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Indicators and strategies

intersectLibrary "intersect" Find Line Intersection X/Y coordinates. Simple to use, will find intersection if it exists on the segments if the line segments do not cross on segment, an 'na' value will be returned if you plot new items with the output coords, they still plot. avoid this by setting a na(x) condition before plotting new items get(l1, l2, ( optional _round) )   line intersection coordinates   Parameters:      l1 : (line) first line      l2 : (line) second line      _round : True to make an INT for plotting     if not used, will not round ( overload loophole)   Returns: with x as int if bool is used
Pine Script™ library
by kaigouthro
1
Time_FilterLibrary "Time_Filter" Time filters for trading strategies. f_isInWeekDay(_timeZone, _byWeekDay, _byMon, _byTue, _byWed, _byThu, _byFri, _bySat, _bySun)   f_isInWeekDay - Filter by week day or by time delimited session.   Parameters:      _timeZone : - Time zone to use when filter allowed trading by days of the week.      _byWeekDay : - Filter allowed trading time by days of the week.      _byMon : - Is Monday a trading day?      _byTue : - Is Tuesday a trading day?      _byWed : - Is Wednesday a trading day?      _byThu : - Is Thursday a trading day?      _byFri : - Is Friday a trading day?      _bySat : - Is Saturday a trading day?      _bySun : - Is Sunday a trading day?   Returns: series of bool whether or not the time is inside the current day. f_isInSession(_timeZone, _bySession_1, _timeSession_1, _bySession_2, _timeSession_2)   f_isInSession - Is the current time with in the allowed trading session time.   Parameters:      _timeZone : - Time zone to use when filter allowed trading by days of the week.      _bySession_1 : - Filter allowed trading time with in hours defined in _timeSession_1      _timeSession_1 : - Hours with in trading is allowed.      _bySession_2 : - Filter allowed trading time with in hours defined in _timeSession_2      _timeSession_2 : - Hours with in trading is allowed.   Returns: series of bool whether or not the time is inside selected session. f_isTradingAllowed(_timeZone, _byWeekDay, _byMon, _byTue, _byWed, _byThu, _byFri, _bySat, _bySun, _bySession_1, _timeSession_1, _bySession_2, _timeSession_2)   f_isTradingAllowed - Is the current time with in the allowed.   Parameters:      _timeZone : - Time zone to use when filter allowed trading by days of the week.      _byWeekDay : - Filter allowed trading time by days of the week.      _byMon : - Is Monday a trading day?      _byTue : - Is Tuesday a trading day?      _byWed : - Is Wednesday a trading day?      _byThu : - Is Thursday a trading day?      _byFri : - Is Friday a trading day?      _bySat : - Is Saturday a trading day?      _bySun : - Is Sunday a trading day?      _bySession_1 : - Filter allowed trading time with in hours defined in _timeSession_1      _timeSession_1 : - Hours with in trading is allowed.      _bySession_2 : - Filter allowed trading time with in hours defined in _timeSession_2      _timeSession_2 : - Hours with in trading is allowed.   Returns: series of bool whether or not trading is allowed at the current time.
Pine Script™ library
by agprado
na_skip_highestLibrary "na_skip_highest" Finds the highest historic value over len bars but skip na valued bars (eg, off days). In other words, this will ensure we find the highest value over len bars with a real value, and if there are any na bars in-between, we skip over but the loop will continue. This allows to mimic calculations on markets with off days (eg, weekends). na_skip_highest(src, len)   Finds the highest historic value over len bars but skip na valued bars (eg, off days). In other words, this will ensure we find the highest value over len bars with a real value, and if there are any na bars in-between, we skip over but the loop will continue. This allows to mimic calculations on markets with off days (eg, weekends).   Parameters:      src : series float source (eg, close)      len : int length, number of recent bars to consider in the window to find the highest value   Returns: highest float highest value found over the len window
Pine Script™ library
by tartigradia
KernelFunctionsLibrary "KernelFunctions" This library provides non-repainting kernel functions for Nadaraya-Watson estimator implementations. This allows for easy substitution/comparison of different kernel functions for one another in indicators. Furthermore, kernels can easily be combined with other kernels to create newer, more customized kernels. Compared to Moving Averages (which are really just simple kernels themselves), these kernel functions are more adaptive and afford the user an unprecedented degree of customization and flexibility. rationalQuadratic(_src, _lookback, _relativeWeight, _startAtBar)   Rational Quadratic Kernel - An infinite sum of Gaussian Kernels of different length scales.   Parameters:      _src : The source series.      _lookback : The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars.      _relativeWeight : Relative weighting of time frames. Smaller values result in a more stretched-out curve, and larger values will result in a more wiggly curve. As this value approaches zero, the longer time frames will exert more influence on the estimation. As this value approaches infinity, the behavior of the Rational Quadratic Kernel will become identical to the Gaussian kernel.      _startAtBar : Bar index on which to start regression. The first bars of a chart are often highly volatile, and omitting these initial bars often leads to a better overall fit.   Returns: yhat The estimated values according to the Rational Quadratic Kernel. gaussian(_src, _lookback, _startAtBar)   Gaussian Kernel - A weighted average of the source series. The weights are determined by the Radial Basis Function (RBF).   Parameters:      _src : The source series.      _lookback : The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars.      _startAtBar : Bar index on which to start regression. The first bars of a chart are often highly volatile, and omitting these initial bars often leads to a better overall fit.   Returns: yhat The estimated values according to the Gaussian Kernel. periodic(_src, _lookback, _period, _startAtBar)   Periodic Kernel - The periodic kernel (derived by David Mackay) allows one to model functions that repeat themselves exactly.   Parameters:      _src : The source series.      _lookback : The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars.      _period : The distance between repititions of the function.      _startAtBar : Bar index on which to start regression. The first bars of a chart are often highly volatile, and omitting these initial bars often leads to a better overall fit.   Returns: yhat The estimated values according to the Periodic Kernel. locallyPeriodic(_src, _lookback, _period, _startAtBar)   Locally Periodic Kernel - The locally periodic kernel is a periodic function that slowly varies with time. It is the product of the Periodic Kernel and the Gaussian Kernel.   Parameters:      _src : The source series.      _lookback : The number of bars used for the estimation. This is a sliding value that represents the most recent historical bars.      _period : The distance between repititions of the function.      _startAtBar : Bar index on which to start regression. The first bars of a chart are often highly volatile, and omitting these initial bars often leads to a better overall fit.   Returns: yhat The estimated values according to the Locally Periodic Kernel.
Pine Script™ library
by jdehorty
11
ahpuhelperLibrary "ahpuhelper" Helper Library for Auto Harmonic Patterns UltimateX. It is not meaningful for others. This is supposed to be private library. But, publishing it to make sure that I don't delete accidentally. Some functions may be useful for coders. insert_open_trades_table_column(showOpenTrades, table_id, column, colors, values, intStatus, harmonicTrailingStartState, lblSizeOpenTrades)   add data to open trades table column   Parameters:      showOpenTrades : flag to show open trades table      table_id : Table Id      column : refers to pattern data      colors : backgroud and text color array      values : cell values      intStatus : status as integer      harmonicTrailingStartState : trailing Start state as per configs      lblSizeOpenTrades : text size   Returns: nextColumn populate_closed_stats(ClosedStatsPosition, bullishCounts, bearishCounts, bullishRetouchCounts, bearishRetouchCounts, bullishSizeMatrix, bearishSizeMatrix, bullishRR, bearishRR, allPatternLabels, flags, rowMain, rowHeaders)   populate closed stats for harmonic patterns   Parameters:      ClosedStatsPosition : Table position for closed stats      bullishCounts : Matrix containing bullish trade stats      bearishCounts : Matrix containing bearish trade stats      bullishRetouchCounts : Matrix containing bullish trade stats for those which retouched entry      bearishRetouchCounts : Matrix containing bearish trade stats for those which retouched entry      bullishSizeMatrix : Matrix containing data about size of bullish patterns      bearishSizeMatrix : Matrix containing data about size of bearish patterns      bullishRR : Matrix containing Risk Reward data of bullish patterns      bearishRR : Matrix containing Risk Reward data of bearish patterns      allPatternLabels : array containing pattern labels      flags : display flags      rowMain : Pattern header data      rowHeaders : header grouping data   Returns: void get_rr_details(patternTradeDetails, harmonicTrailingStartState, disableTrail, breakEvenTrail)   calculate and return risk reward based on targets and stops   Parameters:      patternTradeDetails : array containing stop, entry and targets      harmonicTrailingStartState : trailing point      disableTrail : If set, ignores trailing point      breakEvenTrail : If set, trailing does not go beyond breakeven.   Returns: nextColumn
Pine Script™ library
by Trendoscope
2
taLibrary "ta" This library is a Pine Script™ programmer’s tool containing calcs for my oscillators and some helper functions. buoyancy(src, targetPeriod, maxLookback)   Calculates buoyancy using a target of `src` summed over `targetPeriod` bars, not searching back farther than `maxLookback` bars. See:   Parameters:      src : (series float) The source value that is summed to constitute the target.      targetPeriod : (series int) The qty of bars to sum `src` for in order to calculate the target.      maxLookback : (simple int) The maximum number of bars back the function will search.   Returns: (series float) Buoyancy: the gap between the avg distance of past up and dn bars added to reach the target, divided by the max distance reached. Returns zero when an error condition occurs. efficientWork(length)   Calculates Efficient Work on `length` bars. See:   Parameters:      length : (simple int) The length of the ALMA used to calculate the result.   Returns: (series float) A -1 to +1 value representing the efficiency of price travel, bar to bar. ma(type, src, length)   Returns the `type` MA of the `src` over the `length`.   Parameters:      type : (simple string) The type of MA required (uses constants that must be defined earlier in the script).      src : (series float) The source value used to calculate the MA.      length : (simple int) The length value used to calculate the MA.   Returns: (series float) The MA value. divergenceChannel(divergence, hiSrc, loSrc, breachHiSrc, breachLoSrc)   Calculates the levels and states of divergence channels, which are created when divergences occur.   Parameters:      divergence : (series bool) `true` on divergences, which can be defined any way. On breached channels it creates a new channel, otherwise, channel levels are expanded.      hiSrc : (series float) The price source used to set the channel's hi level when a divergence occurs.      loSrc : (series float) The price source used to set the channel's lo level when a divergence occurs.      breachHiSrc : (series float) The price source that must breach over the channel's `channelHi` level for a breach to occur.      breachLoSrc : (series float) The price source that must breach under the channel's `channelLo` level for a breach to occur.   Returns: A tuple containing the following values: sourceStrToFloat(srcString)   Converts the name of a source in the `srcString` to its numerical equivalent.   Parameters:      srcString : (series string) The string representing the name of the source value to be returned.   Returns: (series float) The source's value.
Pine Script™ library
by LucF
EconomicCalendarLibrary "EconomicCalendar" This library is a data provider for important dates and times from the Economic Calendar. events()   Returns the list of dates supported by this library as a string array.   Returns: array : Names of events supported by this library fomcMeetings()   Gets the FOMC Meeting Dates. The FOMC meets eight times a year to determine the course of monetary policy. The FOMC announces its decision on the federal funds rate at the conclusion of each meeting and also issues a statement that provides information on the economic outlook and the Committee's assessment of the risks to the outlook.   Returns: array : FOMC Meeting Dates as timestamps fomcMinutes()   Gets the FOMC Meeting Minutes Dates. The FOMC Minutes are released three weeks after each FOMC meeting. The Minutes provide information on the Committee's deliberations and decisions at the meeting.   Returns: array : FOMC Meeting Minutes Dates as timestamps ppiReleases()   Gets the Producer Price Index (PPI) Dates. The Producer Price Index (PPI) measures the average change over time in the selling prices received by domestic producers for their output. The PPI is a leading indicator of CPI, and CPI is a leading indicator of inflation.   Returns: array : PPI Dates as timestamps cpiReleases()   Gets the Consumer Price Index (CPI) Rekease Dates. The Consumer Price Index (CPI) measures changes in the price level of a market basket of consumer goods and services purchased by households. The CPI is a leading indicator of inflation.   Returns: array : CPI Dates as timestamps csiReleases()   Gets the CSI release dates. The Consumer Sentiment Index (CSI) is a survey of consumer attitudes about the economy and their personal finances. The CSI is a leading indicator of consumer spending.   Returns: array : CSI Dates as timestamps cciReleases()   Gets the CCI release dates. The Conference Board's Consumer Confidence Index (CCI) is a survey of consumer attitudes about the economy and their personal finances. The CCI is a leading indicator of consumer spending.   Returns: array : CCI Dates as timestamps nfpReleases()   Gets the NFP release dates. Nonfarm payrolls is an employment report released monthly by the Bureau of Labor Statistics (BLS) that measures the change in the number of employed people in the United States.   Returns: array : NFP Dates as timestamps
Pine Script™ library
by jdehorty
9
normsinvLibrary "normsinv" Description: Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one; i.e., normsinv seeks that value z such that a normal distribtuion of mean of zero and standard deviation one is equal to the input probability. Reference: github.com normsinv(y0)   Returns the inverse of the standard normal cumulative distribution. The distribution has a mean of zero and a standard deviation of one.   Parameters:      y0 : float, probability corresponding to the normal distribution.   Returns: float, z-score
Pine Script™ library
by loxx
4
Strategy PnL LibraryLibrary "Strategy_PnL_Library" TODO: This is a library that helps you learn current pnl of open position and use it to create your own dynamic take profit or stop loss rules based on current level of your profit. It should only be used with strategies. inTrade()   inTrade: Checks if a position is currently open.   Returns: bool: true for yes, false for no. notInTrade()   inTrade: Checks if a position is currently open. Interchangeable with inTrade but just here for simple semantics.   Returns: bool: true for yes, false for no. pnl()   pnl: Calculates current profit or loss of position after the commission. If the strategy is not in trade it will always return na.   Returns: float: Current Profit or Loss of position, positive values for profit, negative values for loss. entryBars()   entryBars: Checks how many bars it's been since the entry of the position.   Returns: int: Returns a int of strategy entry bars back. Minimum value is always corrected to 1 to avoid lookback errors. pnlvelocity()   pnlvelocity: Calculates the velocity of pnl by following the change in open profit compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl velocity. pnlacc()   pnlacc: Calculates the acceleration of pnl by following the change in profit velocity compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl acceleration. pnljerk()   pnljerk: Calculates the jerk of pnl by following the change in profit acceleration compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl jerk. pnlhigh()   pnlhigh: Calculates the highest value the pnl has reached since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float highest value the pnl has reached. pnllow()   pnllow: Calculates the lowest value the pnl has reached since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float lowest value the pnl has reached. pnldev()   pnldev: Calculates the deviance of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float deviance value of the pnl. pnlvar()   pnlvar: Calculates the variance value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float variance value of the pnl. pnlstdev()   pnlstdev: Calculates the stdev value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float stdev value of the pnl. pnlmedian()   pnlmedian: Calculates the median value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float median value of the pnl.
Pine Script™ library
by serkany88
2
ctndLibrary "ctnd" Description: Double precision algorithm to compute the cumulative trivariate normal distribution found in A.Genz, Numerical computation of rectangular bivariate and trivariate normal and t probabilities”, Statistics and Computing, 14, (3), 2004. The cumulative trivariate normal is needed to price window barrier options, see G.F. Armstrong, Valuation formulae or window barrier options”, Applied Mathematical Finance, 8, 2001. References: link.springer.com www.tandfonline.com citeseerx.ist.psu.edu The Complete Guide to Option Pricing Formulas, 2nd ed. (Espen Gaarder Haug) CTND(LIMIT1, LIMIT2, LIMIT3, SIGMA1, SIGMA2, SIGMA3)   Returns the Cumulative Trivariate Normal Distribution   Parameters:      LIMIT1 : float,      LIMIT2 : float,      LIMIT3 : float,      SIGMA1 : float,      SIGMA2 : float,      SIGMA3 : float,   Returns: float.
Pine Script™ library
by loxx
combinLibrary "combin" Description: The combin function is a the combination function as it calculates the number of possible combinations for two given numbers. This function takes two arguments: the number and the number_chosen. For example, if the number is 5 and the number chosen is 1, there are 5 combinations, giving 5 as a result. Reference: ideone.com support.microsoft.com combin(n, kin)   Returns the number of combinations for a given number of items. Use to determine the total possible number of groups for a given number of items.   Parameters:      n : int, The number of items.      kin : int, The number of items in each combination.   Returns: int.
Pine Script™ library
by loxx
1
norminvLibrary "norminv" Description: An inverse normal distribution is a way to work backwards from a known probability to find an x-value. It is an informal term and doesn't refer to a particular probability distribution. Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation. Reference: github.com support.microsoft.com norminv(x, mean, stdev)   Returns the value of the inverse normal distribution function for a specified value, mean, and standard deviation.   Parameters:      x : float, The input to the normal distribution function.      mean : float, The mean (mu) of the normal distribution function      stdev : float, The standard deviation (sigma) of the normal distribution function.   Returns: float.
Pine Script™ library
by loxx
cbndLibrary "cbnd" Description: A standalone Cumulative Bivariate Normal Distribution (CBND) functions that do not require any external libraries. This includes 3 different CBND calculations: Drezner(1978), Drezner and Wesolowsky (1990), and Genz (2004) Comments: The standardized cumulative normal distribution function returns the probability that one random variable is less than a and that a second random variable is less than b when the correlation between the two variables is p. Since no closed-form solution exists for the bivariate cumulative normal distribution, we present three approximations. The first one is the well-known Drezner (1978) algorithm. The second one is the more efficient Drezner and Wesolowsky (1990) algorithm. The third is the Genz (2004) algorithm, which is the most accurate one and therefore our recommended algorithm. West (2005b) and Agca and Chance (2003) discuss the speed and accuracy of bivariate normal distribution approximations for use in option pricing in ore detail. Reference: The Complete Guide to Option Pricing Formulas, 2nd ed. (Espen Gaarder Haug) CBND1(A, b, rho)   Returns the Cumulative Bivariate Normal Distribution (CBND) using Drezner 1978 Algorithm   Parameters:      A : float,      b : float,      rho : float,   Returns: float. CBND2(A, b, rho)   Returns the Cumulative Bivariate Normal Distribution (CBND) using Drezner and Wesolowsky (1990) function   Parameters:      A : float,      b : float,      rho : float,   Returns: float. CBND3(x, y, rho)   Returns the Cumulative Bivariate Normal Distribution (CBND) using Genz (2004) algorithm (this is the preferred method)   Parameters:      x : float,      y : float,      rho : float,   Returns: float.
Pine Script™ library
by loxx
cndLibrary "cnd" Cumulative Normal Distribution CND1(x)   Returns the Cumulative Normal Distribution (CND) using the Hart (1968) method. (preferred method, 14-18 decimal accuracy)   Parameters:      x : float,   Returns: float. CND2(x)   Returns the Cumulative Normal Distribution (CND) using the Abromowitz and Stegun (1974) Polynomial Approximation.   Parameters:      x : float,   Returns: float. CND3(x)   Returns the Cumulative Normal Distribution (CND) using Newton-Cotes method, Boole’s rule   Parameters:      x : float,   Returns: float.
Pine Script™ library
by loxx
1
TR_Base_LibLibrary "TR_Base_Lib" TODO: add library description here SetHighLowArray() ChangeHighLowArray() ShowLabel(_Text, _X, _Y, _Style, _Size, _Yloc, _Color)   TODO: Function to display labels   Parameters:      _Text : TODO: text (series string) Label text.      _X : TODO: x (series int) Bar index.      _Y : TODO: y (series int/float) Price of the label position.      _Style : TODO: style (series string) Label style.      _Size : TODO: size (series string) Label size.      _Yloc : TODO: yloc (series string) Possible values are yloc.price, yloc.abovebar, yloc.belowbar.      _Color : TODO: color (series color) Color of the label border and arrow   Returns: TODO: No return values GetColor(_Index)   TODO: Function to take out 12 colors in order   Parameters:      _Index : TODO: color number.   Returns: TODO: color code Tbl_position(_Pos)   TODO: Table display position function   Parameters:      _Pos : TODO: position.   Returns: TODO: Table position Tbl_position_JP(_Pos)   TODO: テーブル表示位置 日本語表示位置を定数に変換   Parameters:      _Pos : TODO: 日本語表示位置   Returns: TODO: _result:表示位置の定数を返す TfInMinutes(_Tf)   TODO: 足変換、TimeFrameを分に変換   Parameters:      _Tf : TODO: TimeFrame文字   Returns: TODO: _result:TimeFrameを分に変換した値、_chartTf:チャートのTimeFrameを分に変換した値 TfName_JP(_tf)   TODO: TimeFrameを日本語足名に変換して返す関数　引数がブランクの時はチャートの日本語足名を返す   Parameters:      _tf : TODO: TimeFrame文字   Returns: TODO: _result:日本語足名 DeleteLine()   TODO: Delete Line   Parameters:      : TODO: No parameter   Returns: TODO: No return value DeleteLabel()   TODO: Delete Label   Parameters:      : TODO: No parameter   Returns: TODO: No return value
Pine Script™ library
by Tommy_Rich