Traders_Reality_Lib
Library "Traders_Reality_Lib"
This library contains common elements used in Traders Reality scripts
calcPvsra(pvsraVolume, pvsraHigh, pvsraLow, pvsraClose, pvsraOpen, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, darkGreyCandleColor, lightGrayCandleColor)
calculate the pvsra candle color and return the color as well as an alert if a vector candle has apperared.
Situation "Climax"
Bars with volume >= 200% of the average volume of the 10 previous chart TFs, or bars
where the product of candle spread x candle volume is >= the highest for the 10 previous
chart time TFs.
Default Colors: Bull bars are green and bear bars are red.
Situation "Volume Rising Above Average"
Bars with volume >= 150% of the average volume of the 10 previous chart TFs.
Default Colors: Bull bars are blue and bear are violet.
Parameters:
pvsraVolume: the instrument volume series (obtained from request.sequrity)
pvsraHigh: the instrument high series (obtained from request.sequrity)
pvsraLow: the instrument low series (obtained from request.sequrity)
pvsraClose: the instrument close series (obtained from request.sequrity)
pvsraOpen: the instrument open series (obtained from request.sequrity)
redVectorColor: red vector candle color
greenVectorColor: green vector candle color
violetVectorColor: violet/pink vector candle color
blueVectorColor: blue vector candle color
darkGreyCandleColor: regular volume candle down candle color - not a vector
lightGrayCandleColor: regular volume candle up candle color - not a vector
@return
adr(length, barsBack)
Parameters:
length: how many elements of the series to calculate on
barsBack: starting possition for the length calculation - current bar or some other value eg last bar
@return adr the adr for the specified lenght
adrHigh(adr, fromDo)
Calculate the ADR high given an ADR
Parameters:
adr: the adr
fromDo: boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight
@return adrHigh the position of the adr high in price
adrLow(adr, fromDo)
Parameters:
adr: the adr
fromDo: boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight
@return adrLow the position of the adr low in price
splitSessionString(sessXTime)
given a session in the format 0000-0100:23456 split out the hours and minutes
Parameters:
sessXTime: the session time string usually in the format 0000-0100:23456
@return
calcSessionStartEnd(sessXTime, gmt)
calculate the start and end timestamps of the session
Parameters:
sessXTime: the session time string usually in the format 0000-0100:23456
gmt: the gmt offset string usually in the format GMT+1 or GMT+2 etc
@return
drawOpenRange(sessXTime, sessXcol, showOrX, gmt)
draw open range for a session
Parameters:
sessXTime: session string in the format 0000-0100:23456
sessXcol: the color to be used for the opening range box shading
showOrX: boolean flag to toggle displaying the opening range
gmt: the gmt offset string usually in the format GMT+1 or GMT+2 etc
@return void
drawSessionHiLo(sessXTime, show_rectangleX, show_labelX, sessXcolLabel, sessXLabel, gmt, sessionLineStyle)
Parameters:
sessXTime: session string in the format 0000-0100:23456
show_rectangleX: show the session high and low lines
show_labelX: show the session label
sessXcolLabel: the color to be used for the hi/low lines and label
sessXLabel: the session label text
gmt: the gmt offset string usually in the format GMT+1 or GMT+2 etc
sessionLineStyle: the line stile for the session high low lines
@return void
calcDst()
calculate market session dst on/off flags
@return indicating if DST is on or off for a particular region
timestampPreviousDayOfWeek(previousDayOfWeek, hourOfDay, gmtOffset, oneWeekMillis)
Timestamp any of the 6 previous days in the week (such as last Wednesday at 21 hours GMT)
Parameters:
previousDayOfWeek: Monday or Satruday
hourOfDay: the hour of the day when psy calc is to start
gmtOffset: the gmt offset string usually in the format GMT+1 or GMT+2 etc
oneWeekMillis: the amount if time for a week in milliseconds
@return the timestamp of the psy level calculation start time
getdayOpen()
get the daily open - basically exchange midnight
@return the daily open value which is float price
newBar(res)
new_bar: check if we're on a new bar within the session in a given resolution
Parameters:
res: the desired resolution
@return true/false is a new bar for the session has started
toPips(val)
to_pips Convert value to pips
Parameters:
val: the value to convert to pips
@return the value in pips
rLabel(ry, rtext, rstyle, rcolor, valid, labelXOffset)
a function that draws a right aligned lable for a series during the current bar
Parameters:
ry: series float the y coordinate of the lable
rtext: the text of the label
rstyle: the style for the lable
rcolor: the color for the label
valid: a boolean flag that allows for turning on or off a lable
labelXOffset: how much to offset the label from the current position
rLabelOffset(ry, rtext, rstyle, rcolor, valid, labelXOffset)
a function that draws a right aligned lable for a series during the current bar
Parameters:
ry: series float the y coordinate of the lable
rtext: the text of the label
rstyle: the style for the lable
rcolor: the color for the label
valid: a boolean flag that allows for turning on or off a lable
labelXOffset: how much to offset the label from the current position
rLabelLastBar(ry, rtext, rstyle, rcolor, valid, labelXOffset)
a function that draws a right aligned lable for a series only on the last bar
Parameters:
ry: series float the y coordinate of the lable
rtext: the text of the label
rstyle: the style for the lable
rcolor: the color for the label
valid: a boolean flag that allows for turning on or off a lable
labelXOffset: how much to offset the label from the current position
drawLine(xSeries, res, tag, xColor, xStyle, xWidth, xExtend, isLabelValid, labelXOffset, validTimeFrame)
a function that draws a line and a label for a series
Parameters:
xSeries: series float the y coordinate of the line/label
res: the desired resolution controlling when a new line will start
tag: the text for the lable
xColor: the color for the label
xStyle: the style for the line
xWidth: the width of the line
xExtend: extend the line
isLabelValid: a boolean flag that allows for turning on or off a label
labelXOffset: how much to offset the label from the current position
validTimeFrame: a boolean flag that allows for turning on or off a line drawn
drawLineDO(xSeries, res, tag, xColor, xStyle, xWidth, xExtend, isLabelValid, labelXOffset, validTimeFrame)
a function that draws a line and a label for the daily open series
Parameters:
xSeries: series float the y coordinate of the line/label
res: the desired resolution controlling when a new line will start
tag: the text for the lable
xColor: the color for the label
xStyle: the style for the line
xWidth: the width of the line
xExtend: extend the line
isLabelValid: a boolean flag that allows for turning on or off a label
labelXOffset: how much to offset the label from the current position
validTimeFrame: a boolean flag that allows for turning on or off a line drawn
drawPivot(pivotLevel, res, tag, pivotColor, pivotLabelColor, pivotStyle, pivotWidth, pivotExtend, isLabelValid, validTimeFrame, levelStart, pivotLabelXOffset)
draw a pivot line - the line starts one day into the past
Parameters:
pivotLevel: series of the pivot point
res: the desired resolution
tag: the text to appear
pivotColor: the color of the line
pivotLabelColor: the color of the label
pivotStyle: the line style
pivotWidth: the line width
pivotExtend: extend the line
isLabelValid: boolean param allows to turn label on and off
validTimeFrame: only draw the line and label at a valid timeframe
levelStart: basically when to start drawing the levels
pivotLabelXOffset: how much to offset the label from its current postion
@return the pivot line series
getPvsraFlagByColor(pvsraColor, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, lightGrayCandleColor)
convert the pvsra color to an internal code
Parameters:
pvsraColor: the calculated pvsra color
redVectorColor: the user defined red vector color
greenVectorColor: the user defined green vector color
violetVectorColor: the user defined violet vector color
blueVectorColor: the user defined blue vector color
lightGrayCandleColor: the user defined regular up candle color
@return pvsra internal code
updateZones(pvsra, direction, boxArr, maxlevels, pvsraHigh, pvsraLow, pvsraOpen, pvsraClose, transperancy, zoneupdatetype, zonecolor, zonetype, borderwidth, coloroverride, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, lightGrayCandleColor)
a function that draws the unrecovered vector candle zones
Parameters:
pvsra: internal code
direction: above or below the current pa
boxArr: the array containing the boxes that need to be updated
maxlevels: the maximum number of boxes to draw
pvsraHigh: the pvsra high value series
pvsraLow: the pvsra low value series
pvsraOpen: the pvsra open value series
pvsraClose: the pvsra close value series
transperancy: the transparencfy of the vecor candle zones
zoneupdatetype: the zone update type
zonecolor: the zone color if overriden
zonetype: the zone type
borderwidth: the width of the border
coloroverride: if the color overriden
redVectorColor: the user defined red vector color
greenVectorColor: the user defined green vector color
violetVectorColor: the user defined violet vector color
blueVectorColor: the user defined blue vector color
lightGrayCandleColor: the user defined regular up candle color
cleanarr(arr)
clean an array from na values
Parameters:
arr: the array to clean
@return if the array was cleaned
calcPsyLevels(oneWeekMillis, showPsylevels, psyType, sydDST)
calculate the psy levels
4 hour res based on how mt4 does it
mt4 code
int Li_4 = iBarShift(NULL, PERIOD_H4, iTime(NULL, PERIOD_W1, Li_0)) - 2 - Offset;
ObjectCreate("PsychHi", OBJ_TREND, 0, Time, iHigh(NULL, PERIOD_H4, iHighest(NULL, PERIOD_H4, MODE_HIGH, 2, Li_4)), iTime(NULL, PERIOD_W1, 0), iHigh(NULL, PERIOD_H4,
iHighest(NULL, PERIOD_H4, MODE_HIGH, 2, Li_4)));
so basically because the session is 8 hours and we are looking at a 4 hour resolution we only need to take the highest high an lowest low of 2 bars
we use the gmt offset to adjust the 0000-0800 session to Sydney open which is at 2100 during dst and at 2200 otherwize. (dst - spring foward, fall back)
keep in mind sydney is in the souther hemisphere so dst is oposite of when london and new york go into dst
Parameters:
oneWeekMillis: a constant value
showPsylevels: should psy levels be calculated
psyType: the type of Psylevels - crypto or forex
sydDST: is Sydney in DST
@return
This library contains common elements used in Traders Reality scripts
calcPvsra(pvsraVolume, pvsraHigh, pvsraLow, pvsraClose, pvsraOpen, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, darkGreyCandleColor, lightGrayCandleColor)
calculate the pvsra candle color and return the color as well as an alert if a vector candle has apperared.
Situation "Climax"
Bars with volume >= 200% of the average volume of the 10 previous chart TFs, or bars
where the product of candle spread x candle volume is >= the highest for the 10 previous
chart time TFs.
Default Colors: Bull bars are green and bear bars are red.
Situation "Volume Rising Above Average"
Bars with volume >= 150% of the average volume of the 10 previous chart TFs.
Default Colors: Bull bars are blue and bear are violet.
Parameters:
pvsraVolume: the instrument volume series (obtained from request.sequrity)
pvsraHigh: the instrument high series (obtained from request.sequrity)
pvsraLow: the instrument low series (obtained from request.sequrity)
pvsraClose: the instrument close series (obtained from request.sequrity)
pvsraOpen: the instrument open series (obtained from request.sequrity)
redVectorColor: red vector candle color
greenVectorColor: green vector candle color
violetVectorColor: violet/pink vector candle color
blueVectorColor: blue vector candle color
darkGreyCandleColor: regular volume candle down candle color - not a vector
lightGrayCandleColor: regular volume candle up candle color - not a vector
@return
adr(length, barsBack)
Parameters:
length: how many elements of the series to calculate on
barsBack: starting possition for the length calculation - current bar or some other value eg last bar
@return adr the adr for the specified lenght
adrHigh(adr, fromDo)
Calculate the ADR high given an ADR
Parameters:
adr: the adr
fromDo: boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight
@return adrHigh the position of the adr high in price
adrLow(adr, fromDo)
Parameters:
adr: the adr
fromDo: boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight
@return adrLow the position of the adr low in price
splitSessionString(sessXTime)
given a session in the format 0000-0100:23456 split out the hours and minutes
Parameters:
sessXTime: the session time string usually in the format 0000-0100:23456
@return
calcSessionStartEnd(sessXTime, gmt)
calculate the start and end timestamps of the session
Parameters:
sessXTime: the session time string usually in the format 0000-0100:23456
gmt: the gmt offset string usually in the format GMT+1 or GMT+2 etc
@return
drawOpenRange(sessXTime, sessXcol, showOrX, gmt)
draw open range for a session
Parameters:
sessXTime: session string in the format 0000-0100:23456
sessXcol: the color to be used for the opening range box shading
showOrX: boolean flag to toggle displaying the opening range
gmt: the gmt offset string usually in the format GMT+1 or GMT+2 etc
@return void
drawSessionHiLo(sessXTime, show_rectangleX, show_labelX, sessXcolLabel, sessXLabel, gmt, sessionLineStyle)
Parameters:
sessXTime: session string in the format 0000-0100:23456
show_rectangleX: show the session high and low lines
show_labelX: show the session label
sessXcolLabel: the color to be used for the hi/low lines and label
sessXLabel: the session label text
gmt: the gmt offset string usually in the format GMT+1 or GMT+2 etc
sessionLineStyle: the line stile for the session high low lines
@return void
calcDst()
calculate market session dst on/off flags
@return indicating if DST is on or off for a particular region
timestampPreviousDayOfWeek(previousDayOfWeek, hourOfDay, gmtOffset, oneWeekMillis)
Timestamp any of the 6 previous days in the week (such as last Wednesday at 21 hours GMT)
Parameters:
previousDayOfWeek: Monday or Satruday
hourOfDay: the hour of the day when psy calc is to start
gmtOffset: the gmt offset string usually in the format GMT+1 or GMT+2 etc
oneWeekMillis: the amount if time for a week in milliseconds
@return the timestamp of the psy level calculation start time
getdayOpen()
get the daily open - basically exchange midnight
@return the daily open value which is float price
newBar(res)
new_bar: check if we're on a new bar within the session in a given resolution
Parameters:
res: the desired resolution
@return true/false is a new bar for the session has started
toPips(val)
to_pips Convert value to pips
Parameters:
val: the value to convert to pips
@return the value in pips
rLabel(ry, rtext, rstyle, rcolor, valid, labelXOffset)
a function that draws a right aligned lable for a series during the current bar
Parameters:
ry: series float the y coordinate of the lable
rtext: the text of the label
rstyle: the style for the lable
rcolor: the color for the label
valid: a boolean flag that allows for turning on or off a lable
labelXOffset: how much to offset the label from the current position
rLabelOffset(ry, rtext, rstyle, rcolor, valid, labelXOffset)
a function that draws a right aligned lable for a series during the current bar
Parameters:
ry: series float the y coordinate of the lable
rtext: the text of the label
rstyle: the style for the lable
rcolor: the color for the label
valid: a boolean flag that allows for turning on or off a lable
labelXOffset: how much to offset the label from the current position
rLabelLastBar(ry, rtext, rstyle, rcolor, valid, labelXOffset)
a function that draws a right aligned lable for a series only on the last bar
Parameters:
ry: series float the y coordinate of the lable
rtext: the text of the label
rstyle: the style for the lable
rcolor: the color for the label
valid: a boolean flag that allows for turning on or off a lable
labelXOffset: how much to offset the label from the current position
drawLine(xSeries, res, tag, xColor, xStyle, xWidth, xExtend, isLabelValid, labelXOffset, validTimeFrame)
a function that draws a line and a label for a series
Parameters:
xSeries: series float the y coordinate of the line/label
res: the desired resolution controlling when a new line will start
tag: the text for the lable
xColor: the color for the label
xStyle: the style for the line
xWidth: the width of the line
xExtend: extend the line
isLabelValid: a boolean flag that allows for turning on or off a label
labelXOffset: how much to offset the label from the current position
validTimeFrame: a boolean flag that allows for turning on or off a line drawn
drawLineDO(xSeries, res, tag, xColor, xStyle, xWidth, xExtend, isLabelValid, labelXOffset, validTimeFrame)
a function that draws a line and a label for the daily open series
Parameters:
xSeries: series float the y coordinate of the line/label
res: the desired resolution controlling when a new line will start
tag: the text for the lable
xColor: the color for the label
xStyle: the style for the line
xWidth: the width of the line
xExtend: extend the line
isLabelValid: a boolean flag that allows for turning on or off a label
labelXOffset: how much to offset the label from the current position
validTimeFrame: a boolean flag that allows for turning on or off a line drawn
drawPivot(pivotLevel, res, tag, pivotColor, pivotLabelColor, pivotStyle, pivotWidth, pivotExtend, isLabelValid, validTimeFrame, levelStart, pivotLabelXOffset)
draw a pivot line - the line starts one day into the past
Parameters:
pivotLevel: series of the pivot point
res: the desired resolution
tag: the text to appear
pivotColor: the color of the line
pivotLabelColor: the color of the label
pivotStyle: the line style
pivotWidth: the line width
pivotExtend: extend the line
isLabelValid: boolean param allows to turn label on and off
validTimeFrame: only draw the line and label at a valid timeframe
levelStart: basically when to start drawing the levels
pivotLabelXOffset: how much to offset the label from its current postion
@return the pivot line series
getPvsraFlagByColor(pvsraColor, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, lightGrayCandleColor)
convert the pvsra color to an internal code
Parameters:
pvsraColor: the calculated pvsra color
redVectorColor: the user defined red vector color
greenVectorColor: the user defined green vector color
violetVectorColor: the user defined violet vector color
blueVectorColor: the user defined blue vector color
lightGrayCandleColor: the user defined regular up candle color
@return pvsra internal code
updateZones(pvsra, direction, boxArr, maxlevels, pvsraHigh, pvsraLow, pvsraOpen, pvsraClose, transperancy, zoneupdatetype, zonecolor, zonetype, borderwidth, coloroverride, redVectorColor, greenVectorColor, violetVectorColor, blueVectorColor, lightGrayCandleColor)
a function that draws the unrecovered vector candle zones
Parameters:
pvsra: internal code
direction: above or below the current pa
boxArr: the array containing the boxes that need to be updated
maxlevels: the maximum number of boxes to draw
pvsraHigh: the pvsra high value series
pvsraLow: the pvsra low value series
pvsraOpen: the pvsra open value series
pvsraClose: the pvsra close value series
transperancy: the transparencfy of the vecor candle zones
zoneupdatetype: the zone update type
zonecolor: the zone color if overriden
zonetype: the zone type
borderwidth: the width of the border
coloroverride: if the color overriden
redVectorColor: the user defined red vector color
greenVectorColor: the user defined green vector color
violetVectorColor: the user defined violet vector color
blueVectorColor: the user defined blue vector color
lightGrayCandleColor: the user defined regular up candle color
cleanarr(arr)
clean an array from na values
Parameters:
arr: the array to clean
@return if the array was cleaned
calcPsyLevels(oneWeekMillis, showPsylevels, psyType, sydDST)
calculate the psy levels
4 hour res based on how mt4 does it
mt4 code
int Li_4 = iBarShift(NULL, PERIOD_H4, iTime(NULL, PERIOD_W1, Li_0)) - 2 - Offset;
ObjectCreate("PsychHi", OBJ_TREND, 0, Time, iHigh(NULL, PERIOD_H4, iHighest(NULL, PERIOD_H4, MODE_HIGH, 2, Li_4)), iTime(NULL, PERIOD_W1, 0), iHigh(NULL, PERIOD_H4,
iHighest(NULL, PERIOD_H4, MODE_HIGH, 2, Li_4)));
so basically because the session is 8 hours and we are looking at a 4 hour resolution we only need to take the highest high an lowest low of 2 bars
we use the gmt offset to adjust the 0000-0800 session to Sydney open which is at 2100 during dst and at 2200 otherwize. (dst - spring foward, fall back)
keep in mind sydney is in the souther hemisphere so dst is oposite of when london and new york go into dst
Parameters:
oneWeekMillis: a constant value
showPsylevels: should psy levels be calculated
psyType: the type of Psylevels - crypto or forex
sydDST: is Sydney in DST
@return
Release Notes:
v2
Added:
adrHiLo(length, barsBack, fromDO)
Parameters:
length: how many elements of the series to calculate on
barsBack: starting possition for the length calculation - current bar or some other value eg last bar
fromDO: boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight
@return adr, adrLow and adrHigh - the adr, the position of the adr High and adr Low with respect to price
drawSessionHiloLite(sessXTime, show_rectangleX, show_labelX, sessXcolLabel, sessXLabel, gmt, sessionLineStyle, sessXcol)
Parameters:
sessXTime: session string in the format 0000-0100:23456
show_rectangleX: show the session high and low lines
show_labelX: show the session label
sessXcolLabel: the color to be used for the hi/low lines and label
sessXLabel: the session label text
gmt: the gmt offset string usually in the format GMT+1 or GMT+2 etc
sessionLineStyle: the line stile for the session high low lines
sessXcol: - the color for the box color that will color the session
@return void
msToHmsString(ms)
converts milliseconds into an hh:mm string. For example, 61000 ms to '0:01:01'
Parameters:
ms: - the milliseconds to convert to hh:mm
@return string - the converted hh:mm string
countdownString(openToday, closeToday)
that calculates how much time is left until the next session taking the session start and end times into account. Note this function does not work on intraday sessions.
Parameters:
openToday: - timestamps of when the session opens in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series
closeToday: - timestamp of when the session closes in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series
@return a countdown of when next the session opens or 'Open' if the session is open now
countdownStringSyd(openToday, closeToday)
that calculates how much time is left until the next session taking the session start and end times into account. special case of intraday sessions like sydney
Parameters:
openToday: - timestamps of when the session opens in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series
closeToday: - timestamp of when the session closes in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series
@return a countdown of when next the session opens or 'Open' if the session is open now
Added:
adrHiLo(length, barsBack, fromDO)
Parameters:
length: how many elements of the series to calculate on
barsBack: starting possition for the length calculation - current bar or some other value eg last bar
fromDO: boolean flag, if false calculate traditional adr from high low of today, if true calcualte from exchange midnight
@return adr, adrLow and adrHigh - the adr, the position of the adr High and adr Low with respect to price
drawSessionHiloLite(sessXTime, show_rectangleX, show_labelX, sessXcolLabel, sessXLabel, gmt, sessionLineStyle, sessXcol)
Parameters:
sessXTime: session string in the format 0000-0100:23456
show_rectangleX: show the session high and low lines
show_labelX: show the session label
sessXcolLabel: the color to be used for the hi/low lines and label
sessXLabel: the session label text
gmt: the gmt offset string usually in the format GMT+1 or GMT+2 etc
sessionLineStyle: the line stile for the session high low lines
sessXcol: - the color for the box color that will color the session
@return void
msToHmsString(ms)
converts milliseconds into an hh:mm string. For example, 61000 ms to '0:01:01'
Parameters:
ms: - the milliseconds to convert to hh:mm
@return string - the converted hh:mm string
countdownString(openToday, closeToday)
that calculates how much time is left until the next session taking the session start and end times into account. Note this function does not work on intraday sessions.
Parameters:
openToday: - timestamps of when the session opens in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series
closeToday: - timestamp of when the session closes in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series
@return a countdown of when next the session opens or 'Open' if the session is open now
countdownStringSyd(openToday, closeToday)
that calculates how much time is left until the next session taking the session start and end times into account. special case of intraday sessions like sydney
Parameters:
openToday: - timestamps of when the session opens in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series
closeToday: - timestamp of when the session closes in general - note its a series because the timestamp was created using the dst flag which is a series itself thus producing a timestamp series
@return a countdown of when next the session opens or 'Open' if the session is open now
TR