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Indicators and strategies

"Swap" - Bool/Position/Value : Array / Matrix / Var AutoswapLibrary "swap" Side / Boundary Based All Types Swapper - three automagical types for Arrays, Matrixes, and Variables -- no signal : Long/ Short position autoswap -- true / false : Boolean based side choice -- Src / Thresh : if source is above or below the threshold - two operating modes for variables, Holding mode only for arrays/matrixes -- with two items, will automatically change between the two caveat is it does not delete table/box/line(fill VAR items automatically) -- with three items, a neutral is available for NA input or neutral - one function name for all of them. One import name that's easy to type/remember -- make life easy for your conditional items. side(source, thresh, _a, _b, _c)   side Change outputs based on position or a crossing level   Parameters:      source : (float) OPTIONAL value input      thresh : (float) OPTIONAL boundary line to cross      _a : (any) if Long/True/Above      _b : (any) if Short/False/Below      _c : (any) OPTIONAL NOT FOR MTX OR ARR... Neutral Item, if var/varip on a/b it will leave behind, ie, a table or box or line will not erase , if it's a varip you're sending in.   Returns: first, second, or third items based on input conditions Please notify if bugs found. Thanks.
Pine Script® library
by kaigouthro
RouterOrdersIronLibrary "RouterOrdersIron" Library for routing orders to the Binance exchange. MsgDoLongMKT(id, symbol, balance)   Returns json for Iron to buy a symbol for the amount of the balance with market order.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true MsgDoShortMKT(id, symbol, balance)   Returns json for Iron to sell a symbol for the amount of the balance with market order.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true MsgDoLongLR(id, symbol, balance)   Returns json for Iron to buy a symbol for the amount of the balance. It is set at the best price and is re-set each time if a new price has risen before the application.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true MsgDoShortLR(id, symbol, balance)   Returns json for Iron to sell a symbol for the amount of the balance. It is set at the best price and is re-set each time if a new price has risen before the application.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true DoLongMKT(id, symbol, balance)   Buy a symbol for the amount of the balance. It is send market order to Iron.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true DoShortMKT(id, symbol, balance)   Sell a symbol for the amount of the balance. It is send market order to Iron.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true DoLongLR(id, symbol, balance)   Buy a symbol for the amount of the balance. It is set at the best price and is re-set each time if a new price has risen before the application.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true DoShortLR(id, symbol, balance)   Sell a symbol for the amount of the balance. It is set at the best price and is re-set each time if a new price has risen before the application.   Parameters:      id : ID of your Iron router.      symbol : Symbol for a trade, BTC example      balance : The amount for which to carry out the transaction.   Returns: true GetQty(price, balance)   Get Qty for strategy on balance   Parameters:      price : Order price      balance : The amount for which to carry out the transaction.   Returns: Qty for strategy order TV
Pine Script® library
by HPotter
2
Moving_AveragesLibrary "Moving_Averages" This library contains majority important moving average functions with int series support. Which means that they can be used with variable length input. For conventional use, please use tradingview built-in ta functions for moving averages as they are more precise. I'll use functions in this library for my other scripts with dynamic length inputs. ema(src, len)   Exponential Moving Average (EMA)   Parameters:      src : Source      len : Period   Returns: Exponential Moving Average with Series Int Support (EMA) alma(src, len, a_offset, a_sigma)   Arnaud Legoux Moving Average (ALMA)   Parameters:      src : Source      len : Period      a_offset : Arnaud Legoux offset      a_sigma : Arnaud Legoux sigma   Returns: Arnaud Legoux Moving Average (ALMA) covwema(src, len)   Coefficient of Variation Weighted Exponential Moving Average (COVWEMA)   Parameters:      src : Source      len : Period   Returns: Coefficient of Variation Weighted Exponential Moving Average (COVWEMA) covwma(src, len)   Coefficient of Variation Weighted Moving Average (COVWMA)   Parameters:      src : Source      len : Period   Returns: Coefficient of Variation Weighted Moving Average (COVWMA) dema(src, len)   DEMA - Double Exponential Moving Average   Parameters:      src : Source      len : Period   Returns: DEMA - Double Exponential Moving Average edsma(src, len, ssfLength, ssfPoles)   EDSMA - Ehlers Deviation Scaled Moving Average   Parameters:      src : Source      len : Period      ssfLength : EDSMA - Super Smoother Filter Length      ssfPoles : EDSMA - Super Smoother Filter Poles   Returns: Ehlers Deviation Scaled Moving Average (EDSMA) eframa(src, len, FC, SC)   Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA)   Parameters:      src : Source      len : Period      FC : Lower Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average      SC : Upper Shift Limit for Ehlrs Modified Fractal Adaptive Moving Average   Returns: Ehlrs Modified Fractal Adaptive Moving Average (EFRAMA) ehma(src, len)   EHMA - Exponential Hull Moving Average   Parameters:      src : Source      len : Period   Returns: Exponential Hull Moving Average (EHMA) etma(src, len)   Exponential Triangular Moving Average (ETMA)   Parameters:      src : Source      len : Period   Returns: Exponential Triangular Moving Average (ETMA) frama(src, len)   Fractal Adaptive Moving Average (FRAMA)   Parameters:      src : Source      len : Period   Returns: Fractal Adaptive Moving Average (FRAMA) hma(src, len)   HMA - Hull Moving Average   Parameters:      src : Source      len : Period   Returns: Hull Moving Average (HMA) jma(src, len, jurik_phase, jurik_power)   Jurik Moving Average - JMA   Parameters:      src : Source      len : Period      jurik_phase : Jurik (JMA) Only - Phase      jurik_power : Jurik (JMA) Only - Power   Returns: Jurik Moving Average (JMA) kama(src, len, k_fastLength, k_slowLength)   Kaufman's Adaptive Moving Average (KAMA)   Parameters:      src : Source      len : Period      k_fastLength : Number of periods for the fastest exponential moving average      k_slowLength : Number of periods for the slowest exponential moving average   Returns: Kaufman's Adaptive Moving Average (KAMA) kijun(_high, _low, len, kidiv)   Kijun v2   Parameters:      _high : High value of bar      _low : Low value of bar      len : Period      kidiv : Kijun MOD Divider   Returns: Kijun v2 lsma(src, len, offset)   LSMA/LRC - Least Squares Moving Average / Linear Regression Curve   Parameters:      src : Source      len : Period      offset : Offset   Returns: Least Squares Moving Average (LSMA)/ Linear Regression Curve (LRC) mf(src, len, beta, feedback, z)   MF - Modular Filter   Parameters:      src : Source      len : Period      beta : Modular Filter, General Filter Only - Beta      feedback : Modular Filter Only - Feedback      z : Modular Filter Only - Feedback Weighting   Returns: Modular Filter (MF) rma(src, len)   RMA - RSI Moving average   Parameters:      src : Source      len : Period   Returns: RSI Moving average (RMA) sma(src, len)   SMA - Simple Moving Average   Parameters:      src : Source      len : Period   Returns: Simple Moving Average (SMA) smma(src, len)   Smoothed Moving Average (SMMA)   Parameters:      src : Source      len : Period   Returns: Smoothed Moving Average (SMMA) stma(src, len)   Simple Triangular Moving Average (STMA)   Parameters:      src : Source      len : Period   Returns: Simple Triangular Moving Average (STMA) tema(src, len)   TEMA - Triple Exponential Moving Average   Parameters:      src : Source      len : Period   Returns: Triple Exponential Moving Average (TEMA) thma(src, len)   THMA - Triple Hull Moving Average   Parameters:      src : Source      len : Period   Returns: Triple Hull Moving Average (THMA) vama(src, len, volatility_lookback)   VAMA - Volatility Adjusted Moving Average   Parameters:      src : Source      len : Period      volatility_lookback : Volatility lookback length   Returns: Volatility Adjusted Moving Average (VAMA) vidya(src, len)   Variable Index Dynamic Average (VIDYA)   Parameters:      src : Source      len : Period   Returns: Variable Index Dynamic Average (VIDYA) vwma(src, len)   Volume-Weighted Moving Average (VWMA)   Parameters:      src : Source      len : Period   Returns: Volume-Weighted Moving Average (VWMA) wma(src, len)   WMA - Weighted Moving Average   Parameters:      src : Source      len : Period   Returns: Weighted Moving Average (WMA) zema(src, len)   Zero-Lag Exponential Moving Average (ZEMA)   Parameters:      src : Source      len : Period   Returns: Zero-Lag Exponential Moving Average (ZEMA) zsma(src, len)   Zero-Lag Simple Moving Average (ZSMA)   Parameters:      src : Source      len : Period   Returns: Zero-Lag Simple Moving Average (ZSMA) evwma(src, len)   EVWMA - Elastic Volume Weighted Moving Average   Parameters:      src : Source      len : Period   Returns: Elastic Volume Weighted Moving Average (EVWMA) tt3(src, len, a1_t3)   Tillson T3   Parameters:      src : Source      len : Period      a1_t3 : Tillson T3 Volume Factor   Returns: Tillson T3 gma(src, len)   GMA - Geometric Moving Average   Parameters:      src : Source      len : Period   Returns: Geometric Moving Average (GMA) wwma(src, len)   WWMA - Welles Wilder Moving Average   Parameters:      src : Source      len : Period   Returns: Welles Wilder Moving Average (WWMA) ama(src, _high, _low, len, ama_f_length, ama_s_length)   AMA - Adjusted Moving Average   Parameters:      src : Source      _high : High value of bar      _low : Low value of bar      len : Period      ama_f_length : Fast EMA Length      ama_s_length : Slow EMA Length   Returns: Adjusted Moving Average (AMA) cma(src, len)   Corrective Moving average (CMA)   Parameters:      src : Source      len : Period   Returns: Corrective Moving average (CMA) gmma(src, len)   Geometric Mean Moving Average (GMMA)   Parameters:      src : Source      len : Period   Returns: Geometric Mean Moving Average (GMMA) ealf(src, len, LAPercLen_, FPerc_)   Ehler's Adaptive Laguerre filter (EALF)   Parameters:      src : Source      len : Period      LAPercLen_ : Median Length      FPerc_ : Median Percentage   Returns: Ehler's Adaptive Laguerre filter (EALF) elf(src, len, LAPercLen_, FPerc_)   ELF - Ehler's Laguerre filter   Parameters:      src : Source      len : Period      LAPercLen_ : Median Length      FPerc_ : Median Percentage   Returns: Ehler's Laguerre Filter (ELF) edma(src, len)   Exponentially Deviating Moving Average (MZ EDMA)   Parameters:      src : Source      len : Period   Returns: Exponentially Deviating Moving Average (MZ EDMA) pnr(src, len, rank_inter_Perc_)   PNR - percentile nearest rank   Parameters:      src : Source      len : Period      rank_inter_Perc_ : Rank and Interpolation Percentage   Returns: Percentile Nearest Rank (PNR) pli(src, len, rank_inter_Perc_)   PLI - Percentile Linear Interpolation   Parameters:      src : Source      len : Period      rank_inter_Perc_ : Rank and Interpolation Percentage   Returns: Percentile Linear Interpolation (PLI) rema(src, len)   Range EMA (REMA)   Parameters:      src : Source      len : Period   Returns: Range EMA (REMA) sw_ma(src, len)   Sine-Weighted Moving Average (SW-MA)   Parameters:      src : Source      len : Period   Returns: Sine-Weighted Moving Average (SW-MA) vwap(src, len)   Volume Weighted Average Price (VWAP)   Parameters:      src : Source      len : Period   Returns: Volume Weighted Average Price (VWAP) mama(src, len)   MAMA - MESA Adaptive Moving Average   Parameters:      src : Source      len : Period   Returns: MESA Adaptive Moving Average (MAMA) fama(src, len)   FAMA - Following Adaptive Moving Average   Parameters:      src : Source      len : Period   Returns: Following Adaptive Moving Average (FAMA) hkama(src, len)   HKAMA - Hilbert based Kaufman's Adaptive Moving Average   Parameters:      src : Source      len : Period   Returns: Hilbert based Kaufman's Adaptive Moving Average (HKAMA)
Pine Script® library
by MightyZinger
[LIB] Array / Matrix DisplayLibrary "ArrayMatrixHUD" Show Array or Matrix Elements In Table For Arrays: Set the number of rows you want the data displayed in and it will generate a table, calculating the columns based on the size of the array being displayed. For Matrix: It will automatically match the Rows and Columns to the values in the matrix. Note: On the left, the table shows the index of the array/matrix value starting at 1. So, to call that value from inside the array, subtract 1 from the index value to the left. For matrices, keep in mind that the row and column are also starting at one when trying to call a value from the matrix. The numbering of the values on the left is for display purposes only. viewArray(_arrayName, _pos, _txtSize, _tRows)   Array Element Display (Supports float, int, string, and bool)   Parameters:      _arrayName : ID of Array to be Displayed      _pos : Position for Table      _txtSize : Size of Table Cell Text      _tRows : Number of Rows to Display Data In (columns will be calculated accordingly)   Returns: A Display of Array Values in a Table viewMatrix(_matrixName, _pos, _txtSize)   Matrix Element Display (Supports float, int, string, and bool)   Parameters:      _matrixName : ID of Matrix to be Displayed      _pos : Position for Table      _txtSize : Size of Table Cell Text   Returns: A Display of Matrix Values in a Table
Pine Script® library
by kurtsmock
11
RecursiveAlertsLibrary "RecursiveAlerts" The library provides options to run alert() calls in loop without worrying about limitations of frequency options. When an alert statement is called within a loop, it will fire just once per bar irrespective of how many iterations allowed when fequency is set to alert.freq_once_per_bar or alert.freq_once_per_bar_close it will fire continuously till it breaks when frequency is set to alert.freq_all The function helps overcome this issue by using varip key array which resets on every bar rAlert(message, key) Enhanced alert which can be used in loops   Parameters:      message : Alert message to be fired      key : Key to be checked to avoid repetitive alerts   Returns: array containing id of already fired alerts Thanks to @theheirophant, @JohnBaron and @LucF for discussions and suggestion which eventually lead to this solution :)
Pine Script® library
by Trendoscope
8
CarlLibLibrary "CarlLib" LastLowRedHighGreen(open, close, high, close, reqChangePerc) returns values representing the high of the most recent green and the low of the most recent red   Parameters:      open : open series      close : close series      high : high series      close : close series      reqChangePerc : the minimum require change percentage for the values to switch to new ones.   Returns:
Pine Script® library
by carlpwilliams2
1
TradingHookLibrary "TradingHook" This library is a client script for making a webhook signal formatted string to TradingHook webhook server. buy_message(password, amount, order_name) Make a buy Message for TradingHook.   Parameters:      password : (string) password that you set in .env file.      amount : (float) amount. If not set, your strategy qty will be sent.      order_name : (string) order_name. The default name is "Order".   Returns: (string) A string containing the formatted webhook message. sell_message(password, percent, order_name) Make a sell message for TradingHook.   Parameters:      password : (string) password that you set in .env file.      percent : (string) what percentage of your quantity you want to sell.      order_name : (string) order_name. The default name is "Order".   Returns: (string) A string containing the formatted webhook message. You can use TradingHook WebServer open source code in github(github.com)
Pine Script® library
by dokang
1
PlurexSignalIntegrationLibrary "PlurexSignalIntegration" Provides tools for integrating Strategies and Alerts into plurex.io signals. plurexMarket() Build a Plurex market from a base and quote asset symbol.   Returns: A market string that can be used in Plurex Signal messages. tickerToPlurexMarket() Builds simple Plurex market string from the syminfo   Returns: A market string that can be used in Plurex Signal messages. simpleMessage(secret, action, marketOverride) Builds simple Plurex Signal Messages   Parameters:      secret : The secret for your Signal on plurex      action : The action of the message. One of .      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own.   Returns: A json string message that can be used in alerts to send messages to Plurex. executeStrategy(secret, openLong, openShort, closeLongs, closeShorts, marketOverride) Executes strategy actions with Plurex Signal messages   Parameters:      secret : The secret for your Signal on plurex      openLong : Strategy should open long if true, aggregated with other boolean values      openShort : Strategy should open short if true, aggregated with other boolean values      closeLongs : Strategy should close longs if true, aggregated with other boolean values      closeShorts : Strategy should close shorts if true, aggregated with other boolean values      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own.
Pine Script® library
by FlintMonk
fontilabLibrary "fontilab" Provides function's indicators for pivot - trend - resistance. pivots(src, lenght, isHigh) Detecting pivot points (and returning price + bar index.   Parameters:      src : The chart we analyse.      lenght : Used for the calcul.      isHigh : lookging for high if true, low otherwise.   Returns: The bar index and the price of the pivot. calcDevThreshold(tresholdMultiplier, closePrice) Calculate deviation threshold for identifying major swings.   Parameters:      tresholdMultiplier : Usefull to equilibrate the calculate.      closePrice : Close price of the chart wanted.   Returns: The deviation threshold. calcDev(basePrice, price) Custom function for calculating price deviation for validating large moves.   Parameters:      basePrice : The reference price.      price : The price tested.   Returns: The deviation. pivotFoundWithLines(dev, isHigh, index, price, dev_threshold, isHighLast, pLast, iLast, lineLast) Detecting pivots that meet our deviation criteria.   Parameters:      dev : The deviation wanted.      isHigh : The type of pivot tested (high or low).      index : The Index of the pivot tested.      price : The chart price wanted.      dev_threshold : The deviation treshold.      isHighLast : The type of last pivot.      pLast : The pivot price last.      iLast : Index of the last pivot.      lineLast : The lst line.   Returns: The Line and bool is pivot High. getDeviationPivots(thresholdMultiplier, depth, lineLast, isHighLast, iLast, pLast, deleteLines, closePrice, highPrice, lowPrice) Get pivot that meet our deviation criteria.   Parameters:      thresholdMultiplier : The treshold multiplier.      depth : The depth to calculate pivot.      lineLast : The last line.      isHighLast : The type of last pivot      iLast : Index of the last pivot.      pLast : The pivot price last.      deleteLines : If the line are draw or not.      closePrice : The chart close price.      highPrice : The chart high price.      lowPrice : The chart low price.   Returns: All pivot the informations. getElIntArrayFromEnd() Get the last element of an int array. getElFloatArrayFromEnd() Get the last element of an float array. getElBoolArrayFromEnd() Get the last element of a bool array. isTrendContinuation(isTrendUp, arrayBounds, lastPrice, precision) Check if last price is between bounds array.   Parameters:      isTrendUp : Is actual trend up.      arrayBounds : The trend array.      lastPrice : The pivot Price that just be found.      precision : The percent we add to actual bounds to validate a move.   Returns: na if price is between bounds, true if continuation, false if not. getTrendPivots(trendBarIndexes, trendPrices, trendPricesIsHigh, interBarIndexes, interPrices, interPricesIsHigh, isTrendHesitate, isTrendUp, trendPrecision, pLast, iLast, isHighLast) Function to update array and trend related to pivot trend interpretation.   Parameters:      trendBarIndexes : The array trend bar index.      trendPrices : The array trend price.      trendPricesIsHigh : The array trend is high.      interBarIndexes : The array inter bar index.      interPrices : The array inter price.      interPricesIsHigh : The array inter ishigh.      isTrendHesitate : The actual status of is trend hesitate.      isTrendUp : The actual status of is trend up.      trendPrecision : The var precision to add in "iscontinuation" function.      pLast : The last pivot price.      iLast : The last pivot bar index.      isHighLast : The last pivot "isHigh".   Returns: trend & inter arrays, is trend hesitate, is trend up. drawBoundLines(startIndex, startPrice, endIndex, endPrice, breakingPivotIndex, breakingPivotPrice, isTrendUp) Draw bounds and breaking line of the trend.   Parameters:      startIndex : Index of the first bound line.      startPrice : Price of first bound line.      endIndex : Index of second bound line.      endPrice : price of second bound line.      breakingPivotIndex : The breaking line index.      breakingPivotPrice : The breaking line price.      isTrendUp : The actual status of the trend.   Returns: The lines bounds and breaking line.
Pine Script® library
by Fontiramisu
WpProbabilisticLibLibrary "WpProbabilisticLib" Library that contains functions to calculate probabilistic based on historical candle analysis CandleType(open, close) This function check what type of candle is, based on its close and open prices   Parameters:      open : series float (open price)      close : series float (close price)   Returns: This function return the candle type (1 for Bullish, -1 Bearish, 0 as Doji candle) CandleTypePercentDiff(open, close, qtd_candles_before, consider_dojis) This function calculates the percentage difference between Bullish and Bearish in a candlestick range back in time and which is the type with the least occurrences   Parameters:      open : series float (open price series)      close : series float (close price series)      qtd_candles_before : simple int (Number of candles before to calculate)      consider_dojis : simple string (How to consider dojis (no consider "NO", as bearish "AS_RED", as bullish "AS_GREEN"))   Returns: tuple(float, int) (Returns the percentage difference between Bullish and Bearish candles and which type of candle has the least occurrences)
Pine Script® library
by Wpkenpachi
external_input_utilsLibrary "external_input_utils" Collection of external input utilities for conversion and other hacky functions str_to_src(value) str_to_src - Convert the string value to the coresponding source series. It can be used to limit the "input.source" choices provided to the end user. The most interesting part is that it can be used to overcome the "one input.source call limitation" for external inputs to your script   Parameters:      value : - The string equivalent to the source to be converted   Returns: series of the coresponding source eval_cond(input, operator, value, defval) eval_cond - Evaluate the condition given an operator   Parameters:      input : - The input to be compared with. It can be an external input or a regular one      operator : - The string operator that describe the coparison operation      value : - The value to compare with the input. This can be a serries or a constant      defval : - The boolean value to return when 'noop' is selected   Returns: series of bool the result of the operation evaluation
Pine Script® library
by jason5480
5
Price Displacement - Candlestick (OHLC) CalculationsA Magical little helper friend for Candle Math. When composing scripts, it is often necessary to manipulate the math around the OHLC. At times, you want a scalar (absolute) value others you want a vector (+/-). Sometimes you want the open - close and sometimes you want just the positive number of the body size. You might want it in ticks or you might want it in points or you might want in percentages. And every time you try to put it together you waste precious time and brain power trying to think about how to properly structure what you're looking for. Not to mention it's normally not that aesthetically pleasing to look at in the code. So, this fixes all of that. Using this library. A function like 'pd.pt(_exp)' can call any kind of candlestick math you need. The function returns the candlestick math you define using particular expressions. Candle Math Functions Include: Points: pt(_exp) Absolute Point Displacement. Point quantity of given size parameters according to _exp. vpt(_exp) Vector Point Displacement. Point quantity of given size parameters according to _exp. Ticks: tick(_exp) Absolute Tick Displacement. Tick quantity of given size parameters according to _exp. vtick(_exp) Vector Tick Displacement. Tick quantity of given size parameters according to _exp. Percentages: pct(_exp, _prec) Absolute Percent Displacement. (w/rounding overload). Percent quantity of bar range of given size parameters according to _exp. vpct(_exp, _prec) Vector Percent Displacement (w/rounding overload). Percent quantity of bar range of given size parameters according to _exp. Expressions You Can Use with Formulas: The expressions are simple (simple strings that is) and I did my best to make them sensible, generally using just the ohlc abreviations. I also included uw, lw, bd, and rg for when you're just trying to pull a candle component out. That way you don't have to think about which of the ohlc you're trying to get just use pd.tick("uw") and now the variable is assigned the length of the upper wick, absolute value, in ticks. If you wanted the vector in pts its pd.vpt("uw"). It also makes changing things easy too as I write it out. Expression List: Combinations "oh" = open - high "ol" = open - low "oc" = open - close "ho" = high - open "hl" = high - low "hc" = high - close "lo" = low - open "lh" = low - high "lc" = low - close "co" = close - open "ch" = close - high "cl" = close - low Candle Components "uw" = Upper Wick "bd" = Body "lw" = Lower Wick "rg" = Range Pct() Only "scp" = Scalar Close Position "sop" = Scalar Open Position "vcp" = Vector Close Position "vop" = Vector Open Position The attributes are going to be available in the pop up dialogue when you mouse over the function, so you don't really have to remember them. I tried to make that look as efficient as possible. You'll notice it follows the OHLC pattern. Thus, "oh" precedes "ho" (heyo) because "O" would be first in the OHLC. Its a way to help find the expression you're looking for quickly. Like looking through an alphabetized list for traders. There is a copy/paste console friendly helper list in the script itself. Additional Notes on the Pct() Only functions: This is the original reason I started writing this. These concepts place a rating/value on the bar based on candle attributes in one number. These formulas put a open or close value in a percentile of the bar relative to another aspect of the bar. Scalar - Non-directional. Absolute Value. Scalar Position: The position of the price attribute relative to the scale of the bar range (high - low) Example: high = 100. low = 0. close = 25. (A) Measure price distance C-L. How high above the low did the candle close (e.g. close - low = 25) (B) Divide by bar range (high - low). 25 / (100 - 0) = .25 Explaination: The candle closed at the 25th percentile of the bar range given the bar range low = 0 and bar range high = 100. Formula: scp = (close - low) / (high - low) Vector = Directional. Vector Position: The position of the price attribute relative to the scale of the bar midpoint (Vector Position at hl2 = 0) Example: high = 100. low = 0. close = 25. (A) Measure Price distance C-L: How high above the low did the candle close (e.g. close - low = 25) (B) Measure Price distance H-C: How far below the high did the candle close (e.g. high - close = 75) (C) Take Difference: A - B = C = -50 (D) Divide by bar range (high - low). -50 / (100 - 0) = -0.50 Explaination: Candle close at the midpoint between hl2 and the low. Formula: vcp = { / (high - low) } Thank you for checking this out. I hope no one else has already done this (because it took half the day) and I hope you find value in it. Be well. Trade well. Library "PD" Price Displacement pt(_exp) Absolute Point Displacement. Point quantity of given size parameters according to _exp.   Parameters:      _exp : (string) Price Parameter   Returns: Point size of given expression as an absolute value. vpt(_exp) Vector Point Displacement. Point quantity of given size parameters according to _exp.   Parameters:      _exp : (string) Price Parameter   Returns: Point size of given expression as a vector. tick(_exp) Absolute Tick Displacement. Tick quantity of given size parameters according to _exp.   Parameters:      _exp : (string) Price Parameter   Returns: Tick size of given expression as an absolute value. vtick(_exp) Vector Tick Displacement. Tick quantity of given size parameters according to _exp.   Parameters:      _exp : (string) Price Parameter   Returns: Tick size of given expression as a vector. pct(_exp, _prec) Absolute Percent Displacement (w/rounding overload). Percent quantity of bar range of given size parameters according to _exp.   Parameters:      _exp : (string) Expression      _prec : (int) Overload - Place value precision definition   Returns: Percent size of given expression as decimal. vpct(_exp, _prec) Vector Percent Displacement (w/rounding overload). Percent quantity of bar range of given size parameters according to _exp.   Parameters:      _exp : (string) Expression      _prec : (int) Overload - Place value precision definition   Returns: Percent size of given expression as decimal.
Pine Script® library
by kurtsmock
1
SizeAndPlaceLibrary "SizeAndPlace" size and location shortcuts posYtoInt(string) posYtoInt as titled..   Parameters:      string : _inp posXtoInt(string) posXtoInt as titled..   Parameters:      string : _inp sizeToInt(string) sizeToInt as titled..   Parameters:      string : size sizeToString(int) sizeToString as titled..   Parameters:      int : size sizeStringToSize(string) sizeStringToSize as titled..   Parameters:      string : size locationIntToStr(int) locationIntToStr as titled..   Parameters:      int : inp locStringToLoc(string) locStringToLoc as titled..   Parameters:      string : location posIntToString(int, int) posIntToString as titled..   Parameters:      int : _x      int : _y
Pine Script® library
by kaigouthro
PivotThis library was designed to create three different datasets using Bill Williams fractals. The goal is to spot trends in reversal data and ultimately use these datasets to help predict future price reversals. First, the pivot() function is used to initialize and populate three separate arrays (high pivot , low pivot , all pivots ). Since each high/low price depends on the bar_index, the bar_index, pivot direction(high/low), and high/low values are compressed into a string to maintain the data's integrity ("__"). Once each string array is populated and organized by bar_index, all three are returned inside a tuple. The return value must be deconstructed H,L,A =pivot() for each array's values to be accessed using getPivot() . This boilerplate allows for data to be accessed more efficiently in a recursive environment. getPivot() was designed to be used inside of a for or while block to populate matrices for further analyses. Again, getPivot() return values must be exposed through deconstruction. x,d,y =getPivot(). See code for more details. pivot(int XLR) initializes and populates arrays Parameters XLR - number of bars to the left and right that must be lower for a high to be considered a pivotHigh, or vice versa. This number will drastically change the size and scope of the returned datasets. smaller values will produce much larger datasets, which might model short term price activity well. In contrast, larger values will produce smaller datasets which might model longer term price activity well. Returns - tuple [string ] getPivot(string arrayID, int index) accesses array data Parameters arrayID - the variable name for one of the three arrays returned by pivot(). index - the index of the provided array, with 0 being the most recent pivot point. can be set to " i " in a loop to access values recursively Returns - tuple
Pine Script® library
by NeoDaNomad
Time█   OVERVIEW This library is a Pine Script™ programmer’s tool containing a variety of time related functions to calculate or measure time, or format time into string variables. █   CONCEPTS `formattedTime()`, `formattedDate()` and `formattedDay()` Pine Script™, like many other programming languages, uses timestamps in UNIX format, expressed as the number of milliseconds elapsed since 00:00:00 UTC, 1 January 1970. These three functions convert a UNIX timestamp to a formatted string for human consumption. These are examples of ways you can call the functions, and the ensuing results: CODE RESULT formattedTime(timenow) >>> "00:40:35" formattedTime(timenow, "short") >>> "12:40 AM" formattedTime(timenow, "full") >>> "12:40:35 AM ​UTC​" formattedTime(1000 * 60 * 60 * 3.5, "HH:mm") >>> "03:30" formattedDate(timenow, "short") >>> "4/30/22" formattedDate(timenow, "medium") >>> ​"Apr​ 30, 2022" formattedDate(timenow, "full") >>> "Saturday, April 30, 2022" formattedDay(timenow, "E") >>> "Sat" formattedDay(timenow, "dd.MM.yy") >>> "30.04.22" formattedDay(timenow, "yyyy.MM.dd G 'at' hh:mm:ss z") >>> "2022.04.30 AD at 12:40:35 UTC" These functions use str.format() and some of the special formatting codes it allows for. Pine Script™ documentation does not yet contain complete specifications on these codes, but in the meantime you can find some information in the The Java™ Tutorials and in Java documentation of its MessageFormat class . Note that str.format() implements only a subset of the MessageFormat features in Java. `secondsSince()` The introduction of varip variables in Pine Script™ has made it possible to track the time for which a condition is true when a script is executing on a realtime bar. One obvious use case that comes to mind is to enable trades to exit only when the exit condition has been true for a period of time, whether that period is shorter that the chart's timeframe, or spans across multiple realtime bars. For more information on this function and varip please see our Using `varip` variables publication. `timeFrom( )` When plotting lines , boxes , and labels one often needs to calculate an offset for past or future end points relative to the time a condition or point occurs in history. Using xloc.bar_index is often the easiest solution, but some situations require the use of xloc.bar_time . We introduce `timeFrom()` to assist in calculating time-based offsets. The function calculates a timestamp using a negative (into the past) or positive (into the future) offset from the current bar's starting or closing time, or from the current time of day. The offset can be expressed in units of chart timeframe, or in seconds, minutes, hours, days, months or years. This function was ported from our Time Offset Calculation Framework . `formattedNoOfPeriods()` and `secondsToTfString()` Our final two offerings aim to confront two remaining issues: How much time is represented in a given timestamp? How can I produce a "simple string" timeframe usable with request.security() from a timeframe expressed in seconds? `formattedNoOfPeriods()` converts a time value in ​ms to a quantity of time units. This is useful for calculating a difference in time between 2 points and converting to a desired number of units of time. If no unit is supplied, the function automatically chooses a unit based on a predetermined time step. `secondsToTfString()` converts an input time in seconds to a target timeframe string in timeframe.period string format. This is useful for implementing stepped timeframes relative to the chart time, or calculating multiples of a given chart timeframe. Results from this function are in simple form, which means they are useable as `timeframe` arguments in functions like request.security() . █   NOTES Although the example code is commented in detail, the size of the library justifies some further explanation as many concepts are demonstrated. Key points are as follows:  • ​Pivot points are used to draw lines from. `timeFrom( )` calculates the length of the lines in the specified unit of time.   By default the script uses 20 units of the charts timeframe. Example: a 1hr chart has arrows 20 hours in length.  • At the point of the arrows `formattedNoOfPeriods()` calculates the line length in the specified unit of time from the input menu.   If “Use Input Time” is disabled, a unit of time is automatically assigned.  • At each ​pivot point a label with a formatted date or time is placed with one of the three formatting helper functions to display the time or date the ​pivot occurred.  • A label on the last bar showcases `secondsSince()` . The label goes through three stages of detection for a timed alert.   If the difference between the high and the open in ticks exceeds the input value, a timer starts and will turn the label red once the input time is exceeded to simulate a time-delayed alert.  • In the bottom right of the screen `secondsToTfString()` posts the chart timeframe in a table. This can be multiplied from the input menu. Look first. Then leap. █   FUNCTIONS formattedTime(timeInMs, format)   Converts a UNIX timestamp (in milliseconds) to a formatted time string.   Parameters:      timeInMs : (series float) Timestamp to be formatted.      format : (series string) Format for the time. Optional. The default value is "HH:mm:ss".   Returns: (string) A string containing the formatted time. formattedDate(timeInMs, format)   Converts a UNIX timestamp (in milliseconds) to a formatted date string.   Parameters:      timeInMs : (series float) Timestamp to be formatted.      format : (series string) Format for the date. Optional. The default value is "yyyy-MM-dd".   Returns: (string) A string containing the formatted date. formattedDay(timeInMs, format)   Converts a UNIX timestamp (in milliseconds) to the name of the day of the week.   Parameters:      timeInMs : (series float) Timestamp to be formatted.      format : (series string) Format for the day of the week. Optional. The default value is "EEEE" (complete day name).   Returns: (string) A string containing the day of the week. secondsSince(cond, resetCond)   The duration in milliseconds that a condition has been true.   Parameters:      cond : (series bool) Condition to time.      resetCond : (series bool) When `true`, the duration resets.   Returns: The duration in seconds for which `cond` is continuously true. timeFrom(from, qty, units)   Calculates a +/- time offset in variable units from the current bar's time or from the current time.   Parameters:      from : (series string) Starting time from where the offset is calculated: "bar" to start from the bar's starting time, "close" to start from the bar's closing time, "now" to start from the current time.      qty : (series int) The +/- qty of units of offset required. A "series float" can be used but it will be cast to a "series int".      units : (series string) String containing one of the seven allowed time units: "chart" (chart's timeframe), "seconds", "minutes", "hours", "days", "months", "years".   Returns: (int) The resultant time offset `from` the `qty` of time in the specified `units`. formattedNoOfPeriods(​ms, unit)   Converts a time value in ​ms to a quantity of time units.   Parameters:      ms : (series int) Value of time to be formatted.      unit : (series string) The target unit of time measurement. Options are "seconds", "minutes", "hours", "days", "weeks", "months". If not used one will be automatically assigned.   Returns: (string) A formatted string from the number of `ms` in the specified `unit` of time measurement secondsToTfString(tfInSeconds, mult)   Convert an input time in seconds to target string TF in `timeframe.period` string format.   Parameters:      tfInSeconds : (simple int) a timeframe in seconds to convert to a string.      mult : (simple float) Multiple of `tfInSeconds` to be calculated. Optional. 1 (no multiplier) is default.   Returns: (string) The `tfInSeconds` in `timeframe.period` format usable with `request.security()`.
Pine Script® library
by PineCoders
35
HTV_LibraryLibrary "HTV_LibraryV2" up_bar() 'up_bar' checks true for every candle that closed above open price.   Returns: custom Series Bool last_up_bar() 'last_up_bar' checks true for every last candle that closed above open price.   Returns: custom Series Bool down_bar() 'down_bar' checks true for every candle that closed below open price.   Returns: custom Series Bool last_down_bar() 'last_down_bar' checks true for every last candle that closed below open price.   Returns: custom Series Bool TBR_Up() 'TBR_Up' checks true for every last confirmed 2 Bar Reversal.   Returns: custom Series Bool TBR_Down() 'TBR_Down' checks true for every last confirmed 2 Bar Reversal.   Returns: custom Series Bool TCR_Up() 'TCR_Up' checks true for every last confirmed 3 Candle Reversal.   Returns: custom Series Bool TCR_Down() 'TCR_Down' checks true for every last confirmed 3 Candle Reversal.   Returns: custom Series Bool f_fib() 'f_fib' gives a fibonacci number based on rising numericial order starting from 0   Returns: custom Series Bool WHITE() uses color.rgb(r,g,b,t) function   Returns: literal color WHITE_25T() WHITE_50T() WHITE_90T() BLACK() BLACK_25T() BLACK_50T() BLACK_90T() RED() RED_25T() RED_50T() RED_90T() GREEN() GREEN_25T() GREEN_50T() GREEN_90T() BLUE() BLUE_25T() BLUE_50T() BLUE_90T() GREY() GREY_25T() GREY_50T() GREY_90T() NEON_YELLOW() NEON_YELLOW_25T() NEON_YELLOW_50T() NEON_YELLOW_90T() NEON_GREEN() NEON_GREEN_25T() NEON_GREEN_50T() NEON_GREEN_90T() NEON_PINK() NEON_PINK_25T() NEON_PINK_50T() NEON_PINK_90T() PURPLE() PURPLE_25T() PURPLE_50T() PURPLE_90T() SMA() EMA() WMA() VWMA() RMA() HMA() STMA() ETMA()
Pine Script® library
by HyperTV_BRotem