Editors' picksOPEN-SOURCE SCRIPT
Matrix functions - JD
Updated
/////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// The arrays provided in Pinescript are linear 1D strucures that can be seen either as a large vertical stack or
// a horizontal row containing a list of values, colors, bools,..
//
// With the FUNCTIONS in this script the 1D ARRAY LIST can be CONVERTED INTO A 2D MATRIX form
//
//
///////////////////////////////////////////
/// BASIC INFO ON THE MATRIX STRUCTURE: ///
///////////////////////////////////////////
//
// The matrix is set up as an 2D structure and is devided in ROWS and COLUMNS.
// following the standard mathematical notation:
//
// a 3 x 4 matrix = 4 columns
// 0 1 2 3 column index
// 0 [a b c d]
// 3 rows 1 [e f g h]
// 2 [i j k l]
// row
// index
//
// With the use of some purpose-built functions, values can be placed or retrieved in a specific column of a certain row
// this can be done by intuitively using row_nr and column_nr coördinates,
// without having to worry on what exact index of the Pine array this value is located (the functions do these conversions for you)
//
//
// the syntax I propose for the 2D Matrix array has the following structure:
//
// - the array starts with 2 VALUES describing the DIMENSION INFORMATION, (rows, columns)
// these are ignored in the actual calculations and serve as a metadata header (similar to the "location, time,... etc." data that is stored in photo files)
// so the array always carries it's own info about the nr. of rows and columns and doesn't need is seperate "info" file!
//
// To stay consistent with the standard Pinescript (array and [lookback]) indexing:
// - indexes for sheets and columns start from 0 (first) and run up to the (total nr of sheets or columns) - 1
// - indexes for rows also start from 0 (most recent, cfr.[lookback]) and run up to the (total nr of rows) - 1
//
// - this 2 value metadata header is followed by the actual df data
// the actual data array can consist of (100,000 - 2) usable items,
//
// In a theoretical example, you can have a matrix with almost 20,000 rows with each 5 columns of data (eg. open, high, low, close, volume) in it!!!
//
//
///////////////////////////////////
/// SCHEMATIC OF THE STRUCTURE: ///
///////////////////////////////////
//
////// (metadata header with dimensions info)
//
// (0) (1) (array index)
// [nr_of_rows/records, nr_of_columns,
//
//
////// (actual matrix array data)
//
// 0 1 2 3 column_index
//
// (2) (3) (4) (5) (array index)
// 0 record0_val0, record0_val1, record0_val2, record0_val3, ...,
//
// (6) (7) (8) (9) (array index)
// 1 record1_val0, record1_val1, record1_val2, record1_val3, ...,
//
// (10) (11) (12) (13) (array index)
// 2 record2_val0, record2_val1, record2_val2, record2_val3, ...,
//
// 3 ...
//
// row_index
//
////////////////////////////////////
/// DATA MANIPULATION FUNCTIONS: ///
////////////////////////////////////
//
// A set of functions are implemented to write info to and retrieve info from the dataframe.
// Of course the possibilities are not limited to the functions here, these were written because they were needed for the script!
// A whole list of other functions can be easily written for other manipulation purposes.
// The ones written in the script are 2D versions of most of the functions that are provided for normal 1D arrays.
//
//
///////////////////////////////////////////////////////////////////////
/// LIST OF FUNCTIONS contained in this script: ///
/// (many other can of course be written, using the same structure) ///
///////////////////////////////////////////////////////////////////////
//
// - INFO functions
// * get the number of COLUMNS
// * get the number of ROWS
// * get the total SIZE (number of columns, number of rows)
//
// - INITIALISATION and SET functions (commands to build the 2D matrix)
// * MATRIX INITIALISATION function, builds 2D matrix with dimensional metadata/size in first 2 values //
// a new matrix array is built (cfr. the conventions I propose above) containing a certain nr of rows and columns
// * function to SET a single value in a certain row/lookback period and column
//
// - GET functions (to retrieve info from the 2D matrix)
// * function to GET/retrieve a single VALUE from a certain row/lookback period and column
// * function to cut of the metadata header and return the array body (as an array)
// * function to GET/retrieve the values from a ROW/RECORD from a certain row/lookback period, the values are returned as an array
//
// - 1D - 2D COORDINATE CONVERSION FUNCTIONS (handy with for loop indexes) ///
// * function to get the ROW INDEX in a 2D matrix from the 1D array index
// * function to get the COLUMN INDEX in a 2D matrix from the 1D array index
// * function to get (row, column) coordinates in a 2D matrix from the 1D array index
// * function to get the 1D array index from (row, column) coordinates in a 2D matrix
//
// - Matrix MANIPULATION functions
// * function to ADD a ROW/RECORD on the TOP of the array, shift the whole list one down and REMOVE the OLDEST row/record
// (2D version of "unshift" + "pop" but with a whole row at once)
// * function to REMOVE one or more ROWS/RECORDS from a 2D matrix
// (if from_row == to_row, only this row is removed)
// * function to REMOVE one or more COLUMNS from a 2D matrix
// (if from_column == to_column, only this column is removed)
// * function to INSERT an ARRAY of ROWS/RECORDS at a certain row number in a 2D matrix
// * function to INSERT an ARRAY of COLUMNS at a certain column number in a 2D matrix
// * function to APPEND/ADD an ARRAY of ROWS/RECORDS to the BOTTOM of a 2D matrix
// * function to APPEND/ADD an ARRAY of COLUMNS to the SIDE of a 2D matrix
// * function to POP/REMOVE and return the last ROW/RECORD from the BOTTOM of a 2D matrix
// * function to POP/REMOVE and return the last column from the SIDE of a 2D matrix
//
// - function to print a matrix
// This function is mainly used for debugging purposes and displays the array as a 2D matrix notation
//
//
// Enjoy!
// JD.
//
// #NotTradingAdvice #DYOR
//
// Disclaimer.
// I AM NOT A FINANCIAL ADVISOR.
// THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY.
// ALWAYS DO YOUR OWN RESEARCH!
// The arrays provided in Pinescript are linear 1D strucures that can be seen either as a large vertical stack or
// a horizontal row containing a list of values, colors, bools,..
//
// With the FUNCTIONS in this script the 1D ARRAY LIST can be CONVERTED INTO A 2D MATRIX form
//
//
///////////////////////////////////////////
/// BASIC INFO ON THE MATRIX STRUCTURE: ///
///////////////////////////////////////////
//
// The matrix is set up as an 2D structure and is devided in ROWS and COLUMNS.
// following the standard mathematical notation:
//
// a 3 x 4 matrix = 4 columns
// 0 1 2 3 column index
// 0 [a b c d]
// 3 rows 1 [e f g h]
// 2 [i j k l]
// row
// index
//
// With the use of some purpose-built functions, values can be placed or retrieved in a specific column of a certain row
// this can be done by intuitively using row_nr and column_nr coördinates,
// without having to worry on what exact index of the Pine array this value is located (the functions do these conversions for you)
//
//
// the syntax I propose for the 2D Matrix array has the following structure:
//
// - the array starts with 2 VALUES describing the DIMENSION INFORMATION, (rows, columns)
// these are ignored in the actual calculations and serve as a metadata header (similar to the "location, time,... etc." data that is stored in photo files)
// so the array always carries it's own info about the nr. of rows and columns and doesn't need is seperate "info" file!
//
// To stay consistent with the standard Pinescript (array and [lookback]) indexing:
// - indexes for sheets and columns start from 0 (first) and run up to the (total nr of sheets or columns) - 1
// - indexes for rows also start from 0 (most recent, cfr.[lookback]) and run up to the (total nr of rows) - 1
//
// - this 2 value metadata header is followed by the actual df data
// the actual data array can consist of (100,000 - 2) usable items,
//
// In a theoretical example, you can have a matrix with almost 20,000 rows with each 5 columns of data (eg. open, high, low, close, volume) in it!!!
//
//
///////////////////////////////////
/// SCHEMATIC OF THE STRUCTURE: ///
///////////////////////////////////
//
////// (metadata header with dimensions info)
//
// (0) (1) (array index)
// [nr_of_rows/records, nr_of_columns,
//
//
////// (actual matrix array data)
//
// 0 1 2 3 column_index
//
// (2) (3) (4) (5) (array index)
// 0 record0_val0, record0_val1, record0_val2, record0_val3, ...,
//
// (6) (7) (8) (9) (array index)
// 1 record1_val0, record1_val1, record1_val2, record1_val3, ...,
//
// (10) (11) (12) (13) (array index)
// 2 record2_val0, record2_val1, record2_val2, record2_val3, ...,
//
// 3 ...
//
// row_index
//
////////////////////////////////////
/// DATA MANIPULATION FUNCTIONS: ///
////////////////////////////////////
//
// A set of functions are implemented to write info to and retrieve info from the dataframe.
// Of course the possibilities are not limited to the functions here, these were written because they were needed for the script!
// A whole list of other functions can be easily written for other manipulation purposes.
// The ones written in the script are 2D versions of most of the functions that are provided for normal 1D arrays.
//
//
///////////////////////////////////////////////////////////////////////
/// LIST OF FUNCTIONS contained in this script: ///
/// (many other can of course be written, using the same structure) ///
///////////////////////////////////////////////////////////////////////
//
// - INFO functions
// * get the number of COLUMNS
// * get the number of ROWS
// * get the total SIZE (number of columns, number of rows)
//
// - INITIALISATION and SET functions (commands to build the 2D matrix)
// * MATRIX INITIALISATION function, builds 2D matrix with dimensional metadata/size in first 2 values //
// a new matrix array is built (cfr. the conventions I propose above) containing a certain nr of rows and columns
// * function to SET a single value in a certain row/lookback period and column
//
// - GET functions (to retrieve info from the 2D matrix)
// * function to GET/retrieve a single VALUE from a certain row/lookback period and column
// * function to cut of the metadata header and return the array body (as an array)
// * function to GET/retrieve the values from a ROW/RECORD from a certain row/lookback period, the values are returned as an array
//
// - 1D - 2D COORDINATE CONVERSION FUNCTIONS (handy with for loop indexes) ///
// * function to get the ROW INDEX in a 2D matrix from the 1D array index
// * function to get the COLUMN INDEX in a 2D matrix from the 1D array index
// * function to get (row, column) coordinates in a 2D matrix from the 1D array index
// * function to get the 1D array index from (row, column) coordinates in a 2D matrix
//
// - Matrix MANIPULATION functions
// * function to ADD a ROW/RECORD on the TOP of the array, shift the whole list one down and REMOVE the OLDEST row/record
// (2D version of "unshift" + "pop" but with a whole row at once)
// * function to REMOVE one or more ROWS/RECORDS from a 2D matrix
// (if from_row == to_row, only this row is removed)
// * function to REMOVE one or more COLUMNS from a 2D matrix
// (if from_column == to_column, only this column is removed)
// * function to INSERT an ARRAY of ROWS/RECORDS at a certain row number in a 2D matrix
// * function to INSERT an ARRAY of COLUMNS at a certain column number in a 2D matrix
// * function to APPEND/ADD an ARRAY of ROWS/RECORDS to the BOTTOM of a 2D matrix
// * function to APPEND/ADD an ARRAY of COLUMNS to the SIDE of a 2D matrix
// * function to POP/REMOVE and return the last ROW/RECORD from the BOTTOM of a 2D matrix
// * function to POP/REMOVE and return the last column from the SIDE of a 2D matrix
//
// - function to print a matrix
// This function is mainly used for debugging purposes and displays the array as a 2D matrix notation
//
//
// Enjoy!
// JD.
//
// #NotTradingAdvice #DYOR
//
// Disclaimer.
// I AM NOT A FINANCIAL ADVISOR.
// THESE IDEAS ARE NOT ADVICE AND ARE FOR EDUCATION PURPOSES ONLY.
// ALWAYS DO YOUR OWN RESEARCH!
Release Notes
.Release Notes
.Release Notes
.Release Notes
.Release Notes
.Release Notes
added some extra functions to the libraryRelease Notes
Added the option to build a matrix from a list, using the new array.from() commandNEW FUNCTION
// 2D matrix init function, builds 2D matrix with dimensional metadata in first two values
// the list of matrix elements are omported using array.from()
f_matrix_from_list(_nr_of_rows, _nr_of_columns, _list) =>
//{
_size = int(_nr_of_rows * _nr_of_columns)
_m = array.new_float(_size + 2, 0)
array.set(_m, 0, _nr_of_rows), array.set(_m, 1, _nr_of_columns)
if array.size(_list) <= array.size(_m) - 2
for i = 0 to array.size(_list) - 1
array.set(_m, i + 2, array.get(_list, i))
_m
//}
Allows the martrix to be initiated in the following way:
insert_column_array = f_matrix_from_list(3, 2, array.from(
10, 20,
30, 40,
50, 60))
Gr, JD.
Open-source script
In true TradingView spirit, the author of this script has published it open-source, so traders can understand and verify it. Cheers to the author! You may use it for free, but reuse of this code in publication is governed by House rules. You can favorite it to use it on a chart.
Want to use this script on a chart?
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.