SupportResitanceAndTrend

5 ต.ค. 2021

Library "SupportResitanceAndTrend"
Contains utilities for finding key levels of support, resistance and direction of trend.

superTrendPlus(multiple, h, l, atr, closeBars) A more flexible version of SuperTrend that allows for supplying the series used and sensitivity adjustment by confirming close bars.
Parameters:

• multiple: The multiple to apply to the average true range.
  
• h: The high values.
  
• l: The low values.
  
• atr: The average true range values.
  
• closeBars: The number of bars to confirm a change in trend.

Returns: [trend, up, dn, unconfirmed, warn, reversal]

superTrend(multiple, period, mode, closeBars) superTrendPlus with simplified parameters.
Parameters:

• multiple: The multiple to apply to the average true range.
  
• period: The number of bars to measure.
  
• mode: The type of moving average to use with the true range.
  
• closeBars: The number of bars to confirm a change in trend.

Returns: [trend, up, dn, unconfirmed, warn, reversal]

stochSR() Identifies support and resistance levels by when a stochastic RSI reverses. Returns: [trend, up, dn, unconfirmed, warn, reversal]

7 พ.ย. 2021

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v2 Added variation of the SuperTrend function that cleans the true range of outliers and applies a standard deviation level to the value used.

Added:
superTrendCleaned(multiple, period, mode, closeBars, level, maxDeviation) superTrendPlus with simplified parameters and compensation for extreme volatility.
  Parameters:
    multiple: The multiple to apply to the average true range.
    period: The number of bars to measure.
    mode: The type of moving average to use with the true range.
    closeBars: The number of bars to confirm a change in trend.
    level: The optional positive or negative multiple of the standard deviation to apply to the average. A positive number will be the upper boundary and a negative number will be the lower boundary.
    maxDeviation: The optional standard deviation level to use when cleaning the series. The default is the value of the provided level.
  Returns: [trend, up, dn, unconfirmed, warn, reversal]

7 พ.ย. 2021

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v3 Added Auto Anchored VWAP formula.

Added:
stochAVWAP() Identifies anchored VWAP levels by when a stochastic RSI reverses.
  Returns: [loAVWAP, hiAVWAP, hiAVWAP_next, loAVWAP_next]

5 ธ.ค. 2021

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v4 Implemented improved cleaning method and exposed maxDeviation for both superTrend and superTrendCleaned.

Updated:
superTrend(multiple, period, mode, closeBars) superTrendPlus with simplified parameters.
  Parameters:
    multiple: The multiple to apply to the average true range.
    period: The number of bars to measure.
    mode: The type of moving average to use with the true range.
    closeBars: The number of bars to confirm a change in trend.
  Returns: [trend, up, dn, unconfirmed, warn, reversal]

superTrendCleaned(multiple, period, mode, closeBars, maxDeviation) superTrendPlus with default compensation for extreme volatility.
  Parameters:
    multiple: The multiple to apply to the average true range.
    period: The number of bars to measure.
    mode: The type of moving average to use with the true range.
    closeBars: The number of bars to confirm a change in trend.
    maxDeviation: The optional standard deviation level to use when cleaning the series. The default is the value of the provided level.
  Returns: [trend, up, dn, unconfirmed, warn, reversal]

11 ต.ค. 2022

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v5 Incorporate superTrendAuto calculation for reuse.

Added:
superTrendAuto(multiple, period, mode, closeBars, maxDeviation)
  superTrendPlus with default compensation for extreme volatility.
  Parameters:
    multiple: The multiple to apply to the average true range.
    period: The number of bars to measure.
    mode: The type of moving average to use with the true range.
    closeBars: The number of bars to confirm a change in trend.
    maxDeviation: The optional standard deviation level to use when cleaning the series. The default is the value of the provided level.
  Returns: [trend, up, dn, unconfirmed, warn, reversal]

3 ม.ค. 2023

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v6 Added TrendState UDT and supeTrendAutoT.

12 ม.ค. 2023

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v7 Simplified use with UDTs.