logLibrary "log"
Logging library for easily displaying debug, info, warn, error and critical messages.
No real need to explain why you might want to use this library! I'm sure you've all experienced the frustration of trying to understand the data state of your scripts... so, enjoy! More on it's way...
(Don't forget to check the helpers in the script and the useful tips below)
Some Useful Tips
By default the log console persists between bars (for history) and bars and ticks (for realtime).
Sometimes it is useful to clear the log after each candle or tick (assuming we are using the above helpers):
```
log_print(clear = true) // starts afresh on every bar and tick (excludes historical bars but good realtime tick analysis)
log_print(clear = barstate.isnew) // clears the log at the start of each bar (again, excludes historical but good realtime candle analysis)
```
It is also useful to be able to selectively understand the state of data at specific points or times within a script:
```
if log.once()
debug('useful variable', my_var) // this log only gets written once, upon first execution of this statement
if log.only(5)
debug3(a, b, c) // these variables are only logged the first five times this statement is executed
log_print(clear = false) // clear must be false and you should not write other logs on every bar, or the above will be lost
```
Final tip. If you want to view ONLY log entries of a particular level, then negate the constant:
```
log_print(level = -LOG_DEBUG)
```
Detailed Interface
once() Restrict execution to only happen once. Usage: if assert.once() happens_once()
Returns: bool, true on first execution within scope, false subsequently
only(repeat) Restrict execution to happen a set number of times. Usage: if assert.only(5) happens_five_times()
Parameters:
repeat : int, the number of times to return true
Returns: bool, true for the set number of times within scope, false subsequently
init() Initialises the log array
Returns: string , tuple based array to contain all pending log entries (__LOG)
clear(msgs) Clears the log array
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
trace(msgs, msg) Writes a trace message to the log console
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
msg : string, the trace message to write to the log
debug(msgs, msg) Writes a debug message to the log console
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
msg : string, the debug message to write to the log
info(msgs, msg) Writes an info message to the log console
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
msg : string, the info message to write to the log
warn(msgs, msg) Writes a warning message to the log console
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
msg : string, the warn message to write to the log
error(msgs, msg) Writes an error message to the log console
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
msg : string, the error message to write to the log
fatal(msgs, msg) Writes a critical message to the log console
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
msg : string, the fatal message to write to the log
log(msgs, level, msg) Write a log message to the log console with a custom level
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
level : ing, the logging level to assign to the message
msg : string, the log message to write to the log
severity(msgs) Checks the unprocessed log messages and returns the highest present level
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
Returns: int, the highest level found within the unfiltered logs
print(msgs, level, clear, rows, text_size, position) Prints all log messages to the screen
Parameters:
msgs : string , the current collection of unfiltered and unprocessed logs (__LOG)
level : int, the minimum required log level of each message to be displayed
clear : bool, clear the printed log console after each render (useful with realtime when set to barstate.isconfirmed)
rows : int, the number of rows to display in the log console
text_size : string, the text size of the log console (global size vars)
position : string, the position of the log console (global position vars)
unittest_log(case) Log module unit tests, for inclusion in parent script test suite. Usage: log.unittest_log(__ASSERTS)
Parameters:
case : string , the current test case and array of previous unit tests (__ASSERTS)
unittest(verbose) Run the log module unit tests as a stand alone. Usage: log.unittest()
Parameters:
verbose : bool, optionally disable the full report to only display failures
Indicators and strategies
customcandlesLibrary "customcandles"
customcandles: Contains methods which can send custom candlesticks based on the input
macandles(maType, length, o, h, l, c) macandles: Provides OHLC of moving average candles
Parameters:
maType : - Moving average Type. Can be sma, ema, hma, rma, wma, vwma, swma, linreg, median
length : - Defaulted to 20. Can chose custom length
o : - Optional different open source. By default is set to open
h : - Optional different high source. By default is set to high
l : - Optional different low source. By default is set to low
c : - Optional different close source. By default is set to close
Returns: : Custom Moving Average based OHLC values
hacandles() hacandles: Provides Heikin Ashi OHLC values
Returns: : Custom Heikin Ashi OHLC values
ocandles(type, length, shortLength, longLength, method, highlowLength, sticky, percentCandles) macandles: Provides OHLC of moving average candles
Parameters:
type : - Oscillator Type. Can be cci, cmo, cog, mfi, roc, rsi, tsi, mfi
length : - Defaulted to 14. Can chose custom length
shortLength : - Used only for TSI. Default is 13
longLength : - Used only for TSI. Default is 25
method : - Valid values for method are : sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median
highlowLength : - length on which highlow of the oscillator is calculated
sticky : - overbought, oversold levels won't change unless crossed
percentCandles : - candles are generated based on percent with respect to high/low instead of actual oscillator values
Returns: : Custom Moving Average based OHLC values
DiscordWebhookFunctionLibrary "DiscordWebhookFunction"
discordMarkdown(_str, _italic, _bold, _code, _strike, _under) Convert string to markdown formatting User can combine any function at the same time.
Parameters:
_str : String input
_italic : Italic
_bold : Bold
_code : Code markdown
_strike : Strikethrough
_under : Underline
Returns: string Markdown formatted string.
discordWebhookJSON(_username, _avatarImgUrl, _contentText, _bodyTitle, _descText, _bodyUrl, _embedCol, _timestamp, _authorName, _authorUrl, _authorIconUrl, _footerText, _footerIconUrl, _thumbImgUrl, _imageUrl) Convert data to JSON format for Discord Webhook Integration.
Parameters:
_username : Override bot (webhook) username string / name,
_avatarImgUrl : Override bot (webhook) avatar by image URL,
_contentText : Main content page message,
_bodyTitle : Custom Webhook's embed message body title,
_descText : Webhook's embed message body description,
_bodyUrl : Webhook's embed body direct link URL,
_embedCol : Webhook's embed color,
_timestamp : Timestamp,
_authorName : Webhook's embed author name / title,
_authorUrl : Webhook's embed author direct link URL,
_authorIconUrl : Webhook's embed author icon by image URL,
_footerText : Webhook's embed footer text / title,
_footerIconUrl : Webhook's embed footer icon by image URL,
_thumbImgUrl : Webhook's embed thumbnail image URL,
_imageUrl : Webhook's embed body image URL.
Returns: string Single-line JSON format
assertLibrary "assert"
Production ready assertions and auto-reporting for unit testing pine scripts.
This library was born from the need to maintain production level stability and catch regressions / bugs early and fast. I hope this help you trust your pine scripts too. More libraries and tools on their way... please follow for more.
Please see the script for helpers to copy into your own scripts as well as examples at the bottom of the library unit testing itself.
Quick Reference
```
case = assert.init()
new_case(case, 'Asserts for floats and ints')
assert.equal(a, b, case, 'a == b')
assert.not_equal(a, b, case, 'a != b')
assert.nan(a, case, 'a == na')
assert.not_nan(a, case, 'a != na')
assert.is_in(a, b, case, 'a in b ')
assert.is_not_in(a, b, case, 'a not in b ')
assert.array_equal(a, b, case, 'a == b ')
new_case(case, 'Asserts for ints only')
assert.int_in(a, b, case, 'a in b ')
assert.int_not_in(a, b, case, 'a not in b ')
assert.int_array_equal(a, b, case, 'a == b ')
new_case(case, 'Asserts for bools only')
assert.is_true(a, case, 'a == true')
assert.is_false(a, case, 'a == false')
assert.bool_equal(a, b, case, 'a == b')
assert.bool_not_equal(a, b, case, 'a != b')
assert.bool_nan(a, case, 'a == na')
assert.bool_not_nan(a, case, 'a != na')
assert.bool_array_equal(a, b, case, 'a == b ')
new_case(case, 'Asserts for strings only')
assert.str_equal(a, b, case, 'a == b')
assert.str_not_equal(a, b, case, 'a != b')
assert.str_nan(a, case, 'a == na')
assert.str_not_nan(a, case, 'a != na')
assert.str_in(a, b, case, 'a in b ')
assert.str_not_in(a, b, case, 'a not in b ')
assert.str_array_equal(a, b, case, 'a == b ')
assert.report(case)
```
Detailed Interface
once() Restrict execution to only happen once. Usage: if assert.once() happens_once()
Returns: bool, true on first execution within scope, false subsequently
init() Initialises the asserts array
Returns: string , tuple based array containing all unit test results and current case details (__ASSERTS)
equal(a, b, case, name) Numeric assert equal. Usage: assert.equal(1, 1, case, 'one == one')
Parameters:
a : float, numeric value "a" to compare equal to "b"
b : float, numeric value "b" to compare equal to "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
not_equal(a, b, case, name) Numeric assert not equal. Usage: assert.not_equal(1, 2, case, 'one != two')
Parameters:
a : float, numeric value "a" to compare not equal "b"
b : float, numeric value "b" to compare not equal "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
nan(a, case, name) Numeric assert is NaN. Usage: assert.nan(float(na), case, 'number is NaN')
Parameters:
a : float, numeric value "a" to check is NaN
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
not_nan(a, case, name) Numeric assert is not NaN. Usage: assert.not_nan(1, case, 'number is not NaN')
Parameters:
a : float, numeric value "a" to check is not NaN
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
is_in(a, b, case, name) Numeric assert value in float array. Usage: assert.is_in(1, array.from(1.0), case, '1 is in ')
Parameters:
a : float, numeric value "a" to check is in array "b"
b : float , array "b" to check contains "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
is_not_in(a, b, case, name) Numeric assert value not in float array. Usage: assert.is_not_in(2, array.from(1.0), case, '2 is not in ')
Parameters:
a : float, numeric value "a" to check is not in array "b"
b : float , array "b" to check does not contain "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
array_equal(a, b, case, name) Float assert arrays are equal. Usage: assert.array_equal(array.from(1.0), array.from(1.0), case, ' == ')
Parameters:
a : float , array "a" to check is identical to array "b"
b : float , array "b" to check is identical to array "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
int_in(a, b, case, name) Integer assert value in integer array. Usage: assert.int_in(1, array.from(1), case, '1 is in ')
Parameters:
a : int, value "a" to check is in array "b"
b : int , array "b" to check contains "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
int_not_in(a, b, case, name) Integer assert value not in integer array. Usage: assert.int_not_in(2, array.from(1), case, '2 is not in ')
Parameters:
a : int, value "a" to check is not in array "b"
b : int , array "b" to check does not contain "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
int_array_equal(a, b, case, name) Integer assert arrays are equal. Usage: assert.int_array_equal(array.from(1), array.from(1), case, ' == ')
Parameters:
a : int , array "a" to check is identical to array "b"
b : int , array "b" to check is identical to array "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
is_true(a, case, name) Boolean assert is true. Usage: assert.is_true(true, case, 'is true')
Parameters:
a : bool, value "a" to check is true
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
is_false(a, case, name) Boolean assert is false. Usage: assert.is_false(false, case, 'is false')
Parameters:
a : bool, value "a" to check is false
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
bool_equal(a, b, case, name) Boolean assert equal. Usage: assert.bool_equal(true, true, case, 'true == true')
Parameters:
a : bool, value "a" to compare equal to "b"
b : bool, value "b" to compare equal to "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
bool_not_equal(a, b, case, name) Boolean assert not equal. Usage: assert.bool_not_equal(true, false, case, 'true != false')
Parameters:
a : bool, value "a" to compare not equal "b"
b : bool, value "b" to compare not equal "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
bool_nan(a, case, name) Boolean assert is NaN. Usage: assert.bool_nan(bool(na), case, 'bool is NaN')
Parameters:
a : bool, value "a" to check is NaN
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
bool_not_nan(a, case, name) Boolean assert is not NaN. Usage: assert.bool_not_nan(true, case, 'bool is not NaN')
Parameters:
a : bool, value "a" to check is not NaN
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
bool_array_equal(a, b, case, name) Boolean assert arrays are equal. Usage: assert.bool_array_equal(array.from(true), array.from(true), case, ' == ')
Parameters:
a : bool , array "a" to check is identical to array "b"
b : bool , array "b" to check is identical to array "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
str_equal(a, b, case, name) String assert equal. Usage: assert.str_equal('hi', 'hi', case, '"hi" == "hi"')
Parameters:
a : string, value "a" to compare equal to "b"
b : string, value "b" to compare equal to "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
str_not_equal(a, b, case, name) String assert not equal. Usage: assert.str_not_equal('hi', 'bye', case, '"hi" != "bye"')
Parameters:
a : string, value "a" to compare not equal "b"
b : string, value "b" to compare not equal "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
str_nan(a, case, name) String assert is NaN. Usage: assert.str_nan(string(na), case, 'string is NaN')
Parameters:
a : string, value "a" to check is NaN
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
str_not_nan(a, case, name) String assert is not NaN. Usage: assert.str_not_nan('hi', case', 'string is not NaN')
Parameters:
a : string, value "a" to check is not NaN
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
str_in(a, b, case, name) String assert value in string array. Usage: assert.str_in('hi', array.from('hi'), case, '"hi" in ')
Parameters:
a : string, value "a" to check is in array "b"
b : string , array "b" to check contains "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
str_not_in(a, b, case, name) String assert value not in string array. Usage: assert.str_in('hi', array.from('bye'), case, '"hi" in ')
Parameters:
a : string, value "a" to check is not in array "b"
b : string , array "b" to check does not contain "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
str_array_equal(a, b, case, name) String assert arrays are equal. Usage: assert.str_array_equal(array.from('hi'), array.from('hi'), case, ' == ')
Parameters:
a : string , array "a" to check is identical to array "b"
b : string , array "b" to check is identical to array "a"
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the current unit test name, if undefined the test index of the current case is used
Returns: bool, true if the assertion passes, false otherwise
new_case(case, name) Assign a new test case name, for the next set of unit tests. Usage: assert.new_case(case, 'My tests')
Parameters:
case : string , the current test case and array of previous unit tests (__ASSERTS)
name : string, the case name for the next suite of tests
clear(case) Clear all stored unit tests from all cases. Usage: assert.clear(case)
Parameters:
case : string , the current test case and array of previous unit tests (__ASSERTS)
revert(case) Revert the previous unit test. Usage: = assert.revert(case)
Parameters:
case : string , the current test case and array of previous unit tests (__ASSERTS)
Returns: , tuple containing the msg and result of the reverted test
passed(case, revert) Check if the last unit test has passed. Usage: bool success = assert.passed(case)
Parameters:
case : string , the current test case and array of previous unit tests (__ASSERTS)
revert : bool, optionally revert the test
Returns: bool, true only if the test passed
failed(case, revert) Check if the last unit test has failed. Usage: bool failure = assert.failed(case)
Parameters:
case : string , the current test case and array of previous unit tests (__ASSERTS)
revert : bool, optionally revert the test
Returns: bool, true only if the test failed
report(case, verbose) Report the outcome of unit tests that fail. Usage: bool passed = assert.report(case)
Parameters:
case : string , the current test case and array of previous unit tests (__ASSERTS)
verbose : bool, optionally display full report that includes the outcome of all tests
Returns: bool, true only if all tests passed
unittest_assert(case) Assert module unit tests, for inclusion in parent script test suite. Usage: assert.unittest_assert(__ASSERTS)
Parameters:
case : string , the current test case and array of previous unit tests (__ASSERTS)
unittest(verbose) Run the assert module unit tests as a stand alone. Usage: assert.unittest()
Parameters:
verbose : bool, optionally toggle report to display the outcome of all unit tests
CandleEvaluationLibrary "CandleEvaluation"
Contains functions to evaluate bullish and bearish, engulfing, and outsized candles. They are different from the built-in indicators from TradingView in that these functions don't evaluate classical patterns composed of multiple candles, and they reflect my own understanding of what is "bullish" and bearish", "engulfing", and "outsized".
isBullishBearishCandle()
Determines if the current candle is bullish or bearish according to the length of the wicks and the open and close.
int _barsBack How many bars back is the candle you want to evaluate. By default this is 0, i.e., the current bar.
returns Two values, true or false, for whether it's a bullish or bearish candle respectively.
isTripleBull()
Tells you whether a candle is a "Triple Bull" - that is, one which is bullish in three ways:
It closes higher than it opens
It closes higher than the body of the previous candle
The High is above the High of the previous candle.
int _barsBack How many bars back is the candle you want to evaluate. By default this is 0, i.e., the current bar.
returns True or false.
isTripleBear()
Tells you whether a candle is a "Triple Bear" - that is, one which is bearish in three ways:
It closes lower than it opens
It closes lower than the body of the previous candle
The Low is below the Low of the previous candle.
int _barsBack How many bars back is the candle you want to evaluate. By default this is 0, i.e., the current bar.
returns True or false.
isBigBody()
Tells you if the current candle has a larger than average body size.
int _length - The length of the sma to calculate the average
float _percent - The percentage of the average that the candle body has to be to count as "big". E.g. 100 means it has to be just larger than the average, 200 means it has to be twice as large.
returns True or false
isBullishEngulfing()
Tells you if the current candle is a bullish engulfing candle.
int _barsBack How many bars back is the candle you want to evaluate. By default this is 0, i.e., the current bar.
int _atrFraction The denominator for the ATR fraction, which is the small amount by which the open can be different from the previous close.
returns True or false
isBearishEngulfing()
Tells you if the current candle is a bearish engulfing candle.
int _barsBack How many bars back is the candle you want to evaluate. By default this is 0, i.e., the current bar.
int _atrFraction The denominator for the ATR fraction, which is the small amount by which the open can be different from the previous close.
returns True or false
ArrayMultipleDimensionPrototypeLibrary "ArrayMultipleDimensionPrototype"
A prototype library for Multiple Dimensional array methods
index_md_to_1d()
new_float(dimensions, initial_size) Creates a variable size multiple dimension array.
Parameters:
dimensions : int array, dimensions of array.
initial_size : float, default=na, initial value of the array.
Returns: float array
dimensions(id, value) set value of a element in a multiple dimensions array.
Parameters:
id : float array, multiple dimensions array.
value : float, new value.
Returns: float.
get(id) get value of a multiple dimensions array.
Parameters:
id : float array, multiple dimensions array.
Returns: float.
set(id) set value of a element in a multiple dimensions array.
Parameters:
id : float array, multiple dimensions array.
Returns: float.
FFTLibraryLibrary "FFTLibrary" contains a function for performing Fast Fourier Transform (FFT) along with a few helper functions. In general, FFT is defined for complex inputs and outputs. The real and imaginary parts of formally complex data are treated as separate arrays (denoted as x and y). For real-valued data, the array of imaginary parts should be filled with zeros.
FFT function
fft(x, y, dir) : Computes the one-dimensional discrete Fourier transform using an in-place complex-to-complex FFT algorithm . Note: The transform also produces a mirror copy of the frequency components, which correspond to the signal's negative frequencies.
Parameters:
x : float array, real part of the data, array size must be a power of 2
y : float array, imaginary part of the data, array size must be the same as x ; for real-valued input, y must be an array of zeros
dir : string, options = , defines the direction of the transform: forward" (time-to-frequency) or inverse (frequency-to-time)
Returns: x, y : tuple (float array, float array), real and imaginary parts of the transformed data (original x and y are changed on output)
Helper functions
fftPower(x, y) : Helper function that computes the power of each frequency component (in other words, Fourier amplitudes squared).
Parameters:
x : float array, real part of the Fourier amplitudes
y : float array, imaginary part of the Fourier amplitudes
Returns: power : float array of the same length as x and y , Fourier amplitudes squared
fftFreq(N) : Helper function that returns the FFT sample frequencies defined in cycles per timeframe unit. For example, if the timeframe is 5m, the frequencies are in cycles/(5 minutes).
Parameters:
N : int, window length (number of points in the transformed dataset)
Returns: freq : float array of N, contains the sample frequencies (with zero at the start).
LibraryStopwatchLibrary "LibraryStopwatch"
Provides functions to time the execution of a script.
When timing scripts, keep in mind that the runtime environment is fluid on TradingView. Different servers or server loads will impact execution time.
Look first. Then leap.
stopwatchStats() Times the execution of a script.
Returns: A tuple of four values: timePerBarInMs, totalTimeInMs, barsTimed, barsNotTimed
stopwatch() Times the execution of a script.
Returns: A single value: The time elapsed since the beginning of the script, in ms.
lib_Indicators_DTLibrary "lib_Indicators_DT"
This library functions returns some Moving averages and indicators.
Created it to feed my indicator/strategy "INDICATOR & CONDITIONS COMBINATOR FRAMEWORK v1 " which I will publish it as soon as possible.
Credits: Library includes some public indicators, snippets from tradingview & @03.freeman's ("All MAs displayed") scripts.
(I hope, I dont break Tradingview's House Rules on Script Publishing)
f_plotPrep(src_, src_, src_, src_) Prepare Indicator Plot Type
Parameters:
src_ : Source
src_ : plotingType_ "Original, Stochastic, Percent"
src_ : stochlen_ Stochasting plottingtype length
src_ : plotSWMA_ Use SWMA for the output
Returns: Return the prepared indicator
f_funcPlot(string, float, simple, string, simple, bool) f_funcPlot(string f, float src_, simple int length_, string plotingType_ = "Original", simple int stochlen_=50, bool plotSWMA=false) Return selected indicator value with different parameters
Parameters:
string : f indicator-> options=
float : src_ close,open.....
simple : int length_ indicator length
string : plotingType return param-> options= ['Original', 'Stochastic', 'PercentRank')
simple : int stochlen_ length for return Param
bool : plotSWMA Use SWMA on Plot
Returns: float
DrawIndicatorOnTheChartLibrary "DrawIndicatorOnTheChart"
this library is used to show an indicator (such RSI, CCI, MOM etc) on the main chart with indicator's horizontal lines in a window. Location of the window is calculated dynamically by last price movemements
drawIndicator(indicatorName, indicator, indicatorcolor, period, indimax_, indimin_, levels, precision, xlocation) draws the related indicator on the chart
Parameters:
indicatorName : is the indicator name as string such "RSI", "CCI" etc
indicator : is the indicator you want to show, such rsi(close, 14), mom(close, 10) etc
indicatorcolor : is the color of indicator line
period : is the length of the window to show
indimax_ : is the maximum value of the indicator, for example for RSI it's 100.0, if the indicator (such CCI, MOM etc) doesn't have maximum value then use "na"
indimin_ : is the minimum value of the indicator, for example for RSI it's 0.0, if the indicator (such CCI, MOM etc)doesn't have maximum value then use "na"
levels : is the levels of the array for the horizontal lines. for example if you want horizontal lines at 30.0, and 70.0 then use array.from(30.0, 70.0). if no horizontal lines then use array.from(na)
precision : is the precision/number of decimals that is used to show indicator values, for example for RSI set it 2
xlocation : is end location of the indicator window, for example if xlocation = 0 window is created on the index of the last bar/candle
Returns: none
FunctionArrayReduceLibrary "FunctionArrayReduce"
A limited method to reduce a array using a mathematical formula.
float_(formula, samples, arguments, initial_value) Method to reduce a array using a mathematical formula.
Parameters:
formula : string, the mathematical formula, accepts some default name codes (index, output, previous, current, integer index of arguments array).
samples : float array, the data to process.
arguments : float array, the extra arguments of the formula.
initial_value : float, default=0, a initial base value for the process.
Returns: float.
Notes:
** if initial value is specified as "na" it will default to the first element of samples.
FunctionProbabilityDistributionSamplingLibrary "FunctionProbabilityDistributionSampling"
Methods for probability distribution sampling selection.
sample(probabilities) Computes a random selected index from a probability distribution.
Parameters:
probabilities : float array, probabilities of sample.
Returns: int.
smfLibrary "smf"
f_strLeft(string, int) Function returning the leftmost `_n` characters in `_str`.
Parameters:
string : _str: source string.
int : _n : number of leftmost characters to return.
f_strRight(string, int) Function returning the rightmost `_n` characters in `_str`.
Parameters:
string : _str: source string.
int : _n : number of rightmost characters to return.
f_strMid(string, int, int) Function returning the substring of `_str` from character position `_from` to `_to` inclusively.
Parameters:
string : _str : source string.
int : _from: left character position. The first character's position is 0.
int : _to : right character position.
f_strLeftOf(string, string) Function returning the sub-string of `_str` to the left of the `_of` separating character.
Parameters:
string : _str: string to separate.
string : _op : separator character.
f_strRightOf(string, string) Function returning the sub-string of `_str` to the right of the `_of` separating character.
Parameters:
string : _str: string to separate.
string : _op : separator character.
f_strCharPos(string, string) Function returning the position of the first occurrence of `_chr` in `_str`, where the first character position is 0. Returns -1 if the character is not found.
Parameters:
string : _str: string to search.
string : _chr: character to search for in `_str`.
f_strReplace(string, int, string) Function that replaces a character at position `_pos` in the `_src` string with the `_str` character or string.
Parameters:
string : _src : source string.
int : _pos : position of character to be replaced. The first character's position is 0.
string : _str : replacement character or string.
f_tickFormat() Function returning a format string usable with `tostring()` to round a value to the symbol's tick precision.
f_tostringPad(float, string) Function returning a string representation of a numeric `_val` using a special `_fmt` string allowing all strings to be of the same width, to help align columns of values.
Parameters:
float : _val: string to separate.
string : _fmt: formatting string similar to those used in the `tostring()` format string, with "?" used to indicate padding,
f_print() Function prints a label on dataset's last bar.
ZenLibraryLibrary "ZenLibrary"
A collection of custom tools & utility functions commonly used with my scripts.
getDecimals() Calculates how many decimals are on the quote price of the current market
Returns: The current decimal places on the market quote price
truncate(float, float) Truncates (cuts) excess decimal places
Parameters:
float : _number The number to truncate
float : _decimalPlaces (default=2) The number of decimal places to truncate to
Returns: The given _number truncated to the given _decimalPlaces
toWhole(float) Converts pips into whole numbers
Parameters:
float : _number The pip number to convert into a whole number
Returns: The converted number
toPips(float) Converts whole numbers back into pips
Parameters:
float : _number The whole number to convert into pips
Returns: The converted number
av_getPositionSize(float, float, float, float) Calculates OANDA forex position size for AutoView based on the given parameters
Parameters:
float : _balance The account balance to use
float : _risk The risk percentage amount (as a whole number - eg. 1 = 1% risk)
float : _stopPoints The stop loss distance in POINTS (not pips)
float : _conversionRate The conversion rate of our account balance currency
Returns: The calculated position size (in units - only compatible with OANDA)
getMA(int, string) Gets a Moving Average based on type
Parameters:
int : _length The MA period
string : _maType The type of MA
Returns: A moving average with the given parameters
getEAP(float) Performs EAP stop loss size calculation (eg. ATR >= 20.0 and ATR < 30, returns 20)
Parameters:
float : _atr The given ATR to base the EAP SL calculation on
Returns: The EAP SL converted ATR size
barsAboveMA(int, float) Counts how many candles are above the MA
Parameters:
int : _lookback The lookback period to look back over
float : _ma The moving average to check
Returns: The bar count of how many recent bars are above the MA
barsBelowMA(int, float) Counts how many candles are below the MA
Parameters:
int : _lookback The lookback period to look back over
float : _ma The moving average to reference
Returns: The bar count of how many recent bars are below the EMA
barsCrossedMA(int, float) Counts how many times the EMA was crossed recently
Parameters:
int : _lookback The lookback period to look back over
float : _ma The moving average to reference
Returns: The bar count of how many times price recently crossed the EMA
getPullbackBarCount(int, int) Counts how many green & red bars have printed recently (ie. pullback count)
Parameters:
int : _lookback The lookback period to look back over
int : _direction The color of the bar to count (1 = Green, -1 = Red)
Returns: The bar count of how many candles have retraced over the given lookback & direction
getBodySize() Gets the current candle's body size (in POINTS, divide by 10 to get pips)
Returns: The current candle's body size in POINTS
getTopWickSize() Gets the current candle's top wick size (in POINTS, divide by 10 to get pips)
Returns: The current candle's top wick size in POINTS
getBottomWickSize() Gets the current candle's bottom wick size (in POINTS, divide by 10 to get pips)
Returns: The current candle's bottom wick size in POINTS
getBodyPercent() Gets the current candle's body size as a percentage of its entire size including its wicks
Returns: The current candle's body size percentage
isHammer(float, bool) Checks if the current bar is a hammer candle based on the given parameters
Parameters:
float : _fib (default=0.382) The fib to base candle body on
bool : _colorMatch (default=false) Does the candle need to be green? (true/false)
Returns: A boolean - true if the current bar matches the requirements of a hammer candle
isStar(float, bool) Checks if the current bar is a shooting star candle based on the given parameters
Parameters:
float : _fib (default=0.382) The fib to base candle body on
bool : _colorMatch (default=false) Does the candle need to be red? (true/false)
Returns: A boolean - true if the current bar matches the requirements of a shooting star candle
isDoji(float, bool) Checks if the current bar is a doji candle based on the given parameters
Parameters:
float : _wickSize (default=2) The maximum top wick size compared to the bottom (and vice versa)
bool : _bodySize (default=0.05) The maximum body size as a percentage compared to the entire candle size
Returns: A boolean - true if the current bar matches the requirements of a doji candle
isBullishEC(float, float, bool) Checks if the current bar is a bullish engulfing candle
Parameters:
float : _allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
float : _rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage
bool : _engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?
Returns: A boolean - true if the current bar matches the requirements of a bullish engulfing candle
isBearishEC(float, float, bool) Checks if the current bar is a bearish engulfing candle
Parameters:
float : _allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
float : _rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage
bool : _engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?
Returns: A boolean - true if the current bar matches the requirements of a bearish engulfing candle
timeFilter(string, bool) Determines if the current price bar falls inside the specified session
Parameters:
string : _sess The session to check
bool : _useFilter (default=false) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls within the given time session
dateFilter(int, int) Determines if this bar's time falls within date filter range
Parameters:
int : _startTime The UNIX date timestamp to begin searching from
int : _endTime the UNIX date timestamp to stop searching from
Returns: A boolean - true if the current bar falls within the given dates
dayFilter(bool, bool, bool, bool, bool, bool, bool) Checks if the current bar's day is in the list of given days to analyze
Parameters:
bool : _monday Should the script analyze this day? (true/false)
bool : _tuesday Should the script analyze this day? (true/false)
bool : _wednesday Should the script analyze this day? (true/false)
bool : _thursday Should the script analyze this day? (true/false)
bool : _friday Should the script analyze this day? (true/false)
bool : _saturday Should the script analyze this day? (true/false)
bool : _sunday Should the script analyze this day? (true/false)
Returns: A boolean - true if the current bar's day is one of the given days
atrFilter(float, float) Checks the current bar's size against the given ATR and max size
Parameters:
float : _atr (default=ATR 14 period) The given ATR to check
float : _maxSize The maximum ATR multiplier of the current candle
Returns: A boolean - true if the current bar's size is less than or equal to _atr x _maxSize
fillCell(table, int, int, string, string, color, color) This updates the given table's cell with the given values
Parameters:
table : _table The table ID to update
int : _column The column to update
int : _row The row to update
string : _title The title of this cell
string : _value The value of this cell
color : _bgcolor The background color of this cell
color : _txtcolor The text color of this cell
Returns: A boolean - true if the current bar falls within the given dates
FunctionElementsInArrayLibrary "FunctionElementsInArray"
Methods to count number of elements in arrays
count_float(sample, value) Counts the number of elements equal to provided value in array.
Parameters:
sample : float array, sample data to process.
value : float value to check for equality.
Returns: int.
count_int(sample, value) Counts the number of elements equal to provided value in array.
Parameters:
sample : int array, sample data to process.
value : int value to check for equality.
Returns: int.
count_string(sample, value) Counts the number of elements equal to provided value in array.
Parameters:
sample : string array, sample data to process.
value : string value to check for equality.
Returns: int.
count_bool(sample, value) Counts the number of elements equal to provided value in array.
Parameters:
sample : bool array, sample data to process.
value : bool value to check for equality.
Returns: int.
count_color(sample, value) Counts the number of elements equal to provided value in array.
Parameters:
sample : color array, sample data to process.
value : color value to check for equality.
Returns: int.
extract_indices_float(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.
Parameters:
sample : float array, sample data to process.
value : float value to check for equality.
Returns: int.
extract_indices_int(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.
Parameters:
sample : int array, sample data to process.
value : int value to check for equality.
Returns: int.
extract_indices_string(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.
Parameters:
sample : string array, sample data to process.
value : string value to check for equality.
Returns: int.
extract_indices_bool(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.
Parameters:
sample : bool array, sample data to process.
value : bool value to check for equality.
Returns: int.
extract_indices_color(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.
Parameters:
sample : color array, sample data to process.
value : color value to check for equality.
Returns: int.
LinearRegressionLibraryLibrary "LinearRegressionLibrary" contains functions for fitting a regression line to the time series by means of different models, as well as functions for estimating the accuracy of the fit.
Linear regression algorithms:
RepeatedMedian(y, n, lastBar) applies repeated median regression (robust linear regression algorithm) to the input time series within the selected interval.
Parameters:
y :: float series, source time series (e.g. close)
n :: integer, the length of the selected time interval
lastBar :: integer, index of the last bar of the selected time interval (defines the position of the interval)
Output:
mSlope :: float, slope of the regression line
mInter :: float, intercept of the regression line
TheilSen(y, n, lastBar) applies the Theil-Sen estimator (robust linear regression algorithm) to the input time series within the selected interval.
Parameters:
y :: float series, source time series
n :: integer, the length of the selected time interval
lastBar :: integer, index of the last bar of the selected time interval (defines the position of the interval)
Output:
tsSlope :: float, slope of the regression line
tsInter :: float, intercept of the regression line
OrdinaryLeastSquares(y, n, lastBar) applies the ordinary least squares regression (non-robust) to the input time series within the selected interval.
Parameters:
y :: float series, source time series
n :: integer, the length of the selected time interval
lastBar :: integer, index of the last bar of the selected time interval (defines the position of the interval)
Output:
olsSlope :: float, slope of the regression line
olsInter :: float, intercept of the regression line
Model performance metrics:
metricRMSE(y, n, lastBar, slope, intercept) returns the Root-Mean-Square Error (RMSE) of the regression. The better the model, the lower the RMSE.
Parameters:
y :: float series, source time series (e.g. close)
n :: integer, the length of the selected time interval
lastBar :: integer, index of the last bar of the selected time interval (defines the position of the interval)
slope :: float, slope of the evaluated linear regression line
intercept :: float, intercept of the evaluated linear regression line
Output:
rmse :: float, RMSE value
metricMAE(y, n, lastBar, slope, intercept) returns the Mean Absolute Error (MAE) of the regression. MAE is is similar to RMSE but is less sensitive to outliers. The better the model, the lower the MAE.
Parameters:
y :: float series, source time series
n :: integer, the length of the selected time interval
lastBar :: integer, index of the last bar of the selected time interval (defines the position of the interval)
slope :: float, slope of the evaluated linear regression line
intercept :: float, intercept of the evaluated linear regression line
Output:
mae :: float, MAE value
metricR2(y, n, lastBar, slope, intercept) returns the coefficient of determination (R squared) of the regression. The better the linear regression fits the data (compared to the sample mean), the closer the value of the R squared is to 1.
Parameters:
y :: float series, source time series
n :: integer, the length of the selected time interval
lastBar :: integer, index of the last bar of the selected time interval (defines the position of the interval)
slope :: float, slope of the evaluated linear regression line
intercept :: float, intercept of the evaluated linear regression line
Output:
Rsq :: float, R-sqared score
Usage example:
//@version=5
indicator('ExampleLinReg', overlay=true)
// import the library
import tbiktag/LinearRegressionLibrary/1 as linreg
// define the studied interval: last 100 bars
int Npoints = 100
int lastBar = bar_index
int firstBar = bar_index - Npoints
// apply repeated median regression to the closing price time series within the specified interval
{square bracket}slope, intercept{square bracket} = linreg.RepeatedMedian(close, Npoints, lastBar)
// calculate the root-mean-square error of the obtained linear fit
rmse = linreg.metricRMSE(close, Npoints, lastBar, slope, intercept)
// plot the line and print the RMSE value
float y1 = intercept
float y2 = intercept + slope * (Npoints - 1)
if barstate.islast
{indent} line.new(firstBar,y1, lastBar,y2)
{indent} label.new(lastBar,y2,text='RMSE = '+str.format("{0,number,#.#}", rmse))
amibrokerLibrary "amibroker"
This library consists of functions from amibroker that doesn't exist on tradingview pinescript. The example of these are the ExRem and Flip.
In the example below, I used ExRem to remove the excessive buy and sell signals. Meanwhile, I used the Flip to highlight the bg color when there is an open position.
exrem(series1, series2) Removes excessive signals. Pinescript version of ExRem in Amibroker (www.amibroker.com)
Parameters:
series1 : boolean
series2 : boolean
Returns: boolean
flip(series1, series2) works as a flip/flop device or "latch". Pinescript version of Flip in Amibroker: (www.amibroker.com)
Parameters:
series1 : boolan
series2 : boolean
Returns: boolean.
FunctionCompoundInterestLibrary "FunctionCompoundInterest"
Method for compound interest.
simple_compound(principal, rate, duration) Computes compound interest for given duration.
Parameters:
principal : float, the principal or starting value.
rate : float, the rate of interest.
duration : float, the period of growth.
Returns: float.
variable_compound(principal, rates, duration) Computes variable compound interest for given duration.
Parameters:
principal : float, the principal or starting value.
rates : float array, the rates of interest.
duration : int, the period of growth.
Returns: float array.
simple_compound_array(principal, rates, duration) Computes variable compound interest for given duration.
Parameters:
principal : float, the principal or starting value.
rates : float array, the rates of interest.
duration : int, the period of growth.
Returns: float array.
variable_compound_array(principal, rates, duration) Computes variable compound interest for given duration.
Parameters:
principal : float, the principal or starting value.
rates : float array, the rates of interest.
duration : int, the period of growth.
Returns: float array.
FunctionSMCMCLibrary "FunctionSMCMC"
Methods to implement Markov Chain Monte Carlo Simulation (MCMC)
markov_chain(weights, actions, target_path, position, last_value) a basic implementation of the markov chain algorithm
Parameters:
weights : float array, weights of the Markov Chain.
actions : float array, actions of the Markov Chain.
target_path : float array, target path array.
position : int, index of the path.
last_value : float, base value to increment.
Returns: void, updates target array
mcmc(weights, actions, start_value, n_iterations) uses a monte carlo algorithm to simulate a markov chain at each step.
Parameters:
weights : float array, weights of the Markov Chain.
actions : float array, actions of the Markov Chain.
start_value : float, base value to start simulation.
n_iterations : integer, number of iterations to run.
Returns: float array with path.
FunctionGeometricLineDrawingsLibrary "FunctionGeometricLineDrawings"
array_delete_all_lines(lines) deletes all lines in array.
Parameters:
lines : line array, array with line objects to delete.
Returns: void.
triangle(sample_x, sample_y, xloc, extend, color, style, width) Draw a Triangle with 3 vector2D(x, y) coordinates.
Parameters:
sample_x : int array, triangle sample data X coordinate values.
sample_y : float array, triangle sample data Y coordinate values.
xloc : string, defaultoptions=xloc.bar_index, xloc.bar_time.
extend : string, default=extend.none, options=(extend.none, extend.right, extend.left, extend.both).
color : color, default=
style : options line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_left, line.style_arrow_right, line.style_arrow_both
width : width in pixels.
Returns: line array
trapezoid(sample_x, sample_y, xloc, extend, color, style, width) Draw a Trapezoid with 4 vector2D(x, y) coordinates:
Parameters:
sample_x : int array, trapezoid sample data X coordinate values.
sample_y : float array, trapezoid sample data Y coordinate values.
xloc : string, defaultoptions=xloc.bar_index, xloc.bar_time.
extend : string, default=extend.none, options=(extend.none, extend.right, extend.left, extend.both).
color : color, default=
style : options line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_left, line.style_arrow_right, line.style_arrow_both
width : width in pixels.
Returns: line array
zigzagplusThis is same as existing zigzag library with respect to functionality. But, there is a small update with respect to how arrays are used internally. This also leads to issues with backward compatibility. Hence I decided to make this as new library instead of updating the older one.
Below are the major changes:
Earlier version uses array.unshift for adding new elements and array.pop for removing old elements. But, since array.unshift is considerably slower than alternative method array.push. Hence, this library makes use of array.push method to achieve performance.
While array.push increases the performance significantly, there is also an issue with removing as we no longer will be able to remove the element using pop which is again faster than shift (which need to shit all the elements by index). Hence, have removed the logic of removing elements for zigzag pivots after certain limit. Will think further about it once I find better alternative of handling it.
These implementation change also mean that zigzag pivots received by calling method will be ordered in reverse direction. Latest pivots will be stored with higher array index whereas older pivots are stored with lower array index. This is also the reason why backward compatibility is not achievable with this code change.
Library "zigzagplus"
Library dedicated to zigzags and related indicators
zigzag(length, useAlternativeSource, source, oscillatorSource, directionBias) zigzag: Calculates zigzag pivots and generates an array
Parameters:
length : : Zigzag Length
useAlternativeSource : : If set uses the source for genrating zigzag. Default is false
source : : Alternative source used only if useAlternativeSource is set to true. Default is close
oscillatorSource : : Oscillator source for calculating divergence
directionBias : : Direction bias for calculating divergence
Returns: zigzagpivots : Array containing zigzag pivots
zigzagpivotbars : Array containing zigzag pivot bars
zigzagpivotdirs : Array containing zigzag pivot directions (Lower High : 1, Higher High : 2, Lower Low : -2 and Higher Low : -1)
zigzagpivotratios : Array containing zigzag retracement ratios for each pivot
zigzagoscillators : Array of oscillator values at pivots. Will have valid values only if valid oscillatorSource is provided as per input.
zigzagoscillatordirs: Array of oscillator directions (HH, HL, LH, LL) at pivots. Will have valid values only if valid oscillatorSource is provided as per input.
zigzagtrendbias : Array of trend bias at pivots. Will have valid value only if directionBias series is sent in input parameters
zigzagdivergence : Array of divergence sentiment at each pivot. Will have valid values only if oscillatorSource and directionBias inputs are provided
newPivot : Returns true if new pivot created
doublePivot : Returns true if two new pivots are created on same bar (Happens in case of candles with long wicks and shorter zigzag lengths)
drawzigzag(length, , source, linecolor, linewidth, linestyle, oscillatorSource, directionBias, showHighLow, showRatios, showDivergence) drawzigzag: Calculates and draws zigzag pivots
Parameters:
length : : Zigzag Length
: useAlternativeSource: If set uses the source for genrating zigzag. Default is false
source : : Alternative source used only if useAlternativeSource is set to true. Default is close
linecolor : : zigzag line color
linewidth : : zigzag line width
linestyle : : zigzag line style
oscillatorSource : : Oscillator source for calculating divergence
directionBias : : Direction bias for calculating divergence
showHighLow : : show highlow label
showRatios : : show retracement ratios
showDivergence : : Show divergence on label (Only works if divergence data is available - that is if we pass valid oscillatorSource and directionBias input)
Returns: zigzagpivots : Array containing zigzag pivots
zigzagpivotbars : Array containing zigzag pivot bars
zigzagpivotdirs : Array containing zigzag pivot directions (Lower High : 1, Higher High : 2, Lower Low : -2 and Higher Low : -1)
zigzagpivotratios : Array containing zigzag retracement ratios for each pivot
zigzagoscillators : Array of oscillator values at pivots. Will have valid values only if valid oscillatorSource is provided as per input.
zigzagoscillatordirs: Array of oscillator directions (HH, HL, LH, LL) at pivots. Will have valid values only if valid oscillatorSource is provided as per input.
zigzagtrendbias : Array of trend bias at pivots. Will have valid value only if directionBias series is sent in input parameters
zigzagdivergence : Array of divergence sentiment at each pivot. Will have valid values only if oscillatorSource and directionBias inputs are provided
zigzaglines : Returns array of zigzag lines
zigzaglabels : Returns array of zigzag labels
LibraryPrivateUsage001This is a public library that include the functions explained below. The libraries are considered public domain code and permission is not required from the author if you reuse these functions in your open-source scripts
