WYCKOFF_SHARED_LIB

6 gen

Library "WYCKOFF_SHARED_LIB"

EPS()

nz0(x)
  Parameters:
    x (float)

safe_div(num, den)
  Parameters:
    num (float)
    den (float)

safe_div_eps(num, den)
  Parameters:
    num (float)
    den (float)

safe_ratio(a, b)
  Parameters:
    a (float)
    b (float)

clamp(x, lo, hi)
  Parameters:
    x (float)
    lo (float)
    hi (float)

wave_dir(startPx, endPx)
  Parameters:
    startPx (float)
    endPx (float)

wave_amp(startPx, endPx)
  Parameters:
    startPx (float)
    endPx (float)

wave_amp_atr(amp, atr)
  Parameters:
    amp (float)
    atr (float)

wave_speed(ampATR, lenBars)
  Parameters:
    ampATR (float)
    lenBars (int)

wave_eff(amp, path)
  Parameters:
    amp (float)
    path (float)

build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, volRel, epr)
  Parameters:
    dir (int)
    lenBars (int)
    startPx (float)
    endPx (float)
    ampATR (float)
    speed (float)
    eff (float)
    volRel (float)
    epr (float)

compare_waves(w0, w1)
  Parameters:
    w0 (WaveMetrics)
    w1 (WaveMetrics)

strengthening_same_dir(c)
  Parameters:
    c (WaveCompare)

weakening_same_dir(c)
  Parameters:
    c (WaveCompare)

evr_by_waves(volSum0, ampATR0, volSum1, ampATR1)
  Parameters:
    volSum0 (float)
    ampATR0 (float)
    volSum1 (float)
    ampATR1 (float)

WaveMetrics
  Fields:
    dir (series int)
    lenBars (series int)
    startPx (series float)
    endPx (series float)
    amp (series float)
    ampATR (series float)
    speed (series float)
    eff (series float)
    volRel (series float)
    effortPerResult (series float)

WaveCompare
  Fields:
    amp_ratio (series float)
    speed_ratio (series float)
    eff_ratio (series float)
    volRel_ratio (series float)
    epr_ratio (series float)

EVR
  Fields:
    state (series int)

8 gen

Note di rilascio

v2

Added:
clamp01(x)
  Parameters:
    x (float)

build_break_event(event, kind, dir, level, px, partRel, resultRel, barIndex)
  Parameters:
    event (int)
    kind (int)
    dir (int)
    level (float)
    px (float)
    partRel (float)
    resultRel (float)
    barIndex (int)

build_struct_state(bias, lastHighKind, lastLowKind, hiPx, hiIdx, loPx, loIdx)
  Parameters:
    bias (int)
    lastHighKind (int)
    lastLowKind (int)
    hiPx (float)
    hiIdx (int)
    loPx (float)
    loIdx (int)

build_range_state(state, birthIdx, hi, lo, testsH, testsL)
  Parameters:
    state (int)
    birthIdx (int)
    hi (float)
    lo (float)
    testsH (int)
    testsL (int)

improving_pullback(c)
  Parameters:
    c (WaveCompare)

worsening_pullback(c)
  Parameters:
    c (WaveCompare)

evr_by_levels(effHi, resHi)
  Parameters:
    effHi (bool)
    resHi (bool)

evr_state_from_rel(effortRel, resultRel, thrEff, thrRes)
  Parameters:
    effortRel (float)
    resultRel (float)
    thrEff (float)
    thrRes (float)

key_hc(isBreak, effortRel, thrHigh)
  Parameters:
    isBreak (bool)
    effortRel (float)
    thrHigh (float)

break_is_bos(kind)
  Parameters:
    kind (int)

break_is_choch(kind)
  Parameters:
    kind (int)

break_is_brk(kind)
  Parameters:
    kind (int)

hit_upper(high, close, hi, tol)
  Parameters:
    high (float)
    close (float)
    hi (float)
    tol (float)

hit_lower(low, close, lo, tol)
  Parameters:
    low (float)
    close (float)
    lo (float)
    tol (float)

is_spring(low, close, lo, tol)
  Parameters:
    low (float)
    close (float)
    lo (float)
    tol (float)

is_upthrust(high, close, hi, tol)
  Parameters:
    high (float)
    close (float)
    hi (float)
    tol (float)

gate_pass(cond)
  Parameters:
    cond (bool)

score3(a, b, c)
  Parameters:
    a (int)
    b (int)
    c (int)

score4(a, b, c, d)
  Parameters:
    a (int)
    b (int)
    c (int)
    d (int)

ratio_ge(a, b, minRatio)
  Parameters:
    a (float)
    b (float)
    minRatio (float)

ratio_le(a, b, maxRatio)
  Parameters:
    a (float)
    b (float)
    maxRatio (float)

epr_worse_by_ratio(eprNow, eprRef, minRatio)
  Parameters:
    eprNow (float)
    eprRef (float)
    minRatio (float)

struct_bias_update(prevBias, lastHighKind, lastLowKind)
  Parameters:
    prevBias (int)
    lastHighKind (int)
    lastLowKind (int)

BreakEvent
  Fields:
    event (series int)
    kind (series int)
    dir (series int)
    level (series float)
    px (series float)
    partRel (series float)
    resultRel (series float)
    barIndex (series int)

StructState
  Fields:
    bias (series int)
    lastHighKind (series int)
    lastLowKind (series int)
    swingHiPx (series float)
    swingHiIdx (series int)
    swingLoPx (series float)
    swingLoIdx (series int)

RangeState
  Fields:
    state (series int)
    birthIdx (series int)
    hi (series float)
    lo (series float)
    testsH (series int)
    testsL (series int)

14 gen

Note di rilascio

v3

Added:
atr_tol(atr, mult)
  Parameters:
    atr (float)
    mult (float)

near_level(px, lvl, tol)
  Parameters:
    px (float)
    lvl (float)
    tol (float)

16 gen

Note di rilascio

v4

Added:
nzi0(x)
  Parameters:
    x (int)

is_ok_f(x)
  Parameters:
    x (float)

is_ok_i(x)
  Parameters:
    x (int)

div_na(num, den)
  Parameters:
    num (float)
    den (float)

div_eps_na(num, den)
  Parameters:
    num (float)
    den (float)

ratio_na(a, b)
  Parameters:
    a (float)
    b (float)

div0(num, den)
  Parameters:
    num (float)
    den (float)

div_eps0(num, den)
  Parameters:
    num (float)
    den (float)

ratio0(a, b)
  Parameters:
    a (float)
    b (float)

inv_pos_int(x)
  Parameters:
    x (int)

inv_nonneg_int(x)
  Parameters:
    x (int)

inv_price_order(hi, lo)
  Parameters:
    hi (float)
    lo (float)

inv_finite(x)
  Parameters:
    x (float)

wave_epr(partRel, ampATR)
  Parameters:
    partRel (float)
    ampATR (float)

arr_has_n(a, n)
  Parameters:
    a (array<float>)
    n (int)

is_highest_in_last_n(x, a, n, latestFirst)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)

is_lowest_in_last_n(x, a, n, latestFirst)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)

rank_in_last_n(x, a, n, latestFirst, higher_is_better)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)
    higher_is_better (bool)

rank_high(x, highs, n, latestFirst)
  Parameters:
    x (float)
    highs (array<float>)
    n (int)
    latestFirst (bool)

rank_low(x, lows, n, latestFirst)
  Parameters:
    x (float)
    lows (array<float>)
    n (int)
    latestFirst (bool)

is_highest_high(x, highs, n, latestFirst)
  Parameters:
    x (float)
    highs (array<float>)
    n (int)
    latestFirst (bool)

is_lowest_low(x, lows, n, latestFirst)
  Parameters:
    x (float)
    lows (array<float>)
    n (int)
    latestFirst (bool)

Updated:
build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, partRel, epr)
  Parameters:
    dir (int)
    lenBars (int)
    startPx (float)
    endPx (float)
    ampATR (float)
    speed (float)
    eff (float)
    partRel (float)
    epr (float)

build_break_event(event, kind, dir, level, px, partRel, ftATR, barIndex)
  Parameters:
    event (int)
    kind (int)
    dir (int)
    level (float)
    px (float)
    partRel (float)
    ftATR (float)
    barIndex (int)

WaveMetrics
  Fields:
    dir (series int)
    lenBars (series int)
    startPx (series float)
    endPx (series float)
    amp (series float)
    ampATR (series float)
    speed (series float)
    eff (series float)
    partRel (series float)
    effortPerResult (series float)

WaveCompare
  Fields:
    amp_ratio (series float)
    speed_ratio (series float)
    eff_ratio (series float)
    partRel_ratio (series float)
    epr_ratio (series float)

BreakEvent
  Fields:
    event (series int)
    kind (series int)
    dir (series int)
    level (series float)
    px (series float)
    partRel (series float)
    ftATR (series float)
    barIndex (series int)

27 gen

Note di rilascio

v5

Added:
sgn(x)
  Parameters:
    x (float)

bool_to_int(b)
  Parameters:
    b (bool)

inv_not_na(x)
  Parameters:
    x (float)

inv_onehot3(b1, b2, b3)
  Parameters:
    b1 (int)
    b2 (int)
    b3 (int)

get_bit(x, b)
  Parameters:
    x (int)
    b (int)

get_field(x, shift, mask)
  Parameters:
    x (int)
    shift (int)
    mask (int)

set_bit(x, b, on)
  Parameters:
    x (int)
    b (int)
    on (bool)

7 giorni fa

Note di rilascio

v6

Added:
fmin(a, b)
  Parameters:
    a (float)
    b (float)

fmax(a, b)
  Parameters:
    a (float)
    b (float)

imin(a, b)
  Parameters:
    a (int)
    b (int)

imax(a, b)
  Parameters:
    a (int)
    b (int)

within(x, lo, hi)
  Parameters:
    x (float)
    lo (float)
    hi (float)

inv_nonneg_float(x)
  Parameters:
    x (float)

B2_EVT_NONE()

B2_EVT_BO_UP()

B2_EVT_BO_DN()

B2_EVT_FBO_UP()

B2_EVT_FBO_DN()

b2_evt_is_bo(e)
  Parameters:
    e (int)

b2_evt_is_fbo(e)
  Parameters:
    e (int)

b2_evt_dir(e)
  Parameters:
    e (int)