PINE LIBRARY
Atualizado OHLCVRangeX
The OHLCVRange library provides modular range-building utilities for Pine Script v6 based on custom conditions like time, price, volatility, volume, and pattern detection. Each function updates a persistent range (OHLCVRange) passed in from the calling script, based on live streaming candles.
This library is designed to support dynamic windowing over incoming OHLCV bars, with all persistent state handled externally (in the indicator or strategy). The library merely acts as a filter and updater, appending or clearing candles according to custom logic.
📦
export type OHLCVRange
OHLCV.OHLCV[] candles // Sliding window of candles
The OHLCVRange is a simple container holding an array of OHLCV.OHLCV structures.
This structure should be declared in the indicator using var to ensure persistence across candles.
🧩 Range Updater Functions
Each function follows this pattern:
export updateXxxRange(OHLCVRange r, OHLCV.OHLCV current, ...)
r is the range to update.
current is the latest OHLCV candle (typically from your indicator).
Additional parameters control the behavior of the range filter.
🔁 Function List
1. Fixed Lookback Range
export updateFixedRange(OHLCVRange r, OHLCV.OHLCV current, int barsBack)
Keeps only the last barsBack candles.
Sliding window based purely on number of bars.
2. Session Time Range
export updateSessionRange(OHLCVRange r, OHLCV.OHLCV current, int minuteStart, int minuteEnd)
Keeps candles within the [minuteStart, minuteEnd) intraday session.
Clears the range once out of session bounds.
3. Price Zone Range
export updatePriceZoneRange(OHLCVRange r, OHLCV.OHLCV current, float minP, float maxP)
Retains candles within the vertical price zone [minP, maxP].
Clears when a candle exits the zone.
4. Consolidation Range
export updateConsolidationRange(OHLCVRange r, OHLCV.OHLCV current, float thresh)
Stores candles as long as the candle range (high - low) is less than or equal to thresh.
Clears on volatility breakout.
5. Volume Spike Range
export updateVolumeSpikeRange(OHLCVRange r, OHLCV.OHLCV current, float avgVol, float mult, int surround)
Triggers a new range when a volume spike ≥ avgVol * mult occurs.
Adds candles around the spike (total surround * 2 + 1).
Can be used to zoom in around anomalies.
6. Engulfing Pattern Range
export updateEngulfingRange(OHLCVRange r, OHLCV.OHLCV current, int windowAround)
Detects bullish or bearish engulfing candles.
Stores 2 * windowAround + 1 candles centered around the pattern.
Clears if no valid engulfing pattern is found.
7. HTF-Aligned Range
export updateHTFAlignedRange(OHLCVRange r, OHLCV.OHLCV current, OHLCV.OHLCV prevHtf)
Used when aligning lower timeframe candles to higher timeframe bars.
Clears and restarts the range on HTF bar transition (compare prevHtf.bar_index with current).
Requires external management of HTF candle state.
💡 Usage Notes
All OHLCVRange instances should be declared as var in the indicator to preserve state:
var OHLCVRange sessionRange = OHLCVRange.new()
sessionRange := OHLCVRange.updateSessionRange(sessionRange, current, 540, 900)
All OHLCV data should come from the OHLCVData library (v15 or later):
import userId/OHLCVData/15 as OHLCV
OHLCV.OHLCV current = OHLCV.getCurrentChartOHLCV()
This library does not use var internally to enforce clean separation of logic and persistence.
📅 Planned Enhancements
Fib zone ranges: capture candles within custom Fibonacci levels.
Custom event ranges: combine multiple filters (e.g., pattern + volume spike).
Trend-based ranges: windowing based on moving average or trend breaks.
This library is designed to support dynamic windowing over incoming OHLCV bars, with all persistent state handled externally (in the indicator or strategy). The library merely acts as a filter and updater, appending or clearing candles according to custom logic.
📦
export type OHLCVRange
OHLCV.OHLCV[] candles // Sliding window of candles
The OHLCVRange is a simple container holding an array of OHLCV.OHLCV structures.
This structure should be declared in the indicator using var to ensure persistence across candles.
🧩 Range Updater Functions
Each function follows this pattern:
export updateXxxRange(OHLCVRange r, OHLCV.OHLCV current, ...)
r is the range to update.
current is the latest OHLCV candle (typically from your indicator).
Additional parameters control the behavior of the range filter.
🔁 Function List
1. Fixed Lookback Range
export updateFixedRange(OHLCVRange r, OHLCV.OHLCV current, int barsBack)
Keeps only the last barsBack candles.
Sliding window based purely on number of bars.
2. Session Time Range
export updateSessionRange(OHLCVRange r, OHLCV.OHLCV current, int minuteStart, int minuteEnd)
Keeps candles within the [minuteStart, minuteEnd) intraday session.
Clears the range once out of session bounds.
3. Price Zone Range
export updatePriceZoneRange(OHLCVRange r, OHLCV.OHLCV current, float minP, float maxP)
Retains candles within the vertical price zone [minP, maxP].
Clears when a candle exits the zone.
4. Consolidation Range
export updateConsolidationRange(OHLCVRange r, OHLCV.OHLCV current, float thresh)
Stores candles as long as the candle range (high - low) is less than or equal to thresh.
Clears on volatility breakout.
5. Volume Spike Range
export updateVolumeSpikeRange(OHLCVRange r, OHLCV.OHLCV current, float avgVol, float mult, int surround)
Triggers a new range when a volume spike ≥ avgVol * mult occurs.
Adds candles around the spike (total surround * 2 + 1).
Can be used to zoom in around anomalies.
6. Engulfing Pattern Range
export updateEngulfingRange(OHLCVRange r, OHLCV.OHLCV current, int windowAround)
Detects bullish or bearish engulfing candles.
Stores 2 * windowAround + 1 candles centered around the pattern.
Clears if no valid engulfing pattern is found.
7. HTF-Aligned Range
export updateHTFAlignedRange(OHLCVRange r, OHLCV.OHLCV current, OHLCV.OHLCV prevHtf)
Used when aligning lower timeframe candles to higher timeframe bars.
Clears and restarts the range on HTF bar transition (compare prevHtf.bar_index with current).
Requires external management of HTF candle state.
💡 Usage Notes
All OHLCVRange instances should be declared as var in the indicator to preserve state:
var OHLCVRange sessionRange = OHLCVRange.new()
sessionRange := OHLCVRange.updateSessionRange(sessionRange, current, 540, 900)
All OHLCV data should come from the OHLCVData library (v15 or later):
import userId/OHLCVData/15 as OHLCV
OHLCV.OHLCV current = OHLCV.getCurrentChartOHLCV()
This library does not use var internally to enforce clean separation of logic and persistence.
📅 Planned Enhancements
Fib zone ranges: capture candles within custom Fibonacci levels.
Custom event ranges: combine multiple filters (e.g., pattern + volume spike).
Trend-based ranges: windowing based on moving average or trend breaks.
Notas de Lançamento
v2Added:
fastClear(r)
Parameters:
r (OHLCVRange)
getRangeHigh(r)
Parameters:
r (OHLCVRange)
getRangeLow(r)
Parameters:
r (OHLCVRange)
getRangeVolume(r)
Parameters:
r (OHLCVRange)
getRangeAvg(r)
Parameters:
r (OHLCVRange)
mergeRanges(r1, r2)
Parameters:
r1 (OHLCVRange)
r2 (OHLCVRange)
Updated:
updatePriceZoneRange(r, current, minP, maxP, bufferPct)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
minP (float)
maxP (float)
bufferPct (float)
updateVolumeSpikeRange(r, current, avgVol, mult, surround, confirmBars)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
avgVol (float)
mult (float)
surround (int)
confirmBars (int)
updateHTFAlignedRange(r, current, tf, prevHtf)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
tf (string)
prevHtf (OHLCV type from viorel8/OHLCVData/15)
OHLCVRange
Fields:
id (series string)
start_bar_index (series int)
end_bar_index (series int)
start_time (series int)
end_time (series int)
candles (array<OHLCV> type from viorel8/OHLCVData/15)
duration (series int)
isValid (series bool)
Notas de Lançamento
v3 - fixing the range validation functionsm and adding some debugging capabilities Added:
updateRangeCommon(r, current, isValid, clear)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
isValid (bool)
clear (bool)
Notas de Lançamento
v4Updated:
updateVolumeSpikeRange(r, current, avgVol, mult, surround, confirmBars, spikeConfirmed)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
avgVol (float)
mult (float)
surround (int)
confirmBars (int)
spikeConfirmed (int)
Notas de Lançamento
v5Added ATR Delta to compute automaticlly the consolidation range using volatility treshhold
Updated:
updateConsolidationRange(r, current, atr, atrMultiplier, minCandles)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
atr (float)
atrMultiplier (float)
minCandles (int)
Notas de Lançamento
v6fixing Update Consolidation Range
Notas de Lançamento
v7 - fix some issues,testing all the ranges in order to check edge cases Notas de Lançamento
v8 - fix issuesNotas de Lançamento
v9 - update the trashhold computation, for assets with high volatility we need to have tighter ATR treshholdNotas de Lançamento
v10* adding a volume filter to identify breakouts, nad setup a grace limit for the range
Updated:
updateConsolidationRange(r, current, atr, atrMultiplier, minCandles, useVolumeFilter, volMultiplier, gracePeriod)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
atr (float)
atrMultiplier (float)
minCandles (int)
useVolumeFilter (bool)
volMultiplier (float)
gracePeriod (int)
Notas de Lançamento
v11 - fix trashhold issues Notas de Lançamento
v12We’ll modify updateConsolidationRange to:
Calculate isVolatile using the range including the current candle for inConsol.
Ensure breakout detection uses the range excluding the current candle.
Notas de Lançamento
v13 dinamically updateing ht erange as new candles are added and reset it after a brakout
Updated:
OHLCVRange
Fields:
id (series string)
start_bar_index (series int)
end_bar_index (series int)
start_time (series int)
end_time (series int)
candles (array<OHLCV> type from viorel8/OHLCVData/15)
duration (series int)
isValid (series bool)
count (series int)
Notas de Lançamento
v14 fix the array null issue, adding some validationsNotas de Lançamento
v15fixing logic
Notas de Lançamento
v16Summary
The library is clearing the range too early, which breaks downstream usage.
✅ Fix: Set clear = false inside the library.
📦 Caller should handle finalization and cleanup.
🧠 In the future, you can add a caching mechanism (or even events or callback functions if TradingView eventually supports them).
Updated:
OHLCVRange
Fields:
id (series string)
start_bar_index (series int)
end_bar_index (series int)
start_time (series int)
end_time (series int)
candles (array<OHLCV> type from viorel8/OHLCVData/15)
duration (series int)
isValid (series bool)
count (series int)
finalized (series bool)
Notas de Lançamento
v17the clear responsability will be in the indicator
Notas de Lançamento
v18Updated:
updateConsolidationRange(r, current, atr, atrMultiplier, minCandles, useVolumeFilter, volMultiplier, gracePeriod, confirmBars)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
atr (float)
atrMultiplier (float)
minCandles (int)
useVolumeFilter (bool)
volMultiplier (float)
gracePeriod (int)
confirmBars (int)
OHLCVRange
Fields:
id (series string)
start_bar_index (series int)
end_bar_index (series int)
start_time (series int)
end_time (series int)
candles (array<OHLCV> type from viorel8/OHLCVData/15)
duration (series int)
isValid (series bool)
count (series int)
breakoutConfirmCandles (series int)
finalized (series bool)
Notas de Lançamento
v19* move some computations form indicator into the library
Notas de Lançamento
v20* code revire and comments
Updated:
updateVolumeSpikeRange(r, current, avgVol, mult, surround, confirmBars)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
avgVol (float)
mult (float)
surround (int)
confirmBars (int)
Notas de Lançamento
v21cleanup
Updated:
OHLCVRange
Fields:
id (series string)
start_bar_index (series int)
end_bar_index (series int)
start_time (series int)
end_time (series int)
candles (array<OHLCV> type from viorel8/OHLCVData/15)
duration (series int)
isValid (series bool)
count (series int)
breakoutConfirmCandles (series int)
finalized (series bool)
inConsolidation (series bool)
Notas de Lançamento
v22* refactor for better states management, now we have the samepattern for finalize and isValid cross all ranges, so in the indicator we will use the funcitons with more eaze
Added:
getRangeOpen(r)
Parameters:
r (OHLCVRange)
getRangeClose(r)
Parameters:
r (OHLCVRange)
updateAccumulationRange(r, current, atr, atrMultiplier, minCandles, useVolumeFilter, volMultiplier, gracePeriod, confirmBars)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
atr (float)
atrMultiplier (float)
minCandles (int)
useVolumeFilter (bool)
volMultiplier (float)
gracePeriod (int)
confirmBars (int)
updateManipulationRange(r, current, atr, minCandles, gracePeriod, avgVolumeLookback, lowVolMultiplier, highVolAtrMultiplier, priceDeltaAtrMultiplier)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
atr (float)
minCandles (int)
gracePeriod (int)
avgVolumeLookback (int)
lowVolMultiplier (float)
highVolAtrMultiplier (float)
priceDeltaAtrMultiplier (float)
updateDistributionRange(r, current, atr, minCandles, gracePeriod, avgVolumeLookback, highVolMultiplier, highVolAtrMultiplier, priceDeltaAtrMultiplier)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
atr (float)
minCandles (int)
gracePeriod (int)
avgVolumeLookback (int)
highVolMultiplier (float)
highVolAtrMultiplier (float)
priceDeltaAtrMultiplier (float)
updateOpeningRange(r, current, orbDurationMinutes, sessionStartHour, sessionStartMinute)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
orbDurationMinutes (int)
sessionStartHour (int)
sessionStartMinute (int)
updateCompressionRange(r, current, isInCompressionCondition, minCompressionBars, gracePeriodExit)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
isInCompressionCondition (bool)
minCompressionBars (int)
gracePeriodExit (int)
updateInsideBarRange(r, current, prev1)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
prev1 (OHLCV type from viorel8/OHLCVData/15)
Updated:
updateRangeCommon(r, current, shouldBeValidAfterAdd)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
shouldBeValidAfterAdd (bool)
updateHTFAlignedRange(r, current, tfStr, prevHtfOhlcv)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
tfStr (string)
prevHtfOhlcv (OHLCV type from viorel8/OHLCVData/15)
OHLCVRange
Fields:
id (series string)
start_bar_index (series int)
end_bar_index (series int)
start_time (series int)
end_time (series int)
candles (array<OHLCV> type from viorel8/OHLCVData/15)
duration (series int)
isValid (series bool)
count (series int)
breakoutConfirmCandles (series int)
finalized (series bool)
Removed:
updateConsolidationRange(r, current, atr, atrMultiplier, minCandles, useVolumeFilter, volMultiplier, gracePeriod, confirmBars)
Notas de Lançamento
v23Updated:
updateInsideBarRange(r, current)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
Notas de Lançamento
v24* fixing the AMD ranges
Added:
updateFVGRange(r, current)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
Updated:
updateAccumulationRange(r, current, atr, atrMultiplier, minCandles, useVolumeFilter, volMultiplier, accAvgVolumeLookback, gracePeriod, confirmBars)
Parameters:
r (OHLCVRange)
current (OHLCV type from viorel8/OHLCVData/15)
atr (float)
atrMultiplier (float)
minCandles (int)
useVolumeFilter (bool)
volMultiplier (float)
accAvgVolumeLookback (int)
gracePeriod (int)
confirmBars (int)
Notas de Lançamento
v25* add Delta ATR Adaptive range, in order to help user to configure the indicaotr correctly be statistically tracking hte past voaltility
* in this version the computations are made in the test indicator, but in the next version we will mode the computational functions in th elibrary
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.
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
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.
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.