a array of vectors.
Parameters:
vectors : array, Array of Vector2 objects.
Returns: Vector2.Vector2, Vector2 object.
-> usage:
`a = Vector2.from(1.0) , b = Vector2.from(2.0), c = Vector2.from(3.0), d = max(array.from(a, b, c)) , plot(d.x)`
min(vectors)
Combination of the lowest elements in column of a array of vectors.
Parameters:
vectors : array, Array of Vector2 objects.
Returns: Vector2.Vector2, Vector2 object.
-> usage:
`a = Vector2.from(1.0) , b = Vector2.from(2.0), c = Vector2.from(3.0), d = min(array.from(a, b, c)) , plot(d.x)`
sum(vectors)
Total sum of all vectors.
Parameters:
vectors : array, ID of the vector2 array.
Returns: Vector2.Vector2, vector2 object.
-> usage:
`a = Vector2.from(1.0) , b = Vector2.from(2.0), c = Vector2.from(3.0), d = sum(array.from(a, b, c)) , plot(d.x)`
center(vectors)
Finds the vector center of the array.
Parameters:
vectors : array, ID of the vector2 array.
Returns: Vector2.Vector2, vector2 object.
-> usage:
`a = Vector2.from(1.0) , b = Vector2.from(2.0), c = Vector2.from(3.0), d = center(array.from(a, b, c)) , plot(d.x)`
rotate(vectors, center, degree)
Rotate Array vectors around origin vector by a angle.
Parameters:
vectors : array, ID of the vector2 array.
center : Vector2.Vector2 , Vector2 object. Center of the rotation.
degree : float , Angle value.
Returns: rotated points array.
-> usage:
`a = Vector2.from(1.0) , b = Vector2.from(2.0), c = Vector2.from(3.0), d = rotate(array.from(a, b, c), b, 45.0)`
scale(vectors, center, rate)
Scale Array vectors based on a origin vector perspective.
Parameters:
vectors : array, ID of the vector2 array.
center : Vector2.Vector2 , Vector2 object. Origin center of the transformation.
rate : float , Rate to apply transformation.
Returns: rotated points array.
-> usage:
`a = Vector2.from(1.0) , b = Vector2.from(2.0), c = Vector2.from(3.0), d = scale(array.from(a, b, c), b, 1.25)`
move(vectors, center, rate)
Move Array vectors by a rate of the distance to center position (LERP).
Parameters:
vectors : array, ID of the vector2 array.
center
rate
Returns: Moved points array.
-> usage:
`a = Vector2.from(1.0) , b = Vector2.from(2.0), c = Vector2.from(3.0), d = move(array.from(a, b, c), b, 1.25)`
to_string(id, separator)
Reads a array of vectors into a string, of the form ` `.
Parameters:
id : array, ID of the vector2 array.
separator : string separator for cell splitting.
Returns: string Translated complex array into string.
-> usage:
`a = Vector2.from(1.0) , b = Vector2.from(2.0), c = Vector2.from(3.0), d = to_string(array.from(a, b, c))`
to_string(id, format, separator)
Reads a array of vectors into a string, of the form ` `.
Parameters:
id : array, ID of the vector2 array.
format : string , Format to apply transformation.
separator : string , Separator for cell splitting.
Returns: string Translated complex array into string.
-> usage:
`a = Vector2.from(1.234) , b = Vector2.from(2.23), c = Vector2.from(3.1234), d = to_string(array.from(a, b, c), "#.##")`
Segment2Library "Segment2"
Structure representation of a directed straight line in two dimensions from origin to target vectors.
.
reference:
graphics.stanford.edu
.
new(origin, target)
Generate a new segment.
Parameters:
origin : Vector2 . Origin of the segment.
target : Vector2 . Target of the segment.
Returns: Segment2.
new(origin_x, origin_y, target_x, target_y)
Generate a new segment.
Parameters:
origin_x : float . Origin of the segment x coordinate.
origin_y : float . Origin of the segment y coordinate.
target_x : float . Target of the segment x coordinate.
target_y : float . Target of the segment y coordinate.
Returns: Segment2.
copy(this)
Copy a segment.
Parameters:
this : Vector2 . Segment to copy.
Returns: Segment2.
length_squared(this)
Squared length of the normalized segment vector. For comparing vectors this is computationaly lighter.
Parameters:
this : Segment2 . Sorce segment.
Returns: float.
length(this)
Length of the normalized segment vector.
Parameters:
this : Segment2 . Sorce segment.
Returns: float.
opposite(this)
Reverse the direction of the segment.
Parameters:
this : Segment2 . Source segment.
Returns: Segment2.
is_degenerate(this)
Segment is degenerate when origin and target are equal.
Parameters:
this : Segment2 . Source segment.
Returns: bool.
is_horizontal(this)
Segment is horizontal?.
Parameters:
this : Segment2 . Source segment.
Returns: bool.
is_horizontal(this, precision)
Segment is horizontal?.
Parameters:
this : Segment2 . Source segment.
precision : float . Limit of precision.
Returns: bool.
is_vertical(this)
Segment is vertical?.
Parameters:
this : Segment2 . Source segment.
Returns: bool.
is_vertical(this, precision)
Segment is vertical?.
Parameters:
this : Segment2 . Source segment.
precision : float . Limit of precision.
Returns: bool.
equals(this, other)
Tests two segments for equality (share same origin and target).
Parameters:
this : Segment2 . Source segment.
other : Segment2 . Target segment.
Returns: bool.
nearest_to_point(this, point)
Find the nearest point in a segment to another point.
Parameters:
this : Segment2 . Source segment.
point : Vector2 . Point to aproximate.
Returns: Vector2.
intersection(this, other)
Find the intersection vector of 2 lines.
Parameters:
this : Segment2 . Segment A.
other : Segment2 . Segment B.
Returns: Vector2.Vector2 Object.
extend(this, at_origin, at_target)
Extend a segment by the percent ratio provided.
Parameters:
this : Segment2 . Source segment.
at_origin : float . Percent ratio to extend at origin vector.
at_target : float . Percent ratio to extend at target vector.
Returns: Segment2.
to_string(this)
Translate segment to string format `( (x,y), (x,y) )`.
Parameters:
this : Segment2 . Source segment.
Returns: string.
to_string(this, format)
Translate segment to string format `((x,y), (x,y))`.
Parameters:
this : Segment2 . Source segment.
format : string . Format string to apply.
Returns: string.
to_array(this)
Translate segment to array format.
Parameters:
this : Segment2 . Source segment.
Returns: array.
Vector2DrawTriangleLibrary "Vector2DrawTriangle"
Functions to draw a triangle and manipulate its properties.
new(a, b, c, xloc, bg_color, line_color, line_style, line_width)
Draws a triangle with background fill using line prototype.
Parameters:
a : v2 . Vector2 object, in the form `(x, y)`.
b : v2 . Vector2 object, in the form `(x, y)`.
c : v2 . Vector2 object, in the form `(x, y)`.
xloc : string . Type of axis unit, bar_index or time.
bg_color : color . Color of the background.
line_color : color . Color of the line.
line_style : string . Style of the line.
line_width : int . Width of the line.
Returns: Triangle object.
copy(this)
Copy a existing triangle object.
Parameters:
this : Triangle . Source triangle.
Returns: Triangle.
set_position_a(this, x, y)
Set the position of corner `a` (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
x : int . Value at the x axis.
y : float . Value at the y axis.
Returns: Source Triangle.
set_position_a(this, position)
Set the position of corner `a` (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
position : Vector2 . New position.
Returns: Source Triangle.
set_position_b(this, x, y)
Set the position of corner `b` (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
x : int . Value at the x axis.
y : float . Value at the y axis.
Returns: Source Triangle.
set_position_b(this, position)
Set the position of corner `b` (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
position : Vector2 . New position.
Returns: Source Triangle.
set_position_c(this, x, y)
Set the position of corner `c` (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
x : int . Value at the x axis.
y : float . Value at the y axis.
Returns: Source Triangle.
set_position_c(this, position)
Set the position of corner `c` (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
position : Vector2 . New position.
Returns: Source Triangle.
set_style(this, bg_color, line_color, line_style, line_width)
Update triangle style options (modifies Source triangle).
Parameters:
this : Triangle . Source triangle.
bg_color : color . Color of the background.
line_color : color . Color of the line.
line_style : string . Style of the line.
line_width : int . Width of the line.
Returns: Source Triangle.
set_bg_color(this, bg_color)
Update triangle style options (modifies Source triangle).
Parameters:
this : Triangle . Source triangle.
bg_color : color . Color of the background.
Returns: Source Triangle.
set_line_color(this, line_color)
Update triangle style options (modifies Source triangle).
Parameters:
this : Triangle . Source triangle.
line_color : color . Color of the line.
Returns: Source Triangle.
set_line_style(this, line_style)
Update triangle style options (modifies Source triangle).
Parameters:
this : Triangle . Source triangle.
line_style : string . Style of the line.
Returns: Source Triangle.
set_line_width(this, line_width)
Update triangle style options (modifies Source triangle).
Parameters:
this : Triangle . Source triangle.
line_width : int . Width of the line.
Returns: Source Triangle.
move(this, x, y)
Move triangle by provided amount (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
x : float . Amount to move the vertices of the triangle in the x axis.
y : float . Amount to move the vertices of the triangle in the y axis.
Returns: Source Triangle.
move(this, amount)
Move triangle by provided amount (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
amount : Vector2 . Amount to move the vertices of the triangle in the x and y axis.
Returns: Source Triangle.
rotate_around(this, center, angle)
Rotate source triangle around a center (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
center : Vector2 . Center coordinates of the rotation.
angle : float . Value of angle in degrees.
Returns: Source Triangle.
rotate_around(this, center_x, center_y, angle)
Rotate source triangle around a center (modifies source triangle).
Parameters:
this : Triangle . Source triangle.
center_x : int . Center coordinates of the rotation.
center_y : float . Center coordinates of the rotation.
angle : float . Value of angle in degrees.
Returns: Source Triangle.
Vector2DrawLineLibrary "Vector2DrawLine"
Extends line type with methods for Vector2 and Segment2.
new(origin, target, xloc, extend, color, style, width)
Draws a line using Segment type to hold its coordinate properties..
Parameters:
origin : Vector2 . Origin vector of the line.
target : Vector2 . Target vector of the line.
xloc : string
extend : string
color : color
style : string
width : int
Returns: line object
new(segment, xloc, extend, color, style, width)
Draws a line using Segment type to hold its coordinate properties..
Parameters:
segment : Segment2 . Segment with positional coordinates.
xloc : string
extend : string
color : color
style : string
width : int
Returns: line object
rotate_around(this, center, angle)
Instance method to rotate line around center vector (modifies input line).
Parameters:
this : line . Line object.
center : Vector2 . Center of rotation.
angle : float . Rotation angle in degrees.
Returns: line. Rotated line object.
Vector2Library "Vector2"
Representation of two dimensional vectors or points.
This structure is used to represent positions in two dimensional space or vectors,
for example in spacial coordinates in 2D space.
~~~
references:
docs.unity3d.com
gist.github.com
github.com
gist.github.com
gist.github.com
gist.github.com
~~~
new(x, y)
Create a new Vector2 object.
Parameters:
x : float . The x value of the vector, default=0.
y : float . The y value of the vector, default=0.
Returns: Vector2. Vector2 object.
-> usage:
`unitx = Vector2.new(1.0) , plot(unitx.x)`
from(value)
Assigns value to a new vector `x,y` elements.
Parameters:
value : float, x and y value of the vector.
Returns: Vector2. Vector2 object.
-> usage:
`one = Vector2.from(1.0), plot(one.x)`
from(value, element_sep, open_par, close_par)
Assigns value to a new vector `x,y` elements.
Parameters:
value : string . The `x` and `y` value of the vector in a `x,y` or `(x,y)` format, spaces and parentesis will be removed automatically.
element_sep : string . Element separator character, default=`,`.
open_par : string . Open parentesis character, default=`(`.
close_par : string . Close parentesis character, default=`)`.
Returns: Vector2. Vector2 object.
-> usage:
`one = Vector2.from("1.0,2"), plot(one.x)`
copy(this)
Creates a deep copy of a vector.
Parameters:
this : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = Vector2.new(1.0) , b = a.copy() , plot(b.x)`
down()
Vector in the form `(0, -1)`.
Returns: Vector2. Vector2 object.
left()
Vector in the form `(-1, 0)`.
Returns: Vector2. Vector2 object.
right()
Vector in the form `(1, 0)`.
Returns: Vector2. Vector2 object.
up()
Vector in the form `(0, 1)`.
Returns: Vector2. Vector2 object.
one()
Vector in the form `(1, 1)`.
Returns: Vector2. Vector2 object.
zero()
Vector in the form `(0, 0)`.
Returns: Vector2. Vector2 object.
minus_one()
Vector in the form `(-1, -1)`.
Returns: Vector2. Vector2 object.
unit_x()
Vector in the form `(1, 0)`.
Returns: Vector2. Vector2 object.
unit_y()
Vector in the form `(0, 1)`.
Returns: Vector2. Vector2 object.
nan()
Vector in the form `(float(na), float(na))`.
Returns: Vector2. Vector2 object.
xy(this)
Return the values of `x` and `y` as a tuple.
Parameters:
this : Vector2 . Vector2 object.
Returns: .
-> usage:
`a = Vector2.new(1.0, 1.0) , = a.xy() , plot(ax)`
length_squared(this)
Length of vector `a` in the form. `a.x^2 + a.y^2`, for comparing vectors this is computationaly lighter.
Parameters:
this : Vector2 . Vector2 object.
Returns: float. Squared length of vector.
-> usage:
`a = Vector2.new(1.0, 1.0) , plot(a.length_squared())`
length(this)
Magnitude of vector `a` in the form. `sqrt(a.x^2 + a.y^2)`
Parameters:
this : Vector2 . Vector2 object.
Returns: float. Length of vector.
-> usage:
`a = Vector2.new(1.0, 1.0) , plot(a.length())`
normalize(a)
Vector normalized with a magnitude of 1, in the form. `a / length(a)`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = normalize(Vector2.new(3.0, 2.0)) , plot(a.y)`
isNA(this)
Checks if any of the components is `na`.
Parameters:
this : Vector2 . Vector2 object.
Returns: bool.
usage:
p = Vector2.new(1.0, na) , plot(isNA(p)?1:0)
add(a, b)
Adds vector `b` to `a`, in the form `(a.x + b.x, a.y + b.y)`.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = one() , b = one() , c = add(a, b) , plot(c.x)`
add(a, b)
Adds vector `b` to `a`, in the form `(a.x + b, a.y + b)`.
Parameters:
a : Vector2 . Vector2 object.
b : float . Value.
Returns: Vector2. Vector2 object.
-> usage:
`a = one() , b = 1.0 , c = add(a, b) , plot(c.x)`
add(a, b)
Adds vector `b` to `a`, in the form `(a + b.x, a + b.y)`.
Parameters:
a : float . Value.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = 1.0 , b = one() , c = add(a, b) , plot(c.x)`
subtract(a, b)
Subtract vector `b` from `a`, in the form `(a.x - b.x, a.y - b.y)`.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = one() , b = one() , c = subtract(a, b) , plot(c.x)`
subtract(a, b)
Subtract vector `b` from `a`, in the form `(a.x - b, a.y - b)`.
Parameters:
a : Vector2 . vector2 object.
b : float . Value.
Returns: Vector2. Vector2 object.
-> usage:
`a = one() , b = 1.0 , c = subtract(a, b) , plot(c.x)`
subtract(a, b)
Subtract vector `b` from `a`, in the form `(a - b.x, a - b.y)`.
Parameters:
a : float . value.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = 1.0 , b = one() , c = subtract(a, b) , plot(c.x)`
multiply(a, b)
Multiply vector `a` with `b`, in the form `(a.x * b.x, a.y * b.y)`.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = one() , b = one() , c = multiply(a, b) , plot(c.x)`
multiply(a, b)
Multiply vector `a` with `b`, in the form `(a.x * b, a.y * b)`.
Parameters:
a : Vector2 . Vector2 object.
b : float . Value.
Returns: Vector2. Vector2 object.
-> usage:
`a = one() , b = 1.0 , c = multiply(a, b) , plot(c.x)`
multiply(a, b)
Multiply vector `a` with `b`, in the form `(a * b.x, a * b.y)`.
Parameters:
a : float . Value.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = 1.0 , b = one() , c = multiply(a, b) , plot(c.x)`
divide(a, b)
Divide vector `a` with `b`, in the form `(a.x / b.x, a.y / b.y)`.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(3.0) , b = from(2.0) , c = divide(a, b) , plot(c.x)`
divide(a, b)
Divide vector `a` with value `b`, in the form `(a.x / b, a.y / b)`.
Parameters:
a : Vector2 . Vector2 object.
b : float . Value.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(3.0) , b = 2.0 , c = divide(a, b) , plot(c.x)`
divide(a, b)
Divide value `a` with vector `b`, in the form `(a / b.x, a / b.y)`.
Parameters:
a : float . Value.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = 3.0 , b = from(2.0) , c = divide(a, b) , plot(c.x)`
negate(a)
Negative of vector `a`, in the form `(-a.x, -a.y)`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(3.0) , b = a.negate , plot(b.x)`
pow(a, b)
Raise vector `a` with exponent vector `b`, in the form `(a.x ^ b.x, a.y ^ b.y)`.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(3.0) , b = from(2.0) , c = pow(a, b) , plot(c.x)`
pow(a, b)
Raise vector `a` with value `b`, in the form `(a.x ^ b, a.y ^ b)`.
Parameters:
a : Vector2 . Vector2 object.
b : float . Value.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(3.0) , b = 2.0 , c = pow(a, b) , plot(c.x)`
pow(a, b)
Raise value `a` with vector `b`, in the form `(a ^ b.x, a ^ b.y)`.
Parameters:
a : float . Value.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = 3.0 , b = from(2.0) , c = pow(a, b) , plot(c.x)`
sqrt(a)
Square root of the elements in a vector.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(3.0) , b = sqrt(a) , plot(b.x)`
abs(a)
Absolute properties of the vector.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(-3.0) , b = abs(a) , plot(b.x)`
min(a)
Lowest element of a vector.
Parameters:
a : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = min(a) , plot(b)`
max(a)
Highest element of a vector.
Parameters:
a : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = max(a) , plot(b)`
vmax(a, b)
Highest elements of two vectors.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 2.0) , b = new(2.0, 3.0) , c = vmax(a, b) , plot(c.x)`
vmax(a, b, c)
Highest elements of three vectors.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
c : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 2.0) , b = new(2.0, 3.0) , c = new(1.5, 4.5) , d = vmax(a, b, c) , plot(d.x)`
vmin(a, b)
Lowest elements of two vectors.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 2.0) , b = new(2.0, 3.0) , c = vmin(a, b) , plot(c.x)`
vmin(a, b, c)
Lowest elements of three vectors.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
c : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 2.0) , b = new(2.0, 3.0) , c = new(1.5, 4.5) , d = vmin(a, b, c) , plot(d.x)`
perp(a)
Perpendicular Vector of `a`, in the form `(a.y, -a.x)`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = perp(a) , plot(b.x)`
floor(a)
Compute the floor of vector `a`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = floor(a) , plot(b.x)`
ceil(a)
Ceils vector `a`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = ceil(a) , plot(b.x)`
ceil(a, digits)
Ceils vector `a`.
Parameters:
a : Vector2 . Vector2 object.
digits : int . Digits to use as ceiling.
Returns: Vector2. Vector2 object.
round(a)
Round of vector elements.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = round(a) , plot(b.x)`
round(a, precision)
Round of vector elements.
Parameters:
a : Vector2 . Vector2 object.
precision : int . Number of digits to round vector "a" elements.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(0.123456, 1.234567) , b = round(a, 2) , plot(b.x)`
fractional(a)
Compute the fractional part of the elements from vector `a`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.123456, 1.23456) , b = fractional(a) , plot(b.x)`
dot_product(a, b)
dot_product product of 2 vectors, in the form `a.x * b.x + a.y * b.y.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = dot_product(a, b) , plot(c)`
cross_product(a, b)
cross product of 2 vectors, in the form `a.x * b.y - a.y * b.x`.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = cross_product(a, b) , plot(c)`
equals(a, b)
Compares two vectors
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: bool. Representing the equality.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = equals(a, b) ? 1 : 0 , plot(c)`
sin(a)
Compute the sine of argument vector `a`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = sin(a) , plot(b.x)`
cos(a)
Compute the cosine of argument vector `a`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = cos(a) , plot(b.x)`
tan(a)
Compute the tangent of argument vector `a`.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = tan(a) , plot(b.x)`
atan2(x, y)
Approximation to atan2 calculation, arc tangent of `y/x` in the range (-pi,pi) radians.
Parameters:
x : float . The x value of the vector.
y : float . The y value of the vector.
Returns: float. Value with angle in radians. (negative if quadrante 3 or 4)
-> usage:
`a = new(3.0, 1.5) , b = atan2(a.x, a.y) , plot(b)`
atan2(a)
Approximation to atan2 calculation, arc tangent of `y/x` in the range (-pi,pi) radians.
Parameters:
a : Vector2 . Vector2 object.
Returns: float, value with angle in radians. (negative if quadrante 3 or 4)
-> usage:
`a = new(3.0, 1.5) , b = atan2(a) , plot(b)`
distance(a, b)
Distance between vector `a` and `b`.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = distance(a, b) , plot(c)`
rescale(a, length)
Rescale a vector to a new magnitude.
Parameters:
a : Vector2 . Vector2 object.
length : float . Magnitude.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = 2.0 , c = rescale(a, b) , plot(c.x)`
rotate(a, radians)
Rotates vector by a angle.
Parameters:
a : Vector2 . Vector2 object.
radians : float . Angle value in radians.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = 2.0 , c = rotate(a, b) , plot(c.x)`
rotate_degree(a, degree)
Rotates vector by a angle.
Parameters:
a : Vector2 . Vector2 object.
degree : float . Angle value in degrees.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = 45.0 , c = rotate_degree(a, b) , plot(c.x)`
rotate_around(this, center, angle)
Rotates vector `target` around `origin` by angle value.
Parameters:
this
center : Vector2 . Vector2 object.
angle : float . Angle value in degrees.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = rotate_around(a, b, 45.0) , plot(c.x)`
perpendicular_distance(a, b, c)
Distance from point `a` to line between `b` and `c`.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
c : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(1.5, 2.6) , b = from(1.0) , c = from(3.0) , d = perpendicular_distance(a, b, c) , plot(d.x)`
project(a, axis)
Project a vector onto another.
Parameters:
a : Vector2 . Vector2 object.
axis : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = project(a, b) , plot(c.x)`
projectN(a, axis)
Project a vector onto a vector of unit length.
Parameters:
a : Vector2 . Vector2 object.
axis : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = projectN(a, b) , plot(c.x)`
reflect(a, axis)
Reflect a vector on another.
Parameters:
a : Vector2 . Vector2 object.
axis
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = reflect(a, b) , plot(c.x)`
reflectN(a, axis)
Reflect a vector to a arbitrary axis.
Parameters:
a : Vector2 . Vector2 object.
axis
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = reflectN(a, b) , plot(c.x)`
angle(a)
Angle in radians of a vector.
Parameters:
a : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = angle(a) , plot(b)`
angle_unsigned(a, b)
unsigned degree angle between 0 and +180 by given two vectors.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = angle_unsigned(a, b) , plot(c)`
angle_signed(a, b)
Signed degree angle between -180 and +180 by given two vectors.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = angle_signed(a, b) , plot(c)`
angle_360(a, b)
Degree angle between 0 and 360 by given two vectors
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = angle_360(a, b) , plot(c)`
clamp(a, min, max)
Restricts a vector between a min and max value.
Parameters:
a : Vector2 . Vector2 object.
min
max
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = from(2.5) , d = clamp(a, b, c) , plot(d.x)`
clamp(a, min, max)
Restricts a vector between a min and max value.
Parameters:
a : Vector2 . Vector2 object.
min : float . Lower boundary value.
max : float . Higher boundary value.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = clamp(a, 2.0, 2.5) , plot(b.x)`
lerp(a, b, rate)
Linearly interpolates between vectors a and b by rate.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
rate : float . Value between (a:-infinity -> b:1.0), negative values will move away from b.
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = lerp(a, b, 0.5) , plot(c.x)`
herp(a, b, rate)
Hermite curve interpolation between vectors a and b by rate.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
rate : Vector2 . Vector2 object. Value between (a:0 > 1:b).
Returns: Vector2. Vector2 object.
-> usage:
`a = new(3.0, 1.5) , b = from(2.0) , c = from(2.5) , d = herp(a, b, c) , plot(d.x)`
transform(position, mat)
Transform a vector by the given matrix.
Parameters:
position : Vector2 . Source vector.
mat : M32 . Transformation matrix
Returns: Vector2. Transformed vector.
transform(position, mat)
Transform a vector by the given matrix.
Parameters:
position : Vector2 . Source vector.
mat : M44 . Transformation matrix
Returns: Vector2. Transformed vector.
transform(position, mat)
Transform a vector by the given matrix.
Parameters:
position : Vector2 . Source vector.
mat : matrix . Transformation matrix, requires a 3x2 or a 4x4 matrix.
Returns: Vector2. Transformed vector.
transform(this, rotation)
Transform a vector by the given quaternion rotation value.
Parameters:
this : Vector2 . Source vector.
rotation : Quaternion . Rotation to apply.
Returns: Vector2. Transformed vector.
area_triangle(a, b, c)
Find the area in a triangle of vectors.
Parameters:
a : Vector2 . Vector2 object.
b : Vector2 . Vector2 object.
c : Vector2 . Vector2 object.
Returns: float.
-> usage:
`a = new(1.0, 2.0) , b = from(2.0) , c = from(1.0) , d = area_triangle(a, b, c) , plot(d.x)`
random(max)
2D random value.
Parameters:
max : Vector2 . Vector2 object. Vector upper boundary.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(2.0) , b = random(a) , plot(b.x)`
random(max)
2D random value.
Parameters:
max : float, Vector upper boundary.
Returns: Vector2. Vector2 object.
-> usage:
`a = random(2.0) , plot(a.x)`
random(min, max)
2D random value.
Parameters:
min : Vector2 . Vector2 object. Vector lower boundary.
max : Vector2 . Vector2 object. Vector upper boundary.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(1.0) , b = from(2.0) , c = random(a, b) , plot(c.x)`
random(min, max)
2D random value.
Parameters:
min : Vector2 . Vector2 object. Vector lower boundary.
max : Vector2 . Vector2 object. Vector upper boundary.
Returns: Vector2. Vector2 object.
-> usage:
`a = random(1.0, 2.0) , plot(a.x)`
noise(a)
2D Noise based on Morgan McGuire @morgan3d.
Parameters:
a : Vector2 . Vector2 object.
Returns: Vector2. Vector2 object.
-> usage:
`a = from(2.0) , b = noise(a) , plot(b.x)`
to_string(a)
Converts vector `a` to a string format, in the form `"(x, y)"`.
Parameters:
a : Vector2 . Vector2 object.
Returns: string. In `"(x, y)"` format.
-> usage:
`a = from(2.0) , l = barstate.islast ? label.new(bar_index, 0.0, to_string(a)) : label(na)`
to_string(a, format)
Converts vector `a` to a string format, in the form `"(x, y)"`.
Parameters:
a : Vector2 . Vector2 object.
format : string . Format to apply transformation.
Returns: string. In `"(x, y)"` format.
-> usage:
`a = from(2.123456) , l = barstate.islast ? label.new(bar_index, 0.0, to_string(a, "#.##")) : label(na)`
to_array(a)
Converts vector to a array format.
Parameters:
a : Vector2 . Vector2 object.
Returns: array.
-> usage:
`a = from(2.0) , b = to_array(a) , plot(array.get(b, 0))`
to_barycentric(this, a, b, c)
Captures the barycentric coordinate of a cartesian position in the triangle plane.
Parameters:
this : Vector2 . Source cartesian coordinate position.
a : Vector2 . Triangle corner `a` vertice.
b : Vector2 . Triangle corner `b` vertice.
c : Vector2 . Triangle corner `c` vertice.
Returns: bool.
from_barycentric(this, a, b, c)
Captures the cartesian coordinate of a barycentric position in the triangle plane.
Parameters:
this : Vector2 . Source barycentric coordinate position.
a : Vector2 . Triangle corner `a` vertice.
b : Vector2 . Triangle corner `b` vertice.
c : Vector2 . Triangle corner `c` vertice.
Returns: bool.
to_complex(this)
Translate a Vector2 structure to complex.
Parameters:
this : Vector2 . Source vector.
Returns: Complex.
to_polar(this)
Translate a Vector2 cartesian coordinate into polar coordinates.
Parameters:
this : Vector2 . Source vector.
Returns: Pole. The returned angle is in radians.
CommonTypesMathLibrary "CommonTypesMath"
Provides a common library source for common types of useful mathematical structures.
Includes: `complex, Vector2, Vector3, Vector4, Quaternion, Segment2, Segment3, Pole, Plane, M32, M44`
complex
Representation of a Complex Number, a complex number `z` is a number in the form `z = x + yi`,
Fields:
re : Real part of the complex number.
im : Imaginary part of the complex number.
Vector2
Representation of a two dimentional vector with components `(x:float,y:float)`.
Fields:
x : Coordinate `x` of the vector.
y : Coordinate `y` of the vector.
Vector3
Representation of a three dimentional vector with components `(x:float,y:float,z:float)`.
Fields:
x : Coordinate `x` of the vector.
y : Coordinate `y` of the vector.
z : Coordinate `z` of the vector.
Vector4
Representation of a four dimentional vector with components `(x:float,y:float,z:float,w:float)`.
Fields:
x : Coordinate `x` of the vector.
y : Coordinate `y` of the vector.
z : Coordinate `z` of the vector.
w : Coordinate `w` of the vector.
Quaternion
Representation of a four dimentional vector with components `(x:float,y:float,z:float,w:float)`.
Fields:
x : Coordinate `x` of the vector.
y : Coordinate `y` of the vector.
z : Coordinate `z` of the vector.
w : Coordinate `w` of the vector, specifies the rotation component.
Segment2
Representation of a line in two dimentional space.
Fields:
origin : Origin coordinates.
target : Target coordinates.
Segment3
Representation of a line in three dimentional space.
Fields:
origin : Origin coordinates.
target : Target coordinates.
Pole
Representation of polar coordinates `(radius:float,angle:float)`.
Fields:
radius : Radius of the pole.
angle : Angle in radians of the pole.
Plane
Representation of a 3D plane.
Fields:
normal : Normal vector of the plane.
distance : Distance of the plane along its normal from the origin.
M32
Representation of a 3x2 matrix.
Fields:
m11 : First element of the first row.
m12 : Second element of the first row.
m21 : First element of the second row.
m22 : Second element of the second row.
m31 : First element of the third row.
m32 : Second element of the third row.
M44
Representation of a 4x4 matrix.
Fields:
m11 : First element of the first row.
m12 : Second element of the first row.
m13 : Third element of the first row.
m14 : fourth element of the first row.
m21 : First element of the second row.
m22 : Second element of the second row.
m23 : Third element of the second row.
m24 : fourth element of the second row.
m31 : First element of the third row.
m32 : Second element of the third row.
m33 : Third element of the third row.
m34 : fourth element of the third row.
m41 : First element of the fourth row.
m42 : Second element of the fourth row.
m43 : Third element of the fourth row.
m44 : fourth element of the fourth row.
Fixed Quantum CDVWe took the original script Cumulative delta volume from LonesomeTheBlue, here is the link:
To understand the CDV you can watch traders reality master class about CDV.
This indicator show the ratio of vector color and the ratio of the cumulative delta volume from vector color.
First you select a date range on the chart. Then it calculate all candles in that region. Let's say there is 3 green vectors and 3 red vectors in the region, the ratio of vector color will be 50% for bull and 50% for bear vector. As for the CDV ratio, it will measure the total CDV inside green vector and total CDV inside red vector and make a ratio. But it is a little different.
I twisted the calculation for the ratio of CDV a little bit to make it more comprehensive in the table. Since it's the ratio of the CDV for the bull candles versus the bear candles, the CDV is almost always a positive number for the bull candles and almost always a negative number for the bear candle. So I calculated the bear CDV as a positive number. Formula: Bull_CDV_ratio = Bull_CDV / (Bull_CDV + Bear_CDV), Bear_CDV_ratio = -Bear_CDV / (Bull_CDV - Bear_CDV).
Note that when the bull CDV and bear CDV are both a positive number or both a negative number, the ratio percentage can be over 100% and under 0%. It means that we expect volatility.
Enjoy!
Quantum Vector AlertsIts the part 2 of Multiple Indicators 50EMA Cross Alerts.
Its more suitable for the seconds chart. Beside, you can use it in higher timeframe.
The input bars length is the sample size that the code will use to trigger all alert. 20 mean 20 bar after the current candle.
When you activate volume alert you can select an amount of volume that when volume cross it you will be notified. The volume of every bar is displayed in the screener below volume.
In the section percentage vector counting the script do the sum of the red vector and green vector and give a ratio. In bullish vector count percentage for alert, you can select the percentage difference that you want to receive an alert. If your sample have 3 red vectors and 7 green vectors you will receive an alert saying that there is an imbalance of 70% showing more green vectors.
You can select a variant of percentage vector. The variant will do a summation of volume. If 1 vector candle is the size of the 3 other vector, they will have the same ponderation.
Normal alert counting count the number of vectors in the bars length. You can count the red and green candle only or add the blue and violet.
Bullish vector count will show a notification when the number of green candle will appear on the chart in the selected length. The same process is valid for bearish vector count. For example, if you want 3 bullish candle in 20 bar. You select bars length 20 and bullish vector count 3.
These alerts are suitable to the hybrid system. Thanks to our teacher Trader Reality and to all the member that contribute to this great discord community.
FunctionGenerateRandomPointsInShapeLibrary "FunctionGenerateRandomPointsInShape"
Generate random vector points in geometric shape (parallelogram, triangle)
random_parallelogram(vector_a, vector_b) Generate random vector point in a parallelogram shape.
Parameters:
vector_a : float array, vector of (x, y) shape.
vector_b : float array, vector of (x, y) shape.
Returns: float array, vector of (x, y) shape.
random_triangle(vector_a, vector_b) Generate random vector point in a triangle shape.
Parameters:
vector_a : float array, vector of (x, y) shape.
vector_b : float array, vector of (x, y) shape.
Returns: float array, vector of (x, y) shape.
FunctionArrayMaxSubKadanesAlgorithmLibrary "FunctionArrayMaxSubKadanesAlgorithm"
Implements Kadane's maximum sum sub array algorithm.
size(samples) Kadanes algorithm.
Parameters:
samples : float array, sample data values.
Returns: float.
indices(samples) Kadane's algorithm with indices.
Parameters:
samples : float array, sample data values.
Returns: tuple with format .
Vector2OperationsLibrary "Vector2Operations"
functions to handle vector2 operations.
math_fractional(_value) computes the fractional part of the argument value.
Parameters:
_value : float, value to compute.
Returns: float, fractional part.
atan2(_a) Approximation to atan2 calculation, arc tangent of y/ x in the range radians.
Parameters:
_a : vector2 in the form of a array .
Returns: float, value with angle in radians. (negative if quadrante 3 or 4)
set_x(_a, _value) Set the x value of vector _a.
Parameters:
_a : vector2 in the form of a array .
_value : value to replace x value of _a.
Returns: void Modifies vector _a.
set_y(_a, _value) Set the y value of vector _a.
Parameters:
_a : vector in the form of a array .
_value : value to replace y value of _a.
Returns: void Modifies vector _a.
get_x(_a) Get the x value of vector _a.
Parameters:
_a : vector in the form of a array .
Returns: float, x value of the vector _a.
get_y(_a) Get the y value of vector _a.
Parameters:
_a : vector in the form of a array .
Returns: float, y value of the vector _a.
get_xy(_a) Return the tuple of vector _a in the form
Parameters:
_a : vector2 in the form of a array .
Returns:
length_squared(_a) Length of vector _a in the form. , for comparing vectors this is computationaly lighter.
Parameters:
_a : vector in the form of a array .
Returns: float, squared length of vector.
length(_a) Magnitude of vector _a in the form.
Parameters:
_a : vector in the form of a array .
Returns: float, Squared length of vector.
vmin(_a) Lowest element of vector.
Parameters:
_a : vector in the form of a array .
Returns: float
vmax(_a) Highest element of vector.
Parameters:
_a : vector in the form of a array .
Returns: float
from(_value) Assigns value to a new vector x,y elements.
Parameters:
_value : x and y value of the vector. optional.
Returns: float vector.
new(_x, _y) Creates a prototype array to handle vectors.
Parameters:
_x : float, x value of the vector. optional.
_y : float, y number of the vector. optional.
Returns: float vector.
down() Vector in the form . Returns: float vector.
left() Vector in the form . Returns: float vector.
one() Vector in the form . Returns: float vector.
right() Vector in the form . Returns: float vector
up() Vector in the form . Returns: float vector
zero() Vector in the form . Returns: float vector
add(_a, _b) Adds vector _b to _a, in the form
.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns:
subtract(_a, _b) Subtract vector _b from _a, in the form
.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns:
multiply(_a, _b) Multiply vector _a with _b, in the form
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns:
divide(_a, _b) Divide vector _a with _b, in the form
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns:
negate(_a) Negative of vector _a, in the form
Parameters:
_a : vector in the form of a array .
Returns:
perp(_a) Perpendicular Vector of _a.
Parameters:
_a : vector in the form of a array .
Returns:
vfloor(_a) Compute the floor of argument vector _a.
Parameters:
_a : vector in the form of a array .
Returns:
fractional(_a) Compute the fractional part of the elements from vector _a.
Parameters:
_a : vector in the form of a array .
Returns:
vsin(_a) Compute the sine of argument vector _a.
Parameters:
_a : vector in the form of a array .
Returns:
equals(_a, _b) Compares two vectors
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: boolean value representing the equality.
dot(_a, _b) Dot product of 2 vectors, in the form
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: float
cross_product(_a, _b) cross product of 2 vectors, in the form
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: float
scale(_a, _scalar) Multiply a vector by a scalar.
Parameters:
_a : vector in the form of a array .
_scalar : value to multiply vector elements by.
Returns: float vector
normalize(_a) Vector _a normalized with a magnitude of 1, in the form.
Parameters:
_a : vector in the form of a array .
Returns: float vector
rescale(_a) Rescale a vector to a new Magnitude.
Parameters:
_a : vector in the form of a array .
Returns:
rotate(_a, _radians) Rotates vector _a by angle value
Parameters:
_a : vector in the form of a array .
_radians : Angle value.
Returns:
rotate_degree(_a, _degree) Rotates vector _a by angle value
Parameters:
_a : vector in the form of a array .
_degree : Angle value.
Returns:
rotate_around(_center, _target, _degree) Rotates vector _target around _origin by angle value
Parameters:
_center : vector in the form of a array .
_target : vector in the form of a array .
_degree : Angle value.
Returns:
vceil(_a, _digits) Ceils vector _a
Parameters:
_a : vector in the form of a array .
_digits : digits to use as ceiling.
Returns:
vpow(_a) Raise both vector elements by a exponent.
Parameters:
_a : vector in the form of a array .
Returns:
distance(_a, _b) vector distance between 2 vectors.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: float, distance.
project(_a, _axis) Project a vector onto another.
Parameters:
_a : vector in the form of a array .
_axis : float vector2
Returns: float vector
projectN(_a, _axis) Project a vector onto a vector of unit length.
Parameters:
_a : vector in the form of a array .
_axis : vector in the form of a array .
Returns: float vector
reflect(_a, _b) Reflect a vector on another.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: float vector
reflectN(_a, _b) Reflect a vector to a arbitrary axis.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: float vector
angle(_a) Angle in radians of a vector.
Parameters:
_a : vector in the form of a array .
Returns: float
angle_unsigned(_a, _b) unsigned degree angle between 0 and +180 by given two vectors.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: float
angle_signed(_a, _b) Signed degree angle between -180 and +180 by given two vectors.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: float
angle_360(_a, _b) Degree angle between 0 and 360 by given two vectors
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
Returns: float
clamp(_a, _vmin, _vmax) Restricts a vector between a min and max value.
Parameters:
_a : vector in the form of a array .
_vmin : vector in the form of a array .
_vmax : vector in the form of a array .
Returns: float vector
lerp(_a, _b, _rate_of_move) Linearly interpolates between vectors a and b by _rate_of_move.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
_rate_of_move : float value between (a:-infinity -> b:1.0), negative values will move away from b.
Returns: vector in the form of a array
herp(_a, _b, _rate_of_move) Hermite curve interpolation between vectors a and b by _rate_of_move.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
_rate_of_move : float value between (a-infinity -> b1.0), negative values will move away from b.
Returns: vector in the form of a array
area_triangle(_a, _b, _c) Find the area in a triangle of vectors.
Parameters:
_a : vector in the form of a array .
_b : vector in the form of a array .
_c : vector in the form of a array .
Returns: float
to_string(_a) Converts vector _a to a string format, in the form "(x, y)"
Parameters:
_a : vector in the form of a array .
Returns: string in "(x, y)" format
vrandom(_max) 2D random value
Parameters:
_max : float vector, vector upper bound
Returns: vector in the form of a array
noise(_a) 2D Noise based on Morgan McGuire @morgan3d
thebookofshaders.com
www.shadertoy.com
Parameters:
_a : vector in the form of a array .
Returns: vector in the form of a array
array_new(_size, _initial_vector) Prototype to initialize a array of vectors.
Parameters:
_size : size of the array.
_initial_vector : vector to be used as default value, in the form of array .
Returns: _vector_array complex Array in the form of a array
array_size(_id) number of vector elements in array.
Parameters:
_id : ID of the array.
Returns: int
array_get(_id, _index) Get the vector in a array, in the form of a array
Parameters:
_id : ID of the array.
_index : Index of the vector.
Returns: vector in the form of a array
array_set(_id, _index, _a) Sets the values vector in a array.
Parameters:
_id : ID of the array.
_index : Index of the vector.
_a : vector, in the form .
Returns: Void, updates array _id.
array_push(_id, _a) inserts the vector at the end of array.
Parameters:
_id : ID of the array.
_a : vector, in the form .
Returns: Void, updates array _id.
array_unshift(_id, _a) inserts the vector at the begining of array.
Parameters:
_id : ID of the array.
_a : vector, in the form .
Returns: Void, updates array _id.
array_pop(_id, _a) removes the last vector of array and returns it.
Parameters:
_id : ID of the array.
_a : vector, in the form .
Returns: vector2, updates array _id.
array_shift(_id, _a) removes the first vector of array and returns it.
Parameters:
_id : ID of the array.
_a : vector, in the form .
Returns: vector2, updates array _id.
array_sum(_id) Total sum of all vectors.
Parameters:
_id : ID of the array.
Returns: vector in the form of a array
array_center(_id) Finds the vector center of the array.
Parameters:
_id : ID of the array.
Returns: vector in the form of a array
array_rotate_points(_id) Rotate Array vectors around origin vector by a angle.
Parameters:
_id : ID of the array.
Returns: rotated points array.
array_scale_points(_id) Scale Array vectors based on a origin vector perspective.
Parameters:
_id : ID of the array.
Returns: rotated points array.
array_tostring(_id, _separator) Reads a array of vectors into a string, of the form " ""
Parameters:
_id : ID of the array.
_separator : string separator for cell splitting.
Returns: string Translated complex array into string.
line_new(_a, _b) 2 vector line in the form.
Parameters:
_a : vector, in the form .
_b : vector, in the form .
Returns:
line_get_a(_line) Start vector of a line.
Parameters:
_line : vector4, in the form .
Returns: float vector2
line_get_b(_line) End vector of a line.
Parameters:
_line : vector4, in the form .
Returns: float vector2
line_intersect(_line1, _line2) Find the intersection vector of 2 lines.
Parameters:
_line1 : line of 2 vectors in the form of a array .
_line2 : line of 2 vectors in the form of a array .
Returns: vector in the form of a array .
draw_line(_line, _xloc, _extend, _color, _style, _width) Draws a line using line prototype.
Parameters:
_line : vector4, in the form .
_xloc : string
_extend : string
_color : color
_style : string
_width : int
Returns: draw line object
draw_triangle(_v1, _v2, _v3, _xloc, _color, _style, _width) Draws a triangle using line prototype.
Parameters:
_v1 : vector4, in the form .
_v2 : vector4, in the form .
_v3 : vector4, in the form .
_xloc : string
_color : color
_style : string
_width : int
Returns: tuple with 3 line objects.
draw_rect(_v1, _size, _angle, _xloc, _color, _style, _width) Draws a square using vector2 line prototype.
Parameters:
_v1 : vector4, in the form .
_size : float
_angle : float
_xloc : string
_color : color
_style : string
_width : int
Returns: tuple with 3 line objects.
Distance to Demand Vectorshows the distance to its relevant demand vector.
demand vector is based on the demand for long/short, extracted from price range..
Cosmic VectorThis indicator will copy a moving average's plot and show whether its angle vector is negative or positive. In other words, it will show when the moving average starts to "accelerate" / "decelerate".
To use:
Add any moving average indicator to the chart
Click that indicator's More > Add Indicator on (MA)
Select the Cosmic Angle Gravity indicator
Scaled Normalized Vector Strategy, ver.4.1This modification of the Scaled Normalized Vector Strategy uses trailing stops and is optimized for lower TFs.
Scaled Normalized Vector Strategy, ver.4This is a modification of my Scaled Normalized Vector Strategy.
This mod features some activation functions. Performance remains high. The repainting problem should be tested out.
Scaled Normalized Vector StrategyThis is a scaled Normalized Vector Strategy with a Karobein Oscillator
Original: Drkhodakarami (www.tradingview.com)
Repainting: in general there two types of repainting:
* when the last candle is constantly being redrawn
* when the indicator draws a different configuration after it has been deactivated/reactivated, i.e. refreshed.
The former is a natural behaviour, which presents a constant source of frustration, when a signal directly depends on the current market situation and can be overcome with various indirect techniques like divergence.
The latter suggests a flaw in the indicator design.
Unfortunately, the Normalized Vector Strategy is repainting in the latter sense, although being really promising. Would be nice if our community suggests a solution to this problem ))
As it is this strat should be refreshed each time a decision is being taken.
This strat consistently performs with high accuracy, showing up to 96% scores. Here are some of the best parameters:
TF Lookback Performance (ca.)
1m 13 92%
3m 34 92%
5m 85 92%
15m 210 90%
30m 360 89%
1H 1440, 720 94%, 87%
The Karobein Oscillator has an intrinsic sinusoidal behaviour that helps in determining direction and timing. It does not repaint.
Original: alexgrover (www.tradingview.com)
[RS]Function - Minkowski_distancecopy pasted description..
Minkowski distance is a metric in a normed vector space. Minkowski distance is used for distance similarity of vector. Given two or more vectors, find distance similarity of these vectors.
