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strategyLibrary "strategy" Library containing few key calculations for strategy involving leveraged limit and stop orders getQty(entry, stop, riskPercentage)   calculate qty and leverage based on entry and stop price for given risk percentage.   Parameters:      entry : Entry Price      stop : Stop Price      riskPercentage : risk percentage per trade   Returns: - Quantity based on the risk and calculated leverage on position including existing positions bracketOrder(entry, stop, target, maxLeverage, isLimitOrder, riskPercentage)   Calculates position size based on risk and creates bracket orders for given entry/stop/target   Parameters:      entry : Entry Price      stop : Stop Price      target : Target Price      maxLeverage : Maximum leverage allowed      isLimitOrder : if true, places limit order for entry, else places stop order.      riskPercentage : risk percentage per trade   Returns: orderPlaced - true if orders successfully placed, false otherwise. order(entry, stop, maxLeverage, isLimitOrder, riskPercentage)   Calculates position size based on risk and creates order for given entry/stop   Parameters:      entry : Entry Price      stop : Stop Price      maxLeverage : Maximum leverage allowed      isLimitOrder : if true, places limit order for entry, else places stop order.      riskPercentage : risk percentage per trade   Returns: orderPlaced - true if orders successfully placed, false otherwise.
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oleh Trendoscope
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ahpuhelperLibrary "ahpuhelper" Helper Library for Auto Harmonic Patterns UltimateX. It is not meaningful for others. This is supposed to be private library. But, publishing it to make sure that I don't delete accidentally. Some functions may be useful for coders. insert_open_trades_table_column(showOpenTrades, table_id, column, colors, values, intStatus, harmonicTrailingStartState, lblSizeOpenTrades)   add data to open trades table column   Parameters:      showOpenTrades : flag to show open trades table      table_id : Table Id      column : refers to pattern data      colors : backgroud and text color array      values : cell values      intStatus : status as integer      harmonicTrailingStartState : trailing Start state as per configs      lblSizeOpenTrades : text size   Returns: nextColumn populate_closed_stats(ClosedStatsPosition, bullishCounts, bearishCounts, bullishRetouchCounts, bearishRetouchCounts, bullishSizeMatrix, bearishSizeMatrix, bullishRR, bearishRR, allPatternLabels, flags, rowMain, rowHeaders)   populate closed stats for harmonic patterns   Parameters:      ClosedStatsPosition : Table position for closed stats      bullishCounts : Matrix containing bullish trade stats      bearishCounts : Matrix containing bearish trade stats      bullishRetouchCounts : Matrix containing bullish trade stats for those which retouched entry      bearishRetouchCounts : Matrix containing bearish trade stats for those which retouched entry      bullishSizeMatrix : Matrix containing data about size of bullish patterns      bearishSizeMatrix : Matrix containing data about size of bearish patterns      bullishRR : Matrix containing Risk Reward data of bullish patterns      bearishRR : Matrix containing Risk Reward data of bearish patterns      allPatternLabels : array containing pattern labels      flags : display flags      rowMain : Pattern header data      rowHeaders : header grouping data   Returns: void get_rr_details(patternTradeDetails, harmonicTrailingStartState, disableTrail, breakEvenTrail)   calculate and return risk reward based on targets and stops   Parameters:      patternTradeDetails : array containing stop, entry and targets      harmonicTrailingStartState : trailing point      disableTrail : If set, ignores trailing point      breakEvenTrail : If set, trailing does not go beyond breakeven.   Returns: nextColumn
Perpustakaan Pine Script®
oleh Trendoscope
2
arraysLibrary "arrays" Library contains utility functions using arrays. delete( arr , index)   remove an item from array at specific index. Also deletes the item   Parameters:     arr: - array from which the item needs to be deleted     index: - index of item to be deleted   Returns: void pop( arr )   remove the last item from array. Also deletes the item   Parameters:     arr: - array from which the last item needs to be removed and deleted   Returns: void shift( arr )   remove an item from array at index 0. Also deletes the item   Parameters:     arr: - array from which the first item needs to be removed and deleted   Returns: void unshift( arr , val, maxItems)   add an item to the beginning of an array with max items cap   Parameters:     arr: - array to which the item needs to be added at the beginning     val: - value of item which needs to be added     maxItems: - max items array can hold. After that, items are removed from the other end   Returns: resulting array clear( arr )   remove and delete all items in an array   Parameters:     arr: - array which needs to be cleared   Returns: void push( arr , val, maxItems)   add an item to the end of an array with max items cap   Parameters:     arr: - array to which the item needs to be added at the beginning     val: - value of item which needs to be added     maxItems: - max items array can hold. After that, items are removed from the starting index   Returns: resulting array
Perpustakaan Pine Script®
oleh Trendoscope
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mZigzagLibrary "mZigzag" Matrix implementation of zigzag to allow further possibilities. Main advantage of this library over previous zigzag methods is that you can attach any number of indicator/oscillator information to zigzag calculate(length, ohlc, indicatorHigh, indicatorLow, numberOfPivots) calculates zigzag and related information   Parameters:      length : is zigzag length      ohlc : array of OHLC values to be used for zigzag calculation      indicatorHigh : Array of indicator values calculated based on high price of OHLC      indicatorLow : Array of indicators values calculated based on low price of OHLC      numberOfPivots : Number of pivots to be returned   Returns: pivotMatrix Matrix containing zigzag pivots, pivot bars, direction, ratio, and indicators added via indicatorHigh/indicatorLow newZG is true if a new pivot is added to array doubleZG is true if last calculation returned two new pivots (Happens on extreme price change) draw(length, ohlc, indicatorLabels, indicatorHigh, indicatorLow, numberOfPivots, lineColor, lineWidth, lineStyle, showHighLow, showRatios, showIndicators) draws zigzag and related information   Parameters:      length : is zigzag length      ohlc : array of OHLC values to be used for zigzag calculation      indicatorLabels : Array of name of indicators passed      indicatorHigh : Array of indicator values calculated based on high price of OHLC      indicatorLow : Array of indicators values calculated based on low price of OHLC      numberOfPivots : Number of pivots to be returned      lineColor : zigzag line color. set to blue by default      lineWidth : zigzag line width. set to 1 by default      lineStyle : zigzag line style. set to line.style_solid by default      showHighLow : show HH, HL, LH, LL labels      showRatios : show pivot retracement ratios from previous zigzag      showIndicators : show indicator values   Returns: pivotMatrix Matrix containing zigzag pivots, pivot bars, direction, ratio, and indicators added via indicatorHigh/indicatorLow zigzaglines array of zigzag lines zigzaglabels array of zigzag labels
Perpustakaan Pine Script®
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eHarmonicpatternsExtendedLibrary "eHarmonicpatternsExtended" Library provides an alternative method to scan harmonic patterns. This is helpful in reducing iterations. Republishing as new library instead of existing eHarmonicpatterns because I need that copy for existing scripts. scan_xab(bcdRatio, err_min, err_max, patternArray) Checks if bcd ratio is in range of any harmonic pattern   Parameters:      bcdRatio : AB/XA ratio      err_min : minimum error threshold      err_max : maximum error threshold      patternArray : Array containing pattern check flags. Checks are made only if flags are true. Upon check flgs are overwritten. scan_abc_axc(abcRatio, axcRatio, err_min, err_max, patternArray) Checks if abc or axc ratio is in range of any harmonic pattern   Parameters:      abcRatio : BC/AB ratio      axcRatio : XC/AX ratio      err_min : minimum error threshold      err_max : maximum error threshold      patternArray : Array containing pattern check flags. Checks are made only if flags are true. Upon check flgs are overwritten. scan_bcd(bcdRatio, err_min, err_max, patternArray) Checks if bcd ratio is in range of any harmonic pattern   Parameters:      bcdRatio : CD/BC ratio      err_min : minimum error threshold      err_max : maximum error threshold      patternArray : Array containing pattern check flags. Checks are made only if flags are true. Upon check flgs are overwritten. scan_xad_xcd(xadRatio, xcdRatio, err_min, err_max, patternArray) Checks if xad or xcd ratio is in range of any harmonic pattern   Parameters:      xadRatio : AD/XA ratio      xcdRatio : CD/XC ratio      err_min : minimum error threshold      err_max : maximum error threshold      patternArray : Array containing pattern check flags. Checks are made only if flags are true. Upon check flgs are overwritten. isHarmonicPattern(x, a, b, c, d, flags, errorPercent) Checks for harmonic patterns   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      d : D coordinate value      flags : flags to check patterns. Send empty array to enable all      errorPercent : Error threshold   Returns: Array of boolean values which says whether valid pattern exist and array of corresponding pattern names isHarmonicProjection(x, a, b, c, flags, errorPercent) Checks for harmonic pattern projection   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      flags : flags to check patterns. Send empty array to enable all      errorPercent : Error threshold   Returns: Array of boolean values which says whether valid pattern exist and array of corresponding pattern names. get_prz_range(x, a, b, c, patternArray, errorPercent, start_adj, end_adj) Provides PRZ range based on BCD and XAD ranges   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      patternArray : Pattern flags for which PRZ range needs to be calculated      errorPercent : Error threshold      start_adj : - Adjustments for entry levels      end_adj : - Adjustments for stop levels   Returns: Start and end of consolidated PRZ range get_prz_range_xad(x, a, b, c, patternArray, errorPercent, start_adj, end_adj) Provides PRZ range based on XAD range only   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      patternArray : Pattern flags for which PRZ range needs to be calculated      errorPercent : Error threshold      start_adj : - Adjustments for entry levels      end_adj : - Adjustments for stop levels   Returns: Start and end of consolidated PRZ range
Perpustakaan Pine Script®
oleh Trendoscope
14
eStrategyLibrary "eStrategy" Library contains methods which can help build custom strategy for continuous investment plans and also compare it with systematic buy and hold. sip(startYear, initialDeposit, depositFrequency, recurringDeposit, buyPrice) Depicts systematic buy and hold over period of time   Parameters:      startYear : Year on which SIP is started      initialDeposit : Initial one time investment at the start      depositFrequency : Frequency of recurring deposit - can be monthly or weekly      recurringDeposit : Recurring deposit amount      buyPrice : Indicatinve buy price. Use high to be conservative. low, close, open, hl2, hlc3, ohlc4, hlcc4 are other options.   Returns: totalInvestment - initial + recurring deposits totalQty - Quantity of units held for given instrument totalEquity - Present equity customStrategy(startYear, initialDeposit, depositFrequency, recurringDeposit, buyPrice, sellPrice, initialInvestmentPercent, recurringInvestmentPercent, signal, tradePercent) Allows users to define custom strategy and enhance systematic buy and hold by adding take profit and reloads   Parameters:      startYear : Year on which SIP is started      initialDeposit : Initial one time investment at the start      depositFrequency : Frequency of recurring deposit - can be monthly or weekly      recurringDeposit : Recurring deposit amount      buyPrice : Indicatinve buy price. Use high to be conservative. low, close, open, hl2, hlc3, ohlc4, hlcc4 are other options.      sellPrice : Indicatinve sell price. Use low to be conservative. high, close, open, hl2, hlc3, ohlc4, hlcc4 are other options.      initialInvestmentPercent : percent of amount to invest from the initial depost. Keep rest of them as cash      recurringInvestmentPercent : percent of amount to invest from recurring deposit. Keep rest of them as cash      signal : can be 1, -1 or 0. 1 means buy/reload. -1 means take profit and 0 means neither.      tradePercent : percent of amount to trade when signal is not 0. If taking profit, it will sell the percent from existing position. If reloading, it will buy with percent from cash reserve   Returns: totalInvestment - initial + recurring deposits totalQty - Quantity of units held for given instrument totalCash = Amount of cash held totalEquity - Overall equity = totalQty*close + totalCash
Perpustakaan Pine Script®
oleh Trendoscope
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historicalrangeLibrary "historicalrange" Library provices a method to calculate historical percentile range of series. hpercentrank(source) calculates historical percentrank of the source   Parameters:      source : Source for which historical percentrank needs to be calculated. Source should be ranging between 0-100. If using a source which can beyond 0-100, use short term percentrank to baseline them.   Returns: pArray - percentrank array which contains how many instances of source occurred at different levels. upperPercentile - percentile based on higher value lowerPercentile - percentile based on lower value median - median value of the source max - max value of the source distancefromath(source) returns stats on historical distance from ath in terms of percentage   Parameters:      source : for which stats are calculated   Returns: percentile and related historical stats regarding distance from ath distancefromma(maType, length, source) returns stats on historical distance from moving average in terms of percentage   Parameters:      maType : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length : Moving Average Length      source : for which stats are calculated   Returns: percentile and related historical stats regarding distance from ath bpercentb(source, maType, length, multiplier, sticky) returns percentrank and stats on historical bpercentb levels   Parameters:      source : Moving Average Source      maType : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length : Moving Average Length      multiplier : Standard Deviation multiplier      sticky : - sticky boundaries which will only change when value is outside boundary.   Returns: percentile and related historical stats regarding Bollinger Percent B kpercentk(source, maType, length, multiplier, useTrueRange, sticky) returns percentrank and stats on historical kpercentk levels   Parameters:      source : Moving Average Source      maType : Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      length : Moving Average Length      multiplier : Standard Deviation multiplier      useTrueRange : - if set to false, uses high-low.      sticky : - sticky boundaries which will only change when value is outside boundary.   Returns: percentile and related historical stats regarding Keltener Percent K dpercentd(useAlternateSource, alternateSource, length, sticky) returns percentrank and stats on historical dpercentd levels   Parameters:      useAlternateSource : - Custom source is used only if useAlternateSource is set to true      alternateSource : - Custom source      length : - donchian channel length      sticky : - sticky boundaries which will only change when value is outside boundary.   Returns: percentile and related historical stats regarding Donchian Percent D oscillator(type, length, shortLength, longLength, source, highSource, lowSource, method, highlowLength, sticky) oscillator - returns Choice of oscillator with custom overbought/oversold range   Parameters:      type : - oscillator type. Valid values : cci, cmo, cog, mfi, roc, rsi, stoch, tsi, wpr      length : - Oscillator length - not used for TSI      shortLength : - shortLength only used for TSI      longLength : - longLength only used for TSI      source : - custom source if required      highSource : - custom high source for stochastic oscillator      lowSource : - custom low source for stochastic oscillator      method : - Valid values for method are : sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median      highlowLength : - length on which highlow of the oscillator is calculated      sticky : - overbought, oversold levels won't change unless crossed   Returns: percentile and related historical stats regarding oscillator
Perpustakaan Pine Script®
oleh Trendoscope
1
eHarmonicpatternsLibrary "eHarmonicpatterns" Library provides an alternative method to scan harmonic patterns. This is helpful in reducing iterations scan_xab(bcdRatio, err_min, err_max, patternArray) Checks if bcd ratio is in range of any harmonic pattern   Parameters:      bcdRatio : AB/XA ratio      err_min : minimum error threshold      err_max : maximum error threshold      patternArray : Array containing pattern check flags. Checks are made only if flags are true. Upon check flgs are overwritten. scan_abc_axc(abcRatio, axcRatio, err_min, err_max, patternArray) Checks if abc or axc ratio is in range of any harmonic pattern   Parameters:      abcRatio : BC/AB ratio      axcRatio : XC/AX ratio      err_min : minimum error threshold      err_max : maximum error threshold      patternArray : Array containing pattern check flags. Checks are made only if flags are true. Upon check flgs are overwritten. scan_bcd(bcdRatio, err_min, err_max, patternArray) Checks if bcd ratio is in range of any harmonic pattern   Parameters:      bcdRatio : CD/BC ratio      err_min : minimum error threshold      err_max : maximum error threshold      patternArray : Array containing pattern check flags. Checks are made only if flags are true. Upon check flgs are overwritten. scan_xad_xcd(xadRatio, xcdRatio, err_min, err_max, patternArray) Checks if xad or xcd ratio is in range of any harmonic pattern   Parameters:      xadRatio : AD/XA ratio      xcdRatio : CD/XC ratio      err_min : minimum error threshold      err_max : maximum error threshold      patternArray : Array containing pattern check flags. Checks are made only if flags are true. Upon check flgs are overwritten. isHarmonicPattern(x, a, c, c, d, flags, errorPercent) Checks for harmonic patterns   Parameters:      x : X coordinate value      a : A coordinate value      c : B coordinate value      c : C coordinate value      d : D coordinate value      flags : flags to check patterns. Send empty array to enable all      errorPercent : Error threshold   Returns: Array of boolean values which says whether valid pattern exist and array of corresponding pattern names isHarmonicProjection(x, a, c, c, flags, errorPercent) Checks for harmonic pattern projection   Parameters:      x : X coordinate value      a : A coordinate value      c : B coordinate value      c : C coordinate value      flags : flags to check patterns. Send empty array to enable all      errorPercent : Error threshold   Returns: Array of boolean values which says whether valid pattern exist and array of corresponding pattern names
Perpustakaan Pine Script®
oleh Trendoscope
11