PINE LIBRARY

DailyLevels

已更新

Library "DailyLevels"
Functions for acquiring daily timeframe data by number of prior days.

openD(daysPrior, spec, res) Gets the open for the number of days prior.
Parameters:
daysPrior: Number of days back to get the open from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The open for the number of days prior.

highD(daysPrior, extraForward, spec, res) Gets the highest value for the number of days prior.
Parameters:
daysPrior: Number of days back to get the high from.
extraForward: Number of extra days forward to include.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The high for the number of days prior.

lowD(daysPrior, extraForward, spec, res) Gets the lowest value for the number of days prior.
Parameters:
daysPrior: Number of days back to get the low from.
extraForward: Number of extra days forward to include.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The low for the number of days prior.

closeD(daysPrior, spec, res) Gets the close for the number of days prior.
Parameters:
daysPrior: Number of days back to get the open from. 0 produces the current close
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The close for the number of days prior.

hlc3D(daysPrior, extraForward, spec, res) Gets the HLC3 value for the number of days prior.
Parameters:
daysPrior: Number of days back to get the HLC3 from.
extraForward: Number of extra days forward to include. Determines the closing value.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The HLC3 for the number of days prior.

發行說明

v2: Ability to get daily high or daily low of any series.

Added:
highOfD(src, daysPrior, extraForward, spec, res) Gets the highest value for the number of days prior.
Parameters:
src: The series to use for values.
daysPrior: Number of days back to get the high from.
extraForward: Number of extra days forward to include.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The high for the number of days prior.

lowOfD(src, daysPrior, extraForward, spec, res) Gets the lowest value for the number of days prior.
Parameters:
src: The series to use for values.
daysPrior: Number of days back to get the low from.
extraForward: Number of extra days forward to include.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The low for the number of days prior.

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v3 Fixed issues with calculation.

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v4 Added 'array' functions for getting daily values and caching them in your own scripts for reuse.

Added:
openDValues(daysPrior, spec, res) Gets all the open values for the number of days prior.
Parameters:
daysPrior: Number of days back to get the open from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: An array of the previous open values.

closeDValues(daysPrior, spec, res) Gets all the close values for the number of days prior.
Parameters:
daysPrior: Number of days back to get the close from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: An array of the previous close values.

highOfDValues(src, daysPrior, spec, res) Gets the highest value for the number of days prior for each day as an array.
Parameters:
src: The series to use for values.
daysPrior: Number of days back to get the high from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: An array of the values.

highDValues(daysPrior, spec, res) Gets the highest value for the number of days prior for each day as an array.
Parameters:
daysPrior: Number of days back to get the high from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: An array of the values.

lowOfDValues(src, daysPrior, spec, res) Gets the lowest value for the number of days prior for each day as an array.
Parameters:
src: The series to use for values.
daysPrior: Number of days back to get the high from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: An array of the values.

lowDValues(daysPrior, spec, res) Gets the lowest value for the number of days prior for each day as an array.
Parameters:
daysPrior: Number of days back to get the high from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: An array of the values.

hlc3DValues(daysPrior, spec, res) Gets the hlc3 value for the number of days prior for each day as an array.
Parameters:
daysPrior: Number of days back to get the high from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: An array of the values.

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v5 eliminated while loop for improved performance

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v6 Now works with 1 second time-frame.

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v7 Updated demo to show flexible use.

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v8 API change (simplification)

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v9 Improved accuracy and added input levels to allow for indicator use.

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v10

Added:
HL(daysPrior, spec, res)
Gets the high and low values for the number of days prior.
Parameters:
daysPrior: Number of days back to get the high and low from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The high and low for the number of days prior.

OHLC(daysPrior, spec, res)
Gets the OHLC values for the number of days prior.
Parameters:
daysPrior: Number of days back to get the OHLC from.
spec: session.regular (default), session.extended or other time spec.
res: The resolution (default = '1440').
Returns: The OHLC for the number of days prior.

HighLow
Simple type for holding high and low values.
Fields:
high
low

OpenHighLowClose
Simple type for holding OHLC values.
Fields:
open
high
low
close

發行說明

Fix max_bars_back limit.

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v12 Fixed early morning high/low capture.

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v13 Updated reference to SessionInfo