Library "TPCLines_Public" Helpers for lines lineVA(start, lines, labels, lineColor, labelBgColor, labelTextColor, highPrice, lowPrice, extend, style, width, labelText, labelSize, labelStyle, labelTextAlign, bi) Draws a vertical line and optional label on the chart. Parameters: start : The start bar index or time. lines : Line array to which the...
Library "TPLibPriceConversions_Public" toTicks() formatTicks()
Library "TPCTime_Public" Helpers for calculating time getTimeOffset(interval, amount) Returns the length in ms for the given amount of the given interval. Parameters: interval : Interval to calculate, for example "D" or "60". amount : Number of intervals for which to calculate the time range in ms. Returns: The number of ms in the amount of the...
Library "LibraryCommon" A collection of custom tools & utility functions commonly used with my scripts @description TODO: add library description here getDecimals() Calculates how many decimals are on the quote price of the current market Returns: The current decimal places on the market quote price truncate(float, float) Truncates (cuts) excess decimal...
Library "poStrategyLibrary" essential function for export isFlat() isLongShort() pipProfit() pipLoss()
Library "OscillatorPivots" Measures pivots in an oscillator and flags if they are above a configurable size. Uses absolute size rather than just highest/lowest in a candle range. f_osc_Pivots() Uses the total change in the Y axis, instead of a simple Williams pivot over a defined number of bars. In other words, it measures the size of the actual pivot, not...
Library "ReversalCandlestickPatternWithTrendIndentifierGM" Provides functions calculating the all-time high/low of values. reversalCandlestickPatternWithTrendIndentifier(bullishcriteria, bearishcriteria, momentumOscillatorTypeInput) Calculates the Reversal Candlestick Pattern With Trend Indentifier. Parameters: bullishcriteria : Stoch RSI/RSI Bullish...
Collection of Dominant Cycle estimators. Length adaptation used in the Adaptive Moving Averages and the Adaptive Oscillators try to follow price movements and accelerate/decelerate accordingly (usually quite rapidly with a huge range). Cycle estimators, on the other hand, try to measure the cycle period of the current market, which does not reflect price movement...
Collection of dynamic length adaptation algorithms. Mostly from various Adaptive Moving Averages (they are usually just EMA otherwise). Now you can combine Adaptations with any other Moving Averages or Oscillators (see my other libraries), to get something like Deviation Scaled RSI or Fractal Adaptive VWMA. This collection is not encyclopaedic. Suggestions are...
Library "divergence" divergence: divergence algorithm with top and bottom kline tolerance regular_bull(series, series, simple, simple, simple, simple, simple) regular_bull: regular bull divergence, lower low src but higher low osc Parameters: series : float src: the source series series : float osc: the oscillator index simple : int lbL:...
Library "least_squares_regression" least_squares_regression: Least squares regression algorithm to find the optimal price interval for a given time period basic_lsr(series, series, series) basic_lsr: Basic least squares regression algorithm Parameters: series : int t: time scale value array corresponding to price series : float p: price scale...
Library "simple_squares_regression" simple_squares_regression: simple squares regression algorithm to find the optimal price interval for a given time period basic_ssr(series, series, series) basic_ssr: Basic simple squares regression algorithm Parameters: series : float src: the regression source such as close series : int region_forward: number...
Library "on_balance_volume" on_balance_volume: custom on balance volume obv_diff(string, simple) obv_diff: custom on balance volume diff version Parameters: string : type: the moving average type of on balance volume simple : int len: the moving average length of on balance volume Returns: obv_diff: custom on balance volume diff value ...
Library "moving_average" moving_average: moving average variants variant(string, series, simple) variant: moving average variants Parameters: string : type: type in series : float src: the source series of moving average simple : int len: the length of moving average Returns: float: the moving average variant value
Library "NormalizedOscillators" Collection of some common Oscillators. All are zero-mean and normalized to fit in the -1..1 range. Some are modified, so that the internal smoothing function could be configurable (for example, to enable Hann Windowing, that John F. Ehlers uses frequently). Some are modified for other reasons (see comments in the code), but never...
Library "DateLibrary" TODO: add library description here window() BearishPeriod() fun()
Library "CommonFilters" Collection of some common Filters and Moving Averages. This collection is not encyclopaedic, but to declutter my other scripts. Suggestions are welcome, though. Many filters here are based on the work of John F. Ehlers sma(src, len) Simple Moving Average Parameters: src : Series to use len : Filtering length Returns:...
Library "WaddahAttarExplosion" wae(sensitivity, macdFastEMALength, macdSlowEMALength, bbChannelLength, bbStdevMultiplier, refHigh, refLow, refClose) Returns the Waddah Attar Uptrend, Downtrend, Explosion Line and Dead zone Parameters: sensitivity : simple float multiplicator for trend line calculation from macd macdFastEMALength : simple int...