Kerbal_Lib

Library "kerbal_lib"
Kerbal Indicators Shared Library - Core utilities for TradingView indicators
This library provides reusable functions for ATR calculations, multi-timeframe analysis,
confluence detection, clustering, regime classification, and more.

atrTolerance(length, multiplier)
  Calculate ATR-based tolerance value
  Parameters:
    length (simple int): The ATR calculation length
    multiplier (float): The ATR multiplier for tolerance
  Returns: The tolerance value (ATR * multiplier)

pricesWithinATR(price1, price2, atrMultiplier, atrLength)
  Check if two prices are within ATR tolerance
  Parameters:
    price1 (float): First price level
    price2 (float): Second price level
    atrMultiplier (float): ATR multiplier for tolerance
    atrLength (simple int): ATR calculation length
  Returns: True if prices are within tolerance

atrPercentile(atrLength, lookback, percentile)
  Get ATR percentile for compression detection
  Parameters:
    atrLength (simple int): The ATR calculation length
    lookback (int): Lookback period for percentile
    percentile (simple float): The percentile to calculate (0-100)
  Returns: ATR percentile value

isHigherTimeframe(htfPeriod)
  Check if a given timeframe is higher than current chart timeframe
  Parameters:
    htfPeriod (string): Higher timeframe period string
  Returns: True if HTF is genuinely higher than chart TF

confluenceCount(signal1, signal2, signal3, signal4, signal5)
  Count how many boolean signals are true
  Parameters:
    signal1 (bool): First signal
    signal2 (bool): Second signal
    signal3 (bool): Third signal
    signal4 (bool): Fourth signal
    signal5 (bool): Fifth signal
  Returns: Count of true signals

confluenceScore(signal1, signal2, signal3, signal4, signal5, weight1, weight2, weight3, weight4, weight5)
  Calculate weighted confluence score from multiple signals
  Parameters:
    signal1 (bool): First signal
    signal2 (bool): Second signal
    signal3 (bool): Third signal
    signal4 (bool): Fourth signal
    signal5 (bool): Fifth signal
    weight1 (float): Weight for first signal
    weight2 (float): Weight for second signal
    weight3 (float): Weight for third signal
    weight4 (float): Weight for fourth signal
    weight5 (float): Weight for fifth signal
  Returns: Weighted score (0-100)

clusterPrices(prices, weights, tolerance)
  Cluster prices within tolerance using weighted averaging
  Parameters:
    prices (array<float>): Array of price levels to cluster
    weights (array<float>): Array of weights for each price
    tolerance (float): Distance tolerance for grouping (typically ATR-based)
  Returns: Tuple of [clusterCenters, clusterWeights] arrays

clusterSort(centers, weights, maxClusters)
  Sort clusters by weight and return top N
  Parameters:
    centers (array<float>): Array of cluster center prices
    weights (array<float>): Array of cluster weights
    maxClusters (int): Maximum number of clusters to return
  Returns: Tuple of [sortedCenters, sortedWeights] arrays (descending by weight)

regimeClassify(hurst, thresholdHi, thresholdLo)
  Classify market regime based on Hurst exponent
  Parameters:
    hurst (float): The Hurst exponent value (0-1)
    thresholdHi (float): Upper threshold for trending regime
    thresholdLo (float): Lower threshold for mean-reverting regime
  Returns: Regime string: "TREND", "REVERT", or "MIXED"

volatilityRegime(atrLength, lookback, percentile)
  Classify volatility regime based on ATR percentile
  Parameters:
    atrLength (simple int): ATR calculation length
    lookback (int): Lookback period for percentile
    percentile (simple float): Compression threshold percentile
  Returns: Volatility regime: "COMPRESSED", "NORMAL", or "EXPANDED"

normalizedSlope(current, previous, atrLength)
  Calculate normalized slope using ATR
  Parameters:
    current (float): Current value
    previous (float): Previous value
    atrLength (simple int): ATR length for normalization
  Returns: Normalized slope value

slopeColor(slope, threshold, upColor, downColor, flatColor)
  Get color based on slope direction
  Parameters:
    slope (float): The slope value to evaluate
    threshold (float): Threshold for flat detection
    upColor (color): Color for rising slope
    downColor (color): Color for falling slope
    flatColor (color): Color for flat slope
  Returns: Color based on slope direction

slopeDirection(current, previous, threshold)
  Determine slope direction as string
  Parameters:
    current (float): Current value
    previous (float): Previous value
    threshold (float): Threshold for flat detection
  Returns: Direction string: "RISING", "FALLING", or "FLAT"

dojiMid(openPrice, closePrice)
  Calculate doji midpoint (fair value for doji candles)
  Parameters:
    openPrice (float): Open price
    closePrice (float): Close price
  Returns: Midpoint between open and close

vwap(sumPriceVolume, sumVolume)
  Calculate VWAP from cumulative values
  Parameters:
    sumPriceVolume (float): Cumulative sum of price * volume
    sumVolume (float): Cumulative sum of volume
  Returns: VWAP value

isNewSession(tf)
  Check if a new session has started for given timeframe
  Parameters:
    tf (string): Timeframe string (e.g., "1D", "1W")
  Returns: True if new session started

isIntraday()
  Check if current timeframe is intraday
  Returns: True if intraday timeframe

relativeVolume(length)
  Calculate relative volume using median baseline
  Parameters:
    length (int): Lookback length for median calculation
  Returns: Relative volume (current volume / median volume)

volumeCategory(relVol, lowThreshold, highThreshold, extremeThreshold)
  Categorize volume level
  Parameters:
    relVol (float): Relative volume value
    lowThreshold (float): Threshold for low volume
    highThreshold (float): Threshold for high volume
    extremeThreshold (float): Threshold for extreme volume
  Returns: Volume category: "EXTREME", "HIGH", "NORMAL", or "LOW"

volumeTrend(shortLength, longLength)
  Calculate volume trend (fast median vs slow median)
  Parameters:
    shortLength (int): Short median length
    longLength (int): Long median length
  Returns: Volume trend ratio

volumeMultiplier(relVol, lowThreshold, highThreshold, extremeThreshold)
  Get volume multiplier for calculations based on relative volume
  Parameters:
    relVol (float): Relative volume value
    lowThreshold (float): Threshold for low volume multiplier
    highThreshold (float): Threshold for high volume multiplier
    extremeThreshold (float): Threshold for extreme volume multiplier
  Returns: Multiplier value (0.5 for low, 1.0 for normal, 1.5 for high, 2.0 for extreme)