RiskTools

Library "RiskTools"
Provides functions for calculating risk metrics

pctDrop(start, result)
Calculates what is the percentage drop from a reference price
Parameters:
start (float): Starting price before the drop occurred
result (float): Resulting price to which the percentage drop occurred
Returns: Percentage drop from "start" to "result"

priceBeforeDrop(pctDrop, result)
Calculates a starting price given a resulting price and a percentage drop to that price
Parameters:
pctDrop (float): Percentage drop
result (float): Resulting price to which the percentage drop occurred
Returns: The starting price from which a percentage drop "pctDrop" gave a "result"

dropzone(price, masource, malength, window, zonesize)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength (simple int): The length used in the SMA calculation from which the floor price is determined
window (simple int): The lookback period from which to calculate the floor price
zonesize (simple int)
Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

Notas de Lançamento

v2

Updated:
priceBeforeDrop(pctdrop, result)
Calculates a starting price given a resulting price and a percentage drop to that price
Parameters:
pctdrop (float): Percentage drop
result (float): Resulting price to which the percentage drop occurred
Returns: The starting price from which a percentage drop "pctDrop" gave a "result"

dropzone(price, masource, malength_days, window_days, zonesize)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The lookback period from which to calculate the floor price
Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

Notas de Lançamento

v3

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, firstzone)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The increment by which each new zone is larger than the next
firstzone (simple int): The first valid zone number, if ommitted it defaults to the first zonesize increment
Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

Notas de Lançamento

v4

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, firstzone, lastzone)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The increment by which each new zone is larger than the next
firstzone (simple int): The first valid zone number, if ommitted it defaults to the first zonesize increment
lastzone (simple int)
Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

Notas de Lançamento

v6

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, minuszone, firstzone, lastzone)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The increment by which each new zone is larger than the next
minuszone (simple int): The zone number to use if price is below the floor price. If ommitted it defaults to zero (0)
firstzone (simple int): The first valid zone number. If ommitted it defaults to the first zonesize increment
lastzone (simple int): The last zone number where price is above the final zone.
Returns: The zone identifier as a multiple of the zone size in string format

Notas de Lançamento

v7

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, minuszone, firstzone, lastzone, overzone)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The increment by which each new zone is larger than the next
minuszone (simple int): The zone number to use if price is below the floor price. If ommitted it defaults to zero (0)
firstzone (simple int): The first valid zone number. If ommitted it defaults to the first zonesize increment
lastzone (simple int): The last zone number where price is above the final zone.
overzone (simple int)
Returns: The zone identifier as a multiple of the zone size in string format

Biblioteca do Pine

No verdadeiro espirito do TradingView, o autor desse código Pine o publicou como uma biblioteca de código aberto, para que outros programadores Pine da nossa comunidade possam reusa-los. Parabéns ao autor! Você pode usar essa biblioteca privadamente ou em outras publicações de código aberto, mas a reutilização desse código em publicações é regida pelas Regras da Casa.

smikeyp

Aviso legal

As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.

Biblioteca do Pine

smikeyp