Library "WIPFunctionLyaponov" Lyapunov exponents are mathematical measures used to describe the behavior of a system over time. They are named after Russian mathematician Alexei Lyapunov, who first introduced the concept in the late 19th century. The exponent is defined as the rate at which a particular function or variable changes over time, and can be...
Library "lib_profile" a library with functions to calculate a volume profile for either a set of candles within the current chart, or a single candle from its lower timeframe security data. All you need is to feed the method delete(this) deletes this bucket's plot from the chart Namespace types: Bucket Parameters: this (Bucket) method...
Library "SimilarityMeasures" Similarity measures are statistical methods used to quantify the distance between different data sets or strings. There are various types of similarity measures, including those that compare: - data points (SSD, Euclidean, Manhattan, Minkowski, Chebyshev, Correlation, Cosine, Camberra, MAE, MSE, Lorentzian, Intersection, Penrose...
Library "FunctionMatrixCovariance" In probability theory and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the covariance between each pair of elements of a given random vector. Intuitively, the covariance matrix generalizes the notion of...
Library "TradeTrackerv2" This library can be used to track (hypothetical) trades on the chart. Enter the Open, SL, and TP prices (or TP in R to have it calculated) and then call Trade.TrackTrade(barIndex). Keep track of your trades in an array and then simply call TradeTracker.UpdateAllTrades(close) to update all trades based on the current close price. How...
This Extended Moving Average Library is a sophisticated and comprehensive tool for traders seeking to expand their arsenal of moving averages for more nuanced and detailed technical analysis. The library contains various types of moving averages, each with two versions - one that accepts a simple constant length parameter and another that accepts a series or...
Library "LibrarySupertrend" selective_ma(condition, source, length) Parameters: condition (bool) source (float) length (int) trendUp(source) Parameters: source (float) smoothrng(source, sampling_period, range_mult) Parameters: source (float) sampling_period (simple int) range_mult (float) ...
What Is the Average True Range (ATR)? The average true range (ATR) is a technical analysis indicator, introduced by market technician J. Welles Wilder Jr. in his book New Concepts in Technical Trading Systems, that measures market volatility by decomposing the entire range of an asset price for that period. Each instrument per unit of time passes its...
Library "lib_priceaction" a library for everything related to price action, starting off with displacements displacement(len, min_strength, o, c) calculate if there is a displacement and how strong it is Parameters: len (int) : The amount of candles to consider for the deviation min_strength (float) : The minimum displacement strength to...
----------------------------------------------------------- Base on script -> jdehorty/EconomicCalendar Very Big Thanks to jdehorty/EconomicCalendar -----------------------------------------------------------
Library "CNTLibrary" Custom Functions To Help Code In Pinescript V5 Coded By Christian Nataliano First Coded In 10/06/2023 Last Edited In 22/06/2023 Huge Shout Out To © ZenAndTheArtOfTrading and his ZenLibrary V5, Some Of The Custom Functions Were Heavily Inspired By Matt's Work & His Pine Script Mastery Course Another Shout Out To The TradingView's Team...
Library "RiskManagement" This library keeps your money in check, and is used for testing and later on webhook-applications too. It has four volatility functions and two of them can be used to calculate a Stop-Loss, like Average True Range. It also can calculate Position Size, and the Risk Reward Ratio. But those calculations don't take leverage into account. ...
Library "AlgebraLib" f_signaldraw(_side, _date) : Draw a simple label with Buy or Sell signal Parameters: _side (string) _date (int) Returns: : VOID, it draws a new label
Library "KernelFunctionsFilters" This library provides filters for non-repainting kernel functions for Nadaraya-Watson estimator implementations made by @jdehorty. Filters include a smoothing formula and zero lag formula. You can find examples in the code. For more information check out the original library KernelFunctions. rationalQuadratic(_src, _lookback,...
Library "Position_control" This is a library for defining positions and working with them. f_calculateLeverage(_Leverage, _maintenance, _value, _direction) Calculate the leverage used in a trade. @description This function calculates the leverage used in a trade, based on the value of the trade, the maintenance margin, and the direction of the...
Library "APT_Metrics" Portfolio metrics using alternative portfolio theory metrics(init, cur, start, end, alpha) Calculates APT metrics Parameters: init (float) : Starting Equity (strategy.initial) cur (float) start (int) : Start date (UNIX) end (int) : End Date (UNIX) alpha (float) : Confidence interval for DaR/CDaR. Defval =...
Library "BenfordsLaw" Methods to deal with Benford's law which states that a distribution of first and higher order digits of numerical strings has a characteristic pattern. "Benford's law is an observation about the leading digits of the numbers found in real-world data sets. Intuitively, one might expect that the leading digits of these numbers would be...
This library is for identifying uptrends and downtrends using a loopback candle analysis method. Which contains two functions: uptrendLoopbackCandleIdentification() and downtrendLoopbackCandleIdentification() . These functions check if the current candle is part of an uptrend or downtrend, respectively, based on the specified lookback period. The ...