lib_math

a collection of functions calculating without history operator to avoid max_bars_back errors
mean(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return returns average/mean of value since last reset
vwap(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return returns vwap of value and volume since last reset
variance(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return returns variance of value since last reset
trend(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return [slope, correlation, stddev, y1 , y2] where slope is the trend direction, correlation is a measurement for how well the values fit to the trendline (positive means ), stddev is how far the values deviate from the trend, x1 would be the time where reset is true and x2 would be the current time
Added:
in_range(value, max, min)
checks if a given value is within a range (max, min)
Parameters:
value (int)
max (int)
min (int)
in_range(max1, min1, max2, min2)
checks if a given range (max1, min1) is within another range (max2, min2)
Parameters:
max1 (int)
min1 (int)
max2 (int)
min2 (int)
range_overlap(max1, min1, max2, min2)
checks if a given range (max1, min1) overlaps another range (max2, min2)
Parameters:
max1 (int)
min1 (int)
max2 (int)
min2 (int)
Added:
mapping_linear(x, max1, min1, max2, min2)
convert value in range A to value in range B
Parameters:
x (float): the input data series within range 1, to be mapped to range 2
max1 (float): the maximum value in range 1 (origin)
min1 (float): the minimum value in range 1 (origin)
max2 (float): the maximum value in range 2 (target)
min2 (float): the minimum value in range 2 (target)
mapping_sigmoid(x, speed_scale, upper_bound, lower_bound, center)
fully customizable version of mapping_sigmoid (upper, lower, center, range_ratio, speed). This version adjusts the lower range's speed for imbalanced upper/lower range sizes, so the slope before and after crossing the center stays the same
Parameters:
x (float)
speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
upper_bound (float): the maximum value for input values towards positive infinity
lower_bound (float): the minimum value for input values towards negative infinity
center (float): the center value
mapping_sigmoid_fast(x, speed_scale, range_size, center)
simplified version of mapping_sigmoid, no adjusted lower range speed, equal range size (center to edge, i.e. actually half range)
Parameters:
x (float)
speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
range_size (float): instead of defining separate upper_bound/lower_bound, we add this value above and below the center to get balanced range sizes
center (float): the center value
mapping_sigmoid_1_0_1(x, speed_scale)
simplified version of mapping_sigmoid, with a fixed output range -1 | 0 | 1
Parameters:
x (float)
speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
mapping_sigmoid_0_05_1(x, speed_scale)
simplified version of mapping_sigmoid, with a fixed output range 0 | 0,5 | 1
Parameters:
x (float)
speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
mapping_sigmoid_upper_0_1(x, scale)
simplified version of mapping_sigmoid, with a fixed positive output range 0 | 1 (negative x inputs default to 0)
Parameters:
x (float)
scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
Added:
stddev(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return stddev how far the values deviate from the trend
linreg(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return [slope, y1, y2, length] where slope is the trend direction, y1 is the value a time of reset, y2 is the value on the current bar, len is the x-length of the regression line
Updated:
trend(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return [slope, correlation, stddev, y1 , y2, len] where slope is the trend direction, correlation is a measurement for how well the values fit to the trendline (positive means ), stddev is how far the values deviate from the trend, y1 is the y-coordinate at trend line start, y2 is the y-coordinate at trend line end, len is the x-length of the trend line, x1 would be the time where reset is true and x2 would be the current time
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda juga boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah tertakluk kepada Peraturan Dalaman.
Penafian
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda juga boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah tertakluk kepada Peraturan Dalaman.