Library "historicalrange" Library provices a method to calculate historical percentile range of series. hpercentrank(source) calculates historical percentrank of the source Parameters: source : Source for which historical percentrank needs to be calculated. Source should be ranging between 0-100. If using a source which can beyond 0-100, use short...
Library "WIPNNetwork" this is a work in progress (WIP) and prone to have some errors, so use at your own risk... let me know if you find any issues.. Method for a generalized Neural Network. network(x) Generalized Neural Network Method. Parameters: x : TODO: add parameter x description here Returns: TODO: add what function returns
Library "FunctionPatternDecomposition" Methods for decomposing price into common grid/matrix patterns. series_to_array(source, length) Helper for converting series to array. Parameters: source : float, data series. length : int, size. Returns: float array. smooth_data_2d(data, rate) Smooth data sample into 2d points. Parameters: data...
Library "statistics" General statistics library. erf(x) The "error function" encountered in integrating the normal distribution (which is a normalized form of the Gaussian function). Parameters: x : The input series. Returns: The Error Function evaluated for each element of x. erfc(x) Parameters: x : The input series Returns: The...
█ OVERVIEW This library is a Pine programmer's tool that provides functions to access Commitment of Traders (COT) data for futures. Four of our scripts use it: • Commitment of Traders: Legacy Metrics • Commitment of Traders: Disaggregated Metrics • Commitment of Traders: Financial Metrics • Commitment of Traders: Total If you do not program in...
Library "FunctionBlackScholes" Some methods for the Black Scholes Options Model, which demonstrates several approaches to the valuation of a European call. // reference: // people.math.sc.edu // people.math.sc.edu asset_path(s0, mu, sigma, t1, n) Simulates the behavior of an asset price over time. Parameters: s0 : float, asset price at...
Library "FunctionMinkowskiDistance" Method for Minkowski Distance, The Minkowski distance or Minkowski metric is a metric in a normed vector space which can be considered as a generalization of both the Euclidean distance and the Manhattan distance. It is named after the German mathematician Hermann Minkowski. reference: en.wikipedia.org double(point_ax,...
Library "regress" produces the slope (beta), y-intercept (alpha) and coefficient of determination for a linear regression regress(x, y, len) regress: computes alpha, beta, and r^2 for a linear regression of y on x Parameters: x : the explaining (independent) variable y : the dependent variable len : use the most recent "len" values of x and...
Library "FunctionNNLayer" Generalized Neural Network Layer method. function(inputs, weights, n_nodes, activation_function, bias, alpha, scale) Generalized Layer. Parameters: inputs : float array, input values. weights : float array, weight values. n_nodes : int, number of nodes in layer. activation_function : string, default='sigmoid',...
Library "FunctionNNPerceptron" Perceptron Function for Neural networks. function(inputs, weights, bias, activation_function, alpha, scale) generalized perceptron node for Neural Networks. Parameters: inputs : float array, the inputs of the perceptron. weights : float array, the weights for inputs. bias : float, default=1.0, the default bias...
Library "MLActivationFunctions" Activation functions for Neural networks. binary_step(value) Basic threshold output classifier to activate/deactivate neuron. Parameters: value : float, value to process. Returns: float linear(value) Input is the same as output. Parameters: value : float, value to process. Returns: float sigmoid(value) ...
Library "MLLossFunctions" Methods for Loss functions. mse(expects, predicts) Mean Squared Error (MSE) " MSE = 1/N * sum ((y - y')^2) ". Parameters: expects : float array, expected values. predicts : float array, prediction values. Returns: float binary_cross_entropy(expects, predicts) Binary Cross-Entropy Loss (log). Parameters: ...
Library "Divergence" Calculates a divergence between 2 series bullish(_src, _low, depth) Calculates bullish divergence Parameters: _src : Main series _low : Comparison series (`low` is used if no argument is supplied) depth : Fractal Depth (`2` is used if no argument is supplied) Returns: 2 boolean values for regular and hidden...
Library "FunctionPeakDetection" Method used for peak detection, similar to MATLAB peakdet method function(sample_x, sample_y, delta) Method for detecting peaks. Parameters: sample_x : float array, sample with indices. sample_y : float array, sample with data. delta : float, positive threshold value for detecting a peak. Returns: tuple with...
Library "DailyDeviation" Helps in determining the relative deviation from the open of the day compared to the high or low values. hlcDeltaArrays(daysPrior, maxDeviation, spec, res) Retuns a set of arrays representing the daily deviation of price for a given number of days. Parameters: daysPrior : Number of days back to get the close from. ...
Library "Volatility" Functions for determining if volatility (true range) is within or exceeds normal. The "True Range" (ta.tr) is used for measuring volatility. Values are normalized by the volume adjusted weighted moving average (VAWMA) to be more like percent moves than price. current(len) Returns the current price adjusted volatitlity...
Library "DataCleaner" Functions for acquiring outlier levels and acquiring a cleaned version of a series. outlierLevel(src, len, level) Gets the (standard deviation) outlier level for a given series. Parameters: src : The series to average and add a multiple of the standard deviation to. len : The The number of bars to measure. level : The...
Library "bench" A simple banchmark library to analyse script performance and bottlenecks. Very useful if you are developing an overly complex application in Pine Script, or trying to optimise a library / function / algorithm... Supports artificial looping benchmarks (of fast functions) Supports integrated linear benchmarks (of expensive scripts) One...