Inizia

Indicatori e strategie

STPFunctionsLibrary "STPFunctions" These functions are used as part of the STP trading strategy and include commonly used candle patterns, trade triggers and frequently monitored stock parameters MAs() Determines if the last price is abover or below key moving averages. MAs used on the daily are SMA20, SMA50 and SMA200. SMA20 and SMA50 are used intraday.   Returns: 1 if the last price/close was over the moving averages. -1 is returned if the last price/close is below the moving averages. 0 is returned otherwise. HTFOrderFlow(HTF1_open, HTF2_open) Determine the state of the higher time frame order flow.   Parameters:      HTF1_open : float value representing the higher time frame open.      HTF2_open : float value representing the higher time frame open.   Returns: 1 if the last price/close was over the higher time frame open. -1 is returned if the last price/close is below the higher time frame open. 0 is returned otherwise. OrderFlow() Determine the recent order flow... basically are we well bid or well offered   Returns: 1 if the last 2 candles are well bid. -1 is returned if the last 2 candles are well offered. 0 is returned otherwise. isInside() Used to flag inside candles   Returns: 1 if the close >= open. -1 is returned if the close <= open. 0 is returned otherwise. isOutside() Used to flag outside or engulfing candles   Returns: 1 if the close >= open. -1 is returned if the close <= open. 0 is returned otherwise. isUTN() Used to flag the U-turn reversal pattern   Returns: 1 for a BUTN. -1 is returned for a BRUTN. 0 is returned otherwise. isSNapBack() Flag for Snapback Entries   Returns: 1 for a bullish snapback setup. -1 is returned for a bearish snapback setup. 0 is returned otherwise.
Libreria Pine Script®
di ice-e-fresh
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
Libreria Pine Script®
di Trendoscope
28
consoleLibrary "console" Simple debug console to print messages from your strategy code. USAGE : Make sure your strategy overlay is false Import the library : import keio/console/1 as console init(lines, panes) Initialise function. USAGE : var log = console.init()   Parameters:      lines : Optional. Number of lines to display      panes : Optional. Number of panes to display   Returns: initialised log print(log) Prints a message to the console. USAGE : log := console.print(log, "message")   Parameters:      log : Mandatory. The log returned from the init() function   Returns: The log
Libreria Pine Script®
di keio
3
_matrixLibrary "_matrix" Library helps visualize matrix as array of arrays and enables users to use array methods such as push, pop, shift, unshift etc along with cleanup activities on drawing objects wherever required unshift(mtx, row) unshift array of lines to first row of the matrix   Parameters:      mtx : matrix of lines      row : array of lines to be inserted in row   Returns: resulting matrix of lines unshift(mtx, row) unshift array of labels to first row of the matrix   Parameters:      mtx : matrix of labels      row : array of labels to be inserted in row   Returns: resulting matrix labels unshift(mtx, row) unshift array of boxes to first row of the matrix   Parameters:      mtx : matrix of boxes      row : array of boxes to be inserted in row   Returns: resulting matrix of boxes unshift(mtx, row) unshift array of linefill to first row of the matrix   Parameters:      mtx : matrix of linefill      row : array of linefill to be inserted in row   Returns: resulting matrix of linefill unshift(mtx, row) unshift array of tables to first row of the matrix   Parameters:      mtx : matrix of tables      row : array of tables to be inserted in row   Returns: resulting matrix of tables unshift(mtx, row) unshift array of int to first row of the matrix   Parameters:      mtx : matrix of int      row : array of int to be inserted in row   Returns: resulting matrix of int unshift(mtx, row) unshift array of float to first row of the matrix   Parameters:      mtx : matrix of float      row : array of float to be inserted in row   Returns: resulting matrix of float unshift(mtx, row) unshift array of bool to first row of the matrix   Parameters:      mtx : matrix of bool      row : array of bool to be inserted in row   Returns: resulting matrix of bool unshift(mtx, row) unshift array of string to first row of the matrix   Parameters:      mtx : matrix of string      row : array of string to be inserted in row   Returns: resulting matrix of string unshift(mtx, row) unshift array of color to first row of the matrix   Parameters:      mtx : matrix of colors      row : array of colors to be inserted in row   Returns: resulting matrix of colors push(mtx, row) push array of lines to end of the matrix row   Parameters:      mtx : matrix of lines      row : array of lines to be inserted in row   Returns: resulting matrix of lines push(mtx, row) push array of labels to end of the matrix row   Parameters:      mtx : matrix of labels      row : array of labels to be inserted in row   Returns: resulting matrix of labels push(mtx, row) push array of boxes to end of the matrix row   Parameters:      mtx : matrix of boxes      row : array of boxes to be inserted in row   Returns: resulting matrix of boxes push(mtx, row) push array of linefill to end of the matrix row   Parameters:      mtx : matrix of linefill      row : array of linefill to be inserted in row   Returns: resulting matrix of linefill push(mtx, row) push array of tables to end of the matrix row   Parameters:      mtx : matrix of tables      row : array of tables to be inserted in row   Returns: resulting matrix of tables push(mtx, row) push array of int to end of the matrix row   Parameters:      mtx : matrix of int      row : array of int to be inserted in row   Returns: resulting matrix of int push(mtx, row) push array of float to end of the matrix row   Parameters:      mtx : matrix of float      row : array of float to be inserted in row   Returns: resulting matrix of float push(mtx, row) push array of bool to end of the matrix row   Parameters:      mtx : matrix of bool      row : array of bool to be inserted in row   Returns: resulting matrix of bool push(mtx, row) push array of string to end of the matrix row   Parameters:      mtx : matrix of string      row : array of string to be inserted in row   Returns: resulting matrix of string push(mtx, row) push array of colors to end of the matrix row   Parameters:      mtx : matrix of colors      row : array of colors to be inserted in row   Returns: resulting matrix of colors shift(mtx) shift removes first row from matrix of lines   Parameters:      mtx : matrix of lines from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of labels   Parameters:      mtx : matrix of labels from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of boxes   Parameters:      mtx : matrix of boxes from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of linefill   Parameters:      mtx : matrix of linefill from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of tables   Parameters:      mtx : matrix of tables from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of int   Parameters:      mtx : matrix of int from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of float   Parameters:      mtx : matrix of float from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of bool   Parameters:      mtx : matrix of bool from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of string   Parameters:      mtx : matrix of string from which the shift operation need to be performed   Returns: void shift(mtx) shift removes first row from matrix of colors   Parameters:      mtx : matrix of colors from which the shift operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of lines   Parameters:      mtx : matrix of lines from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of labels   Parameters:      mtx : matrix of labels from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of boxes   Parameters:      mtx : matrix of boxes from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of linefill   Parameters:      mtx : matrix of linefill from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of tables   Parameters:      mtx : matrix of tables from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of int   Parameters:      mtx : matrix of int from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of float   Parameters:      mtx : matrix of float from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of bool   Parameters:      mtx : matrix of bool from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of string   Parameters:      mtx : matrix of string from which the pop operation need to be performed   Returns: void pop(mtx) pop removes last row from matrix of colors   Parameters:      mtx : matrix of colors from which the pop operation need to be performed   Returns: void clear(mtx) clear clears the matrix of lines   Parameters:      mtx : matrix of lines which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of labels   Parameters:      mtx : matrix of labels which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of boxes   Parameters:      mtx : matrix of boxes which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of linefill   Parameters:      mtx : matrix of linefill which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of tables   Parameters:      mtx : matrix of tables which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of int   Parameters:      mtx : matrix of int which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of float   Parameters:      mtx : matrix of float which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of bool   Parameters:      mtx : matrix of bool which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of string   Parameters:      mtx : matrix of string which needs to be cleared   Returns: void clear(mtx) clear clears the matrix of colors   Parameters:      mtx : matrix of colors which needs to be cleared   Returns: void
Libreria Pine Script®
di Trendoscope
8
OrdinaryLeastSquaresLibrary "OrdinaryLeastSquares" One of the most common ways to estimate the coefficients for a linear regression is to use the Ordinary Least Squares (OLS) method. This library implements OLS in pine. This implementation can be used to fit a linear regression of multiple independent variables onto one dependent variable, as long as the assumptions behind OLS hold. solve_xtx_inv(x, y) Solve a linear system of equations using the Ordinary Least Squares method. This function returns both the estimated OLS solution and a matrix that essentially measures the model stability (linear dependence between the columns of 'x'). NOTE: The latter is an intermediate step when estimating the OLS solution but is useful when calculating the covariance matrix and is returned here to save computation time so that this step doesn't have to be calculated again when things like standard errors should be calculated.   Parameters:      x : The matrix containing the independent variables. Each column is regarded by the algorithm as one independent variable. The row count of 'x' and 'y' must match.      y : The matrix containing the dependent variable. This matrix can only contain one dependent variable and can therefore only contain one column. The row count of 'x' and 'y' must match.   Returns: Returns both the estimated OLS solution and a matrix that essentially measures the model stability (xtx_inv is equal to (X'X)^-1). solve(x, y) Solve a linear system of equations using the Ordinary Least Squares method.   Parameters:      x : The matrix containing the independent variables. Each column is regarded by the algorithm as one independent variable. The row count of 'x' and 'y' must match.      y : The matrix containing the dependent variable. This matrix can only contain one dependent variable and can therefore only contain one column. The row count of 'x' and 'y' must match.   Returns: Returns the estimated OLS solution. standard_errors(x, y, beta_hat, xtx_inv) Calculate the standard errors.   Parameters:      x : The matrix containing the independent variables. Each column is regarded by the algorithm as one independent variable. The row count of 'x' and 'y' must match.      y : The matrix containing the dependent variable. This matrix can only contain one dependent variable and can therefore only contain one column. The row count of 'x' and 'y' must match.      beta_hat : The Ordinary Least Squares (OLS) solution provided by solve_xtx_inv() or solve().      xtx_inv : This is (X'X)^-1, which means we take the transpose of the X matrix, multiply that the X matrix and then take the inverse of the result. This essentially measures the linear dependence between the columns of the X matrix.   Returns: The standard errors. estimate(x, beta_hat) Estimate the next step of a linear model.   Parameters:      x : The matrix containing the independent variables. Each column is regarded by the algorithm as one independent variable. The row count of 'x' and 'y' must match.      beta_hat : The Ordinary Least Squares (OLS) solution provided by solve_xtx_inv() or solve().   Returns: Returns the new estimate of Y based on the linear model.
Libreria Pine Script®
di lejmer
1
FunctionPolynomialFitLibrary "FunctionPolynomialFit" Performs Polynomial Regression fit to data. In statistics, polynomial regression is a form of regression analysis in which the relationship between the independent variable x and the dependent variable y is modelled as an nth degree polynomial in x. reference: en.wikipedia.org www.bragitoff.com gauss_elimination(A, m, n) Perform Gauss-Elimination and returns the Upper triangular matrix and solution of equations.   Parameters:      A : float matrix, data samples.      m : int, defval=na, number of rows.      n : int, defval=na, number of columns.   Returns: float array with coefficients. polyfit(X, Y, degree) Fits a polynomial of a degree to (x, y) points.   Parameters:      X : float array, data sample x point.      Y : float array, data sample y point.      degree : int, defval=2, degree of the polynomial.   Returns: float array with coefficients. note: p(x) = p * x**deg + ... + p interpolate(coeffs, x) interpolate the y position at the provided x.   Parameters:      coeffs : float array, coefficients of the polynomial.      x : float, position x to estimate y.   Returns: float.
Libreria Pine Script®
di RicardoSantos
10
TPCLines_PublicLibrary "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 created line will be pushed.      labels : Label array to which the created label will be pushed.      lineColor : The color for the line and label.      labelBgColor : The background color for the label.      labelTextColor : The text color for the label.      highPrice : The upper price for the line.      lowPrice : The lower price for the line.      extend : Options for toggline line extend (extend.right, extend.left, extend.both, or extend.none). If none is provided, provides a best guess.      style : The line's style. Defaults to line.style_dotted.      width : The line's width. Defaults to 1.      labelText : Optional text to display next to the line.      labelSize : The label's size. Defaults to size.tiny.      labelStyle : The label's style. Defaults to label.style_label_left.      labelTextAlign : The label's text alignment. Defaults to text.align_center.      bi : Set true to use bar indices, set false to use time. Defaults to true (use bar indices).   Returns: Nothing. Draws a line and optional label on the chart. lineHA(price, lines, labels, lineColor, labelBgColor, extend, labelTextColor, labelText, end, start, bi, showPrice, pips, style, width, labelAlign, labelSize, labelStyle, labelTextAlign) Draws a horizontal line and optional label on the chart.   Parameters:      price : The price at which to draw the lie.      lines : Line array to which the created line will be pushed.      labels : Label array to which the created label will be pushed.      lineColor : The color for the line and label.      labelBgColor : The background color for the label.      extend : Options for toggline line extend (extend.right, extend.left, extend.both, or extend.none). Defaults to extend.none.      labelTextColor : The text color for the label.      labelText : Optional text to display next to the line.      end : The time or bar index to end the line at.      start : The time or bar index to start the line at.      bi : Set true to use bar indices, set false to use time. Defaults to true (use bar indices).      showPrice : Option to show the price on the label.      pips : If a value is provided, will be displayed on the label.      style : The line's style. Defaults to line.style_solid.      width : The line's width. Defaults to 1.      labelAlign : Which side of the line to align the label on. Can be r for right, l for left, c for center, or t for the current time.      labelSize : The label's size. Defaults to size.tiny.      labelStyle : The label's style. Defaults to label.style_none.      labelTextAlign : The label's text alignment. Defaults to text.align_center.   Returns: Nothing. Draws a line and optional label on the chart. lineH() lineV()
Libreria Pine Script®
di TPCharts
Library CommonLibrary "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 places   Parameters:      float : number The number to truncate      float : decimalPlaces (default=2) The number of decimal places to truncate to   Returns: The given number truncated to the given decimalPlaces toWhole(float) Converts pips into whole numbers   Parameters:      float : number The pip number to convert into a whole number   Returns: The converted number toPips(float) Converts whole numbers back into pips   Parameters:      float : number The whole number to convert into pips   Returns: The converted number getPctChange(float, float, int) Gets the percentage change between 2 float values over a given lookback period   Parameters:      float : value1 The first value to reference      float : value2 The second value to reference      int : lookback The lookback period to analyze av_getPositionSize(float, float, float, float) Calculates OANDA forex position size for AutoView based on the given parameters   Parameters:      float : balance The account balance to use      float : risk The risk percentage amount (as a whole number - eg. 1 = 1% risk)      float : stopPoints The stop loss distance in POINTS (not pips)      float : conversionRate The conversion rate of our account balance currency   Returns: The calculated position size (in units - only compatible with OANDA) bullFib(priceLow, priceHigh, fibRatio) Calculates a bullish fibonacci value   Parameters:      priceLow : The lowest price point      priceHigh : The highest price point      fibRatio : The fibonacci % ratio to calculate   Returns: The fibonacci value of the given ratio between the two price points bearFib(priceLow, priceHigh, fibRatio) Calculates a bearish fibonacci value   Parameters:      priceLow : The lowest price point      priceHigh : The highest price point      fibRatio : The fibonacci % ratio to calculate   Returns: The fibonacci value of the given ratio between the two price points getMA(int, string) Gets a Moving Average based on type (MUST BE CALLED ON EVERY CALCULATION)   Parameters:      int : length The MA period      string : maType The type of MA   Returns: A moving average with the given parameters getEAP(float) Performs EAP stop loss size calculation (eg. ATR >= 20.0 and ATR < 30, returns 20)   Parameters:      float : atr The given ATR to base the EAP SL calculation on   Returns: The EAP SL converted ATR size getEAP2(float) Performs secondary EAP stop loss size calculation (eg. ATR < 40, add 5 pips, ATR between 40-50, add 10 pips etc)   Parameters:      float : atr The given ATR to base the EAP SL calculation on   Returns: The EAP SL converted ATR size barsAboveMA(int, float) Counts how many candles are above the MA   Parameters:      int : lookback The lookback period to look back over      float : ma The moving average to check   Returns: The bar count of how many recent bars are above the MA barsBelowMA(int, float) Counts how many candles are below the MA   Parameters:      int : lookback The lookback period to look back over      float : ma The moving average to reference   Returns: The bar count of how many recent bars are below the EMA barsCrossedMA(int, float) Counts how many times the EMA was crossed recently   Parameters:      int : lookback The lookback period to look back over      float : ma The moving average to reference   Returns: The bar count of how many times price recently crossed the EMA getPullbackBarCount(int, int) Counts how many green & red bars have printed recently (ie. pullback count)   Parameters:      int : lookback The lookback period to look back over      int : direction The color of the bar to count (1 = Green, -1 = Red)   Returns: The bar count of how many candles have retraced over the given lookback & direction getBodySize() Gets the current candle's body size (in POINTS, divide by 10 to get pips)   Returns: The current candle's body size in POINTS getTopWickSize() Gets the current candle's top wick size (in POINTS, divide by 10 to get pips)   Returns: The current candle's top wick size in POINTS getBottomWickSize() Gets the current candle's bottom wick size (in POINTS, divide by 10 to get pips)   Returns: The current candle's bottom wick size in POINTS getBodyPercent() Gets the current candle's body size as a percentage of its entire size including its wicks   Returns: The current candle's body size percentage isHammer(float, bool) Checks if the current bar is a hammer candle based on the given parameters   Parameters:      float : fib (default=0.382) The fib to base candle body on      bool : colorMatch (default=false) Does the candle need to be green? (true/false)   Returns: A boolean - true if the current bar matches the requirements of a hammer candle isStar(float, bool) Checks if the current bar is a shooting star candle based on the given parameters   Parameters:      float : fib (default=0.382) The fib to base candle body on      bool : colorMatch (default=false) Does the candle need to be red? (true/false)   Returns: A boolean - true if the current bar matches the requirements of a shooting star candle isDoji(float, bool) Checks if the current bar is a doji candle based on the given parameters   Parameters:      float : wickSize (default=2) The maximum top wick size compared to the bottom (and vice versa)      bool : bodySize (default=0.05) The maximum body size as a percentage compared to the entire candle size   Returns: A boolean - true if the current bar matches the requirements of a doji candle isBullishEC(float, float, bool) Checks if the current bar is a bullish engulfing candle   Parameters:      float : allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)      float : rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage      bool : engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?   Returns: A boolean - true if the current bar matches the requirements of a bullish engulfing candle isBearishEC(float, float, bool) Checks if the current bar is a bearish engulfing candle   Parameters:      float : allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)      float : rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage      bool : engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?   Returns: A boolean - true if the current bar matches the requirements of a bearish engulfing candle isInsideBar() Detects inside bars   Returns: Returns true if the current bar is an inside bar isOutsideBar() Detects outside bars   Returns: Returns true if the current bar is an outside bar barInSession(string, bool) Determines if the current price bar falls inside the specified session   Parameters:      string : sess The session to check      bool : useFilter (default=true) Whether or not to actually use this filter   Returns: A boolean - true if the current bar falls within the given time session barOutSession(string, bool) Determines if the current price bar falls outside the specified session   Parameters:      string : sess The session to check      bool : useFilter (default=true) Whether or not to actually use this filter   Returns: A boolean - true if the current bar falls outside the given time session dateFilter(int, int) Determines if this bar's time falls within date filter range   Parameters:      int : startTime The UNIX date timestamp to begin searching from      int : endTime the UNIX date timestamp to stop searching from   Returns: A boolean - true if the current bar falls within the given dates dayFilter(bool, bool, bool, bool, bool, bool, bool) Checks if the current bar's day is in the list of given days to analyze   Parameters:      bool : monday Should the script analyze this day? (true/false)      bool : tuesday Should the script analyze this day? (true/false)      bool : wednesday Should the script analyze this day? (true/false)      bool : thursday Should the script analyze this day? (true/false)      bool : friday Should the script analyze this day? (true/false)      bool : saturday Should the script analyze this day? (true/false)      bool : sunday Should the script analyze this day? (true/false)   Returns: A boolean - true if the current bar's day is one of the given days atrFilter() fillCell()
Libreria Pine Script®
di Wheeelman
2