MyLibraryLibrary "MyLibrary"
TODO: add library description here
init(value)
Parameters:
value
set(source, value)
Parameters:
source
value
get(source)
Parameters:
source
Arrays
Replica of TradingView's Backtesting Engine with ArraysHello everyone,
Here is a perfectly replicated TradingView backtesting engine condensed into a single library function calculated with arrays. It includes TradingView's calculations for Net profit, Total Trades, Percent of Trades Profitable, Profit Factor, Max Drawdown (absolute and percent), and Average Trade (absolute and percent). Here's how TradingView defines each aspect of its backtesting system:
Net Profit: The overall profit or loss achieved.
Total Trades: The total number of closed trades, winning and losing.
Percent Profitable: The percentage of winning trades, the number of winning trades divided by the total number of closed trades.
Profit Factor: The amount of money the strategy made for every unit of money it lost, gross profits divided by gross losses.
Max Drawdown: The greatest loss drawdown, i.e., the greatest possible loss the strategy had compared to its highest profits.
Average Trade: The sum of money gained or lost by the average trade, Net Profit divided by the overall number of closed trades.
Here's how each variable is defined in the library function:
_backtest(bool _enter, bool _exit, float _startQty, float _tradeQty)
bool _enter: When the strategy should enter a trade (entry condition)
bool _exit: When the strategy should exit a trade (exit condition)
float _startQty: The starting capital in the account (for BTCUSD, it is the amount of USD the account starts with)
float _tradeQty: The amount of capital traded (if set to 1000 on BTCUSD, it will trade 1000 USD on each trade)
Currently, this library only works with long strategies, and I've included a commented out section under DEMO STRATEGY where you can replicate my results with TradingView's backtesting engine. There's tons I could do with this beyond what is shown, but this was a project I worked on back in June of 2022 before getting burned out. Feel free to comment with any suggestions or bugs, and I'll try to add or fix them all soon. Here's my list of thing to add to the library currently (may not all be added):
Add commission calculations.
Add support for shorting
Add a graph that resembles TradingView's overview graph.
Clean and optimize code.
Clean up in a way that makes it easy to add other TradingView calculations (such as Sharpe and Sortino ratio).
Separate all variables, so they become accessible outside of calculations (such as gross profit, gross loss, number of winning trades, number of losing trades, etc.).
Thanks for reading,
OztheWoz
The Zig Zag Leveler IndicatorThis indicator is designed to identify potential trade setups in the market using the ZigZag indicator. It uses a combination of the ZigZag indicator and the background fill color to help identify areas of support and resistance. It also uses a pip offset to help with entries and exits. Additionally, it can generate alert conditions when the market direction changes and when a buy or sell signal is generated. This indicator can be used to help identify potential trade setups and can be customized to fit the user's trading strategy.
This indicator takes the guesswork out of trading by providing traders with an array of signals that can help identify entry and exit points. The indicator uses two sets of signals to identify price levels that indicate potential entry and exit points - one set of signals that indicate potential entry points and another set of signals that indicate potential exit points. The indicator also provides traders with a visual representation of the signals that can help them better understand the signals and make informed trading decisions. With this indicator, traders can have a better understanding of the market and have a better chance of making profitable trades.
The Zig Zag Leveler Strategy 1This indicator is designed to identify potential trade setups in the market using the ZigZag indicator. It uses a combination of the ZigZag indicator and the background fill color to help identify areas of support and resistance. It also uses a pip offset to help with entries and exits. Additionally, it can generate alert conditions when the market direction changes and when a buy or sell signal is generated. This indicator can be used to help identify potential trade setups and can be customized to fit the user's trading strategy.
This indicator takes the guesswork out of trading by providing traders with an array of signals that can help identify entry and exit points. The indicator uses two sets of signals to identify price levels that indicate potential entry and exit points - one set of signals that indicate potential entry points and another set of signals that indicate potential exit points. The indicator also provides traders with a visual representation of the signals that can help them better understand the signals and make informed trading decisions. With this indicator, traders can have a better understanding of the market and have a better chance of making profitable trades.
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").
jsonLibrary "json"
JSON Easy Object Create/stringiffy
Functions to add/write JSON
new (name , kind) -> object
set (_item , _obj , _key ) -> key index for parent object's array
add (_obj , _key , _item ) -> key index for parent object's array
write (object , kind ) -> stringified object // (enter kind to cut off key )
============================================
obj
obj Object storage container/item
Fields:
key : (string ) item name
kind : (string ) item's type(for writing)
item : (string ) item (converted to string)
keys : (string ) keys of all sub-items and objects
items : (obj ) nested obj off individual subitems (for later...)
============================================
new(_name, _kind)
create multitype object
Parameters:
_name : (string) Name off object
_kind : (string) Preset Type (_OBJECT if a container item)
Returns: object container/item 2-in-1
============================================
add(_item, _obj, _key)
Set item to object obj item (same as set, prep for future Pine methods)
Parameters:
_item : ( int / float / bool / string )
_obj : (obj multi-type-item object)
_key : ( string )
set(_item, _obj, _key)
Set item to object obj item (same as add, prep for future Pine methods)
Parameters:
_item : ( int / float / bool / string )
_obj : (obj multi-type-item object)
_key : ( string )
addstore(_parent, _child)
Add a object as a subobject to storage (Future upgrade to write/edit)
Parameters:
_parent : to insert obj into
_child : to be inserted
setstore(_child, _parent)
Add a object as a subobject to storage (Future upgrade to write/edit)
Parameters:
_child : to be inserted
_parent : to insert obj into
add(_parent, _child)
Add a object as a string rendered item
Parameters:
_parent : to insert obj into
_child : to be inserted
set(_child, _parent)
Add a object as a string rendered item
Parameters:
_child : to be inserted
_parent : to insert obj into
============================================
write(_object, _key, _itemname)
Write object to string Object
Parameters:
_object : (obj)
_key : (array<(string/int)> )/(string)
_itemname : (string)
Returns: stringified flattened object.
clean_output(_str)
Clean JSON final output
Parameters:
_str : string json item
Returns: cleaned string
BinaryInsertionSortLibrary "BinaryInsertionSort"
Library containing functions which can help create sorted array based on binary insertion sort.
This sorting will be quicker than array.sort function if the sorting needs to be done on every bar and the size of the array is comparatively big.
This is created with the intention of using this to solve a bigger problem posted by @lejmer. Wish me luck!!
binary_insertion_sort(sortedArray, item, order)
binary insertion sort - inserts item into sorted array while maintaining sort order
Parameters:
sortedArray : array which is assumed to be sorted in the requested order
item : float|int item which needs to be inserted into sorted array
order : Sort order - positive number means ascending order whereas negative number represents descending order
Returns: int index at which the item is inserted into sorted array
update_sort_indices(sortIndices, newItemIndex)
adds the sort index of new item added to sorted array and also updates existing sort indices.
Parameters:
sortIndices : array containing sort indices of an array.
newItemIndex : sort index of new item added to sorted array
Returns: void
get_array_of_series(item, order)
Converts series into array and sorted array.
Parameters:
item : float|int series
order : Sort order - positive number means ascending order whereas negative number represents descending order
Returns:
get_sorted_arrays(item, order)
Converts series into array and sorted array. Also calculates the sort order of the value array
Parameters:
item : float|int series
order : Sort order - positive number means ascending order whereas negative number represents descending order
Returns:
Dynamic Array Table (versatile display methods)Library "datTable"
Dynamic Array Table.... Configurable Shape/Size Table from Arrays
Allows for any data in any size combination of arrays to join together
with:
all possible orientations!
filling all cells contiguously and/or flipping at boundaries
vertical or horizontal rotation
x/y axis direction swapping
all types array inputs for data.
please notify of any bugs. thanks
init(_posit)
Get Table (otional gapping cells)
Parameters:
_posit : String or Int (1-9 3x3 grid L to R)
Returns: Table
coords()
Req'd coords Seperate for VARIP table, non-varip coords
add
Add arrays to display table. coords reset each calc
uses displaytable object, string titles, and color optional array, and second line optional data array.
racille_arrayutilsLibrary "racille_arrayutils"
The most used array utility functions
func_sin()
returns sin function as a parameter to calculate the function_array()
func_cos()
returns cos function as a parameter to calculate the function_array()
func_tan()
returns tan function as a parameter to calculate the function_array()
func_cot()
returns cot function as a parameter to calculate the function_array()
func_asin()
returns asin function as a parameter to calculate the function_array()
func_acos()
returns acos function as a parameter to calculate the function_array()
func_atan()
returns atan function as a parameter to calculate the function_array()
func_acot()
returns acot function as a parameter to calculate the function_array()
func_sqrt()
returns sqrt function as a parameter to calculate the function_array()
func_pow(x)
returns pow function as a parameter to calculate the function_array()
Parameters:
x : - power
func_exp(x)
returns exp function as a parameter to calculate the function_array()
Parameters:
x : - base
func_log(x)
returns log function as a parameter to calculate the function_array()
Parameters:
x : - base
func_replace_array(arr, func)
replace each element of array with func(element) and returns a new array
Parameters:
arr : - array
func : - function to replace. Must be one of func_*()
Returns: new array, where each element is func(element)
multiply_array(arr, x)
multiplies each element of array by multiplier and returns a new array
Parameters:
arr : - array
x : - multiplier
Returns: new array, where each element is multiplied on x
multiply_array(arr, n)
multiplies each element of array by multiplier and returns a new array
Parameters:
arr : - array
n : - multiplier
Returns: new array, where each element is multiplied on n
multiply_array(arr, n)
multiplies each element of array by multiplier and returns a new array
Parameters:
arr : - array
n : - multiplier
Returns: new array, where each element is multiplied on n
divide_array(arr, x)
divides each element of array by divider and returns a new array
Parameters:
arr : - array
x : - divider
Returns: new array, where each element is multiplied on x
divide_array(arr, n)
divides each element of array by divider and returns a new array
Parameters:
arr : - array
n : - divider
Returns: new array, where each element is multiplied on n
increase_array(arr, x)
adds increment to each element of array and returns a new array
Parameters:
arr : - array
x : - increment
Returns: new array, where each element is multiplied on x
increase_array(arr, n)
adds increment to each element of array and returns a new array
Parameters:
arr : - array
n : - increment
Returns: new array, where each element is multiplied on n
increase_array(arr, n)
adds increment to each element of array and returns a new array
Parameters:
arr : - array
n : - increment
Returns: new array, where each element is multiplied on x
decrease_array(arr, x)
substracts decrement to each element of array and returns a new array
Parameters:
arr : - array
x : - decrement
Returns: new array, where each element is multiplied on x
decrease_array(arr, n)
substracts decrement to each element of array and returns a new array
Parameters:
arr : - array
n : - decrement
Returns: new array, where each element is multiplied on n
decrease_array(arr, n)
substracts decrement to each element of array and returns a new array
Parameters:
arr : - array
n : - decrement
Returns: new array, where each element is multiplied on x
negate_array(arr)
changes each elements sign of array and returns a new array
Parameters:
arr : - array
Returns: new array, where each element is of different sign
array_sum()
calculates elementwise sum of two arrays
array_diff()
calculates elementwise difference of two arrays
array_product()
calculates elementwise product of two arrays
array_division()
calculates elementwise division of two arrays
StringStringHashmapLibrary "StringStringHashmap"
A simple implementation of a key string-to-string value dictionary in pine script
create_ss_dict()
Create an empty string-string dictionary
Returns: the indices and elements of the dict
add_key_value(key, value, i, e)
Add new key-value pair in the dictionary
Parameters:
key : string
value : string
i : string the indices of the dictionary
e : string the element of the dictionary
get_value(key, i, e)
Get the value of the given key
Parameters:
key : string
i : string the indices of the dictionary
e : string the element of the dictionary
Returns: return the value of the given key
change_value(key, value, i, e)
Change the value of the given key
Parameters:
key : string
value : string
i : string the indices of the dictionary
e : string the element of the dictionary
ReduceSecurityCallsLibrary "ReduceSecurityCalls"
This library allows you to reduce the number of request.security calls to 1 per symbol per timeframe. Script provides example how to use it with request.security and possible optimisation applied to htf data call.
This data can be used to calculate everything you need and more than that (for example you can calculate 4 emas with one function call on mat_out).
ParseSource(mat_outs, o)
Should be used inside request.security call. Optimise your calls using timeframe.change when htf data parsing! Supports up to 5 expressions (results of expressions must be float or int)
Parameters:
mat_outs : Matrix to be used as outputs, first value is newest
o : Please use parametres in the order they specified (o should be 1st, h should be 2nd etc..)
Returns: outs array, due to weird limitations do not try this :matrix_out = matrix.copy(ParseSource)
String_Encoder_DecoderLibrary "String_Encoder_Decoder"
String encoder and decoder to use in internal data tranfer in script calculations.
In example, script encode 125 values once and then decode them every candle.
encode(array or values (val1,val2,val3,val4,val5,val6)
encode: encode some values into string
Parameters:
array : of values or values1, value2 (up to 6 values)
(input values must be stringified)
Returns: encoded value
decode(val)
decode: decode into string
Parameters:
val : value to decode, must be stringified
Returns: decoded array of stringified values
fast_utilsLibrary "fast_utils"
This library contains my favourite functions. Will be updated frequently
count_int_digits()
Count int digits in number
Returns: : number of int digits in number
count_float_digits()
Count float digits in number
Returns: : number of float digits in number
stringify()
Convert values in array or matrix into string values
Returns: : array or matrix of string values
arrcompare()
Compare values in arrays
Returns: : bool value
arrdedup()
Remove duplicate values in array
Returns: : array without duplicates
ResInMins()
Converts current resolution in minutes
Returns: : return float number of minuted
MultOfRes(res, mult)
Convert current float TF in minutes to target string TF in "timeframe.period" format.
Parameters:
res : : current resolution in minutes
mult : : Multiple of current TF to be calculated.
Returns: : timeframe format string
Global_Economic_CalendarLibrary of economic events. Created to display events on the desired chart through the indicator.
Countries: USA, China, Eurozone, Russia
Importance: 3 stars
Source: Investing
Библиотека экономических событий. Создана для отображения событий на нужном графике через индикатор.
Страны: США, Китай, Еврозона, Россия
Важность: 3 звезды
Источник: Investing
columnsLibrary "columns"
Error Tolerant Matrix Setter/Getter Operations. Easy ways to add/remove items into start and end of Columns as well as arrays to grow and shrink matrix.
if mismatched sizes occur the typified NA value will be there to prevent catastrophic crashing.
Rows and Columns are split into 2 libraries due to limitations on number of exports as well as ease of style (columns.shift(), rows.pop() )
pop(_matrix)
do pop last Column off of matrix
Parameters:
_matrix : Matrix To Edit
Returns: Array of Last Column, removing it from matrix
shift(_matrix)
do shift the first Column off of matrix
Parameters:
_matrix : Matrix To Edit
Returns: Array of First Column, removing it from matrix
get(_matrix, _clmnNum)
retrieve specific Column of matrix
Parameters:
_matrix : Matrix To Edit
_clmnNum : Column being Targeted
Returns: Array of selected Column number, leaving in place
push(_matrix, _clmnNum, _item)
add single item onto end of Column
Parameters:
_matrix : Matrix To Edit
_clmnNum : Column being Targeted
_item : Item to Push on Column
Returns: shifted item from Column start
push(_matrix, _array)
add single item onto end of matrix
Parameters:
_matrix : Matrix To Edit
_array : Array to Push on Matrix
Returns: Void
unshift(_matrix, _clmnNum, _item)
slide single item into start of Column remove last
Parameters:
_matrix : Matrix To Edit
_clmnNum : Column being Targeted
_item : Item to Unshift on Column
Returns: popped item from Column end
unshift(_matrix, _array)
add single item into first Column of matrix
Parameters:
_matrix : Matrix To Edit
_array : Array to unshift into Matrix
Returns: Void
set(_matrix, _clmnNum, _array)
replace an array to an existing Column
Parameters:
_matrix : Matrix To Edit
_clmnNum : Column being Targeted
_array : Array to place in Matrix
Returns: Column that was replaced
insert(_matrix, _clmnNum, _array)
insert an array to a new Column
Parameters:
_matrix : Matrix To Edit
_clmnNum : Column being Targeted
_array : Array to place in Matrix
Returns: void
slideDown(_matrix, _array)
add single item onto end of Column
Parameters:
_matrix : Matrix To Edit
_array : Array to push to Matrix
Returns: shifted first Column
slideUp(_matrix, _array)
add single item onto end of Column
Parameters:
_matrix : Matrix To Edit
_array : Array to unshift to Matrix
Returns: poppeed last Column
pullOut(_matrix, _clmnNum)
add single item onto end of Column
Parameters:
_matrix : Matrix To Edit
_clmnNum : Column being Targeted
Returns: removed selected Column
rowsLibrary "rows"
Error Tolerant Matrix Setter/Getter Operations. Easy ways to add/remove items into start and end of rows as well as arrays to grow and shrink matrix.
if mismatched sizes occur the typified NA value will be there to prevent catastrophic crashing.
columns and rows are split into 2 libraries due to limitations on number of exports as well as ease of style (columns.shift(), rows.pop() )
pop(_matrix)
do pop last row off of matrix
Parameters:
_matrix : Matrix To Edit
Returns: Array of Last row, removing it from matrix
shift(_matrix)
do shift the first row off of matrix
Parameters:
_matrix : Matrix To Edit
Returns: Array of First row, removing it from matrix
get(_matrix, _rowNum)
retrieve specific row of matrix
Parameters:
_matrix : Matrix To Edit
_rowNum : Row being Targeted
Returns: Array of selected row number, leaving in place
push(_matrix, _rowNum, _item)
add single item onto end of row
Parameters:
_matrix : Matrix To Edit
_rowNum : Row being Targeted
_item : Item to Push on Row
Returns: shifted item from row start
push(_matrix, _array)
add single item onto end of matrix
Parameters:
_matrix : Matrix To Edit
_array : Array to Push on Matrix
Returns: Void
unshift(_matrix, _rowNum, _item)
slide single item into start of row remove last
Parameters:
_matrix : Matrix To Edit
_rowNum : Row being Targeted
_item : Item to Unshift on Row
Returns: popped item from row end
unshift(_matrix, _array)
add single item into first row of matrix
Parameters:
_matrix : Matrix To Edit
_array : Array to unshift into Matrix
Returns: Void
set(_matrix, _rowNum, _array)
replace an array to an existing row
Parameters:
_matrix : Matrix To Edit
_rowNum : Row being Targeted
_array : Array to place in Matrix
Returns: row that was replaced
insert(_matrix, _rowNum, _array)
insert an array to a new row
Parameters:
_matrix : Matrix To Edit
_rowNum : Row being Targeted
_array : Array to place in Matrix
Returns: void
slideDown(_matrix, _array)
add single item onto end of row
Parameters:
_matrix : Matrix To Edit
_array : Array to push to Matrix
Returns: shifted first row
slideUp(_matrix, _array)
add single item onto end of row
Parameters:
_matrix : Matrix To Edit
_array : Array to unshift to Matrix
Returns: popped last row
pullOut(_matrix, _rowNum)
add single item onto end of row
Parameters:
_matrix : Matrix To Edit
_rowNum : Row being Targeted
Returns: removed selected row
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 ].
Library: ArrayLibrary "xarray"
Additional functions for array.
remove_duplicates(array_in)
Remove duplicates in array.
Parameters:
array_in : (int /float /string ) Array contains duplicates.
Returns: Array without duplicates.
// Example: int
import tuele99/xarray/1 as xarray
c = xarray.remove_duplicates(array.from(1, 4, 2, 1, 2))
plot(array.size(c))
plot(array.get(c, 0))
plot(array.get(c, 1))
// Example: float
import tuele99/xarray/1 as xarray
c = xarray.remove_duplicates(array.from(1.0, 4.0, 2.0, 1.0, 2.0))
plot(array.size(c))
plot(array.get(c, 0))
plot(array.get(c, 1))
// Example: string
import tuele99/xarray/1 as xarray
c = xarray.remove_duplicates(array.from("green", "red", "green", "red", "green"))
plot(array.size(c)) // value = 2
label0 = label.new(x=last_bar_index, y=0, yloc=yloc.belowbar, text=array.get(c, 0), style=label.style_label_left, color=color.new(color.black, 100), textcolor=color.green) // below text = "green"
label1 = label.new(x=last_bar_index, y=0, yloc=yloc.abovebar, text=array.get(c, 1), style=label.style_label_left, color=color.new(color.black, 100), textcolor=color.red) // above text = "red"
FunctionLAPACKdsyrkLibrary "FunctionLAPACKdsyrk"
subroutine part of LAPACK: Linear Algebra Package,
performs one of the symmetric rank k operations
.
C := alpha*A*A**T + beta*C, or C := alpha*A**T*A + beta*C,
.
where alpha and beta are scalars, C is an n by n symmetric matrix
and A is an n by k matrix in the first case and a k by n matrix
in the second case.
.
reference:
netlib.org
dsyrk(uplo, trans, n, k, alpha, a, lda, beta, c, ldc)
performs one of the symmetric rank k operations
.
C := alpha*A*A**T + beta*C, or C := alpha*A**T*A + beta*C,
.
where alpha and beta are scalars, C is an n by n symmetric matrix
and A is an n by k matrix in the first case and a k by n matrix
in the second case.
.
Parameters:
uplo : string specifies whether the upper or lower triangular part of
the array C is to be referenced as follows:
UPLO = 'U' or 'u' Only the upper triangular part of C is to be referenced.
UPLO = 'L' or 'l' Only the lower triangular part of C is to be referenced.
.
trans : string specifies the operation to be performed as follows:
TRANS = 'N' or 'n' C := alpha*A*A**T + beta*C.
TRANS = 'T' or 't' C := alpha*A**T*A + beta*C.
TRANS = 'C' or 'c' C := alpha*A**T*A + beta*C.
.
n : int specifies the order of the matrix C. N must be at least zero.
k : int On entry with:
TRANS = 'N' or 'n', K specifies the number of columns of the matrix A.
TRANS = 'T' or 't' or 'C' or 'c', K specifies the number of rows of the matrix A.
K must be at least zero.
.
alpha : float scalar.
a : matrix matrix A.
lda : int specifies the first dimension of A.
beta : float scalar.
c : matrix matrix C, is overwritten by the lower triangular part of the updated matrix.
ldc : int specifies the first dimension of C
Returns: void, C is overwritten by the lower triangular part of the updated matrix.
FunctionLAPACKdtrsmLibrary "FunctionLAPACKdtrsm"
subroutine in the LAPACK:linear algebra package, used to solve one of the following matrix equations:
op( A )*X = alpha*B, or X*op( A ) = alpha*B,
where alpha is a scalar, X and B are m by n matrices, A is a unit, or
non-unit, upper or lower triangular matrix and op( A ) is one of
op( A ) = A or op( A ) = A**T.
The matrix X is overwritten on B.
reference:
netlib.org
dtrsm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
solves one of the matrix equations
op( A )*X = alpha*B, or X*op( A ) = alpha*B,
where alpha is a scalar, X and B are m by n matrices, A is a unit, or
non-unit, upper or lower triangular matrix and op( A ) is one of
op( A ) = A or op( A ) = A**T.
The matrix X is overwritten on B.
Parameters:
side : string , On entry, SIDE specifies whether op( A ) appears on the left or right of X as follows:
SIDE = 'L' or 'l' op( A )*X = alpha*B.
SIDE = 'R' or 'r' X*op( A ) = alpha*B.
uplo : string , specifies whether the matrix A is an upper or lower triangular matrix as follows:
UPLO = 'U' or 'u' A is an upper triangular matrix.
UPLO = 'L' or 'l' A is a lower triangular matrix.
transa : string , specifies the form of op( A ) to be used in the matrix multiplication as follows:
TRANSA = 'N' or 'n' op( A ) = A.
TRANSA = 'T' or 't' op( A ) = A**T.
TRANSA = 'C' or 'c' op( A ) = A**T.
diag : string , specifies whether or not A is unit triangular as follows:
DIAG = 'U' or 'u' A is assumed to be unit triangular.
DIAG = 'N' or 'n' A is not assumed to be unit triangular.
m : int , the number of rows of B. M must be at least zero.
n : int , the number of columns of B. N must be at least zero.
alpha : float , specifies the scalar alpha. When alpha is zero then A is not referenced and B need not be set before entry.
a : matrix, Triangular matrix.
lda : int , specifies the first dimension of A.
b : matrix, right-hand side matrix B, and on exit is overwritten by the solution matrix X.
ldb : int , specifies the first dimension of B.
Returns: void, modifies matrix b.
usage:
dtrsm ('L', 'U', 'N', 'N', 5, 3, 1.0, a, 7, b, 6)
MYX_ACE_DBLibrary "MYX_ACE_DB"
TODO: Library for Malaysia ACE Market
db(x)
TODO: Library for Malaysia ACE Market
Parameters:
x : TODO: id
Returns: TODO: id
MYX_LEAP_DBLibrary "MYX_LEAP_DB"
TODO: Library for Malaysia LEAP Market
db(x)
TODO: Library for Malaysia LEAP Market
Parameters:
x : TODO: id
Returns: TODO: id
FunctionPatternFrequencyLibrary "FunctionPatternFrequency"
Counts the word or integer number pattern frequency on a array.
reference:
rosettacode.org
count(pattern)
counts the number a pattern is repeated.
Parameters:
pattern : : array : array with patterns to be counted.
Returns:
array : list of unique patterns.
array : list of counters per pattern.
usage:
count(array.from('a','b','c','a','b','a'))
count(pattern)
counts the number a pattern is repeated.
Parameters:
pattern : : array : array with patterns to be counted.
Returns:
array : list of unique patterns.
array : list of counters per pattern.
usage:
count(array.from(1,2,3,1,2,1))
