display_valueOVERVIEW
This script is a tinny library for creating and displaying formatted values in TradingView scripts. It provides a structured way to present key information like titles, percentages, currency values, decimals, and integers with clear formatting. This allows you to coordinate your strings in advance and hold one item to use for calling your string to a label, box, table.. Made for day to day use of most typical use cases, more advanced techniques should be used for complicated scenarios.
Building Blocks
User Defined Types (UDTs)
The script defines a UDT called `DisplayValue` to encapsulate the components of a display value:
* title : The title or label of the value.
* format_string : The string used to format the value (e.g., "{0} - 1,number,percent}").
* value : The actual value to be displayed.
* format : An enum value specifying the desired format (percent, currency, etc.).
Enums
The `DisplayFormat` enum provides predefined constants for various formatting options, making the code more readable and less prone to errors.
Functions
* create() : This function creates a new `DisplayValue` instance. It takes the title, value, and desired format as arguments and generates the appropriate format string.
* to_string() : This function converts a `DisplayValue` instance into a formatted string ready for display on the chart.
How to Use
1. Import the library:
import kaigouthro/display_value/1as dv
2. Create a DisplayValue instance:
myValue = dv.create("My Percentage", 0.5, dv.DisplayFormat.percent)
3. Convert it to a string:
formattedString = dv.to_string(myValue)
4. Display the formatted string:
label.new(bar_index, high, formattedString)
Example
//@version=5
import kaigouthro/display_value/1 as dv
myValue = dv.create("Profit", 0.15, dv.DisplayFormat.percent)
formattedString = dv.to_string(myValue)
label.new(bar_index, high, formattedString)
This will display a label on the chart with the text "Profit - 15%".
### Notes
* The library handles the formatting details, making it easier to display values consistently in your scripts.
* The use of enums and UDTs improves code organization and readability.
--------
Library "display_value"
create(display_name, display_value, display_format)
Gets the appropriate format string based on the display format.
Parameters:
display_name (string) : (string) The name of the display value. Default is na.
display_value (float)
display_format (series DisplayFormat)
Returns: (DisplayValue) A new DisplayValue instance with the formatted value.
to_string(item)
Converts the display value to a string with the specified format.
Parameters:
item (DisplayValue) : (DisplayValue) The display value to convert to a string.
Returns: (string) The string representation of the display value.
DisplayValue
Structure representing a display value.
Fields:
title (series string) : (string) The title of the display value.
format_string (series string) : (string) The format string to use for display.
value (series float) : (float) The value to display.
format (series DisplayFormat) : (DisplayFormat) The format to use.
在腳本中搜尋"the script"
lower_tf█ OVERVIEW
This library is a Pine programmer’s tool containing functions to help those who use the request.security_lower_tf() function. Its `ltf()` function helps translate user inputs into a lower timeframe string usable with request.security_lower_tf() . Another function, `ltfStats()`, accumulates statistics on processed chart bars and intrabars.
█ CONCEPTS
Chart bars
Chart bars , as referred to in our publications, are bars that occur at the current chart timeframe, as opposed to those that occur at a timeframe that is higher or lower than that of the chart view.
Intrabars
Intrabars are chart bars at a lower timeframe than the chart's. Each 1H chart bar of a 24x7 market will, for example, usually contain 60 intrabars at the LTF of 1min, provided there was market activity during each minute of the hour. Mining information from intrabars can be useful in that it offers traders visibility on the activity inside a chart bar.
Lower timeframes (LTFs)
A lower timeframe is a timeframe that is smaller than the chart's timeframe. This framework exemplifies how authors can determine which LTF to use by examining the chart's timeframe. The LTF determines how many intrabars are examined for each chart bar; the lower the timeframe, the more intrabars are analyzed.
Intrabar precision
The precision of calculations increases with the number of intrabars analyzed for each chart bar. As there is a 100K limit to the number of intrabars that can be analyzed by a script, a trade-off occurs between the number of intrabars analyzed per chart bar and the chart bars for which calculations are possible.
█ `ltf()`
This function returns a timeframe string usable with request.security_lower_tf() . It calculates the returned timeframe by taking into account a user selection between eight different calculation modes and the chart's timeframe. You send it the user's selection, along with the text corresponding to the eight choices from which the user has chosen, and the function returns a corresponding LTF string.
Because the function processes strings and doesn't require recalculation on each bar, using var to declare the variable to which its result is assigned will execute the function only once on bar zero and speed up your script:
var string ltfString = ltf(ltfModeInput, LTF1, LTF2, LTF3, LTF4, LTF5, LTF6, LTF7, LTF8)
The eight choices users can select from are of two types: the first four allow a selection from the desired amount of chart bars to be covered, the last four are choices of a fixed number of intrabars to be analyzed per chart bar. Our example code shows how to structure your input call and then make the call to `ltf()`. By changing the text associated with the `LTF1` to `LTF8` constants, you can tailor it to your preferences while preserving the functionality of `ltf()` because you will be sending those string constants as the function's arguments so it can determine the user's selection. The association between each `LTFx` constant and its calculation mode is fixed, so the order of the arguments is important when you call `ltf()`.
These are the first four modes and the `LTFx` constants corresponding to each:
Covering most chart bars (least precise) — LTF1
Covers all chart bars. This is accomplished by dividing the current timeframe in seconds by 4 and converting that number back to a string in timeframe.period format using secondsToTfString() . Due to the fact that, on premium subscriptions, the typical historical bar count is between 20-25k bars, dividing the timeframe by 4 ensures the highest level of intrabar precision possible while achieving complete coverage for the entire dataset with the maximum allowed 100K intrabars.
Covering some chart bars (less precise) — LTF2
Covering less chart bars (more precise) — LTF3
These levels offer a stepped LTF in relation to the chart timeframe with slightly more, or slightly less precision. The stepped lower timeframe tiers are calculated from the chart timeframe as follows:
Chart Timeframe Lower Timeframe
Less Precise More Precise
< 1hr 1min 1min
< 1D 15min 1min
< 1W 2hr 30min
> 1W 1D 60min
Covering the least chart bars (most precise) — LTF4
Analyzes the maximum quantity of intrabars possible by using the 1min LTF, which also allows the least amount of chart bars to be covered.
The last four modes allow the user to specify a fixed number of intrabars to analyze per chart bar. Users can choose from 12, 24, 50 or 100 intrabars, respectively corresponding to the `LTF5`, `LTF6`, `LTF7` and `LTF8` constants. The value is a target; the function will do its best to come up with a LTF producing the required number of intrabars. Because of considerations such as the length of a ticker's session, rounding of the LTF to the closest allowable timeframe, or the lowest allowable timeframe of 1min intrabars, it is often impossible for the function to find a LTF producing the exact number of intrabars. Requesting 100 intrabars on a 60min chart, for example, can only produce 60 1min intrabars. Higher chart timeframes, tickers with high liquidity or 24x7 markets will produce optimal results.
█ `ltfStats()`
`ltfStats()` returns statistics that will be useful to programmers using intrabar inspection. By analyzing the arrays returned by request.security_lower_tf() in can determine:
• intrabarsInChartBar : The number of intrabars analyzed for each chart bar.
• chartBarsCovered : The number of chart bars where intrabar information is available.
• avgIntrabars : The average number of intrabars analyzed per chart bar. Events like holidays, market activity, or reduced hours sessions can cause the number of intrabars to vary, bar to bar.
The function must be called on each bar to produce reliable results.
█ DEMONSTRATION CODE
Our example code shows how to provide users with an input from which they can select a LTF calculation mode. If you use this library's functions, feel free to reuse our input setup code, including the tooltip providing users with explanations on how it works for them.
We make a simple call to request.security_lower_tf() to fetch the close values of intrabars, but we do not use those values. We simply send the returned array to `ltfStats()` and then plot in the indicator's pane the number of intrabars examined on each bar and its average. We also display an information box showing the user's selection of the LTF calculation mode, the resulting LTF calculated by `ltf()` and some statistics.
█ NOTES
• As in several of our recent publications, this script uses secondsToTfString() to produce a timeframe string in timeframe.period format from a timeframe expressed in seconds.
• The script utilizes display.data_window and display.status_line to restrict the display of certain plots.
These new built-ins allow coders to fine-tune where a script’s plot values are displayed.
• We implement a new recommended best practice for tables which works faster and reduces memory consumption.
Using this new method, tables are declared only once with var , as usual. Then, on bar zero only, we use table.cell() calls to populate the table.
Finally, table.set_*() functions are used to update attributes of table cells on the last bar of the dataset.
This greatly reduces the resources required to render tables. We encourage all Pine Script™ programmers to do the same.
Look first. Then leap.
█ FUNCTIONS
The library contains the following functions:
ltf(userSelection, choice1, choice2, choice3, choice4, choice5, choice6, choice7, choice8)
Selects a LTF from the chart's TF, depending on the `userSelection` input string.
Parameters:
userSelection : (simple string) User-selected input string which must be one of the `choicex` arguments.
choice1 : (simple string) Input selection corresponding to "Least precise, covering most chart bars".
choice2 : (simple string) Input selection corresponding to "Less precise, covering some chart bars".
choice3 : (simple string) Input selection corresponding to "More precise, covering less chart bars".
choice4 : (simple string) Input selection corresponding to "Most precise, 1min intrabars".
choice5 : (simple string) Input selection corresponding to "~12 intrabars per chart bar".
choice6 : (simple string) Input selection corresponding to "~24 intrabars per chart bar".
choice7 : (simple string) Input selection corresponding to "~50 intrabars per chart bar".
choice8 : (simple string) Input selection corresponding to "~100 intrabars per chart bar".
Returns: (simple string) A timeframe string to be used with `request.security_lower_tf()`.
ltfStats()
Returns statistics about analyzed intrabars and chart bars covered by calls to `request.security_lower_tf()`.
Parameters:
intrabarValues : (float [ ]) The ID of a float array containing values fetched by a call to `request.security_lower_tf()`.
Returns: A 3-element tuple: [ (series int) intrabarsInChartBar, (series int) chartBarsCovered, (series float) avgIntrabars ].
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
TechnicalRating█ OVERVIEW
This library is a Pine Script™ programmer’s tool for incorporating TradingView's well-known technical ratings within their scripts. The ratings produced by this library are the same as those from the speedometers in the technical analysis summary and the "Rating" indicator in the Screener , which use the aggregate biases of 26 technical indicators to calculate their results.
█ CONCEPTS
Ensemble analysis
Ensemble analysis uses multiple weaker models to produce a potentially stronger one. A common form of ensemble analysis in technical analysis is the usage of aggregate indicators together in hopes of gaining further market insight and reinforcing trading decisions.
Technical ratings
Technical ratings provide a simplified way to analyze financial markets by combining signals from an ensemble of indicators into a singular value, allowing traders to assess market sentiment more quickly and conveniently than analyzing each constituent separately. By consolidating the signals from multiple indicators into a single rating, traders can more intuitively and easily interpret the "technical health" of the market.
Calculating the rating value
Using a variety of built-in TA functions and functions from our ta library, this script calculates technical ratings for moving averages, oscillators, and their overall result within the `calcRatingAll()` function.
The function uses the script's `calcRatingMA()` function to calculate the moving average technical rating from an ensemble of 15 moving averages and filters:
• Six Simple Moving Averages and six Exponential Moving Averages with periods of 10, 20, 30, 50, 100, and 200
• A Hull Moving Average with a period of 9
• A Volume-Weighted Moving Average with a period of 20
• An Ichimoku Cloud with a conversion line length of 9, base length of 26, and leading span B length of 52
The function uses the script's `calcRating()` function to calculate the oscillator technical rating from an ensemble of 11 oscillators:
• RSI with a period of 14
• Stochastic with a %K period of 14, a smoothing period of 3, and a %D period of 3
• CCI with a period of 20
• ADX with a DI length of 14 and an ADX smoothing period of 14
• Awesome Oscillator
• Momentum with a period of 10
• MACD with fast, slow, and signal periods of 12, 26, and 9
• Stochastic RSI with an RSI period of 14, a %K period of 14, a smoothing period of 3, and a %D period of 3
• Williams %R with a period of 14
• Bull Bear Power with a period of 50
• Ultimate Oscillator with fast, middle, and slow lengths of 7, 14, and 28
Each indicator is assigned a value of +1, 0, or -1, representing a bullish, neutral, or bearish rating. The moving average rating is the mean of all ratings that use the `calcRatingMA()` function, and the oscillator rating is the mean of all ratings that use the `calcRating()` function. The overall rating is the mean of the moving average and oscillator ratings, which ranges between +1 and -1. This overall rating, along with the separate MA and oscillator ratings, can be used to gain insight into the technical strength of the market. For a more detailed breakdown of the signals and conditions used to calculate the indicators' ratings, consult our Help Center explanation.
Determining rating status
The `ratingStatus()` function produces a string representing the status of a series of ratings. The `strongBound` and `weakBound` parameters, with respective default values of 0.5 and 0.1, define the bounds for "strong" and "weak" ratings.
The rating status is determined as follows:
Rating Value Rating Status
< -strongBound Strong Sell
< -weakBound Sell
-weakBound to weakBound Neutral
> weakBound Buy
> strongBound Strong Buy
By customizing the `strongBound` and `weakBound` values, traders can tailor the `ratingStatus()` function to fit their trading style or strategy, leading to a more personalized approach to evaluating ratings.
Look first. Then leap.
█ FUNCTIONS
This library contains the following functions:
calcRatingAll()
Calculates 3 ratings (ratings total, MA ratings, indicator ratings) using the aggregate biases of 26 different technical indicators.
Returns: A 3-element tuple: ( [(float) ratingTotal, (float) ratingOther, (float) ratingMA ].
countRising(plot)
Calculates the number of times the values in the given series increase in value up to a maximum count of 5.
Parameters:
plot : (series float) The series of values to check for rising values.
Returns: (int) The number of times the values in the series increased in value.
ratingStatus(ratingValue, strongBound, weakBound)
Determines the rating status of a given series based on its values and defined bounds.
Parameters:
ratingValue : (series float) The series of values to determine the rating status for.
strongBound : (series float) The upper bound for a "strong" rating.
weakBound : (series float) The upper bound for a "weak" rating.
Returns: (string) The rating status of the given series ("Strong Buy", "Buy", "Neutral", "Sell", or "Strong Sell").
FvgPanel█ OVERVIEW
This library provides functionalities for creating and managing a display panel within a Pine Script™ indicator. Its primary purpose is to offer a structured way to present Fair Value Gap (FVG) information, specifically the nearest bullish and bearish FVG levels across different timeframes (Current, MTF, HTF), directly on the chart. The library handles the table's structure, header initialization, and dynamic cell content updates.
█ CONCEPTS
The core of this library revolves around presenting summarized FVG data in a clear, tabular format. Key concepts include:
FVG Data Aggregation and Display
The panel is designed to show at-a-glance information about the closest active FVG mitigation levels. It doesn't calculate these FVGs itself but relies on the main script to provide this data. The panel is structured with columns for timeframes (TF), Bullish FVGs, and Bearish FVGs, and rows for "Current" (LTF), "MTF" (Medium Timeframe), and "HTF" (High Timeframe).
The `panelData` User-Defined Type (UDT)
To facilitate the transfer of information to be displayed, the library defines a UDT named `panelData`. This structure is central to the library's operation and is designed to hold all necessary values for populating the panel's data cells for each relevant FVG. Its fields include:
Price levels for the nearest bullish and bearish FVGs for LTF, MTF, and HTF (e.g., `nearestBullMitLvl`, `nearestMtfBearMitLvl`).
Boolean flags to indicate if these FVGs are classified as "Large Volume" (LV) (e.g., `isNearestBullLV`, `isNearestMtfBearLV`).
Color information for the background and text of each data cell, allowing for conditional styling based on the FVG's status or proximity (e.g., `ltfBullBgColor`, `mtfBearTextColor`).
The design of `panelData` allows the main script to prepare all display-related data and styling cues in one object, which is then passed to the `updatePanel` function for rendering. This separation of data preparation and display logic keeps the library focused on its presentation task.
Visual Cues and Formatting
Price Formatting: Price levels are formatted to match the instrument's minimum tick size using an internal `formatPrice` helper function, ensuring consistent and accurate display.
Large FVG Icon: If an FVG is marked as a "Large Volume" FVG in the `panelData` object, a user-specified icon (e.g., an emoji) is prepended to its price level in the panel, providing an immediate visual distinction.
Conditional Styling: The background and text colors for each FVG level displayed in the panel can be individually controlled via the `panelData` object, enabling the main script to implement custom styling rules (e.g., highlighting the overall nearest FVG across all timeframes).
Handling Missing Data: If no FVG data is available for a particular cell (i.e., the corresponding level in `panelData` is `na`), the panel displays "---" and uses a specified background color for "Not Available" cells.
█ CALCULATIONS AND USE
Using the `FvgPanel` typically involves a two-stage process: initialization and dynamic updates.
Step 1: Panel Creation
First, an instance of the panel table is created once, usually during the script's initial setup. This is done using the `createPanel` function.
Call `createPanel()` with parameters defining its position on the chart, border color, border width, header background color, header text color, and header text size.
This function initializes the table with three columns ("TF", "Bull FVG", "Bear FVG") and three data rows labeled "Current", "MTF", and "HTF", plus a header row.
Store the returned `table` object in a `var` variable to persist it across bars.
// Example:
var table infoPanel = na
if barstate.isfirst
infoPanel := panel.createPanel(
position.top_right,
color.gray,
1,
color.new(color.gray, 50),
color.white,
size.small
)
Step 2: Panel Updates
On each bar, or whenever the FVG data changes (typically on `barstate.islast` or `barstate.isrealtime` for efficiency), the panel's content needs to be refreshed. This is done using the `updatePanel` function.
Populate an instance of the `panelData` UDT with the latest FVG information. This includes setting the nearest bullish/bearish mitigation levels for LTF, MTF, and HTF, their LV status, and their desired background and text colors.
Call `updatePanel()`, passing the persistent `table` object (from Step 1), the populated `panelData` object, the icon string for LV FVGs, the default text color for FVG levels, the background color for "N/A" cells, and the general text size for the data cells.
The `updatePanel` function will then clear previous data and fill the table cells with the new values and styles provided in the `panelData` object.
// Example (inside a conditional block like 'if barstate.islast'):
var panelData fvgDisplayData = panelData.new()
// ... (logic to populate fvgDisplayData fields) ...
// fvgDisplayData.nearestBullMitLvl = ...
// fvgDisplayData.ltfBullBgColor = ...
// ... etc.
if not na(infoPanel)
panel.updatePanel(
infoPanel,
fvgDisplayData,
"🔥", // LV FVG Icon
color.white,
color.new(color.gray, 70), // NA Cell Color
size.small
)
This workflow ensures that the panel is drawn only once and its cells are efficiently updated as new data becomes available.
█ NOTES
Data Source: This library is solely responsible for the visual presentation of FVG data in a table. It does not perform any FVG detection or calculation. The calling script must compute or retrieve the FVG levels, LV status, and desired styling to populate the `panelData` object.
Styling Responsibility: While `updatePanel` applies colors passed via the `panelData` object, the logic for *determining* those colors (e.g., highlighting the closest FVG to the current price) resides in the calling script.
Performance: The library uses `table.cell()` to update individual cells, which is generally more efficient than deleting and recreating the table on each update. However, the frequency of `updatePanel` calls should be managed by the main script (e.g., using `barstate.islast` or `barstate.isrealtime`) to avoid excessive processing on historical bars.
`series float` Handling: The price level fields within the `panelData` UDT (e.g., `nearestBullMitLvl`) can accept `series float` values, as these are typically derived from price data. The internal `formatPrice` function correctly handles `series float` for display.
Dependencies: The `FvgPanel` itself is self-contained and does not import other user libraries. It uses standard Pine Script™ table and string functionalities.
█ EXPORTED TYPES
panelData
Represents the data structure for populating the FVG information panel.
Fields:
nearestBullMitLvl (series float) : The price level of the nearest bullish FVG's mitigation point (bottom for bull) on the LTF.
isNearestBullLV (series bool) : True if the nearest bullish FVG on the LTF is a Large Volume FVG.
ltfBullBgColor (series color) : Background color for the LTF bullish FVG cell in the panel.
ltfBullTextColor (series color) : Text color for the LTF bullish FVG cell in the panel.
nearestBearMitLvl (series float) : The price level of the nearest bearish FVG's mitigation point (top for bear) on the LTF.
isNearestBearLV (series bool) : True if the nearest bearish FVG on the LTF is a Large Volume FVG.
ltfBearBgColor (series color) : Background color for the LTF bearish FVG cell in the panel.
ltfBearTextColor (series color) : Text color for the LTF bearish FVG cell in the panel.
nearestMtfBullMitLvl (series float) : The price level of the nearest bullish FVG's mitigation point on the MTF.
isNearestMtfBullLV (series bool) : True if the nearest bullish FVG on the MTF is a Large Volume FVG.
mtfBullBgColor (series color) : Background color for the MTF bullish FVG cell.
mtfBullTextColor (series color) : Text color for the MTF bullish FVG cell.
nearestMtfBearMitLvl (series float) : The price level of the nearest bearish FVG's mitigation point on the MTF.
isNearestMtfBearLV (series bool) : True if the nearest bearish FVG on the MTF is a Large Volume FVG.
mtfBearBgColor (series color) : Background color for the MTF bearish FVG cell.
mtfBearTextColor (series color) : Text color for the MTF bearish FVG cell.
nearestHtfBullMitLvl (series float) : The price level of the nearest bullish FVG's mitigation point on the HTF.
isNearestHtfBullLV (series bool) : True if the nearest bullish FVG on the HTF is a Large Volume FVG.
htfBullBgColor (series color) : Background color for the HTF bullish FVG cell.
htfBullTextColor (series color) : Text color for the HTF bullish FVG cell.
nearestHtfBearMitLvl (series float) : The price level of the nearest bearish FVG's mitigation point on the HTF.
isNearestHtfBearLV (series bool) : True if the nearest bearish FVG on the HTF is a Large Volume FVG.
htfBearBgColor (series color) : Background color for the HTF bearish FVG cell.
htfBearTextColor (series color) : Text color for the HTF bearish FVG cell.
█ EXPORTED FUNCTIONS
createPanel(position, borderColor, borderWidth, headerBgColor, headerTextColor, headerTextSize)
Creates and initializes the FVG information panel (table). Sets up the header rows and timeframe labels.
Parameters:
position (simple string) : The position of the panel on the chart (e.g., position.top_right). Uses position.* constants.
borderColor (simple color) : The color of the panel's border.
borderWidth (simple int) : The width of the panel's border.
headerBgColor (simple color) : The background color for the header cells.
headerTextColor (simple color) : The text color for the header cells.
headerTextSize (simple string) : The text size for the header cells (e.g., size.small). Uses size.* constants.
Returns: The newly created table object representing the panel.
updatePanel(panelTable, data, lvIcon, defaultTextColor, naCellColor, textSize)
Updates the content of the FVG information panel with the latest FVG data.
Parameters:
panelTable (table) : The table object representing the panel to be updated.
data (panelData) : An object containing the FVG data to display.
lvIcon (simple string) : The icon (e.g., emoji) to display next to Large Volume FVGs.
defaultTextColor (simple color) : The default text color for FVG levels if not highlighted.
naCellColor (simple color) : The background color for cells where no FVG data is available ("---").
textSize (simple string) : The text size for the FVG level data (e.g., size.small).
Returns: _void
HTFBands█ OVERVIEW
Contains type and methods for drawing higher-timeframe bands of several types:
Bollinger bands
Parabolic SAR
Supertrend
VWAP
By copy pasting ready made code sections to your script you can add as many multi-timeframe bands as necessary.
█ HOW TO USE
Please see instructions in the code. (Important: first fold all sections of the script: press Cmd + K then Cmd + - (for Windows Ctrl + K then Ctrl + -)
█ FULL LIST OF FUNCTIONS AND PARAMETERS
atr2(length)
An alternate ATR function to the `ta.atr()` built-in, which allows a "series float"
`length` argument.
Parameters:
length (float) : (series int/float) Length for the smoothing parameter calculation.
Returns: (float) The ATR value.
pine_supertrend2(factor, atrLength, wicks)
An alternate SuperTrend function to `supertrend()`, which allows a "series float"
`atrLength` argument.
Parameters:
factor (float) : (series int/float) Multiplier for the ATR value.
atrLength (float) : (series int/float) Length for the ATR smoothing parameter calculation.
wicks (simple bool) : (simple bool) Condition to determine whether to take candle wicks into account when
reversing trend, or to use the close price. Optional. Default is false.
Returns: ( ) A tuple of the superTrend value and trend direction.
method getDefaultBandQ1(bandType)
For a given BandType returns its default Q1
Namespace types: series BandTypes
Parameters:
bandType (series BandTypes)
method getDefaultBandQ2(bandType)
For a given BandType returns its default Q2
Namespace types: series BandTypes
Parameters:
bandType (series BandTypes)
method getDefaultBandQ3(bandType)
For a given BandType returns its default Q3
Namespace types: series BandTypes
Parameters:
bandType (series BandTypes)
method init(this, bandsType, q1, q2, q3, vwapAnchor)
Initiates RsParamsBands for each band (used in htfUpdate() withi req.sec())
Namespace types: RsParamsBands
Parameters:
this (RsParamsBands)
bandsType (series BandTypes)
q1 (float) : (float) Depending on type: BB - length, SAR - AF start, ST - ATR's prd
q2 (float) : (float) Depending on type: BB - StdDev mult, SAR - AF step, ST - mult
q3 (float) : (float) Depending on type: BB - not used, SAR - AF max, ST - not used
vwapAnchor (series VwapAnchors) : (VwapAnchors) VWAP ahcnor
method init(this, bandsType, tf, showRecentBars, lblsShow, lblsMaxLabels, lblSize, lnMidClr, lnUpClr, lnLoClr, fill, fillClr, lnWidth, lnSmoothen)
Initialises object with params (incl. input). Creates arrays if any.
Namespace types: HtfBands
Parameters:
this (HtfBands)
bandsType (series BandTypes) : (BandTypes) Just used to enable/disable - if BandTypes.none then disable )
tf (string) : (string) Timeframe
showRecentBars (int) : (int) Only show over this number of recent bars
lblsShow (bool) : (bool) Show labels
lblsMaxLabels (int) : (int) Max labels to show
lblSize (string) : (string) Size of the labels
lnMidClr (color) : (color) Middle band color
lnUpClr (color) : (color) Upper band color
lnLoClr (color) : (color) Lower band color
fill (bool)
fillClr (color) : (color) Fill color
lnWidth (int) : (int) Line width
lnSmoothen (bool) : (bool) Smoothen the bands
method htfUpdateTuple(rsPrms, repaint)
(HTF) Calculates Bands within request.security(). Returns tuple . If any or all of the bands are not available returns na as their value.
Namespace types: RsParamsBands
Parameters:
rsPrms (RsParamsBands) : (RsParamsBands) Parameters of the band.
repaint (bool) : (bool) If true does not update on realtime bars.
Returns: A tuple (corresponds to fields in RsReturnBands)
method importRsRetTuple(this, htfBi, mid, up, lo, dir)
Imports a tuple returned from req.sec() into an HtfBands object
Namespace types: HtfBands
Parameters:
this (HtfBands) : (HtfBands) Object to import to
htfBi (int) : (float) Higher timeframe's bar index (Default = na)
mid (float)
up (float) : (float) Value of upper band (Default = na)
lo (float) : (float) Value of lower band (Default = na)
dir (int) : (int) Direction (for bands like Parabolic SAR) (Default = na)
method addUpdDrawings(this, rsPrms)
Draws band's labels
Namespace types: HtfBands
Parameters:
this (HtfBands)
rsPrms (RsParamsBands)
method update(this)
Sets band's values to na on intrabars if `smoothen` is set.
Namespace types: HtfBands
Parameters:
this (HtfBands)
method newRsParamsBands(this)
A wraper for RsParamsBands.new()
Namespace types: LO_A
Parameters:
this (LO_A)
method newHtfBands(this)
A wraper for HtfBands.new()
Namespace types: LO_B
Parameters:
this (LO_B)
RsParamsBands
Used to pass bands' params to req.sec()
Fields:
bandsType (series BandTypes) : (enum BandTypes) Type of the band (BB, SAR etc.)
q1 (series float) : (float) Depending on type: BB - length, SAR - AF start, ST - ATR's prd
q2 (series float) : (float) Depending on type: BB - StdDev mult, SAR - AF step, ST - mult
q3 (series float) : (float) Depending on type: BB - not used, SAR - AF max, ST - not used
vwapAnchor (series VwapAnchors)
RsReturnBands
Used to return bands' data from req.sec(). Params of the bands are in RsParamsBands
Fields:
htfBi (series float) : (float) Higher timeframe's bar index (Default = na)
upBand (series float) : (float) Value of upper band (Default = na)
loBand (series float) : (float) Value of lower band (Default = na)
midBand (series float) : (float) Value of middle band (Default = na)
dir (series int) : (float) Direction (for bands like Parabolic SAR) (Default = na)
BandsDrawing
Contains plot visualization parameters and stores and keeps track of lines, labels and other visual objects (not plots)
Fields:
lnMidClr (series color) : (color) Middle band color
lnLoClr (series color) : (color) Lower band color
lnUpClr (series color) : (color) Upper band color
fillUpClr (series color)
fillLoClr (series color)
lnWidth (series int) : (int) Line width
lnSmoothen (series bool) : (bool) Smoothen the bands
showHistory (series bool) : (bool) If true show bands lines, otherwise only current level
showRecentBars (series int) : (int) Only show over this number of recent bars
arLbl (array) : (label Labels
lblsMaxLabels (series int) : (int) Max labels to show
lblsShow (series bool) : (bool) Show labels
lblSize (series string) : (string) Size of the labels
HtfBands
Calcs and draws HTF bands
Fields:
rsRet (RsReturnBands) : (RsReturnBands) Bands' values
rsRetNaObj (RsReturnBands) : (RsReturnBands) Dummy na obj for returning from request.security()
rsPrms (RsParamsBands) : (RsParamsBands) Band parameters (for htfUpdate() called in req.sec() )
drw (BandsDrawing) : (BandsDrawing) Contains plot visualization parameters and stores and keeps track of lines, labels and other visual objects (not plots)
enabled (series bool) : (bool) Toggles bands on/off
tf (series string) : (string) Timeframe
LO_A
LO Library object, whose only purpose is to serve as a shorthand for library name in script code.
Fields:
dummy (series string)
LO_B
LO Library object, whose only purpose is to serve as a shorthand for library name in script code.
Fields:
dummy (series string)
MonthlyReturnsVsMarketLibrary "MonthlyReturnsVsMarket" is a repackaging of the script here
Credits to @QuantNomad for orginal script
Now you can avoid to pollute your own strategy's code with the monthly returns table code and just import the library and call displayMonthlyPnL(int precision) function
To be used in strategy scripts.
Library CommonLibrary "LibraryCommon"
A collection of custom tools & utility functions commonly used with my scripts
@description TODO: add library description here
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
getPctChange(float, float, int) Gets the percentage change between 2 float values over a given lookback period
Parameters:
float : value1 The first value to reference
float : value2 The second value to reference
int : lookback The lookback period to analyze
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)
bullFib(priceLow, priceHigh, fibRatio) Calculates a bullish fibonacci value
Parameters:
priceLow : The lowest price point
priceHigh : The highest price point
fibRatio : The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
bearFib(priceLow, priceHigh, fibRatio) Calculates a bearish fibonacci value
Parameters:
priceLow : The lowest price point
priceHigh : The highest price point
fibRatio : The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
getMA(int, string) Gets a Moving Average based on type (MUST BE CALLED ON EVERY CALCULATION)
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
getEAP2(float) Performs secondary EAP stop loss size calculation (eg. ATR < 40, add 5 pips, ATR between 40-50, add 10 pips etc)
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
isInsideBar() Detects inside bars
Returns: Returns true if the current bar is an inside bar
isOutsideBar() Detects outside bars
Returns: Returns true if the current bar is an outside bar
barInSession(string, bool) Determines if the current price bar falls inside the specified session
Parameters:
string : sess The session to check
bool : useFilter (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls within the given time session
barOutSession(string, bool) Determines if the current price bar falls outside the specified session
Parameters:
string : sess The session to check
bool : useFilter (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls outside 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()
fillCell()
LeoLibraryLibrary "LeoLibrary"
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
CSVParser█ OVERVIEW
The library contains functions for parsing and importing complex CSV configurations (with a special simple syntax) into a special hierarchical object (of type objProps ) as follows:
Functions:
parseConfig() - reads CSV text into an objProps object.
toT() - displays the contents of an objProps object in a table form, which allows to check the CSV text for syntax errors.
getPropAr() - returns objProps.arS array for child object with `prop` key in mpObj map (or na if not found)
This library is handy in allowing users to store presets for the scripts and switch between them (see, e.g., my HTF moving averages script where users can switch between several preset configuations of 24 MA's across 5 timeframes).
█ HOW THE SCRIPT WORKS.
The script works as follows:
all values read from config text are stored as strings
Nested brackets in config text create a named nested objects of objProps0, ... , objProps9 types.
objProps objects of each level have the following fields:
- array arS for storing values without names (e.g. "12, 23" will be imported into a string array arS as )
- map mpS for storing items with names (e.g. "tf = 60, length = 21" will be imported as <"tf", "60"> and <"length", "21"> pairs into mpS )
- map mpObj for storing nested objects (e.g. "TF1(tf=60, length(21,50,100))" creates a <"TF1, objProps0 object> pair in mpObj map property of the top level object (objProps) , "tf=60" is stored as <"tf", "60"> key-value pair in mpS map property of a next level object (objProps0) and "length (...)" creates a <"length", objProps1> pair in objProps0.mpObj map while length values are stored in objProps1.arS array as strings. Every opening bracket creates a next level objProps object.
If objects or properties with duplicate names are encountered only the latest is imported
(e.g. for "TF1(length(12,22)), TF1(tf=240)" only "TF1(tf=240)" will be imported
Line breaks are not regarded as part of syntax (i.e. values are imported with line breaks, you can supply
symbols "(" , ")" , "," and "=" are special characters and cannot be used within property values (with the exception of a quoted text as a value of a property as explained below)
named properties can have quoted text as their value. In that case special characters within quotation marks are regarded as normal characters. Text between "=" and opening quotation mark as well as text following the closing quotation mark and until next property value is ignored. E.g. "quote = ignored "The quote" also ignored" will be imported as <"quote", "The quote">. Quotation marks within quotes must be excaped with "\" .
if a key names happens to be a multi-line then only first line containing non-space characters (trimmed from spaces) is taken as a key.
")," or ") ," and similar do not create an empty ("") array item while ",," does. (",)" creates an "" array item)
█ CSV CONFIGURATION SYNTAX
Unnamed values: just list them comma separated and they will be imported into arS of the object of the current level.
Named values: use "=" sign as follows: "property1=value1, property2 = value2"
Value of several objects: Use brackets after the name of the object ant list all object properties within the brackets (including its child objects if necessary). E.g. "TF1(tf =60, length(21,200), TF2(tf=240, length(50,200)"
Named and unnamed values as well as objects can go in any order. E.g. "12, tf=60, 21" will be imported as follows: "12", "21" will go to arS array and <"tf", "60"> will go to mpS maP of objProps (the top level object).
You can play around and test your config text using demo in this library, just edit your text in script settings and see how it is parsed into objProps objects.
█ USAGE RECOMMENDATIONS AND SAMPLE USE
I suggest the following approach:
- create functions for your UDT which can set properties by name.
- create enumerator functions which iterates through all the property names (supplied as a const string array) and imports their values into the object
█ SAMPLE USE
A sample use of this library can be seen in my Multi-timeframe 24 moving averages + BB+SAR+Supertrend+VWAP script where settings for the MAs across many timeframes are imported from CSV configurations (presets).
█ FULL LIST OF FUNCTIONS AND PROPERTIES
nzs(_s, nz)
Like nz() but for strings. Returns `nz` arg (default = "") if _s is na.
Parameters:
_s (string)
nz (string)
method init(this)
Initializes objProps obj (creates child maps and arrays)
Namespace types: objProps
Parameters:
this (objProps)
method toT(this, nz)
Outputs objProps to string matrices for further display using autotable().
Namespace types: objProps, objProps1, ..., objProps9
Parameters:
this (objProps/objProps1/..../objProps9)
nz (string)
Returns: A tuple - value, merge and color matrix (autotable() parameters)
method parseConfig(this, s)
Reads config text into objProps (unnamed values into arS, named into mpS, sub-levels into mpObj)
Namespace types: objProps
Parameters:
this (objProps)
s (string)
method getPropArS(this, prop)
Returns a string array of values for a given property name `prop`. Looks for a key `prop` in objProps.mpObj
if finds pair returns obj.arS, otherwise returns na. Returns a reference to the original, not a copy.
Namespace types: objProps, objProps1, ..., objProps8
Parameters:
this (objProps/objProps1/..../objProps8)
prop (string)
method getPropVal(this, prop, id)
Checks if there is an array of values for property `prop` and returns its `id`'s element or na if not found
Namespace types: objProps, objProps1, ..., objProps8
Parameters:
this (objProps/objProps1/..../objProps8) : objProps object containing array of property values in a child objProp object corresponding to propertty name.
prop (string) : (string) Name of the property
id (int) : (int) Id of the element to be returned from the array pf property values
objProps9 type
Object for storing values read from CSV relating to a particular object or property name.
Fields:
mpS (map) : (map() Stores property values as pairs
arS (array) : (string ) Array of values
objProps, objProps0, ... objProps8 types
Object for storing values read from CSV relating to a particular object or property name.
Fields:
mpS (map) : (map() Stores property values as pairs
arS (array) : (string ) Array of values
mpObj (map) : (map() Stores objProps objects containing properties's data as pairs
HTFMAs█ OVERVIEW
Contains a type HTFMA used to return data on six moving averages from a higher timeframe.
Several types of MA's are supported.
█ HOW TO USE
Please see instructions in the code (in library description). (Important: first fold all sections of the script: press Cmd + K then Cmd + - (for Windows Ctrl + K then Ctrl + -)
█ FULL LIST OF FUNCTIONS AND PARAMETERS
method getMaType(this)
Enumerator function, given a key returns `enum MaTypes` value
Namespace types: series string, simple string, input string, const string
Parameters:
this (string)
method init(this, enableAll, ma1Enabled, ma1MaType, ma1Src, ma1Prd, ma2Enabled, ma2MaType, ma2Src, ma2Prd, ma3Enabled, ma3MaType, ma3Src, ma3Prd, ma4Enabled, ma4MaType, ma4Src, ma4Prd, ma5Enabled, ma5MaType, ma5Src, ma5Prd, ma6Enabled, ma6MaType, ma6Src, ma6Prd)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs)
enableAll (simple MaEnable)
ma1Enabled (bool)
ma1MaType (series MaTypes)
ma1Src (string)
ma1Prd (int)
ma2Enabled (bool)
ma2MaType (series MaTypes)
ma2Src (string)
ma2Prd (int)
ma3Enabled (bool)
ma3MaType (series MaTypes)
ma3Src (string)
ma3Prd (int)
ma4Enabled (bool)
ma4MaType (series MaTypes)
ma4Src (string)
ma4Prd (int)
ma5Enabled (bool)
ma5MaType (series MaTypes)
ma5Src (string)
ma5Prd (int)
ma6Enabled (bool)
ma6MaType (series MaTypes)
ma6Src (string)
ma6Prd (int)
method init(this, enableAll, tf, rngAtrQ, showRecentBars, lblsOffset, lblsShow, lnOffset, lblSize, lblStyle, smoothen, ma1lnClr, ma1lnWidth, ma1lnStyle, ma2lnClr, ma2lnWidth, ma2lnStyle, ma3lnClr, ma3lnWidth, ma3lnStyle, ma4lnClr, ma4lnWidth, ma4lnStyle, ma5lnClr, ma5lnWidth, ma5lnStyle, ma6lnClr, ma6lnWidth, ma6lnStyle, ma1ShowHistory, ma2ShowHistory, ma3ShowHistory, ma4ShowHistory, ma5ShowHistory, ma6ShowHistory, ma1ShowLabel, ma2ShowLabel, ma3ShowLabel, ma4ShowLabel, ma5ShowLabel, ma6ShowLabel)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
enableAll (series MaEnable)
tf (string)
rngAtrQ (int)
showRecentBars (int)
lblsOffset (int)
lblsShow (bool)
lnOffset (int)
lblSize (string)
lblStyle (string)
smoothen (bool)
ma1lnClr (color)
ma1lnWidth (int)
ma1lnStyle (string)
ma2lnClr (color)
ma2lnWidth (int)
ma2lnStyle (string)
ma3lnClr (color)
ma3lnWidth (int)
ma3lnStyle (string)
ma4lnClr (color)
ma4lnWidth (int)
ma4lnStyle (string)
ma5lnClr (color)
ma5lnWidth (int)
ma5lnStyle (string)
ma6lnClr (color)
ma6lnWidth (int)
ma6lnStyle (string)
ma1ShowHistory (bool)
ma2ShowHistory (bool)
ma3ShowHistory (bool)
ma4ShowHistory (bool)
ma5ShowHistory (bool)
ma6ShowHistory (bool)
ma1ShowLabel (bool)
ma2ShowLabel (bool)
ma3ShowLabel (bool)
ma4ShowLabel (bool)
ma5ShowLabel (bool)
ma6ShowLabel (bool)
method get(this, id)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs)
id (int)
method set(this, id, prop, val)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs)
id (int)
prop (string)
val (string)
method set(this, id, prop, val)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
id (int)
prop (string)
val (string)
method htfUpdateTuple(rsParams, repaint)
Namespace types: RsParamsMAs
Parameters:
rsParams (RsParamsMAs)
repaint (bool)
method clear(this)
Namespace types: MaDrawing
Parameters:
this (MaDrawing)
method importRsRetTuple(this, htfBi, ma1, ma2, ma3, ma4, ma5, ma6)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
htfBi (int)
ma1 (float)
ma2 (float)
ma3 (float)
ma4 (float)
ma5 (float)
ma6 (float)
method getDrw(this, id)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
id (int)
method setDrwProp(this, id, prop, val)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
id (int)
prop (string)
val (string)
method initDrawings(this, rsPrms, dispBandWidth)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
rsPrms (RsParamsMAs)
dispBandWidth (float)
method updateDrawings(this, rsPrms, dispBandWidth)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
rsPrms (RsParamsMAs)
dispBandWidth (float)
method update(this)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.
oCfg (objProps type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.
oCfg (objProps0 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.
oCfg (objProps1 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.
oCfg (objProps2 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.
oCfg (objProps3 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.
oCfg (objProps4 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.
oCfg (objProps5 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `RsParamsMAs` child `RsMaCalcParams` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (RsParamsMAs) Target object to import prop values to.
oCfg (objProps6 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs)
oCfg (objProps7 type from moebius1977/CSVParser/1)
maCount (int)
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: RsParamsMAs
Parameters:
this (RsParamsMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps8 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: HTFMAs
Parameters:
this (HTFMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: HTFMAs
Parameters:
this (HTFMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps0 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: HTFMAs
Parameters:
this (HTFMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps1 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: HTFMAs
Parameters:
this (HTFMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps2 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: HTFMAs
Parameters:
this (HTFMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps3 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: HTFMAs
Parameters:
this (HTFMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps4 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: HTFMAs
Parameters:
this (HTFMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps5 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Imports HTF MAs settings from objProps (of any level) into `HTFMAs` child `MaDrawing` objects (into the first first `maCount` of them)
Namespace types: HTFMAs
Parameters:
this (HTFMAs) : (HTFMAs) Target object to import prop values to.
oCfg (objProps6 type from moebius1977/CSVParser/1) : (CSVP.objProps) (one of objProps types) an objProps, ... opjProps8 containing properties' values in a child objProps objects
maCount (int) : (int) Number of tgtObj's RsMaCalcParams childs of tgtObj to set (1 to 6, starting from 1)
Returns: this
method importConfig(this, oCfg, maCount)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
oCfg (objProps7 type from moebius1977/CSVParser/1)
maCount (int)
method importConfig(this, oCfg, maCount)
Namespace types: HTFMAs
Parameters:
this (HTFMAs)
oCfg (objProps8 type from moebius1977/CSVParser/1)
maCount (int)
method newRsParamsMAs(this)
Namespace types: LO
Parameters:
this (LO)
method newHTFMAs(this)
Namespace types: LO
Parameters:
this (LO)
RsMaCalcParams
Parameters of one MA (only calculation params needed within req.sec(), visual parameters are within htfMAs type)
Fields:
enabled (series bool)
maType (series MaTypes) : MA type options: SMA / EMA / WMA / ...
src (series string)
prd (series int) : MA period
RsParamsMAs
Collection of parameters of 6 MAs. Used to pass params to req.sec()
Fields:
ma1CalcParams (RsMaCalcParams)
ma2CalcParams (RsMaCalcParams)
ma3CalcParams (RsMaCalcParams)
ma4CalcParams (RsMaCalcParams)
ma5CalcParams (RsMaCalcParams)
ma6CalcParams (RsMaCalcParams)
RsReturnMAs
Used to return data from req.sec().
Fields:
htfBi (series int)
ma1 (series float)
ma2 (series float)
ma3 (series float)
ma4 (series float)
ma5 (series float)
ma6 (series float)
MaDrawing
MA's plot parameters plus drawing objects for MA's current level (line and label).
Fields:
lnClr (series color) : (color) MA plot line color (like in plot())
lnWidth (series int) : (int) MA plot line width (like in plot())
lnStyle (series string) : (string) MA plot line style (like in plot())
showHistory (series bool) : (bool) Whether to plot the MA on historical bars or only show current level to the right of the latest bar.
showLabel (series bool) : (bool) Whether to show the name of the MA to the right of the MA's level
ln (series line) : (line) line to show MA"s current level
lbl (series label) : (label) label showing MA's name
HTFMAs
Contains data and drawing parameters for MA's of one timeframe (MA calculation parameters for MA's of one timeframe are in a separate object RsParamsMAs)
Fields:
rsRet (RsReturnMAs) : (RsReturnMAs) Contains data returned from req.sec(). Is set to na in between HTF bar changes if smoothing is enabled.
rsRetLast (RsReturnMAs) : (RsReturnMAs) Contains a copy of data returned from req.sec() in case rsRet is set to na for smoothing.
rsRetNaObj (RsReturnMAs) : (RsReturnMAs) An empty object as `na` placeholder
ma1Drawing (MaDrawing) : (MaDrawing) MA drawing properties
ma2Drawing (MaDrawing) : (MaDrawing) MA drawing properties
ma3Drawing (MaDrawing) : (MaDrawing) MA drawing properties
ma4Drawing (MaDrawing) : (MaDrawing) MA drawing properties
ma5Drawing (MaDrawing) : (MaDrawing) MA drawing properties
ma6Drawing (MaDrawing) : (MaDrawing) MA drawing properties
enabled (series bool) : (bool ) Enables/disables all of the MAs of one timeframe.
tf (series string) : (string) Timeframe
showHistory (series bool) : (bool ) Plot MA line on historical bars
rngAtrQ (series int) : (int ) A multiplier for atr(14). Determines a range within which the MA's will be plotted. MA's too far away will not be plotted.
showRecentBars (series int) : (int ) Only plot MA on these recent bars
smoothen (series bool) : (bool ) Smoothen MA plot. If false the same HTF value is returned on all chart bars within a HTF bar (intrabars), so the plot looks like steps.
lblsOffset (series int) : (int ) Show MA name this number of bars to the right off last bar.
lblsShow (series bool) : (bool ) Show MA name
lnOffset (series int) : (int ) Start line showing current level of the MA this number of bars to the right off the last bar.
lblSize (series string) : (string) Label size
lblStyle (series string) : (string) Label style
lblTxtAlign (series string) : (string) Label text align
bPopupLabel (series bool) : (bool ) Show current MA value as a tooltip to MA's name.
LO
LO Library object, whose only purpose is to serve as a shorthand for library name in script code.
Fields:
dummy (series string)
VonnyPublicLibraryLibrary "VonnyPublicLibrary"
A collection functions commonly used within my scripts
EntryBull(float, float)
Calculate when a bullish condition occurs. (When you have two variables)
Parameters:
float : Enter first variable
float : Enter second variable
Returns: True the first bar of your bullish condition
EntryBear(float, float)
Calculate when a bearish condition occurs. (When you have two variables)
Parameters:
float : Enter first variable
float : Enter second variable
Returns: True the first bar of your bearish condition
LowestPivot(bool, bool, bool, float, float)
Calculate the low of your bearish condition
Parameters:
bool : bullish condition
bool : bearish condition
bool : candle buffer to prevent the script from crashing. Since were working with a Dynamic Length
float : Enter what you want to see the low off? Low of the bar OR Close of the bar
float : Enter what you want to see the low off? Low of the bar OR Open of the bar..... might seem pointless but some times the Lowest open is lower then the Lowest Close
Returns: Lowest point of your sell condition when ever your buy condition is triggered
HighestPivot(bool, bool, bool, float, float)
Calculate the high of your bullish condition
Parameters:
bool : bullish condition
bool : bearish condition
bool : candle buffer to prevent the script from crashing. Since were working with a Dynamic Length
float : Enter what you want to see the high off? High of the bar OR Close of the bar
float : Enter what you want to see the high off? High of the bar OR Open of the bar..... might seem pointless but some times the Highest open is Higher then the Highest Close
Returns: Highest point of your buy condition when ever your sell condition is triggered
lookBack(bool, bool)
Calculate how many bars since your bullish condition and bearish condition.
Parameters:
bool : enter bullish condition
bool : enter bearish condition
Returns: How many bars elapsed since the most recent condition. Bullish or bearish
RegexLib█ OVERVIEW
This library contains regular expression (regex) search functions which are helpful, in particular, in reading configuration inputs.
feedRgx(): Searches for the first occurrence of `regex` pattern in the `src` and returns `src` split into parts as a tuple: ` `. If no match returns ` `
countRgx(): Counts `regex` occurrences in the `src`.
matchRgx(): Finds given `occurence` of `regex` pattern in `src` string.
NB! countRgx() and matchRgx() do not support `^` (beginning of the string placeholder), lookbehind some other complex patterns, because they works by cutting off the part of the string up to the first found occurence (inclusive) and then continuing the search on the remainder of the string. E.g. in a four line source `(?<=\n).+\n` should match the second and the third lines but matchRgx only matches the second line since after matching it continues to search in the remainder AFTER the match only.
█ FULL LIST OF FUNCTIONS AND PARAMETERS
method feedRgx(src, regex)
Searches for the first occurrence of ` regex ` pattern in the ` src ` and returns ` src ` split into parts as a tuple: ` `. If no match returns ` `
Namespace types: series string, simple string, input string, const string
Parameters:
src (string) : (string) String to search for the regex pattern
regex (string) : (string) RegEx pattern
Returns: A tuple ` ` where `begS` is the part of the `src` string from the beginning up to the
first occurence of the `regex` pattern (or up to the end if not found), `matchS` - the first occurrence of the
regex pattern and `endS` the part of the strinf following the first occurrence of the `regex` pattern.
method countRgx(src, regex)
Counts `regex` occurrences in the `src`. ___NB!___ _Does not support `^` (beginning of the string
placeholder), lookbehind some other complex patterns, because it works by cutting off the part of the string up to
the first found occurence (inclusive) and then continuing the search on the remainder of the string. E.g. in a four line source `(?<=\n).+\n` should match the second and the third lines but matchRgx only
matches the second line since after matching it continues to search in the remainder AFTER the match only. _
Namespace types: series string, simple string, input string, const string
Parameters:
src (string) : (string) String in which the regex pattern occurences are to be counted
regex (string) : (string) RegEx pattern
Returns: The number of occurrences of the `regex` pattern in the `src` string.
method matchRgx(src, regex, occurrence)
Finds given `occurence` of `regex` pattern in `src` string. ___NB!___ _Does not support `^` (beginning of the string placeholder), lookbehind and some other complex patterns, because it works by cutting off the part of the string up to the first found occurence (inclusive) and then continuing the search on the remainder of the string. E.g. in a four line source `(?<=\n).+\n` should match the second and the third lines but matchRgx only matches the second line since after matching it continues to search in the remainder AFTER the match only. _
Namespace types: series string, simple string, input string, const string
Parameters:
src (string) : (string) String to search for the regex pattern
regex (string) : (string) RegEx pattern
occurrence (int) : (int) (Default is 1) The number of the occurrence to search for. If this params exceeds the actual
number of occurrences of the pattern in the `src` string the following tuple is returned
Returns: A tuple, matchS - matched substring, matchPos - position of the match, matchL - match length
█ HOW TO USE
See DEMO section in the script.
You can test regex patterns by playing around with script input settings.
Another usage example can be found in my CSVParser and HTFMAs libraries.
chrono_utilsLibrary "chrono_utils"
Collection of objects and common functions that are related to datetime windows session days and time
ranges. The main purpose of this library is to handle time-related functionality and make it easy to reason about a
future bar checking if it will be part of a predefined session and/or inside a datetime window. All existing session
functionality I found in the documentation e.g. "not na(time(timeframe, session, timezone))" are not suitable for
strategy scripts, since the execution of the orders is delayed by one bar, due to the script execution happening at
the bar close. Moreover, a history operator with a negative value that looks forward is not allowed in any pinescript
expression. So, a prediction for the next bar using the bars_back argument of "time()"" and "time_close()" was
necessary. Thus, I created this library to overcome this small but very important limitation. In the meantime, I
added useful functionality to handle session-based behavior. An interesting utility that emerged from this
development is the data anomaly detection where a comparison between the prediction and the actual value is happening.
If those two values are different then a data inconsistency happened between the prediction bar and the actual bar
(probably due to a holiday, half session day, a timezone change etc..)
exTimezone(timezone)
exTimezone - Convert extended timezone to timezone string
Parameters:
timezone (simple string) : - The timezone or a special string
Returns: string representing the timezone
nameOfDay(day)
nameOfDay - Convert the day id into a short nameOfDay
Parameters:
day (int) : - The day id to convert
Returns: - The short name of the day
today()
today - Get the day id of this day
Returns: - The day id
nthDayAfter(day, n)
nthDayAfter - Get the day id of n days after the given day
Parameters:
day (int) : - The day id of the reference day
n (int) : - The number of days to go forward
Returns: - The day id of the day that is n days after the reference day
nextDayAfter(day)
nextDayAfter - Get the day id of next day after the given day
Parameters:
day (int) : - The day id of the reference day
Returns: - The day id of the next day after the reference day
nthDayBefore(day, n)
nthDayBefore - Get the day id of n days before the given day
Parameters:
day (int) : - The day id of the reference day
n (int) : - The number of days to go forward
Returns: - The day id of the day that is n days before the reference day
prevDayBefore(day)
prevDayBefore - Get the day id of previous day before the given day
Parameters:
day (int) : - The day id of the reference day
Returns: - The day id of the previous day before the reference day
tomorrow()
tomorrow - Get the day id of the next day
Returns: - The next day day id
normalize(num, min, max)
normalizeHour - Check if number is inthe range of
Parameters:
num (int)
min (int)
max (int)
Returns: - The normalized number
normalizeHour(hourInDay)
normalizeHour - Check if hour is valid and return a noralized hour range from
Parameters:
hourInDay (int)
Returns: - The normalized hour
normalizeMinute(minuteInHour)
normalizeMinute - Check if minute is valid and return a noralized minute from
Parameters:
minuteInHour (int)
Returns: - The normalized minute
monthInMilliseconds(mon)
monthInMilliseconds - Calculate the miliseconds in one bar of the timeframe
Parameters:
mon (int) : - The month of reference to get the miliseconds
Returns: - The number of milliseconds of the month
barInMilliseconds()
barInMilliseconds - Calculate the miliseconds in one bar of the timeframe
Returns: - The number of milliseconds in one bar
method to_string(this)
to_string - Formats the time window into a human-readable string
Namespace types: DateTimeWindow
Parameters:
this (DateTimeWindow) : - The time window object with the from and to datetimes
Returns: - The string of the time window
method to_string(this)
to_string - Formats the session days into a human-readable string with short day names
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object with the day selection
Returns: - The string of the session day short names
method to_string(this)
to_string - Formats the session time into a human-readable string
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object with the hour and minute of the time of the day
Returns: - The string of the session time
method to_string(this)
to_string - Formats the session time into a human-readable string
Namespace types: SessionTimeRange
Parameters:
this (SessionTimeRange) : - The session time range object with the start and end time of the daily session
Returns: - The string of the session time
method to_string(this)
to_string - Formats the session into a human-readable string
Namespace types: Session
Parameters:
this (Session) : - The session object with the day and the time range selection
Returns: - The string of the session
method init(this, fromDateTime, toDateTime)
init - Initialize the time window object from boolean values of each session day
Namespace types: DateTimeWindow
Parameters:
this (DateTimeWindow) : - The time window object that will hold the from and to datetimes
fromDateTime (int) : - The starting datetime of the time window
toDateTime (int) : - The ending datetime of the time window
Returns: - The time window object
method init(this, refTimezone, chTimezone, fromDateTime, toDateTime)
init - Initialize the time window object from boolean values of each session day
Namespace types: DateTimeWindow
Parameters:
this (DateTimeWindow) : - The time window object that will hold the from and to datetimes
refTimezone (simple string) : - The timezone of reference of the 'from' and 'to' dates
chTimezone (simple string) : - The target timezone to convert the 'from' and 'to' dates
fromDateTime (int) : - The starting datetime of the time window
toDateTime (int) : - The ending datetime of the time window
Returns: - The time window object
method init(this, sun, mon, tue, wed, thu, fri, sat)
init - Initialize the session days object from boolean values of each session day
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object that will hold the day selection
sun (bool) : - Is Sunday a trading day?
mon (bool) : - Is Monday a trading day?
tue (bool) : - Is Tuesday a trading day?
wed (bool) : - Is Wednesday a trading day?
thu (bool) : - Is Thursday a trading day?
fri (bool) : - Is Friday a trading day?
sat (bool) : - Is Saturday a trading day?
Returns: - The session days object
method init(this, unixTime)
init - Initialize the object from the hour and minute of the session time in exchange timezone (syminfo.timezone)
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object with the hour and minute of the time of the day
unixTime (int) : - The unix time
Returns: - The session time object
method init(this, hourInDay, minuteInHour)
init - Initialize the object from the hour and minute of the session time in exchange timezone (syminfo.timezone)
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object with the hour and minute of the time of the day
hourInDay (int) : - The hour of the time
minuteInHour (int) : - The minute of the time
Returns: - The session time object
method init(this, hourInDay, minuteInHour, refTimezone)
init - Initialize the object from the hour and minute of the session time
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object with the hour and minute of the time of the day
hourInDay (int) : - The hour of the time
minuteInHour (int) : - The minute of the time
refTimezone (string) : - The timezone of reference of the 'hour' and 'minute'
Returns: - The session time object
method init(this, startTime, endTime)
init - Initialize the object from the start and end session time in exchange timezone (syminfo.timezone)
Namespace types: SessionTimeRange
Parameters:
this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session
startTime (SessionTime) : - The time the session begins
endTime (SessionTime) : - The time the session ends
Returns: - The session time range object
method init(this, startTimeHour, startTimeMinute, endTimeHour, endTimeMinute, refTimezone)
init - Initialize the object from the start and end session time
Namespace types: SessionTimeRange
Parameters:
this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session
startTimeHour (int) : - The time hour the session begins
startTimeMinute (int) : - The time minute the session begins
endTimeHour (int) : - The time hour the session ends
endTimeMinute (int) : - The time minute the session ends
refTimezone (string)
Returns: - The session time range object
method init(this, days, timeRanges)
init - Initialize the session object from session days and time range
Namespace types: Session
Parameters:
this (Session) : - The session object that will hold the day and the time range selection
days (SessionDays) : - The session days object that defines the days the session is happening
timeRanges (array) : - The array of all the session time ranges during a session day
Returns: - The session object
method init(this, days, timeRanges, names, colors)
init - Initialize the session object from session days and time range
Namespace types: SessionView
Parameters:
this (SessionView) : - The session view object that will hold the session, the names and the color selections
days (SessionDays) : - The session days object that defines the days the session is happening
timeRanges (array) : - The array of all the session time ranges during a session day
names (array) : - The array of the names of the sessions
colors (array) : - The array of the colors of the sessions
Returns: - The session object
method get_size_in_secs(this)
get_size_in_secs - Count the seconds from start to end in the given timeframe
Namespace types: DateTimeWindow
Parameters:
this (DateTimeWindow) : - The time window object with the from and to datetimes
Returns: - The number of seconds inside the time widow for the given timeframe
method get_size_in_secs(this)
get_size_in_secs - Calculate the seconds inside the session
Namespace types: SessionTimeRange
Parameters:
this (SessionTimeRange) : - The session time range object with the start and end time of the daily session
Returns: - The number of seconds inside the session
method get_size_in_bars(this)
get_size_in_bars - Count the bars from start to end in the given timeframe
Namespace types: DateTimeWindow
Parameters:
this (DateTimeWindow) : - The time window object with the from and to datetimes
Returns: - The number of bars inside the time widow for the given timeframe
method get_size_in_bars(this)
get_size_in_bars - Calculate the bars inside the session
Namespace types: SessionTimeRange
Parameters:
this (SessionTimeRange) : - The session time range object with the start and end time of the daily session
Returns: - The number of bars inside the session for the given timeframe
method is_bar_included(this, offset_forward)
is_bar_included - Check if the given bar is between the start and end dates of the window
Namespace types: DateTimeWindow
Parameters:
this (DateTimeWindow) : - The time window object with the from and to datetimes
offset_forward (simple int) : - The number of bars forward. Default is 1
Returns: - Whether the current bar is inside the datetime window
method is_bar_included(this, offset_forward)
is_bar_included - Check if the given bar is inside the session as defined by the input params (what "not na(time(timeframe.period, this.to_sess_string()) )" should return if you could write it
Namespace types: Session
Parameters:
this (Session) : - The session with the day and the time range selection
offset_forward (simple int) : - The bar forward to check if it is between the from and to datetimes. Default is 1
Returns: - Whether the current time is inside the session
method to_sess_string(this)
to_sess_string - Formats the session days into a session string with day ids
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object
Returns: - The string of the session day ids
method to_sess_string(this)
to_sess_string - Formats the session time into a session string
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object with the hour and minute of the time of the day
Returns: - The string of the session time
method to_sess_string(this)
to_sess_string - Formats the session time into a session string
Namespace types: SessionTimeRange
Parameters:
this (SessionTimeRange) : - The session time range object with the start and end time of the daily session
Returns: - The string of the session time
method to_sess_string(this)
to_sess_string - Formats the session into a session string
Namespace types: Session
Parameters:
this (Session) : - The session object with the day and the time range selection
Returns: - The string of the session
method from_sess_string(this, sess)
from_sess_string - Initialize the session days object from the session string
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object that will hold the day selection
sess (string) : - The session string part that represents the days
Returns: - The session days object
method from_sess_string(this, sess)
from_sess_string - Initialize the session time object from the session string in exchange timezone (syminfo.timezone)
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object that will hold the hour and minute of the time
sess (string) : - The session string part that represents the time HHmm
Returns: - The session time object
method from_sess_string(this, sess, refTimezone)
from_sess_string - Initialize the session time object from the session string
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object that will hold the hour and minute of the time
sess (string) : - The session string part that represents the time HHmm
refTimezone (simple string) : - The timezone of reference of the 'hour' and 'minute'
Returns: - The session time object
method from_sess_string(this, sess)
from_sess_string - Initialize the session time range object from the session string in exchange timezone (syminfo.timezone)
Namespace types: SessionTimeRange
Parameters:
this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session
sess (string) : - The session string part that represents the time range HHmm-HHmm
Returns: - The session time range object
method from_sess_string(this, sess, refTimezone)
from_sess_string - Initialize the session time range object from the session string
Namespace types: SessionTimeRange
Parameters:
this (SessionTimeRange) : - The session time range object that will hold the start and end time of the daily session
sess (string) : - The session string part that represents the time range HHmm-HHmm
refTimezone (simple string) : - The timezone of reference of the time ranges
Returns: - The session time range object
method from_sess_string(this, sess)
from_sess_string - Initialize the session object from the session string in exchange timezone (syminfo.timezone)
Namespace types: Session
Parameters:
this (Session) : - The session object that will hold the day and the time range selection
sess (string) : - The session string that represents the session HHmm-HHmm,HHmm-HHmm:ddddddd
Returns: - The session time range object
method from_sess_string(this, sess, refTimezone)
from_sess_string - Initialize the session object from the session string
Namespace types: Session
Parameters:
this (Session) : - The session object that will hold the day and the time range selection
sess (string) : - The session string that represents the session HHmm-HHmm,HHmm-HHmm:ddddddd
refTimezone (simple string) : - The timezone of reference of the time ranges
Returns: - The session time range object
method nth_day_after(this, day, n)
nth_day_after - The nth day after the given day that is a session day (true) in the object
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object with the day selection
day (int) : - The day id of the reference day
n (int) : - The number of days after
Returns: - The day id of the nth session day of the week after the given day
method nth_day_before(this, day, n)
nth_day_before - The nth day before the given day that is a session day (true) in the object
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object with the day selection
day (int) : - The day id of the reference day
n (int) : - The number of days after
Returns: - The day id of the nth session day of the week before the given day
method next_day(this)
next_day - The next day that is a session day (true) in the object
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object with the day selection
Returns: - The day id of the next session day of the week
method previous_day(this)
previous_day - The previous day that is session day (true) in the object
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object with the day selection
Returns: - The day id of the previous session day of the week
method get_sec_in_day(this)
get_sec_in_day - Count the seconds since the start of the day this session time represents
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object with the hour and minute of the time of the day
Returns: - The number of seconds passed from the start of the day until that session time
method get_ms_in_day(this)
get_ms_in_day - Count the milliseconds since the start of the day this session time represents
Namespace types: SessionTime
Parameters:
this (SessionTime) : - The session time object with the hour and minute of the time of the day
Returns: - The number of milliseconds passed from the start of the day until that session time
method is_day_included(this, day)
is_day_included - Check if the given day is inside the session days
Namespace types: SessionDays
Parameters:
this (SessionDays) : - The session days object with the day selection
day (int) : - The day to check if it is a trading day
Returns: - Whether the current day is included in the session days
DateTimeWindow
DateTimeWindow - Object that represents a datetime window with a beginning and an end
Fields:
fromDateTime (series int) : - The beginning of the datetime window
toDateTime (series int) : - The end of the datetime window
SessionDays
SessionDays - Object that represent the trading days of the week
Fields:
days (map) : - The map that contains all days of the week and their session flag
SessionTime
SessionTime - Object that represents the time (hour and minutes)
Fields:
hourInDay (series int) : - The hour of the day that ranges from 0 to 24
minuteInHour (series int) : - The minute of the hour that ranges from 0 to 59
minuteInDay (series int) : - The minute of the day that ranges from 0 to 1440. They will be calculated based on hourInDay and minuteInHour when method is called
SessionTimeRange
SessionTimeRange - Object that represents a range that extends from the start to the end time
Fields:
startTime (SessionTime) : - The beginning of the time range
endTime (SessionTime) : - The end of the time range
isOvernight (series bool) : - Whether or not this is an overnight time range
Session
Session - Object that represents a session
Fields:
days (SessionDays) : - The map of the trading days
timeRanges (array) : - The array with all time ranges of the session during the trading days
SessionView
SessionView - Object that visualize a session
Fields:
sess (Session) : - The Session object to be visualized
names (array) : - The names of the session time ranges
colors (array) : - The colors of the session time ranges
Price Displacement - Candlestick (OHLC) CalculationsA Magical little helper friend for Candle Math.
When composing scripts, it is often necessary to manipulate the math around the OHLC. At times, you want a scalar (absolute) value others you want a vector (+/-). Sometimes you want the open - close and sometimes you want just the positive number of the body size. You might want it in ticks or you might want it in points or you might want in percentages. And every time you try to put it together you waste precious time and brain power trying to think about how to properly structure what you're looking for. Not to mention it's normally not that aesthetically pleasing to look at in the code.
So, this fixes all of that.
Using this library. A function like 'pd.pt(_exp)' can call any kind of candlestick math you need. The function returns the candlestick math you define using particular expressions.
Candle Math Functions Include:
Points:
pt(_exp) Absolute Point Displacement. Point quantity of given size parameters according to _exp.
vpt(_exp) Vector Point Displacement. Point quantity of given size parameters according to _exp.
Ticks:
tick(_exp) Absolute Tick Displacement. Tick quantity of given size parameters according to _exp.
vtick(_exp) Vector Tick Displacement. Tick quantity of given size parameters according to _exp.
Percentages:
pct(_exp, _prec) Absolute Percent Displacement. (w/rounding overload). Percent quantity of bar range of given size parameters according to _exp.
vpct(_exp, _prec) Vector Percent Displacement (w/rounding overload). Percent quantity of bar range of given size parameters according to _exp.
Expressions You Can Use with Formulas:
The expressions are simple (simple strings that is) and I did my best to make them sensible, generally using just the ohlc abreviations. I also included uw, lw, bd, and rg for when you're just trying to pull a candle component out. That way you don't have to think about which of the ohlc you're trying to get just use pd.tick("uw") and now the variable is assigned the length of the upper wick, absolute value, in ticks. If you wanted the vector in pts its pd.vpt("uw"). It also makes changing things easy too as I write it out.
Expression List:
Combinations
"oh" = open - high
"ol" = open - low
"oc" = open - close
"ho" = high - open
"hl" = high - low
"hc" = high - close
"lo" = low - open
"lh" = low - high
"lc" = low - close
"co" = close - open
"ch" = close - high
"cl" = close - low
Candle Components
"uw" = Upper Wick
"bd" = Body
"lw" = Lower Wick
"rg" = Range
Pct() Only
"scp" = Scalar Close Position
"sop" = Scalar Open Position
"vcp" = Vector Close Position
"vop" = Vector Open Position
The attributes are going to be available in the pop up dialogue when you mouse over the function, so you don't really have to remember them. I tried to make that look as efficient as possible. You'll notice it follows the OHLC pattern. Thus, "oh" precedes "ho" (heyo) because "O" would be first in the OHLC. Its a way to help find the expression you're looking for quickly. Like looking through an alphabetized list for traders.
There is a copy/paste console friendly helper list in the script itself.
Additional Notes on the Pct() Only functions:
This is the original reason I started writing this. These concepts place a rating/value on the bar based on candle attributes in one number. These formulas put a open or close value in a percentile of the bar relative to another aspect of the bar.
Scalar - Non-directional. Absolute Value.
Scalar Position: The position of the price attribute relative to the scale of the bar range (high - low)
Example: high = 100. low = 0. close = 25.
(A) Measure price distance C-L. How high above the low did the candle close (e.g. close - low = 25)
(B) Divide by bar range (high - low). 25 / (100 - 0) = .25
Explaination: The candle closed at the 25th percentile of the bar range given the bar range low = 0 and bar range high = 100.
Formula: scp = (close - low) / (high - low)
Vector = Directional.
Vector Position: The position of the price attribute relative to the scale of the bar midpoint (Vector Position at hl2 = 0)
Example: high = 100. low = 0. close = 25.
(A) Measure Price distance C-L: How high above the low did the candle close (e.g. close - low = 25)
(B) Measure Price distance H-C: How far below the high did the candle close (e.g. high - close = 75)
(C) Take Difference: A - B = C = -50
(D) Divide by bar range (high - low). -50 / (100 - 0) = -0.50
Explaination: Candle close at the midpoint between hl2 and the low.
Formula: vcp = { / (high - low) }
Thank you for checking this out. I hope no one else has already done this (because it took half the day) and I hope you find value in it. Be well. Trade well.
Library "PD"
Price Displacement
pt(_exp) Absolute Point Displacement. Point quantity of given size parameters according to _exp.
Parameters:
_exp : (string) Price Parameter
Returns: Point size of given expression as an absolute value.
vpt(_exp) Vector Point Displacement. Point quantity of given size parameters according to _exp.
Parameters:
_exp : (string) Price Parameter
Returns: Point size of given expression as a vector.
tick(_exp) Absolute Tick Displacement. Tick quantity of given size parameters according to _exp.
Parameters:
_exp : (string) Price Parameter
Returns: Tick size of given expression as an absolute value.
vtick(_exp) Vector Tick Displacement. Tick quantity of given size parameters according to _exp.
Parameters:
_exp : (string) Price Parameter
Returns: Tick size of given expression as a vector.
pct(_exp, _prec) Absolute Percent Displacement (w/rounding overload). Percent quantity of bar range of given size parameters according to _exp.
Parameters:
_exp : (string) Expression
_prec : (int) Overload - Place value precision definition
Returns: Percent size of given expression as decimal.
vpct(_exp, _prec) Vector Percent Displacement (w/rounding overload). Percent quantity of bar range of given size parameters according to _exp.
Parameters:
_exp : (string) Expression
_prec : (int) Overload - Place value precision definition
Returns: Percent size of given expression as decimal.
Time█ OVERVIEW
This library is a Pine Script™ programmer’s tool containing a variety of time related functions to calculate or measure time, or format time into string variables.
█ CONCEPTS
`formattedTime()`, `formattedDate()` and `formattedDay()`
Pine Script™, like many other programming languages, uses timestamps in UNIX format, expressed as the number of milliseconds elapsed since 00:00:00 UTC, 1 January 1970. These three functions convert a UNIX timestamp to a formatted string for human consumption.
These are examples of ways you can call the functions, and the ensuing results:
CODE RESULT
formattedTime(timenow) >>> "00:40:35"
formattedTime(timenow, "short") >>> "12:40 AM"
formattedTime(timenow, "full") >>> "12:40:35 AM UTC"
formattedTime(1000 * 60 * 60 * 3.5, "HH:mm") >>> "03:30"
formattedDate(timenow, "short") >>> "4/30/22"
formattedDate(timenow, "medium") >>> "Apr 30, 2022"
formattedDate(timenow, "full") >>> "Saturday, April 30, 2022"
formattedDay(timenow, "E") >>> "Sat"
formattedDay(timenow, "dd.MM.yy") >>> "30.04.22"
formattedDay(timenow, "yyyy.MM.dd G 'at' hh:mm:ss z") >>> "2022.04.30 AD at 12:40:35 UTC"
These functions use str.format() and some of the special formatting codes it allows for. Pine Script™ documentation does not yet contain complete specifications on these codes, but in the meantime you can find some information in the The Java™ Tutorials and in Java documentation of its MessageFormat class . Note that str.format() implements only a subset of the MessageFormat features in Java.
`secondsSince()`
The introduction of varip variables in Pine Script™ has made it possible to track the time for which a condition is true when a script is executing on a realtime bar. One obvious use case that comes to mind is to enable trades to exit only when the exit condition has been true for a period of time, whether that period is shorter that the chart's timeframe, or spans across multiple realtime bars.
For more information on this function and varip please see our Using `varip` variables publication.
`timeFrom( )`
When plotting lines , boxes , and labels one often needs to calculate an offset for past or future end points relative to the time a condition or point occurs in history. Using xloc.bar_index is often the easiest solution, but some situations require the use of xloc.bar_time . We introduce `timeFrom()` to assist in calculating time-based offsets. The function calculates a timestamp using a negative (into the past) or positive (into the future) offset from the current bar's starting or closing time, or from the current time of day. The offset can be expressed in units of chart timeframe, or in seconds, minutes, hours, days, months or years. This function was ported from our Time Offset Calculation Framework .
`formattedNoOfPeriods()` and `secondsToTfString()`
Our final two offerings aim to confront two remaining issues:
How much time is represented in a given timestamp?
How can I produce a "simple string" timeframe usable with request.security() from a timeframe expressed in seconds?
`formattedNoOfPeriods()` converts a time value in ms to a quantity of time units. This is useful for calculating a difference in time between 2 points and converting to a desired number of units of time. If no unit is supplied, the function automatically chooses a unit based on a predetermined time step.
`secondsToTfString()` converts an input time in seconds to a target timeframe string in timeframe.period string format. This is useful for implementing stepped timeframes relative to the chart time, or calculating multiples of a given chart timeframe. Results from this function are in simple form, which means they are useable as `timeframe` arguments in functions like request.security() .
█ NOTES
Although the example code is commented in detail, the size of the library justifies some further explanation as many concepts are demonstrated. Key points are as follows:
• Pivot points are used to draw lines from. `timeFrom( )` calculates the length of the lines in the specified unit of time.
By default the script uses 20 units of the charts timeframe. Example: a 1hr chart has arrows 20 hours in length.
• At the point of the arrows `formattedNoOfPeriods()` calculates the line length in the specified unit of time from the input menu.
If “Use Input Time” is disabled, a unit of time is automatically assigned.
• At each pivot point a label with a formatted date or time is placed with one of the three formatting helper functions to display the time or date the pivot occurred.
• A label on the last bar showcases `secondsSince()` . The label goes through three stages of detection for a timed alert.
If the difference between the high and the open in ticks exceeds the input value, a timer starts and will turn the label red once the input time is exceeded to simulate a time-delayed alert.
• In the bottom right of the screen `secondsToTfString()` posts the chart timeframe in a table. This can be multiplied from the input menu.
Look first. Then leap.
█ FUNCTIONS
formattedTime(timeInMs, format)
Converts a UNIX timestamp (in milliseconds) to a formatted time string.
Parameters:
timeInMs : (series float) Timestamp to be formatted.
format : (series string) Format for the time. Optional. The default value is "HH:mm:ss".
Returns: (string) A string containing the formatted time.
formattedDate(timeInMs, format)
Converts a UNIX timestamp (in milliseconds) to a formatted date string.
Parameters:
timeInMs : (series float) Timestamp to be formatted.
format : (series string) Format for the date. Optional. The default value is "yyyy-MM-dd".
Returns: (string) A string containing the formatted date.
formattedDay(timeInMs, format)
Converts a UNIX timestamp (in milliseconds) to the name of the day of the week.
Parameters:
timeInMs : (series float) Timestamp to be formatted.
format : (series string) Format for the day of the week. Optional. The default value is "EEEE" (complete day name).
Returns: (string) A string containing the day of the week.
secondsSince(cond, resetCond)
The duration in milliseconds that a condition has been true.
Parameters:
cond : (series bool) Condition to time.
resetCond : (series bool) When `true`, the duration resets.
Returns: The duration in seconds for which `cond` is continuously true.
timeFrom(from, qty, units)
Calculates a +/- time offset in variable units from the current bar's time or from the current time.
Parameters:
from : (series string) Starting time from where the offset is calculated: "bar" to start from the bar's starting time, "close" to start from the bar's closing time, "now" to start from the current time.
qty : (series int) The +/- qty of units of offset required. A "series float" can be used but it will be cast to a "series int".
units : (series string) String containing one of the seven allowed time units: "chart" (chart's timeframe), "seconds", "minutes", "hours", "days", "months", "years".
Returns: (int) The resultant time offset `from` the `qty` of time in the specified `units`.
formattedNoOfPeriods(ms, unit)
Converts a time value in ms to a quantity of time units.
Parameters:
ms : (series int) Value of time to be formatted.
unit : (series string) The target unit of time measurement. Options are "seconds", "minutes", "hours", "days", "weeks", "months". If not used one will be automatically assigned.
Returns: (string) A formatted string from the number of `ms` in the specified `unit` of time measurement
secondsToTfString(tfInSeconds, mult)
Convert an input time in seconds to target string TF in `timeframe.period` string format.
Parameters:
tfInSeconds : (simple int) a timeframe in seconds to convert to a string.
mult : (simple float) Multiple of `tfInSeconds` to be calculated. Optional. 1 (no multiplier) is default.
Returns: (string) The `tfInSeconds` in `timeframe.period` format usable with `request.security()`.
MSFA_LibraryLibrary "MSFA_library"
TODO: add library description here
getDecimals()
Calculates how many decimals are on the quote price of the current market
Returns: The current decimal places on the market quote price
getPipSize(multiplier)
Calculates the pip size of the current market
Parameters:
multiplier (int) : The mintick point multiplier (1 by default, 10 for FX/Crypto/CFD but can be used to override when certain markets require)
Returns: The pip size for the current market
truncate(number, decimalPlaces)
Truncates (cuts) excess decimal places
Parameters:
number (float) : The number to truncate
decimalPlaces (simple float) : (default=2) The number of decimal places to truncate to
Returns: The given number truncated to the given decimalPlaces
toWhole(number)
Converts pips into whole numbers
Parameters:
number (float) : The pip number to convert into a whole number
Returns: The converted number
toPips(number)
Converts whole numbers back into pips
Parameters:
number (float) : The whole number to convert into pips
Returns: The converted number
getPctChange(value1, value2, lookback)
Gets the percentage change between 2 float values over a given lookback period
Parameters:
value1 (float) : The first value to reference
value2 (float) : The second value to reference
lookback (int) : The lookback period to analyze
Returns: The percent change over the two values and lookback period
random(minRange, maxRange)
Wichmann–Hill Pseudo-Random Number Generator
Parameters:
minRange (float) : The smallest possible number (default: 0)
maxRange (float) : The largest possible number (default: 1)
Returns: A random number between minRange and maxRange
bullFib(priceLow, priceHigh, fibRatio)
Calculates a bullish fibonacci value
Parameters:
priceLow (float) : The lowest price point
priceHigh (float) : The highest price point
fibRatio (float) : The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
bearFib(priceLow, priceHigh, fibRatio)
Calculates a bearish fibonacci value
Parameters:
priceLow (float) : The lowest price point
priceHigh (float) : The highest price point
fibRatio (float) : The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
getMA(length, maType)
Gets a Moving Average based on type (! MUST BE CALLED ON EVERY TICK TO BE ACCURATE, don't place in scopes)
Parameters:
length (simple int) : The MA period
maType (string) : The type of MA
Returns: A moving average with the given parameters
barsAboveMA(lookback, ma)
Counts how many candles are above the MA
Parameters:
lookback (int) : The lookback period to look back over
ma (float) : The moving average to check
Returns: The bar count of how many recent bars are above the MA
barsBelowMA(lookback, ma)
Counts how many candles are below the MA
Parameters:
lookback (int) : The lookback period to look back over
ma (float) : The moving average to reference
Returns: The bar count of how many recent bars are below the EMA
barsCrossedMA(lookback, ma)
Counts how many times the EMA was crossed recently (based on closing prices)
Parameters:
lookback (int) : The lookback period to look back over
ma (float) : The moving average to reference
Returns: The bar count of how many times price recently crossed the EMA (based on closing prices)
getPullbackBarCount(lookback, direction)
Counts how many green & red bars have printed recently (ie. pullback count)
Parameters:
lookback (int) : The lookback period to look back over
direction (int) : 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(fib, colorMatch)
Checks if the current bar is a hammer candle based on the given parameters
Parameters:
fib (float) : (default=0.382) The fib to base candle body on
colorMatch (bool) : (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(fib, colorMatch)
Checks if the current bar is a shooting star candle based on the given parameters
Parameters:
fib (float) : (default=0.382) The fib to base candle body on
colorMatch (bool) : (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(wickSize, bodySize)
Checks if the current bar is a doji candle based on the given parameters
Parameters:
wickSize (float) : (default=2) The maximum top wick size compared to the bottom (and vice versa)
bodySize (float) : (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(allowance, rejectionWickSize, engulfWick)
Checks if the current bar is a bullish engulfing candle
Parameters:
allowance (float) : (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
rejectionWickSize (float) : (default=disabled) The maximum rejection wick size compared to the body as a percentage
engulfWick (bool) : (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(allowance, rejectionWickSize, engulfWick)
Checks if the current bar is a bearish engulfing candle
Parameters:
allowance (float) : (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
rejectionWickSize (float) : (default=disabled) The maximum rejection wick size compared to the body as a percentage
engulfWick (bool) : (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
isInsideBar()
Detects inside bars
Returns: Returns true if the current bar is an inside bar
isOutsideBar()
Detects outside bars
Returns: Returns true if the current bar is an outside bar
barInSession(sess, useFilter)
Determines if the current price bar falls inside the specified session
Parameters:
sess (simple string) : The session to check
useFilter (bool) : (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls within the given time session
barOutSession(sess, useFilter)
Determines if the current price bar falls outside the specified session
Parameters:
sess (simple string) : The session to check
useFilter (bool) : (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls outside the given time session
dateFilter(startTime, endTime)
Determines if this bar's time falls within date filter range
Parameters:
startTime (int) : The UNIX date timestamp to begin searching from
endTime (int) : the UNIX date timestamp to stop searching from
Returns: A boolean - true if the current bar falls within the given dates
dayFilter(monday, tuesday, wednesday, thursday, friday, saturday, sunday)
Checks if the current bar's day is in the list of given days to analyze
Parameters:
monday (bool) : Should the script analyze this day? (true/false)
tuesday (bool) : Should the script analyze this day? (true/false)
wednesday (bool) : Should the script analyze this day? (true/false)
thursday (bool) : Should the script analyze this day? (true/false)
friday (bool) : Should the script analyze this day? (true/false)
saturday (bool) : Should the script analyze this day? (true/false)
sunday (bool) : 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(atrValue, maxSize)
Parameters:
atrValue (float)
maxSize (float)
tradeCount()
Calculate total trade count
Returns: Total closed trade count
isLong()
Check if we're currently in a long trade
Returns: True if our position size is positive
isShort()
Check if we're currently in a short trade
Returns: True if our position size is negative
isFlat()
Check if we're currentlyflat
Returns: True if our position size is zero
wonTrade()
Check if this bar falls after a winning trade
Returns: True if we just won a trade
lostTrade()
Check if this bar falls after a losing trade
Returns: True if we just lost a trade
maxDrawdownRealized()
Gets the max drawdown based on closed trades (ie. realized P&L). The strategy tester displays max drawdown as open P&L (unrealized).
Returns: The max drawdown based on closed trades (ie. realized P&L). The strategy tester displays max drawdown as open P&L (unrealized).
totalPipReturn()
Gets the total amount of pips won/lost (as a whole number)
Returns: Total amount of pips won/lost (as a whole number)
longWinCount()
Count how many winning long trades we've had
Returns: Long win count
shortWinCount()
Count how many winning short trades we've had
Returns: Short win count
longLossCount()
Count how many losing long trades we've had
Returns: Long loss count
shortLossCount()
Count how many losing short trades we've had
Returns: Short loss count
breakEvenCount(allowanceTicks)
Count how many break-even trades we've had
Parameters:
allowanceTicks (float) : Optional - how many ticks to allow between entry & exit price (default 0)
Returns: Break-even count
longCount()
Count how many long trades we've taken
Returns: Long trade count
shortCount()
Count how many short trades we've taken
Returns: Short trade count
longWinPercent()
Calculate win rate of long trades
Returns: Long win rate (0-100)
shortWinPercent()
Calculate win rate of short trades
Returns: Short win rate (0-100)
breakEvenPercent(allowanceTicks)
Calculate break even rate of all trades
Parameters:
allowanceTicks (float) : Optional - how many ticks to allow between entry & exit price (default 0)
Returns: Break-even win rate (0-100)
averageRR()
Calculate average risk:reward
Returns: Average winning trade divided by average losing trade
unitsToLots(units)
(Forex) Convert the given unit count to lots (multiples of 100,000)
Parameters:
units (float) : The units to convert into lots
Returns: Units converted to nearest lot size (as float)
skipTradeMonteCarlo(chance, debug)
Checks to see if trade should be skipped to emulate rudimentary Monte Carlo simulation
Parameters:
chance (float) : The chance to skip a trade (0-1 or 0-100, function will normalize to 0-1)
debug (bool) : Whether or not to display a label informing of the trade skip
Returns: True if the trade is skipped, false if it's not skipped (idea being to include this function in entry condition validation checks)
fillCell(tableID, column, row, title, value, bgcolor, txtcolor, tooltip)
This updates the given table's cell with the given values
Parameters:
tableID (table) : The table ID to update
column (int) : The column to update
row (int) : The row to update
title (string) : The title of this cell
value (string) : The value of this cell
bgcolor (color) : The background color of this cell
txtcolor (color) : The text color of this cell
tooltip (string)
Returns: Nothing.
JordanSwindenLibraryLibrary "JordanSwindenLibrary"
TODO: add library description here
getDecimals()
Calculates how many decimals are on the quote price of the current market
Returns: The current decimal places on the market quote price
getPipSize(multiplier)
Calculates the pip size of the current market
Parameters:
multiplier (int) : The mintick point multiplier (1 by default, 10 for FX/Crypto/CFD but can be used to override when certain markets require)
Returns: The pip size for the current market
truncate(number, decimalPlaces)
Truncates (cuts) excess decimal places
Parameters:
number (float) : The number to truncate
decimalPlaces (simple float) : (default=2) The number of decimal places to truncate to
Returns: The given number truncated to the given decimalPlaces
toWhole(number)
Converts pips into whole numbers
Parameters:
number (float) : The pip number to convert into a whole number
Returns: The converted number
toPips(number)
Converts whole numbers back into pips
Parameters:
number (float) : The whole number to convert into pips
Returns: The converted number
getPctChange(value1, value2, lookback)
Gets the percentage change between 2 float values over a given lookback period
Parameters:
value1 (float) : The first value to reference
value2 (float) : The second value to reference
lookback (int) : The lookback period to analyze
Returns: The percent change over the two values and lookback period
random(minRange, maxRange)
Wichmann–Hill Pseudo-Random Number Generator
Parameters:
minRange (float) : The smallest possible number (default: 0)
maxRange (float) : The largest possible number (default: 1)
Returns: A random number between minRange and maxRange
bullFib(priceLow, priceHigh, fibRatio)
Calculates a bullish fibonacci value
Parameters:
priceLow (float) : The lowest price point
priceHigh (float) : The highest price point
fibRatio (float) : The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
bearFib(priceLow, priceHigh, fibRatio)
Calculates a bearish fibonacci value
Parameters:
priceLow (float) : The lowest price point
priceHigh (float) : The highest price point
fibRatio (float) : The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
getMA(length, maType)
Gets a Moving Average based on type (! MUST BE CALLED ON EVERY TICK TO BE ACCURATE, don't place in scopes)
Parameters:
length (simple int) : The MA period
maType (string) : The type of MA
Returns: A moving average with the given parameters
barsAboveMA(lookback, ma)
Counts how many candles are above the MA
Parameters:
lookback (int) : The lookback period to look back over
ma (float) : The moving average to check
Returns: The bar count of how many recent bars are above the MA
barsBelowMA(lookback, ma)
Counts how many candles are below the MA
Parameters:
lookback (int) : The lookback period to look back over
ma (float) : The moving average to reference
Returns: The bar count of how many recent bars are below the EMA
barsCrossedMA(lookback, ma)
Counts how many times the EMA was crossed recently (based on closing prices)
Parameters:
lookback (int) : The lookback period to look back over
ma (float) : The moving average to reference
Returns: The bar count of how many times price recently crossed the EMA (based on closing prices)
getPullbackBarCount(lookback, direction)
Counts how many green & red bars have printed recently (ie. pullback count)
Parameters:
lookback (int) : The lookback period to look back over
direction (int) : 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(fib, colorMatch)
Checks if the current bar is a hammer candle based on the given parameters
Parameters:
fib (float) : (default=0.382) The fib to base candle body on
colorMatch (bool) : (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(fib, colorMatch)
Checks if the current bar is a shooting star candle based on the given parameters
Parameters:
fib (float) : (default=0.382) The fib to base candle body on
colorMatch (bool) : (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(wickSize, bodySize)
Checks if the current bar is a doji candle based on the given parameters
Parameters:
wickSize (float) : (default=2) The maximum top wick size compared to the bottom (and vice versa)
bodySize (float) : (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(allowance, rejectionWickSize, engulfWick)
Checks if the current bar is a bullish engulfing candle
Parameters:
allowance (float) : (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
rejectionWickSize (float) : (default=disabled) The maximum rejection wick size compared to the body as a percentage
engulfWick (bool) : (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(allowance, rejectionWickSize, engulfWick)
Checks if the current bar is a bearish engulfing candle
Parameters:
allowance (float) : (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
rejectionWickSize (float) : (default=disabled) The maximum rejection wick size compared to the body as a percentage
engulfWick (bool) : (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
isInsideBar()
Detects inside bars
Returns: Returns true if the current bar is an inside bar
isOutsideBar()
Detects outside bars
Returns: Returns true if the current bar is an outside bar
barInSession(sess, useFilter)
Determines if the current price bar falls inside the specified session
Parameters:
sess (simple string) : The session to check
useFilter (bool) : (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls within the given time session
barOutSession(sess, useFilter)
Determines if the current price bar falls outside the specified session
Parameters:
sess (simple string) : The session to check
useFilter (bool) : (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls outside the given time session
dateFilter(startTime, endTime)
Determines if this bar's time falls within date filter range
Parameters:
startTime (int) : The UNIX date timestamp to begin searching from
endTime (int) : the UNIX date timestamp to stop searching from
Returns: A boolean - true if the current bar falls within the given dates
dayFilter(monday, tuesday, wednesday, thursday, friday, saturday, sunday)
Checks if the current bar's day is in the list of given days to analyze
Parameters:
monday (bool) : Should the script analyze this day? (true/false)
tuesday (bool) : Should the script analyze this day? (true/false)
wednesday (bool) : Should the script analyze this day? (true/false)
thursday (bool) : Should the script analyze this day? (true/false)
friday (bool) : Should the script analyze this day? (true/false)
saturday (bool) : Should the script analyze this day? (true/false)
sunday (bool) : 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(atrValue, maxSize)
Parameters:
atrValue (float)
maxSize (float)
tradeCount()
Calculate total trade count
Returns: Total closed trade count
isLong()
Check if we're currently in a long trade
Returns: True if our position size is positive
isShort()
Check if we're currently in a short trade
Returns: True if our position size is negative
isFlat()
Check if we're currentlyflat
Returns: True if our position size is zero
wonTrade()
Check if this bar falls after a winning trade
Returns: True if we just won a trade
lostTrade()
Check if this bar falls after a losing trade
Returns: True if we just lost a trade
maxDrawdownRealized()
Gets the max drawdown based on closed trades (ie. realized P&L). The strategy tester displays max drawdown as open P&L (unrealized).
Returns: The max drawdown based on closed trades (ie. realized P&L). The strategy tester displays max drawdown as open P&L (unrealized).
totalPipReturn()
Gets the total amount of pips won/lost (as a whole number)
Returns: Total amount of pips won/lost (as a whole number)
longWinCount()
Count how many winning long trades we've had
Returns: Long win count
shortWinCount()
Count how many winning short trades we've had
Returns: Short win count
longLossCount()
Count how many losing long trades we've had
Returns: Long loss count
shortLossCount()
Count how many losing short trades we've had
Returns: Short loss count
breakEvenCount(allowanceTicks)
Count how many break-even trades we've had
Parameters:
allowanceTicks (float) : Optional - how many ticks to allow between entry & exit price (default 0)
Returns: Break-even count
longCount()
Count how many long trades we've taken
Returns: Long trade count
shortCount()
Count how many short trades we've taken
Returns: Short trade count
longWinPercent()
Calculate win rate of long trades
Returns: Long win rate (0-100)
shortWinPercent()
Calculate win rate of short trades
Returns: Short win rate (0-100)
breakEvenPercent(allowanceTicks)
Calculate break even rate of all trades
Parameters:
allowanceTicks (float) : Optional - how many ticks to allow between entry & exit price (default 0)
Returns: Break-even win rate (0-100)
averageRR()
Calculate average risk:reward
Returns: Average winning trade divided by average losing trade
unitsToLots(units)
(Forex) Convert the given unit count to lots (multiples of 100,000)
Parameters:
units (float) : The units to convert into lots
Returns: Units converted to nearest lot size (as float)
getFxPositionSize(balance, risk, stopLossPips, fxRate, lots)
(Forex) Calculate fixed-fractional position size based on given parameters
Parameters:
balance (float) : The account balance
risk (float) : The % risk (whole number)
stopLossPips (float) : Pip distance to base risk on
fxRate (float) : The conversion currency rate (more info below in library documentation)
lots (bool) : Whether or not to return the position size in lots rather than units (true by default)
Returns: Units/lots to enter into "qty=" parameter of strategy entry function
EXAMPLE USAGE:
string conversionCurrencyPair = (strategy.account_currency == syminfo.currency ? syminfo.tickerid : strategy.account_currency + syminfo.currency)
float fx_rate = request.security(conversionCurrencyPair, timeframe.period, close )
if (longCondition)
strategy.entry("Long", strategy.long, qty=zen.getFxPositionSize(strategy.equity, 1, stopLossPipsWholeNumber, fx_rate, true))
skipTradeMonteCarlo(chance, debug)
Checks to see if trade should be skipped to emulate rudimentary Monte Carlo simulation
Parameters:
chance (float) : The chance to skip a trade (0-1 or 0-100, function will normalize to 0-1)
debug (bool) : Whether or not to display a label informing of the trade skip
Returns: True if the trade is skipped, false if it's not skipped (idea being to include this function in entry condition validation checks)
fillCell(tableID, column, row, title, value, bgcolor, txtcolor, tooltip)
This updates the given table's cell with the given values
Parameters:
tableID (table) : The table ID to update
column (int) : The column to update
row (int) : The row to update
title (string) : The title of this cell
value (string) : The value of this cell
bgcolor (color) : The background color of this cell
txtcolor (color) : The text color of this cell
tooltip (string)
Returns: Nothing.
HighTimeframeTimingLibrary "HighTimeframeTiming"
@description Library for sampling high timeframe (HTF) historical data at an arbitrary number of HTF bars back, using a single security() call.
The data is fixed and does not alter over the course of the HTF bar. It also behaves consistently on historical and elapsed realtime bars.
‼ LIMITATIONS: This library function depends on there being a consistent number of chart timeframe bars within the HTF bar. This is almost always true in 24/7 markets like crypto.
This might not be true if the chart doesn't produce an update when expected, for example because the asset is thinly traded and there is no volume or price update from the feed at that time.
To mitigate this risk, use this function on liquid assets and at chart timeframes high enough to reliably produce updates at least once per bar period.
The consistent ratio of bars might also break down in markets with irregular sessions and hours. I'm not sure if or how one could mitigate this.
Another limitation is that because we're accessing a multiplied number of chart bars, you will run out of chart bars faster than you would HTF bars. This is only a problem if you use a large historical operator.
If you call a function from this library, you should probably reproduce these limitations in your script description.
However, all of this doesn't mean that this function might not still be the best available solution, depending what your needs are.
If a single chart bar is skipped, for example, the calculation will be off by 1 until the next HTF bar opens. This is certainly inconsistent, but potentially still usable.
@function f_offset_synch(float _HTF_X, int _HTF_H, int _openChartBarsIn, bool _updateEarly)
Returns the number of chart bars that you need to go back in order to get a stable HTF value from a given number of HTF bars ago.
@param float _HTF_X is the timeframe multiplier, i.e. how much bigger the selected timeframe is than the chart timeframe. The script shows a way to calculate this using another of my libraries without using up a security() call.
@param int _HTF_H is the historical operator on the HTF, i.e. how many bars back you want to go on the higher timeframe. If omitted, defaults to zero.
@param int _openChartBarsIn is how many chart bars have been opened within the current HTF bar. An example of calculating this is given below.
@param bool _updateEarly defines whether you want to update the value at the closing calculation of the last chart bar in the HTF bar or at the open of the first one.
@returns an integer that you can use as a historical operator to retrieve the value for the appropriate HTF bar.
🙏 Credits: This library is an attempt at a solution of the problems in using HTF data that were laid out by Pinecoders in "security() revisited" -
Thanks are due to the authors of that work for an understanding of HTF issues. In addition, the current script also includes some of its code.
Specifically, this script reuses the main function recommended in "security() revisited", for the purposes of comparison. And it extends that function to access historical data, again just for comparison.
All the rest of the code, and in particular all of the code in the exported function, is my own.
Special thanks to LucF for pointing out the limitations of my approach.
~~~~~~~~~~~~~~~~|
EXPLANATION
~~~~~~~~~~~~~~~~|
Problems with live HTF data: Many problems with using live HTF data from security() have been clearly explained by Pinecoders in "security() revisited"
In short, its behaviour is inconsistent between historical and elapsed realtime bars, and it changes in realtime, which can cause calculations and alerts to misbehave.
Various unsatisfactory solutions are discussed in "security() revisited", and understanding that script is a prerequisite to understanding this library.
PineCoders give their own solution, which is to fix the data by essentially using the previous HTF bar's data. Importantly, that solution is consistent between historical and realtime bars.
This library is an attempt to provide an alternative to that solution.
Problems with historical HTF data: In addition to the problems with live HTF data, there are different issues when trying to access historical HTF data.
Why use historical HTF data? Maybe you want to do custom calculations that involve previous HTF bars. Or to use HTF data in a function that has mutable variables and so can't be done in a security() call.
Most obviously, using the historical operator (in this description, represented using { } because the square brackets don't render) on variables already retrieved from a security() call, e.g. HTF_Close{1}, is not very useful:
it retrieves the value from the previous *chart* bar, not the previous HTF bar.
Using {1} directly in the security() call instead does get data from the previous HTF bar, but it behaves inconsistently, as we shall see.
This library addresses these concerns as well.
Housekeeping: To follow what's going on with the example and comparisons, turn line labels on: Settings > Scales > Indicator Name Label.
The following explanation assumes "close" as the source, but you can change it if you want.
To quickly see the difference between historical and realtime bars, set the HTF to something like 3 minutes on a 15s chart.
The bars at the top of the screen show the status. Historical bars are grey, elapsed realtime bars are red, and the realtime bar is green. A white vertical line shows the open of a HTF bar.
A: This library function f_offset_synch(): When supplied with an input offset of 0, it plots a stable value of the close of the *previous* HTF bar. This value is thus safe to use for calculations and alerts.
For a historical operator of {1}, it gives the close of the *last-but-one* bar. Sounds simple enough. Let's look at the other options to see its advantages.
B: Live HTF data: Represented on the line label as "security(){0}". Note: this is the source that f_offset_synch() samples.
The raw HTF data is very different on historical and realtime bars:
+ On historical bars, it uses a flat value from the end of the previous HTF bar. It updates at the close of the HTF bar.
+ On realtime bars, it varies between and within each chart bar.
There might be occasions where you want to use live data, in full knowledge of its drawbacks described above. For example, to show simple live conditions that are reversible after a chart bar close.
This library transforms live data to get the fixed data, thus giving you access to both live and fixed data with only one security() call.
C: Historical data using security(){H}: To see how this behaves, set the {H} value in the settings to 1 and show options A, B, and C.
+ On historical bars, this option matches option A, this library function, exactly. It behaves just like security(){0} but one HTF bar behind, as you would expect.
+ On realtime bars, this option takes the value of security(){0} at the end of a HTF bar, but it takes it from the previous *chart* bar, and then persists that.
The easiest way to see this inconsistency is on the first realtime bar (marked red at the top of the screen). This option suddenly jumps, even if it's in the middle of a HTF bar.
Contrast this with option A, which is always constant, until it updates, once per HTF bar.
D: PineCoders' original function: To see how this behaves, show options A, B, and D. Set the {H} value in the settings to 0, then 1.
The PineCoders' original function (D) and extended function (E) do not have the same limitations as this library, described in the Limitations section.
This option has all of the same advantages that this library function, option A, does, with the following differences:
+ It cannot access historical data. The {H} setting makes no difference.
+ It always updates at the open of the first chart bar in a new HTF bar.
By contrast, this library function, option A, is configured by default to update at the close of the last chart bar in a HTF bar.
This little frontrunning is only a few seconds but could be significant in trading. E.g. on a 1D HTF with a 4H chart, an alert that involves a HTF change set to trigger ON CLOSE would trigger 4 hours later using this method -
but use exactly the same value. It depends on the market and timeframe as to whether you could actually trade this. E.g. at the very end of a tradfi day your order won't get executed.
This behaviour mimics how security() itself updates, as is easy to see on the chart. If you don't want it, just set in_updateEarly to false. Then it matches option D exactly.
E: PineCoders' function, extended to get history: To see how this behaves, show options A and E. Set the {H} value in the settings to 0, then 1.
I modified the original function to be able to get historical values. In all other respects it is the same.
Apart from not having the option to update earlier, the only disadvantage of this method vs this library function is that it requires one security() call for each historical operator.
For example, if you wanted live data, and fixed data, and fixed data one bar back, you would need 3 security() calls. My library function requires just one.
This is the essential tradeoff: extra complexity and less robustness in certain circumstances (the PineCoders function is simple and universal by comparison) for more flexibility with fewer security() calls.
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.
Strategy█ OVERVIEW
This library is a Pine Script™ programmer’s tool containing a variety of strategy-related functions to assist in calculations like profit and loss, stop losses and limits. It also includes several useful functions one can use to convert between units in ticks, price, currency or a percentage of the position's size.
█ CONCEPTS
The library contains three types of functions:
1 — Functions beginning with `percent` take either a portion of a price, or the current position's entry price and convert it to the value outlined in the function's documentation.
Example: Converting a percent of the current position entry price to ticks, or calculating a percent profit at a given level for the position.
2 — Functions beginning with `tick` convert a tick value to another form.
These are useful for calculating a price or currency value from a specified number of ticks.
3 — Functions containing `Level` are used to calculate a stop or take profit level using an offset in ticks from the current entry price.
These functions can be used to plot stop or take profit levels on the chart, or as arguments to the `limit` and `stop` parameters in strategy.exit() function calls.
Note that these calculated levels flip automatically with the position's bias.
For example, using `ticksToStopLevel()` will calculate a stop level under the entry price for a long position, and above the entry price for a short position.
There are also two functions to assist in calculating a position size using the entry's stop and a fixed risk expressed as a percentage of the current account's equity. By varying the position size this way, you ensure that entries with different stop levels risk the same proportion of equity.
█ NOTES
Example code using some of the library's functions is included at the end of the library. To see it in action, copy the library's code to a new script in the Pine Editor, and “Add to chart”.
For each trade, the code displays:
• The entry level in orange.
• The stop level in fuchsia.
• The take profit level in green.
The stop and take profit levels automatically flip sides based on whether the current position is long or short.
Labels near the last trade's levels display the percentages used to calculate them, which can be changed in the script's inputs.
We plot markers for entries and exits because strategy code in libraries does not display the usual markers for them.
Look first. Then leap.
█ FUNCTIONS
percentToTicks(percent) Converts a percentage of the average entry price to ticks.
Parameters:
percent : (series int/float) The percentage of `strategy.position_avg_price` to convert to ticks. 50 is 50% of the entry price.
Returns: (float) A value in ticks.
percentToPrice(percent) Converts a percentage of the average entry price to a price.
Parameters:
percent : (series int/float) The percentage of `strategy.position_avg_price` to convert to price. 50 is 50% of the entry price.
Returns: (float) A value in the symbol's quote currency (USD for BTCUSD).
percentToCurrency(price, percent) Converts the percentage of a price to money.
Parameters:
price : (series int/float) The symbol's price.
percent : (series int/float) The percentage of `price` to calculate.
Returns: (float) A value in the symbol's currency.
percentProfit(exitPrice) Calculates the profit (as a percentage of the position's `strategy.position_avg_price` entry price) if the trade is closed at `exitPrice`.
Parameters:
exitPrice : (series int/float) The potential price to close the position.
Returns: (float) Percentage profit for the current position if closed at the `exitPrice`.
priceToTicks(price) Converts a price to ticks.
Parameters:
price : (series int/float) Price to convert to ticks.
Returns: (float) A quantity of ticks.
ticksToPrice(price) Converts ticks to a price offset from the average entry price.
Parameters:
price : (series int/float) Ticks to convert to a price.
Returns: (float) A price level that has a distance from the entry price equal to the specified number of ticks.
ticksToCurrency(ticks) Converts ticks to money.
Parameters:
ticks : (series int/float) Number of ticks.
Returns: (float) Money amount in the symbol's currency.
ticksToStopLevel(ticks) Calculates a stop loss level using a distance in ticks from the current `strategy.position_avg_price` entry price. This value can be plotted on the chart, or used as an argument to the `stop` parameter of a `strategy.exit()` call. NOTE: The stop level automatically flips based on whether the position is long or short.
Parameters:
ticks : (series int/float) The distance in ticks from the entry price to the stop loss level.
Returns: (float) A stop loss level for the current position.
ticksToTpLevel(ticks) Calculates a take profit level using a distance in ticks from the current `strategy.position_avg_price` entry price. This value can be plotted on the chart, or used as an argument to the `limit` parameter of a `strategy.exit()` call. NOTE: The take profit level automatically flips based on whether the position is long or short.
Parameters:
ticks : (series int/float) The distance in ticks from the entry price to the take profit level.
Returns: (float) A take profit level for the current position.
calcPositionSizeByStopLossTicks(stopLossTicks, riskPercent) Calculates the position size needed to implement a given stop loss (in ticks) corresponding to `riskPercent` of equity.
Parameters:
stopLossTicks : (series int) The stop loss (in ticks) that will be used to protect the position.
riskPercent : (series int/float) The maximum risk level as a percent of current equity (`strategy.equity`).
Returns: (int) A quantity of contracts.
calcPositionSizeByStopLossPercent(stopLossPercent, riskPercent, entryPrice) Calculates the position size needed to implement a given stop loss (%) corresponding to `riskPercent` of equity.
Parameters:
stopLossPercent : (series int/float) The stop loss in percent that will be used to protect the position.
riskPercent : (series int/float) The maximum risk level as a percent of current equity (`strategy.equity`).
entryPrice : (series int/float) The entry price of the position.
Returns: (int) A quantity of contracts.
exitPercent(id, lossPercent, profitPercent, qty, qtyPercent, comment, when, alertMessage) A wrapper of the `strategy.exit()` built-in which adds the possibility to specify loss & profit in as a value in percent. NOTE: this function may work incorrectly with pyramiding turned on due to the use of `strategy.position_avg_price` in its calculations of stop loss and take profit offsets.
Parameters:
id : (series string) The order identifier of the `strategy.exit()` call.
lossPercent : (series int/float) Stop loss as a percent of the entry price.
profitPercent : (series int/float) Take profit as a percent of the entry price.
qty : (series int/float) Number of contracts/shares/lots/units to exit a trade with. The default value is `na`.
qtyPercent : (series int/float) The percent of the position's size to exit a trade with. If `qty` is `na`, the default value of `qty_percent` is 100.
comment : (series string) Optional. Additional notes on the order.
when : (series bool) Condition of the order. The order is placed if it is true.
alertMessage : (series string) An optional parameter which replaces the {{strategy.order.alert_message}} placeholder when it is used in the "Create Alert" dialog box's "Message" field.
Autotable█ OVERVIEW
The library allows to automatically draw a table based on a string or float matrix (or both) controlling all of the parameters of the table (including merging cells) with parameter matrices (like, e.g. matrix of cell colors).
All things you would normally do with table.new() and table.cell() are now possible using respective parameters of library's main function, autotable() (as explained further below).
Headers can be supplied as arrays.
Merging of the cells is controlled with a special matrix of "L" and "U" values which instruct a cell to merged with the cell to the left or upwards (please see examples in the script and in this description).
█ USAGE EXAMPLES
The simplest and most straightforward:
mxF = matrix.new(3,3, 3.14)
mxF.autotable(bgcolor = color.rgb(249, 209, 29)) // displays float matrix as a table in the top right corner with defalult settings
mxS = matrix.new(3,3,"PI")
// displays string matrix as a table in the top right corner with defalult settings
mxS.autotable(Ypos = "bottom", Xpos = "right", bgcolor = #b4d400)
// displays matrix displaying a string value over a float value in each cell
mxS.autotable(mxF, Ypos = "middle", Xpos = "center", bgcolor = color.gray, text_color = #86f62a)
Draws this:
Tables with headers:
if barstate.islast
mxF = matrix.new(3,3, 3.14)
mxS = matrix.new(3,3,"PI")
arColHeaders = array.from("Col1", "Col2", "Col3")
arRowHeaders = array.from("Row1", "Row2", "Row3")
// float matrix with col headers
mxF.autotable(
bgcolor = #fdfd6b
, arColHeaders = arColHeaders
)
// string matrix with row headers
mxS.autotable(arRowHeaders = arRowHeaders, Ypos = "bottom", Xpos = "right", bgcolor = #b4d400)
// string/float matrix with both row and column headers
mxS.autotable(mxF
, Ypos = "middle", Xpos = "center"
, arRowHeaders = arRowHeaders
, arColHeaders = arColHeaders
, cornerBgClr = #707070, cornerTitle = "Corner\ncell", cornerTxtClr = #ffdc13
, bgcolor = color.gray, text_color = #86f62a
)
Draws this:
█ FUNCTIONS
One main function is autotable() which has only one required argument mxValS, a string matrix.
Please see below the description of all of the function parameters:
The table:
tbl (table) (Optional) If supplied, this table will be deleted.
The data:
mxValS (matrix ) (Required) Cell text values
mxValF (matrix) (Optional) Numerical part of cell text values. Is concatenated to the mxValS values via `string_float_separator` string (default "\n")
Table properties, have same effect as in table.new() :
defaultBgColor (color) (Optional) bgcolor to be used if mxBgColor is not supplied
Ypos (string) (Optional) "top", "bottom" or "center"
Xpos (string) (Optional) "left", "right", or "center"
frame_color (color) (Optional) frame_color like in table.new()
frame_width (int) (Optional) frame_width like in table.new()
border_color (color) (Optional) border_color like in table.new()
border_width (int) (Optional) border_width like in table.new()
force_overlay (simple bool) (Optional) If true draws table on main pane.
Cell parameters, have same effect as in table.cell() ):
mxBgColor (matrix) (Optional) like bgcolor argument in table.cell()
mxTextColor (matrix) (Optional) like text_color argument in table.cell()
mxTt (matrix) (Optional) like tooltip argument in table.cell()
mxWidth (matrix) (Optional) like width argument in table.cell()
mxHeight (matrix) (Optional) like height argument in table.cell()
mxHalign (matrix) (Optional) like text_halign argument in table.cell()
mxValign (matrix) (Optional) like text_valign argument in table.cell()
mxTextSize (matrix) (Optional) like text_size argument in table.cell()
mxFontFamily (matrix) (Optional) like text_font_family argument in table.cell()
Other table properties:
tableWidth (float) (Optional) Overrides table width if cell widths are non zero. E.g. if there are four columns and cell widths are 20 (either as set via cellW or via mxWidth) then if tableWidth is set to e.g. 50 then cell widths will be 50 * (20 / 80), where 80 is 20*4 = total width of all cells. Works simialar for widths set via mxWidth - determines max sum of widths across all cloumns of mxWidth and adjusts cell widths proportionally to it. If cell widths are 0 (i.e. auto-adjust) tableWidth has no effect.
tableHeight (float) (Optional) Overrides table height if cell heights are non zero. E.g. if there are four rows and cell heights are 20 (either as set via cellH or via mxHeight) then if tableHeigh is set to e.g. 50 then cell heights will be 50 * (20 / 80), where 80 is 20*4 = total height of all cells. Works simialar for heights set via mxHeight - determines max sum of heights across all cloumns of mxHeight and adjusts cell heights proportionally to it. If cell heights are 0 (i.e. auto-adjust) tableHeight has no effect.
defaultTxtColor (color) (Optional) text_color to be used if mxTextColor is not supplied
text_size (string) (Optional) text_size to be used if mxTextSize is not supplied
font_family (string) (Optional) cell text_font_family value to be used if a value in mxFontFamily is no supplied
cellW (float) (Optional) cell width to be used if a value in mxWidth is no supplied
cellH (float) (Optional) cell height to be used if a value in mxHeight is no supplied
halign (string) (Optional) cell text_halign value to be used if a value in mxHalign is no supplied
valign (string) (Optional) cell text_valign value to be used if a value in mxValign is no supplied
Headers parameters:
arColTitles (array) (Optional) Array of column titles. If not na a header row is added.
arRowTitles (array) (Optional) Array of row titles. If not na a header column is added.
cornerTitle (string) (Optional) If both row and column titles are supplied allows to set the value of the corner cell.
colTitlesBgColor (color) (Optional) bgcolor for header row
colTitlesTxtColor (color) (Optional) text_color for header row
rowTitlesBgColor (color) (Optional) bgcolor for header column
rowTitlesTxtColor (color) (Optional) text_color for header column
cornerBgClr (color) (Optional) bgcolor for the corner cell
cornerTxtClr (color) (Optional) text_color for the corner cell
Cell merge parameters:
mxMerge (matrix) (Optional) A matrix determining how cells will be merged. "L" - cell merges to the left, "U" - upwards.
mergeAllColTitles (bool) (Optional) Allows to print a table title instead of column headers, merging all header row cells and leaving just the value of the first cell. For more flexible options use matrix arguments leaving header/row arguments na.
mergeAllRowTitles (bool) (Optional) Allows to print one text value merging all header row cells and leaving just the value of the first cell. For more flexible options use matrix arguments leaving header/row arguments na.
Format:
string_float_separator (string) (Optional) A string used to separate string and float parts of cell values (mxValS and mxValF). Default is "\n"
format (string) (Optional) format string like in str.format() used to format numerical values
nz (string) (Optional) Determines how na numerical values are displayed.
The only other available function is autotable(string,... ) with a string parameter instead of string and float matrices which draws a one cell table.
█ SAMPLE USE
E.g., CSVParser library demo uses Autotable's for generating complex tables with merged cells.
█ CREDITS
The library was inspired by @kaigouthro's matrixautotable . A true master. Many thanks to him for his creative, beautiful and very helpful libraries.
ATE_Common_Functions_LibraryLibrary "ATE_Common_Functions_Library"
- ATE_Common_Functions_Library was created to assist in constructing CCOMET Scanners
RCI(_rciLength, _source, _interval)
You will see me using this a lot. DEFINITELY my favorite oscillator to utilize for SO many different things from
timing entries/exits to determining trends.Calculation of this indicator based on Spearmans Correlation.
Parameters:
_rciLength (int) : (int)
Amount of bars back to use in RCI calculations.
_source (float) : (float)
Source to use in RCI calculations (can use ANY source series. Ie, open,close,high,low,etc).
_interval (int) : (int)
Optional (if parameter not included, it defaults to 3). RCI calculation groups bars by this amount and then will.
rank these groups of bars.
Returns: (float)
Returns a single RCI value that will oscillates between -100 and +100.
RCIAVG(_rciSMAlen, _source, _interval, firstLength, lastLength)
20 RCI's are averaged together to get this RCI Avg (Rank Correlation Index Average). Each RCI (of the 20 total RCI)
has a progressively LARGER Lookback Length. Rather than having ALL of the RCI Lengths be individually adjustable (because of too many inputs),
I have made the FIRST Length used (smallest Length value in the set) and the LAST Length used (largest length value in the set) be adjustable
and all other 18 Lengths are equally spread out between the 'firstLength' and the 'lastLength'.
Parameters:
_rciSMAlen (int) : (int)
Unlike the Single RCI Function, this function smooths out the end result using an SMA with a length value that is this parameter.
_source (float) : (float)
Source to use in RCI calculations (can use ANY source series. Ie, open,close,high,low,etc).
_interval (int) : (int)
Optional (if parameter not included, it defaults to 3). Within the RCI calculation, bars next to each other are grouped together
and then these groups are Ranked against each other. This parameter is the number of adjacent bars that are grouped together.
firstLength (int) : (int)
Optional (if parameter is not included when the function is called on in the script, then it defaults to 200).
This parameter is the Lookback Length for the 1st RCI used (so the SMALLEST Length used) in the RCI Avg.
lastLength (int) : (int)
Optional (if parameter is not included when the function is called on in the script, then it defaults to 2500).
This parameter is the Lookback Length for the 20th(the LAST) RCI used (so the LARGEST Length used) in the RCI Avg.
***** BEWARE ***** The 'lastLength' must be less than (or possibly equal to) 5000 because Tradingview has capped it at 5000, causing an error.
***** BEWARE ***** If the script gives a compiler "time out" error then the 'lastLength' must be lowered until it no longer times out when compiling.
Returns: (float)
Returns a single RCI value that is the Avg of many RCI values that will oscillate between -100 and +100.
PercentChange(_startingValue, _endingValue)
This is a quick function to calculate how much % change has occurred between the '_startingValue' and the '_endingValue'
that you input into the function.
Parameters:
_startingValue (float) : (float)
The source value to START the % change calculation from.
_endingValue (float) : (float)
The source value to END the % change caluclation from.
Returns: Returns a single output being the % value between 0-100 (with trailing numbers behind a decimal). If you want only
a certain amount of numbers behind the decimal, this function needs to be put within a formatting function to do so.
Rescale(_source, _oldMin, _oldMax, _newMin, _newMax)
Rescales series with a known '_oldMin' & '_oldMax'. Use this when the scale of the '_source' to
rescale is known (bounded).
Parameters:
_source (float) : (float)
Source to be normalized.
_oldMin (int) : (float)
The known minimum of the '_source'.
_oldMax (int) : (float)
The known maximum of the '_source'.
_newMin (int) : (float)
What you want the NEW minimum of the '_source' to be.
_newMax (int) : (float)
What you want the NEW maximum of the '_source' to be.
Returns: Outputs your previously bounded '_source', but now the value will only move between the '_newMin' and '_newMax'
values you set in the variables.
Normalize_Historical(_source, _minimumLvl, _maximumLvl)
Normalizes '_source' that has a previously unknown min/max(unbounded) determining the max & min of the '_source'
FROM THE ENTIRE CHARTS HISTORY. ]
Parameters:
_source (float) : (float)
Source to be normalized.
_minimumLvl (int) : (float)
The Lower Boundary Level.
_maximumLvl (int) : (float)
The Upper Boundary Level.
Returns: Returns your same '_source', but now the value will MOSTLY stay between the minimum and maximum values you set in the
'_minimumLvl' and '_maximumLvl' variables (ie. if the source you input is an RSI...the output is the same RSI value but
instead of moving between 0-100 it will move between the maxand min you set).
Normailize_Local(_source, _length, _minimumLvl, _maximumLvl)
Normalizes series with previously unknown min/max(unbounded). Much like the Normalize_Historical function above this one,
but rather than using the Highest/Lowest Values within the ENTIRE charts history, this on looks for the Highest/Lowest
values of '_source' within the last ___ bars (set by user as/in the '_length' parameter. ]
Parameters:
_source (float) : (float)
Source to be normalized.
_length (int) : (float)
The amount of bars to look back to determine the highest/lowest '_source' value.
_minimumLvl (int) : (float)
The Lower Boundary Level.
_maximumLvl (int) : (float)
The Upper Boundary Level.
Returns: Returns a single output variable being the previously unbounded '_source' that is now normalized and bound between
the values used for '_minimumLvl'/'_maximumLvl' of the '_source' within the user defined lookback period.
