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Volumepriceanalysis

VolumeSpreadAnalysisLibrary "VolumeSpreadAnalysis" A library for Volume Spread Analysis (VSA). spread(_barIndex)   Calculates the spread of a bar.   Parameters:      _barIndex (int) : (int) The index of the bar.   Returns: (float) The spread of the bar. volume(_barIndex)   Retrieves the volume of a bar.   Parameters:      _barIndex (int) : (int) The index of the bar.   Returns: (float) The volume of the bar. body(_barIndex)   Calculates the body of a bar.   Parameters:      _barIndex (simple int) : (int) The index of the bar.   Returns: (float) The body size of the bar. wickUpper(_barIndex)   Calculates the upper wick of a bar (upper shadow).   Parameters:      _barIndex (simple int) : (int) The index of the bar.   Returns: (float) The upper wick size of the bar. wickLower(_barIndex)   Calculates the lower wick of a bar (lower shadow).   Parameters:      _barIndex (simple int) : (int) The index of the bar.   Returns: (float) The lower wick size of the bar. calcForecastedSMA(_source, _length, _forecastedLevel)   Calculates the forecasted Simple Moving Average (SMA).   Parameters:      _source (float) : (series float) Source data for calculation.      _length (simple int) : (int) The length of the SMA.      _forecastedLevel (float) : (float) The forecasted level to include in the calculation.   Returns: (float) The forecasted SMA value. calcForecastedEMA(_source, _length, _forecastedLevel)   Calculates the forecasted Exponential Moving Average (EMA).   Parameters:      _source (float) : (series float) Source data for calculation.      _length (simple int) : (int) The length of the EMA.      _forecastedLevel (float) : (float) The forecasted level to include in the calculation.   Returns: (float) The forecasted EMA value. calcForecastedRMA(_source, _length, _forecastedLevel)   Calculates the forecasted Relative Moving Average (RMA).   Parameters:      _source (float) : (series float) Source data for calculation.      _length (simple int) : (int) The length of the RMA.      _forecastedLevel (float) : (float) The forecasted level to include in the calculation.   Returns: (float) The forecasted RMA value. calcForecastedWMA(_source, _length, _forecastedLevel)   Calculates the forecasted Weighted Moving Average (WMA).   Parameters:      _source (float) : (series float) Source data for calculation.      _length (simple int) : (int) The length of the WMA.      _forecastedLevel (float) : (float) The forecasted level to include in the calculation.   Returns: (float) The forecasted WMA value. calcElapsedTimePercent()   Calculates the elapsed time percent of the current bar.   Returns: (float) The elapsed time percent. calcForecastedSpread(multiplierAtMidpoints, multiplierAtPeaks)   Calculates the forecasted spread using elapsed time and dynamic multipliers, handling spread's non-linear nature.   Parameters:      multiplierAtMidpoints (float) : (float) The multiplier value at midpoints.      multiplierAtPeaks (float) : (float) The multiplier value at peaks.   Returns: (float) The forecasted spread value. calcForecastedVolume()   Calculates the forecasted volume using elapsed time, satisfying volume's linear nature.   Returns: (float) The forecasted volume value. calcForecastedMA(_source, _length, _forecastedSource, _type)   Calculates the forecasted Moving Average (MA) based on the specified type.   Parameters:      _source (float) : (series float) Source data for calculation.      _length (simple int) : (int) The length of the MA.      _forecastedSource (float) : (float) The forecasted level to include in the calculation.      _type (simple string) : (string) The type of the MA ("SMA", "EMA", "SMMA (RMA)", "WMA").   Returns: (float) The forecasted MA value. calcMA(_source, _length, _type)   Calculates the Moving Average (MA) based on the specified type.   Parameters:      _source (float) : (series float) Source data for calculation.      _length (simple int) : (int) The length of the MA.      _type (simple string) : (string) The type of the MA ("SMA", "EMA", "SMMA (RMA)", "WMA").   Returns: (float) The MA value. bullBar(_barIndex)   Determines if the bar is bullish.   Parameters:      _barIndex (simple int) : (int) The index of the bar.   Returns: (bool) True if the bar is bullish, otherwise false. bearBar(_barIndex)   Determines if the bar is bearish.   Parameters:      _barIndex (simple int) : (int) The index of the bar.   Returns: (bool) True if the bar is bearish, otherwise false. breakout(_barIndex)   Determines if there is a breakout above the previous bar.   Parameters:      _barIndex (simple int) : (int) The index of the bar.   Returns: (bool) True if there is a breakout, otherwise false. breakdown(_barIndex)   Determines if there is a breakdown below the previous bar.   Parameters:      _barIndex (simple int) : (int) The index of the bar.   Returns: (bool) True if there is a breakdown, otherwise false. rejectionWickUpper(_rejectionWick)   Determines if the upper wick is a rejection wick.   Parameters:      _rejectionWick (simple float) : (float) The rejection wick percentage.   Returns: (bool) True if the upper wick is a rejection wick, otherwise false. rejectionWickLower(_rejectionWick)   Determines if the lower wick is a rejection wick.   Parameters:      _rejectionWick (simple float) : (float) The rejection wick percentage.   Returns: (bool) True if the lower wick is a rejection wick, otherwise false. setupDataVolume(_data, _mult_Low, _mult_High, _mult_Ultra, _maLengthVolume, _maTypeVolume)   Sets up data for volume levels.   Parameters:      _data (map) : (map) The map to store the levels.      _mult_Low (simple float) : (float) The multiplier for low level.      _mult_High (simple float) : (float) The multiplier for high level.      _mult_Ultra (simple float) : (float) The multiplier for ultra level.      _maLengthVolume (simple int) : (int) The length for MA.      _maTypeVolume (simple string) : (string) The type for MA.   Returns: (void) Nothing. setupDataSpread(_data, _mult_Low, _mult_High, _mult_Ultra, _maLengthSpread, _maTypeSpread)   Sets up data for spread levels.   Parameters:      _data (map) : (map) The map to store the levels.      _mult_Low (simple float) : (float) The multiplier for low level.      _mult_High (simple float) : (float) The multiplier for high level.      _mult_Ultra (simple float) : (float) The multiplier for ultra level.      _maLengthSpread (simple int) : (int) The length for MA.      _maTypeSpread (simple string) : (string) The type for MA.   Returns: (void) Nothing. setupDataForecastVolume(_dataForecast, _mult_Low, _mult_High, _mult_Ultra, _maLengthVolume, _predictedLevelVolume, _maTypeVolume)   Sets up data for volume and spread levels for forecast.   Parameters:      _dataForecast (map)      _mult_Low (simple float) : (float) The multiplier for low level.      _mult_High (simple float) : (float) The multiplier for high level.      _mult_Ultra (simple float) : (float) The multiplier for ultra level.      _maLengthVolume (simple int) : (int) The length for MA.      _predictedLevelVolume (float) : (float) The predicted level for MA.      _maTypeVolume (simple string) : (string) The type for MA.   Returns: (void) Nothing. setupDataForecastSpread(_dataForecast, _mult_Low, _mult_High, _mult_Ultra, _maLengthSpread, _predictedLevelSpread, _maTypeSpread)   Sets up data for spread levels for forecast.   Parameters:      _dataForecast (map)      _mult_Low (simple float) : (float) The multiplier for low level.      _mult_High (simple float) : (float) The multiplier for high level.      _mult_Ultra (simple float) : (float) The multiplier for ultra level.      _maLengthSpread (simple int) : (int) The length for MA.      _predictedLevelSpread (float) : (float) The predicted level for MA.      _maTypeSpread (simple string) : (string) The type for MA.   Returns: (void) Nothing. isVolumeLow(_data, _barIndex)   Determines if the volume is low.   Parameters:      _data (map) : (map) The data map with volume levels.      _barIndex (int)   Returns: (bool) True if the volume is low, otherwise false. isVolumeNormal(_data, _barIndex)   Determines if the volume is normal.   Parameters:      _data (map) : (map) The data map with volume levels.      _barIndex (int)   Returns: (bool) True if the volume is normal, otherwise false. isVolumeHigh(_data, _barIndex)   Determines if the volume is high.   Parameters:      _data (map) : (map) The data map with volume levels.      _barIndex (int)   Returns: (bool) True if the volume is high, otherwise false. isVolumeUltra(_data, _barIndex)   Determines if the volume is ultra.   Parameters:      _data (map) : (map) The data map with volume levels.      _barIndex (int)   Returns: (bool) True if the volume is ultra, otherwise false. isSpreadLow(_data, _barIndex)   Determines if the spread is low.   Parameters:      _data (map) : (map) The data map with spread levels.      _barIndex (int)   Returns: (bool) True if the spread is low, otherwise false. isSpreadNormal(_data, _barIndex)   Determines if the spread is normal.   Parameters:      _data (map) : (map) The data map with spread levels.      _barIndex (int)   Returns: (bool) True if the spread is normal, otherwise false. isSpreadHigh(_data, _barIndex)   Determines if the spread is high.   Parameters:      _data (map) : (map) The data map with spread levels.      _barIndex (int)   Returns: (bool) True if the spread is high, otherwise false. isSpreadUltra(_data, _barIndex)   Determines if the spread is ultra.   Parameters:      _data (map) : (map) The data map with spread levels.      _barIndex (int)   Returns: (bool) True if the spread is ultra, otherwise false. isVolumeText(_data)   Determines text string representing the volume area level.   Parameters:      _data (map) : (map) The data map with volume levels.   Returns: (string) Text string of Low, Normal, High, or Ultra. isSpreadText(_data)   Determines text string representing the spread area level.   Parameters:      _data (map) : (map) The data map with spread levels.   Returns: (string) Text string of Low, Normal, High, or Ultra. calcBarColor(_value, _level)   Calculates the color based level.   Parameters:      _value (float) : (float) The value to check.      _level (float) : (float) The value level for comparison.   Returns: (color) The color for the bar. bullPinBar(_maxBodyPercent, _minWickPercent)   Determines if the bar is a bull pin bar.   Parameters:      _maxBodyPercent (simple float) : (float) The maximum body percentage.      _minWickPercent (simple float) : (float) The minimum wick percentage.   Returns: (bool) True if the bar is a bull pin bar, otherwise false. bearPinBar(_maxBodyPercent, _minWickPercent)   Determines if the bar is a bear pin bar.   Parameters:      _maxBodyPercent (simple float) : (float) The maximum body percentage.      _minWickPercent (simple float) : (float) The minimum wick percentage.   Returns: (bool) True if the bar is a bear pin bar, otherwise false. dojiBar(_maxBodyPercent)   Determines if the bar is a doji.   Parameters:      _maxBodyPercent (simple float) : (float) The maximum body percentage.   Returns: (bool) True if the bar is a doji, otherwise false. spinningTopBar(_minWicksPercent, _emaLength)   Determines if the bar is a spinning top.   Parameters:      _minWicksPercent (simple float) : (float) The minimum wicks percentage.      _emaLength (simple int) : (int) The length for EMA calculation.   Returns: (bool) True if the bar is a spinning top, otherwise false. highWaveBar(_minBodyPercent, _minWickPercent, _bars)   Determines if the bar is a high wave bar.   Parameters:      _minBodyPercent (simple float) : (float) The minimum body percentage.      _minWickPercent (simple float) : (float) The minimum wick percentage.      _bars (simple int) : (int) The number of bars for comparison.   Returns: (bool) True if the bar is a high wave bar, otherwise false. consolidationBar(_data, _spread, _bars)   Determines if the bars are in consolidation.   Parameters:      _data (map) : (map) The data map with spread levels.      _spread (simple float) : (float) The spread percentage for comparison.      _bars (simple int) : (int) The number of bars for comparison.   Returns: (bool) True if the bars are in consolidation, otherwise false. S_DownThrust(_data, _bullPinBarMaxBody, _bullPinBarMinWick)   Determines if there is a sign of strength (DownThrust).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _bullPinBarMaxBody (simple float) : (float) The maximum body percentage for bull pin bar.      _bullPinBarMinWick (simple float) : (float) The minimum wick percentage for bull pin bar.   Returns: (bool) True if there is a sign of strength (DownThrust), otherwise false. S_SellingClimax(_data, _rejectionWick)   Determines if there is a sign of strength (Selling Climax).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _rejectionWick (simple float) : (float) The rejection wick percentage.   Returns: (bool) True if there is a sign of strength (Selling Climax), otherwise false. S_NoEffortBearishResult()   Determines if there is a sign of strength (No Effort Bearish Result).   Returns: (bool) True if there is a sign of strength (No Effort Bearish Result), otherwise false. S_BearishEffortNoResult()   Determines if there is a sign of strength (Bearish Effort No Result).   Returns: (bool) True if there is a sign of strength (Bearish Effort No Result), otherwise false. S_InverseDownThrust(_data, _bearPinBarMaxBody, _bearPinBarMinWick)   Determines if there is a sign of strength (Inverse DownThrust).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _bearPinBarMaxBody (simple float) : (float) The maximum body percentage for bear pin bar.      _bearPinBarMinWick (simple float) : (float) The minimum wick percentage for bear pin bar.   Returns: (bool) True if there is a sign of strength (Inverse DownThrust), otherwise false. S_FailedSellingClimax()   Determines if there is a sign of strength (Failed Selling Climax).   Returns: (bool) True if there is a sign of strength (Failed Selling Climax), otherwise false. S_BullOutsideReversal(_data)   Determines if there is a sign of strength (Bull Outside Reversal).   Parameters:      _data (map) : (map) The data map with volume and spread levels.   Returns: (bool) True if there is a sign of strength (Bull Outside Reversal), otherwise false. S_EndOfFallingMarket(_data)   Determines if there is a sign of strength (End of Falling Market).   Parameters:      _data (map) : (map) The data map with volume and spread levels.   Returns: (bool) True if there is a sign of strength (End of Falling Market), otherwise false. S_PseudoDownThrust(_bullPinBarMaxBody, _bullPinBarMinWick)   Determines if there is a sign of strength (Pseudo DownThrust).   Parameters:      _bullPinBarMaxBody (simple float) : (float) The maximum body percentage for bull pin bar.      _bullPinBarMinWick (simple float) : (float) The minimum wick percentage for bull pin bar.   Returns: (bool) True if there is a sign of strength (Pseudo DownThrust), otherwise false. S_NoSupply(_bullPinBarMaxBody, _bullPinBarMinWick)   Determines if there is a sign of strength (No Supply).   Parameters:      _bullPinBarMaxBody (simple float) : (float) The maximum body percentage for bull pin bar.      _bullPinBarMinWick (simple float) : (float) The minimum wick percentage for bull pin bar.   Returns: (bool) True if there is a sign of strength (No Supply), otherwise false. W_UpThrust(_data, _bearPinBarMaxBody, _bearPinBarMinWick)   Determines if there is a sign of weakness (UpThrust).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _bearPinBarMaxBody (simple float) : (float) The maximum body percentage for bear pin bar.      _bearPinBarMinWick (simple float) : (float) The minimum wick percentage for bear pin bar.   Returns: (bool) True if there is a sign of weakness (UpThrust), otherwise false. W_BuyingClimax(_data, _rejectionWick)   Determines if there is a sign of weakness (Buying Climax).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _rejectionWick (simple float) : (float) The rejection wick percentage.   Returns: (bool) True if there is a sign of weakness (Buying Climax), otherwise false. W_NoEffortBullishResult()   Determines if there is a sign of weakness (No Effort Bullish Result).   Returns: (bool) True if there is a sign of weakness (No Effort Bullish Result), otherwise false. W_BullishEffortNoResult()   Determines if there is a sign of weakness (Bullish Effort No Result).   Returns: (bool) True if there is a sign of weakness (Bullish Effort No Result), otherwise false. W_InverseUpThrust(_data, _bullPinBarMaxBody, _bullPinBarMinWick)   Determines if there is a sign of weakness (Inverse UpThrust).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _bullPinBarMaxBody (simple float) : (float) The maximum body percentage for bull pin bar.      _bullPinBarMinWick (simple float) : (float) The minimum wick percentage for bull pin bar.   Returns: (bool) True if there is a sign of weakness (Inverse UpThrust), otherwise false. W_FailedBuyingClimax()   Determines if there is a sign of weakness (Failed Buying Climax).   Returns: (bool) True if there is a sign of weakness (Failed Buying Climax), otherwise false. W_BearOutsideReversal(_data)   Determines if there is a sign of weakness (Bear Outside Reversal).   Parameters:      _data (map) : (map) The data map with volume and spread levels.   Returns: (bool) True if there is a sign of weakness (Bear Outside Reversal), otherwise false. W_EndOfRisingMarket(_data)   Determines if there is a sign of weakness (End of Rising Market).   Parameters:      _data (map) : (map) The data map with volume and spread levels.   Returns: (bool) True if there is a sign of weakness (End of Rising Market), otherwise false. W_PseudoUpThrust(_bearPinBarMaxBody, _bearPinBarMinWick)   Determines if there is a sign of weakness (Pseudo UpThrust).   Parameters:      _bearPinBarMaxBody (simple float) : (float) The maximum body percentage for bear pin bar.      _bearPinBarMinWick (simple float) : (float) The minimum wick percentage for bear pin bar.   Returns: (bool) True if there is a sign of weakness (Pseudo UpThrust), otherwise false. W_NoDemand(_bearPinBarMaxBody, _bearPinBarMinWick)   Determines if there is a sign of weakness (No Demand).   Parameters:      _bearPinBarMaxBody (simple float) : (float) The maximum body percentage for bear pin bar.      _bearPinBarMinWick (simple float) : (float) The minimum wick percentage for bear pin bar.   Returns: (bool) True if there is a sign of weakness (No Demand), otherwise false. N_QuietDoji(_dojiBarMaxBody)   Determines if there is a neutral signal (Quiet Doji).   Parameters:      _dojiBarMaxBody (simple float) : (float) The maximum body percentage for doji bar.   Returns: (bool) True if there is a neutral signal (Quiet Doji), otherwise false. N_BalancedDoji(_data, _dojiBarMaxBody)   Determines if there is a neutral signal (Balanced Doji).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _dojiBarMaxBody (simple float) : (float) The maximum body percentage for doji bar.   Returns: (bool) True if there is a neutral signal (Balanced Doji), otherwise false. N_StrongDoji(_dojiBarMaxBody)   Determines if there is a neutral signal (Strong Doji).   Parameters:      _dojiBarMaxBody (simple float) : (float) The maximum body percentage for doji bar.   Returns: (bool) True if there is a neutral signal (Strong Doji), otherwise false. N_QuietSpinningTop(_spinningTopBarMinWicks, _spinningTopBarEmaLength)   Determines if there is a neutral signal (Quiet Spinning Top).   Parameters:      _spinningTopBarMinWicks (simple float) : (float) The minimum wicks percentage for spinning top bar.      _spinningTopBarEmaLength (simple int) : (int) The length for EMA calculation.   Returns: (bool) True if there is a neutral signal (Quiet Spinning Top), otherwise false. N_BalancedSpinningTop(_data, _spinningTopBarMinWicks, _spinningTopBarEmaLength)   Determines if there is a neutral signal (Balanced Spinning Top).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _spinningTopBarMinWicks (simple float) : (float) The minimum wicks percentage for spinning top bar.      _spinningTopBarEmaLength (simple int) : (int) The length for EMA calculation.   Returns: (bool) True if there is a neutral signal (Balanced Spinning Top), otherwise false. N_StrongSpinningTop(_spinningTopBarMinWicks, _spinningTopBarEmaLength)   Determines if there is a neutral signal (Strong Spinning Top).   Parameters:      _spinningTopBarMinWicks (simple float) : (float) The minimum wicks percentage for spinning top bar.      _spinningTopBarEmaLength (simple int) : (int) The length for EMA calculation.   Returns: (bool) True if there is a neutral signal (Strong Spinning Top), otherwise false. N_QuietHighWave(_highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)   Determines if there is a neutral signal (Quiet High Wave).   Parameters:      _highWaveBarMinBody (simple float) : (float) The minimum body percentage for high wave bar.      _highWaveBarMinWick (simple float) : (float) The minimum wick percentage for high wave bar.      _highWaveBarBars (simple int) : (int) The number of bars for comparison.   Returns: (bool) True if there is a neutral signal (Quiet High Wave), otherwise false. N_BalancedHighWave(_data, _highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)   Determines if there is a neutral signal (Balanced High Wave).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _highWaveBarMinBody (simple float) : (float) The minimum body percentage for high wave bar.      _highWaveBarMinWick (simple float) : (float) The minimum wick percentage for high wave bar.      _highWaveBarBars (simple int) : (int) The number of bars for comparison.   Returns: (bool) True if there is a neutral signal (Balanced High Wave), otherwise false. N_StrongHighWave(_highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)   Determines if there is a neutral signal (Strong High Wave).   Parameters:      _highWaveBarMinBody (simple float) : (float) The minimum body percentage for high wave bar.      _highWaveBarMinWick (simple float) : (float) The minimum wick percentage for high wave bar.      _highWaveBarBars (simple int) : (int) The number of bars for comparison.   Returns: (bool) True if there is a neutral signal (Strong High Wave), otherwise false. N_Consolidation(_data, _consolidationBarSpread, _consolidationBarBars)   Determines if there is a neutral signal (Consolidation).   Parameters:      _data (map) : (map) The data map with volume and spread levels.      _consolidationBarSpread (simple float) : (float) The spread percentage for consolidation bar.      _consolidationBarBars (simple int) : (int) The number of bars for comparison.   Returns: (bool) True if there is a neutral signal (Consolidation), otherwise false.
Pine Script™ library
by TanHef