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AnalisisEstructuralLib_v1_1Library "AnalisisEstructuralLib_v1_1" method calcular_fuerza(ema_rapida, ema_lenta, length_rango)   Namespace types: series float, simple float, input float, const float   Parameters:      ema_rapida (float)      ema_lenta (float)      length_rango (int) method calcular_fuerza(length_rango)   Namespace types: series int, simple int, input int, const int   Parameters:      length_rango (int) f_verificar_regularidad(src_close, src_open, ema_guia, lookback, max_cruces, umbral_cv)   Parameters:      src_close (float) : Serie de cierres (ej. close)      src_open (float) : Serie de aperturas (ej. open)      ema_guia (float) : La media móvil de referencia para medir altibajos (ej. EMA 21)      lookback (int) : Cantidad de velas del historial inmediato a evaluar      max_cruces (int) : Máximo de cruces permitidos con la EMA antes de considerarse rango sucio      umbral_cv (float) : Límite de irregularidad en el tamaño de las velas (Coeficiente de Variación) @return boolean: 'true' si el contexto es regular/sano, 'false' si es caos/errático ========================================================================= f_detect_compression(src, p_fast, p_mid, p_slow, atr_len, threshold_ma, threshold_vol)   Parameters:      src (float)      p_fast (simple int)      p_mid (simple int)      p_slow (simple int)      atr_len (simple int)      threshold_ma (float)      threshold_vol (float)
Biblioteca Pine Script®
por Mr_SSniper
ValidationUtilitiesValidationUtilities Library 🌸 Part of GoemonYae Trading System (GYTS) 🌸 🌸 --------- 1. INTRODUCTION --------- 🌸 💮 What Does This Library Contain? ValidationUtilities is a centralised validation framework for Pine Script. It replaces scattered, ad-hoc input checks with a single, structured validation pass that catches every misconfiguration before a script begins operating. The library spans the full validation workflow: framework lifecycle, configuration checks, position sizing guards, and signal completeness verification. 💮 Key Categories The library contains: Core Framework : the ValidationFramework UDT and its lifecycle methods (init, collect, report) Standalone Utilities : bounded-buffer push and division-by-zero guard Configuration Validation : range, ordering, exclusivity, lookback, source, and timeframe checks Position Sizing & Risk : order size constraints, progressive risk alerts, allocation distribution, and Martingale safety Signal & Timing : signal source completeness and cooldown gating 🌸 --------- 2. ADDED VALUE --------- 🌸 💮 Consistent, Readable Error Messages Every error and warning follows the same Message format. Users see clear, categorised feedback instead of cryptic runtime error strings. A single validation pass surfaces all issues at once, so there is no need to fix one error only to hit the next on re-run. 💮 Single Import, Full Coverage One import replaces dozens of inline validation blocks. Range checks, allocation constraints, timeframe guards, and position sizing validations are all available immediately. 💮 Errors and Warnings, Separated Hard/soft boundary separation lets developers enforce critical constraints (errors halt execution via runtime.error() ) whilst still surfacing non-critical suggestions (warnings display as chart labels). The framework handles formatting, counting, and display. 💮 Proven in Production ValidationUtilities underpins the validation layer of a strategy with an extensive configuration surface (12+ validated parameter groups). The methods have been refined against real misconfiguration scenarios including floating-point allocation sums, multiplier escalation, and unconnected data streams. 🌸 --------- 3. CORE FRAMEWORK --------- 🌸 💮 ValidationFramework (UDT) The central data structure that collects validation results. It holds two string arrays, errors (critical, halt execution) and warnings (advisory, continue execution), alongside convenience flags has_errors and has_warnings . Declare once with var , then call init() to reset state before each validation cycle: var framework = vu.ValidationFramework.new() framework.init() 💮 init() Resets the framework: clears both arrays and resets flags to false . Call at the start of each validation cycle. 💮 add_error() and add_warning() Building blocks for custom validation beyond the built-in methods. Both accept a category and message , formatting them as Message . Use add_error() for constraints that must halt execution and add_warning() for advisory messages. framework.add_error("Position Sizing", "Order exceeds account equity.") framework.add_warning("Risk", "Position represents 35% of equity — monitor carefully.") 💮 trigger_errors() Fires runtime.error() with the first collected error and a count of any remaining. Always call after all validations have run so every misconfiguration is detected in a single pass. 💮 display_warnings() Renders warnings as orange chart labels (below bar by default). Displays the first warning with a count of additional warnings, then clears state to prevent repetition. Accepts an optional yloc_arg for label placement. ↑ Runtime error dialog showing a categorised validation error with count of additional issues ↑ Warning labels displayed on the chart via display_warnings() 🌸 --------- 4. STANDALONE UTILITIES --------- 🌸 These functions are independent of the ValidationFramework and can be used anywhere. 💮 push_limited() A FIFO bounded-buffer push: appends a value and evicts the oldest entry when the array exceeds a specified limit. Available for both float and int arrays. vu.push_limited(price_buffer, close, 50) // Keeps the last 50 closes 💮 safe_denominator() Returns math.max(value, floor) to guard against division by zero. Default floor is 1e-9 . ratio = numerator / vu.safe_denominator(denominator) 🌸 --------- 5. CONFIGURATION VALIDATION --------- 🌸 These methods validate user-facing settings before a script begins operating. Each accepts the framework as self and a category string for error grouping. Refer to the source code for full parameter details. 💮 validate_range() Checks that a value falls within hard bounds (error if violated) and optional soft bounds (warning if outside the optimal range). Supports a value_unit label for message clarity. Returns true if within hard bounds. 💮 validate_exclusive_selection() Ensures exactly one boolean flag is active among a set of mutually exclusive options. Produces an error listing which options were found active, or that none were selected. 💮 validate_ascending_order() Verifies that an array of values is in ascending order. Supports strict (default) or non-strict comparison. Skips na values. 💮 validate_minimum_lookback() Checks that a lookback parameter meets a caller-derived minimum. Accepts an optional fix_hint for the error message. Returns true if met. 💮 validate_source_connected() Detects when an input.source() has no external indicator connected (it silently defaults to close ). Uses a 2-bar close heuristic. Accepts an is_enabled flag to skip the check when the relevant feature is disabled. Returns true if the source appears connected. 💮 validate_higher_timeframe() Validates that a user-selected timeframe is sufficiently higher than the chart timeframe. Returns the integer multiplier, useful for scaling lookback periods. Produces an error if below min_multiplier (default 1.0). 🌸 --------- 6. POSITION SIZING & RISK --------- 🌸 These methods guard against position sizing errors and excessive risk exposure. See the source code for parameter details and default thresholds. 💮 validate_order_size_constraints() Checks a proposed order against account equity and position size limits. Errors if the order exceeds equity or a hard cap; warns if the position exceeds a configurable percentage of equity. Returns true if no errors were added. 💮 validate_multiplied_sizing_risk() Progressive risk alerting for scripts that scale position sizes with multipliers (Martingale, Anti-Martingale, or any multiplicative sizing). Applies three escalating thresholds: Warning (default 25%): elevated risk Error (default 50%): high risk Critical (default 75%): exceeds safe limits Also warns when the multiplier itself exceeds a configurable threshold. Returns true if no errors were added. 💮 validate_martingale_settings() Validates Martingale/Anti-Martingale parameter consistency: multiplier range, streak bounds, and maximum possible escalation. Warns when maximum escalation exceeds 100×. 💮 validate_allocations() Validates percentage distributions (0–1 scale) for take-profit levels, portfolio weights, or any system that divides a whole into parts. Checks individual allocations and total against 1.0 with floating-point tolerance. Supports both mandatory full allocation and partial allocation. 🌸 --------- 7. SIGNAL & TIMING --------- 🌸 These methods verify signal completeness and enforce cooldown periods. See the source code for parameter details. 💮 validate_signal_configuration() Completeness check for signal sources. Validates that an enabled signal has a connected primary data stream, a secondary stream (if required), at least one signal mapping, and activity in at least one market regime (when regime filtering is enabled). 💮 validate_timing_cooldown() Gating check for entry timing. Verifies that enough bars have elapsed since the last relevant event and that a valid entry signal is present. Both conditions produce warnings rather than errors. 🌸 --------- 8. USAGE EXAMPLE --------- 🌸 A typical validation lifecycle: import, initialise, run validations, then trigger errors and display warnings. import GoemonYae/ValidationUtilities/1 as vu // Declare once, reset each bar var framework = vu.ValidationFramework.new() framework.init() // Configuration validation framework.validate_range("Config", "ATR Lookback", i_atr_lookback, 1, 500, 10, 50, "bars") framework.validate_exclusive_selection("Distance", "TP Mode", array.from(i_use_pct, i_use_atr, i_use_hl), array.from("Percentage", "ATR", "High/Low"), "method") // Allocation validation framework.validate_allocations("TP Settings", "Take Profit", array.from(i_tp1_alloc, i_tp2_alloc, i_tp3_alloc), array.from("TP1", "TP2", "TP3"), true) // Position sizing guard framework.validate_order_size_constraints("Sizing", order_size, close, strategy.equity, max_pos, 50.0) // Report results framework.trigger_errors() // Halts if any errors found framework.display_warnings() // Shows warnings on chart When all inputs are valid, trigger_errors() does nothing and execution continues; display_warnings() draws no labels. A correctly configured script simply runs with a clean chart. 🌸 --------- 9. PRACTICAL USAGE NOTES --------- 🌸 💮 Errors vs Warnings Use add_error() for constraints that make the script unsafe or logically broken (missing data streams, impossible parameter combinations, equity-exceeding orders). Use add_warning() for suboptimal but non-dangerous configurations (values outside the recommended range, elevated risk percentages). Errors halt execution; warnings inform via chart labels. 💮 Single-Pass Collection Always run all validations before calling trigger_errors() . The framework collects every error in a single pass so the user sees the total count of issues. 💮 Integration with Other GYTS Libraries ValidationUtilities complements the GYTS library ecosystem: FiltersToolkit : smoothing and signal processing VolatilityToolkit : volatility estimation and regime detection ColourUtilities : dynamic colour mapping MathTransform : mathematical transformations and normalisation Each library handles its own domain; ValidationUtilities handles the validation layer that sits above them. 💮 Limitations A few constraints to keep in mind: The validate_source_connected() heuristic (2-bar close comparison) can produce false positives if a source genuinely tracks price closely. It is a best-effort detection, not a guarantee. Pine Script libraries cannot import other libraries. So ValidationUtilities is designed for indicators and strategies. The framework validates configuration state, not runtime state. It catches misconfigurations at the input level; it does not monitor runtime behaviour.
Biblioteca Pine Script®
por GoemonYae
pbkr_commonLibrary "pbkr_common" f_clamp(v, lo, hi)   Parameters:      v (float)      lo (float)      hi (float) f_roc(src, len)   Parameters:      src (float)      len (int) f_dcr(h, l, c)   Parameters:      h (float)      l (float)      c (float) f_tick(p)   Parameters:      p (float) f_round_up(p)   Parameters:      p (float) f_round_down(p)   Parameters:      p (float) f_nzmax(a, b)   Parameters:      a (float)      b (float) f_best_support(entry, a, b, c, d, e)   Parameters:      entry (float)      a (float)      b (float)      c (float)      d (float)      e (float) f_ma_pack() f_launch_conv(sma10, ema21, sma50, sma200, ref_price)   Parameters:      sma10 (float)      ema21 (float)      sma50 (float)      sma200 (float)      ref_price (float) f_vol_pack() f_vol_dryup(vol10, vol50, mult)   Parameters:      vol10 (float)      vol50 (float)      mult (float) f_hv1(vol, vol50, mult)   Parameters:      vol (float)      vol50 (float)      mult (float) f_pocket_pivot_vol(lookback)   Parameters:      lookback (simple int) f_adr20() f_tight_range(short_n, long_n, ratio)   Parameters:      short_n (int)      long_n (int)      ratio (float) f_high_low_pack() f_phase_code(lookback)   Parameters:      lookback (int) f_phase_txt(phase)   Parameters:      phase (int) f_px(v)   Parameters:      v (float) f_pct(v)   Parameters:      v (float) MAPack   Fields:      sma10 (series float)      ema21 (series float)      sma50 (series float)      sma150 (series float)      sma200 (series float) VolPack   Fields:      vol50 (series float)      vol10 (series float)      vol5 (series float)      rvol (series float)      run_rate (series float) HighLowPack   Fields:      hh52 (series float)      ll52 (series float)      off_52h_pct (series float)      off_52l_pct (series float)
Biblioteca Pine Script®
por bsunjun
aether_regime_v1Library "aether_regime_v1" getRegime(adxLen, chopLen, adxThreshold, chopLowFib, chopHighFib)   Parameters:      adxLen (simple int)      chopLen (simple int)      adxThreshold (simple float)      chopLowFib (simple float)      chopHighFib (simple float) regimeColor(regimeStr)   Parameters:      regimeStr (simple string) regimeConfidence(adxVal, adxThreshold)   Parameters:      adxVal (simple float)      adxThreshold (simple float)
Biblioteca Pine Script®
por lilbenxo
LogLibLibrary "LogLib" LogLib — unified logger with BUFFERED / PER_BAR / OFF modes, bit-packed plot encoders, perf timing (tick/tock), load timer. Step 2 patch: enum LogMode + LogLevel, method-first API, preserved facades. f_logger_mode_off() f_logger_mode_buffered() f_logger_mode_stream() f_logger_mode_per_bar() f_q_unsigned(x, scale, maxv)   Quantize unsigned float to N-bit integer   Parameters:      x (float)      scale (float)      maxv (int) f_q_signed(x, scale, bias, maxv)   Quantize signed float to N-bit integer with bias offset   Parameters:      x (float)      scale (float)      bias (int)      maxv (int) f_pack3x10(a, b, c)   Pack three 10-bit values into single float for data window   Parameters:      a (int)      b (int)      c (int) f_pack4x8(a, b, c, d)   Pack four 8-bit values into single float for data window   Parameters:      a (int)      b (int)      c (int)      d (int) f_unpack3x10_a(packed)   Parameters:      packed (int) f_unpack3x10_b(packed)   Parameters:      packed (int) f_unpack3x10_c(packed)   Parameters:      packed (int) f_unpack4x8_a(packed)   Parameters:      packed (int) f_unpack4x8_b(packed)   Parameters:      packed (int) f_unpack4x8_c(packed)   Parameters:      packed (int) f_unpack4x8_d(packed)   Parameters:      packed (int) f_encode_flags(s0, s1, s2, s3, s4, s5, s6, s7)   Encode 8 binary flags into 8-bit int   Parameters:      s0 (bool)      s1 (bool)      s2 (bool)      s3 (bool)      s4 (bool)      s5 (bool)      s6 (bool)      s7 (bool) f_encode_ternary(s0, s1, s2, s3, s4)   Encode 5 ternary states (0,1,2) into base-3 integer   Parameters:      s0 (int)      s1 (int)      s2 (int)      s3 (int)      s4 (int) f_decode_flag(encoded, bit_index)   Parameters:      encoded (int)      bit_index (int) f_decode_ternary(encoded, state_index)   Parameters:      encoded (int)      state_index (int) f_logger_new(mode, label, header, max_lines)   Initialize Logger (legacy signature, preserved)   Parameters:      mode (simple int) : 0=OFF/STREAM-alias, 1=BUFFERED, 2=PER_BAR      label (simple string)      header (simple string)      max_lines (simple int) f_logger_new_enum(mode, label, header, max_lines)   Enum-aware factory (preferred for new code)   Parameters:      mode (simple LogMode)      label (simple string)      header (simple string)      max_lines (simple int) f_new_logger_buffered(label, header)   Quick BUFFERED logger with default thresholds (4000 chars / 2500 lines)   Parameters:      label (simple string)      header (simple string) f_new_logger_per_bar(label, header)   Quick PER_BAR logger   Parameters:      label (simple string)      header (simple string) f_new_logger_off()   Quick OFF logger (no-op, for production builds) method append(l, row)   Append a row to the log; routes by mode. @details OFF: discarded. BUFFERED: auto-flush when chars/lines threshold hit. PER_BAR: caller must invoke flush() on barstate.isconfirmed.   Namespace types: Logger   Parameters:      l (Logger)      row (string) method flush(l)   Explicit flush — drains any non-empty buffer. @details Does NOT depend on barstate.islast. Caller invokes at natural boundaries (RCOM completion, manual checkpoint, barstate.isconfirmed for PER_BAR). BUFFERED mode primary flush remains automatic via append().   Namespace types: Logger   Parameters:      l (Logger) method reset(l)   Reset buffer without flushing (drops accumulated content)   Namespace types: Logger   Parameters:      l (Logger) method kv(l, key, val)   Append key=value diagnostic line   Namespace types: Logger   Parameters:      l (Logger)      key (string)      val (float) method event(l, event_type, payload)   Append tagged event with bar_index prefix   Namespace types: Logger   Parameters:      l (Logger)      event_type (string)      payload (string) method debug(l, msg)   Severity-tagged writers (level prefix added)   Namespace types: Logger   Parameters:      l (Logger)      msg (string) method info(l, msg)   Namespace types: Logger   Parameters:      l (Logger)      msg (string) method warn(l, msg)   Namespace types: Logger   Parameters:      l (Logger)      msg (string) method error(l, msg)   ERROR — appends + immediate flush (drains accumulated buffer too)   Namespace types: Logger   Parameters:      l (Logger)      msg (string) method tick(l, tag)   Namespace types: Logger   Parameters:      l (Logger)      tag (string) method tock(l, tag)   Namespace types: Logger   Parameters:      l (Logger)      tag (string) method get_last_timing(l)   Namespace types: Logger   Parameters:      l (Logger) f_load_timer_new() method update(lt)   Namespace types: LoadTimer   Parameters:      lt (LoadTimer) method get_time(lt)   Namespace types: LoadTimer   Parameters:      lt (LoadTimer) method get_formatted(lt)   Namespace types: LoadTimer   Parameters:      lt (LoadTimer) method get_color(lt)   Namespace types: LoadTimer   Parameters:      lt (LoadTimer) method log_time(lt, prefix)   Namespace types: LoadTimer   Parameters:      lt (LoadTimer)      prefix (string) method log_to_logger(lt, logger)   Namespace types: LoadTimer   Parameters:      lt (LoadTimer)      logger (Logger) method add_to_table(lt, t, col, row)   Namespace types: LoadTimer   Parameters:      lt (LoadTimer)      t (table)      col (int)      row (int) Logger   Logger state. Mode field stays int for backward compat with persisted   Fields:      mode (series int) : 0=OFF, 1=BUFFERED, 2=PER_BAR (matches LogMode ordinal)      buffer (series string)      line_count (series int)      max_lines (series int)      max_chars (series int)      header (series string)      header_written (series bool)      label (series string)      markers (map)      last_delta_ms (series float)      last_tag (series string) LoadTimer   Fields:      start_ms (series int)      load_secs_latched (series float)      captured (series bool)
Biblioteca Pine Script®
por cybermediaboy
ICOptimizerLibLibrary "ICOptimizerLib" ICOptimizerLib v2 — IC-based parameter optimization with 4 Bayesian strategies. Publish target: ICOptimizer/2 (hard break from v1 — see §A below). Layer 1: primitive IC estimators (Pearson, Spearman, Kendall, Partial). Layer 2: Optimizer UDT with 4 strategies: argmax | ucb | thompson | bayesian. Layer 3: RegimeGate, ObjectiveWeights, composite scoring, serialize/restore. Layer 4: diagnostics table and panel. L2 library — depends only on NumLib. ─── §A v1 BACKWARD-COMPAT DECISION (follow-up 1) ──────────────────────── HARD BREAK. v1 (ICOptimizer/1) used bare strings ("argmax", "ucb", …). v2 uses the OptimizerKind enum. Reason: Pine v6 enums are type-safe and produce CE10 errors at compile time if a caller passes an invalid string, whereas bare strings fail silently at runtime. The compat shim route (string→enum dispatch wrapper) was considered and rejected: it would re-introduce series-string branching inside a hot method, defeating the purpose of the enum migration. Migration for v1 callers: OLD: f_find_optimal_param(params, ics, cur, 0.2) ← v1 API NEW: opt = f_optimizer_new(OptimizerKind.ARGMAX, …) ← v2 API idx = opt.propose() opt.observe(idx, ic) The free function f_find_optimal_param() is retained in §4 as a one-line compat wrapper producing identical output to v1 findOptimalParam() for callers that only used ARGMAX and do not need the UDT. Publish target: ICOptimizer/2 (same publisher namespace as kNNLib/28, LearningLib/1, etc. Parallel to v1, not a rename.) ─── §B UDT INDEPENDENCE AUDIT (follow-up 2) ───────────────────────────── All 4 UDTs are independently constructable with no required coupling: UDT Constructor Depends on ─────────────── ─────────────────────────── ──────────────────────────── Optimizer f_optimizer_new(…) nothing (grid is caller-owned) RollingIC f_rolling_ic_new(capacity) nothing RegimeGate f_regime_gate_new(…) nothing ObjectiveWeights f_obj_weights_new(…) nothing Valid combinations: • Optimizer alone — minimal usage (ARGMAX strategy, no IC classification) • Optimizer + RollingIC — IC classification per bar, classify() method • Optimizer + ObjectiveWeights — composite scoring for multi-objective grids • Optimizer + RegimeGate — gate-filtered observe() calls • All 4 — full stack Initialization order: any order; there are no cross-UDT init dependencies. The caller is responsible for pushing IC values into RollingIC before calling classify(); a fresh buffer returns 0.0 thresholds (safe default). ─── §C GP MATH VERIFICATION (follow-up 3) ─────────────────────────────── Jacobi solver convergence domain: guaranteed for diagonally dominant K. K is diagonally dominant when kernel_noise > 0 (K = kernel(xi,xi) + noise ≥ 1 + noise > Σ_{j≠i} kernel(xi,xj) for RBF/Matern52 with ls > 0). NaN propagation guard: f_optimizer_new() enforces noise ≥ 1e-6 at construction (see implementation below). NaN in ic_sample is gated by the na(ic_sample) check in observe() before any array writes. Grid size constraints (enforced at f_optimizer_new): grid_size == 1 → runtime.error (BAYESIAN is undefined for a single cell) grid_size > 30 → runtime.error for BAYESIAN only (Jacobi O(n²×20) budget) grid_size ≥ 2 → all strategies valid ARGMAX/UCB/THOMPSON have no upper grid-size constraint. Unit test specification (see test_icoptimizer_v2_unit.pine): T1: grid= + BAYESIAN → should hit error log (na guard) T2: grid= + BAYESIAN, 50 observe() calls → ic_var shrinks T3: grid size=30 + BAYESIAN → no silent NaN on bar 500 / 1000 T4: rising IC synthetic trajectory → propose() returns idx 6 after warmup T5: peak-in-middle IC → propose() converges to idx 3 (center) ─── §D v5→v6 DELTA (Phase E-2a) ───────────────────────────────────────── 1. //@version=5 → //@version=6 2. type ICOptimizer → decomposed to 4 independent UDTs (§B) 3. `series float` qualifiers explicit; `simple int` for all ta.* lengths (CE10297) 4. Enum OptimizerKind / KernelKind / ReturnMode replaces bare strings 5. classifyIC scalar bug → RollingIC ring buffer + sort-based percentile 6. detectAndAdjustDomination orphan → method check_domination on Optimizer 7. Monotonic counter → reset_decay(decay) method 8. S9: all multi-line ternaries collapsed to single lines 9. f_ma_for_idx() dispatch in demo for simple-int ta.sma constraint 10. Nested array.get() in f_build_gram / observe() split to locals (COMMA_STATEMENTS) f_ic_pearson(signal, ret, n)   Pearson IC: correlation of signal with forward return   Parameters:      signal (float) : Signal series (e.g. z-score oscillator)      ret (float) : Forward return series (aligned: ret = realized return for signal )      n (simple int) : Rolling window (simple int — required by ta.correlation) f_ic_spearman(signal, ret, n)   Spearman IC via rank correlation approximation   Parameters:      signal (float) : Signal series      ret (float) : Forward return series      n (simple int) : Rolling window   Returns: Spearman rank-correlation approximation f_ic_kendall(signal, ret, n)   Kendall IC approximation (via concordant/discordant sign correlation)   Parameters:      signal (float) : Signal series      ret (float) : Forward return series      n (simple int) : Rolling window   Returns: Kendall tau approximation f_ic_partial(signal, ret, control, n)   Partial IC: correlation of signal with ret after removing control variable   Parameters:      signal (float) : Signal series      ret (float) : Forward return series      control (float) : Control variable to partial out      n (simple int) : Rolling window   Returns: Partial Pearson IC f_forward_return(src, horizon, mode, benchmark)   Compute forward return from source series   Parameters:      src (float) : Source price series      horizon (simple int) : Look-forward bars      mode (series ReturnMode) : ReturnMode enum      benchmark (float) : Optional benchmark (used only in EXCESS mode; pass na otherwise) f_label_from_signal(sig, ret, eps)   Label from signal × return sign match   Parameters:      sig (float) : Signal value      ret (float) : Realized return      eps (float) : Dead-zone threshold (returns within ±eps labelled 0)   Returns: 1 = correct direction, -1 = wrong direction, 0 = inside dead-zone f_rolling_ic_new(capacity)   Create a new RollingIC buffer   Parameters:      capacity (simple int) : Number of IC samples to retain method push(self, ic_val)   Push a new IC observation into the ring buffer   Namespace types: RollingIC   Parameters:      self (RollingIC)      ic_val (float) method classify(self, ic_val, good_pct, bad_pct)   Classify current IC against ring buffer distribution   Namespace types: RollingIC   Parameters:      self (RollingIC) : RollingIC buffer (must have been pushed at least once)      ic_val (float) : Current IC to classify      good_pct (float) : Percentile above which IC is "good" (0–100)      bad_pct (float) : Percentile below which IC is "bad" (0–100)   Returns: f_optimizer_new(kind, grid, lr, c_ucb, cooldown, kernel_kind, kernel_ls, kernel_noise)   Create a new Optimizer   Parameters:      kind (series OptimizerKind) : Strategy      grid (array) : Parameter grid (array, size ≤ 30 for BAYESIAN)      lr (float) : EWM learning rate for ic_ema / ic_var updates (0–1)      c_ucb (float) : UCB exploration constant (ignored for non-UCB)      cooldown (simple int) : Minimum bars between switches      kernel_kind (series KernelKind) : Kernel for BAYESIAN (ignored otherwise)      kernel_ls (float) : Kernel lengthscale (ignored otherwise)      kernel_noise (float) : Observation noise (ignored otherwise) method propose(self)   Propose next parameter index to try   Namespace types: Optimizer   Parameters:      self (Optimizer)   Returns: Selected grid index method observe(self, idx, ic_sample)   Record observed IC for a grid cell and update posterior   Namespace types: Optimizer   Parameters:      self (Optimizer)      idx (int) : Grid index that was evaluated      ic_sample (float) : Observed IC value method reset_decay(self, decay)   Apply exponential decay to ic_ema and ic_var (prevents monotonic drift)   Namespace types: Optimizer   Parameters:      self (Optimizer)      decay (float) : Decay factor 0..1 (e.g. 0.95 = retain 95% of past) method check_domination(self, long_n, short_n, ratio_threshold)   Detect directional signal domination and bump current grid index   Namespace types: Optimizer   Parameters:      self (Optimizer)      long_n (int) : Count of long signals in evaluation window      short_n (int) : Count of short signals in evaluation window      ratio_threshold (float) : Domination ratio (e.g. 4 = 4:1 imbalance)   Returns: direction_str = "long" | "short" | "none" method current_param(self)   Get current parameter value from grid   Namespace types: Optimizer   Parameters:      self (Optimizer) f_find_optimal_param(testParams, icValues, currentParam, smoothing)   Find optimal parameter from arrays (v1-compatible, wraps Optimizer.propose)   Parameters:      testParams (array) : Grid array      icValues (array) : IC values for each grid cell (same size)      currentParam (float) : Current param (for EWM smoothing)      smoothing (simple float) : EWM lr (0–1)   Returns: f_regime_gate_new(mode, threshold, confirm_bars)   Create RegimeGate   Parameters:      mode (string)      threshold (float)      confirm_bars (simple int) method is_open(self, ic_val, bars_above)   Check if gate is open given current IC and a rolling counter   Namespace types: RegimeGate   Parameters:      self (RegimeGate) : RegimeGate      ic_val (float) : Current IC      bars_above (int) : Rolling bars-above-threshold counter (caller maintains)   Returns: bool gate_open f_obj_weights_new(w_ic, w_hitrate, w_freq_penalty, w_drawdown_penalty)   Create ObjectiveWeights   Parameters:      w_ic (float)      w_hitrate (float)      w_freq_penalty (float)      w_drawdown_penalty (float) f_composite_score(w, ic, hitrate, freq, drawdown)   Compute composite score for a grid cell   Parameters:      w (ObjectiveWeights) : ObjectiveWeights      ic (float) : IC value for cell      hitrate (float) : Hit rate 0..1 for cell      freq (float) : Signal frequency 0..1 (higher = more signals = penalized)      drawdown (float) : Max drawdown magnitude (positive float)   Returns: Composite score (higher = better) f_optimizer_serialize(self)   Serialize Optimizer state to a compact CSV string   Parameters:      self (Optimizer) : Optimizer to serialize   Returns: string blob (pass to f_optimizer_restore to reconstruct ic_ema/ic_var) f_optimizer_restore(self, blob)   Restore ic_ema/ic_var/visits from serialized blob into an existing Optimizer   Parameters:      self (Optimizer) : Optimizer (grid must already be initialized with correct size)      blob (string) : String from f_optimizer_serialize   Returns: self (mutated in place) f_diag_table(self, gate, weights, pos, max_rows)   Render diagnostics table for Optimizer state   Parameters:      self (Optimizer) : Optimizer      gate (RegimeGate) : RegimeGate (pass na if unused)      weights (ObjectiveWeights) : ObjectiveWeights (pass na if unused)      pos (string) : Table position (e.g. position.bottom_right)      max_rows (simple int) : Maximum grid rows to display (capped at array.size(grid))   Returns: table reference f_diag_panel(self, height)   Render sparkline-style panel (one plot bar per grid cell, height = ic_ema)   Parameters:      self (Optimizer) : Optimizer      height (float) : Panel height in price units (caller scales)   Returns: label(na) (renders labels directly) f_kind_str(k)   Parameters:      k (series OptimizerKind) f_kernel_str(k)   Parameters:      k (series KernelKind) f_return_mode_str(m)   Parameters:      m (series ReturnMode) RollingIC   Rolling IC ring buffer for proper percentile computation   Fields:      samples (array) : Circular buffer of IC observations      head (series int) : Write head (mod capacity)      capacity (series int) : Max samples to retain Optimizer   Optimizer — unified UDT for all 4 strategies   Fields:      kind (series OptimizerKind) : Strategy: ARGMAX | UCB | THOMPSON | BAYESIAN      grid (array) : Discrete parameter grid (size ≤ 30 for BAYESIAN)      ic_ema (array) : Posterior mean per cell (EWM updated)      ic_var (array) : Posterior variance per cell (UCB/Thompson/Bayes)      visits (array) : Visit count per cell      lr (series float) : EWM learning rate for ic_ema / ic_var updates      c_ucb (series float) : Exploration coefficient (UCB only)      cooldown (series int) : Minimum bars between parameter changes      last_change_bar (series int) : Bar index of last change      current_idx (series int) : Currently selected grid index      kernel_matrix (array) : Flattened len(grid)² Gram matrix (BAYESIAN only)      kernel_kind (series KernelKind) : RBF | MATERN52 (BAYESIAN only)      kernel_ls (series float) : Kernel lengthscale (BAYESIAN only)      kernel_noise (series float) : Observation noise σ² (BAYESIAN only)      total_visits (series int) : Cumulative visit count (for UCB log normalizer)      decay_factor (series float) : EWM decay applied by reset_decay (0..1; 1=no decay) RegimeGate   RegimeGate — IC regime filter   Fields:      mode (series string) : "positive" | "any" | "top_pct"      threshold (series float) : IC threshold for "positive" or percentile for "top_pct"      confirm_bars (series int) : Bars IC must stay above threshold before gate opens ObjectiveWeights   ObjectiveWeights — composite scoring weights   Fields:      w_ic (series float) : Weight on IC component      w_hitrate (series float) : Weight on hit-rate component      w_freq_penalty (series float) : Penalty for excessive signal frequency      w_drawdown_penalty (series float) : Penalty for drawdown
Biblioteca Pine Script®
por cybermediaboy
ChopEngineLibrary "ChopEngine" chopBase(_high, _low, _len)   Parameters:      _high (float)      _low (float)      _len (simple int) gaugeFromCi(_ci, _tl, _cl)   Parameters:      _ci (float)      _tl (simple float)      _cl (simple float) chopGauge(_high, _low, _tl, _cl, _len)   Parameters:      _high (float)      _low (float)      _tl (simple float)      _cl (simple float)      _len (simple int) getChopBase(_sym, _tf)   Parameters:      _sym (simple string)      _tf (simple string) getChop(_ciPrev, _ci, _tl, _cl)   Parameters:      _ciPrev (simple float)      _ci (simple float)      _tl (simple float)      _cl (simple float) chgStateLabel(_g)   Parameters:      _g (float) chgColor(_chg)   Parameters:      _chg (float) chgCell(_chg, _prefix)   Parameters:      _chg (float)      _prefix (string) method init(this, _ciPrev, _ci, _tl, _cl)   Namespace types: Chop   Parameters:      this (Chop)      _ciPrev (float)      _ci (float)      _tl (simple float)      _cl (simple float) method update(this, _ciPrev, _ci, _tl, _cl)   Namespace types: Chop   Parameters:      this (Chop)      _ciPrev (float)      _ci (float)      _tl (simple float)      _cl (simple float) method chgVsPrev(this)   Namespace types: Chop   Parameters:      this (Chop) method chgVsEod(this)   Namespace types: Chop   Parameters:      this (Chop) method state(this)   Namespace types: Chop   Parameters:      this (Chop) method isTrending(this)   Namespace types: Chop   Parameters:      this (Chop) method isChoppy(this)   Namespace types: Chop   Parameters:      this (Chop) method isImproving(this)   Namespace types: Chop   Parameters:      this (Chop) method isDeteriorating(this)   Namespace types: Chop   Parameters:      this (Chop) Chop   Fields:      now (series float)      prev (series float)      eod (series float)
Biblioteca Pine Script®
por agodovanik
lib_pickmytradeLibrary "lib_pickmytrade" a simple helper to create webhook messages for alert webhooks to pickmytrade alert_msg_exit(account_id, token)   generates a json formatted EXIT message string for an alert() call, simply closing any open trade   Parameters:      account_id (string) : the pickmytrade account id      token (string) : the pickmytrade token   Returns: a json formatted message string for the alert() call alert_msg_trail_sl(account_id, token, is_long, trail_sl)   generates a json formatted TRAIL STOP LOSS message string for an alert() call   Parameters:      account_id (string) : the pickmytrade account id      token (string) : the pickmytrade token      is_long (bool) : trade direction      trail_sl (float) : new stop loss level   Returns: a json formatted message string for the alert() call alert_msg_entry(account_id, token, is_long, tp1, qty1, tp2, qty2, tp3, qty3, sl, tp1_be_offset, limit_price, limit_cancel_time)   generates a json formatted ENTRY message string for an alert() call   Parameters:      account_id (string) : the pickmytrade account id      token (string) : the pickmytrade token      is_long (bool) : trade direction      tp1 (float) : tp1 target      qty1 (int) : tp1 quantity (optional)      tp2 (float) : tp2 target      qty2 (int) : tp2 quantity (optional)      tp3 (float) : tp3 target      qty3 (int) : tp3 quantity (optional)      sl (float) : sl stop      tp1_be_offset (float) : sl to be when hitting tp1, with this offset (optional, must be >= 0)      limit_price (float) : limit entry target (optional)      limit_cancel_time (int) : limit entry cancel time, if not filled (gtc) (optional)   Returns: a json formatted message string for the alert() call
Biblioteca Pine Script®
por robbatt
RiskManagerLibrary "RiskManager" A library for risk management and position sizing calculations. calc_position_size(account_size, risk_pct, entry_price, stop_loss)   Calculates the optimal position size (number of shares/contracts) based on account risk.   Parameters:      account_size (simple float) : The total account balance in your account currency (simple float).      risk_pct (simple float) : The percentage of the account to risk per trade (simple float, e.g., 1.0 for 1%).      entry_price (float) : The planned entry price for the trade (series float).      stop_loss (float) : The planned stop-loss price for the trade (series float).   Returns: The calculated position size (series float). Returns 0 if stop loss equals entry price to avoid division by zero.
Biblioteca Pine Script®
por Enriusubf
VisualStructureToolsLibrary "VisualStructureTools" MTF-safe drawing library (Unix-Time). Designed for high visual discrimination and efficient debugging of complex logic without cluttering the main script. Optimized for Pine Script® v6 to prevent runtime errors in multi-timeframe environments. setLine(price, startTime, labelText, labelPos, is_extend, l_width, l_col, l_style)   Draws a horizontal level or a segment with an optional label.   Parameters:      price (float) : Price level for the line.      startTime (int) : UNIX timestamp (ms) for the starting point.      labelText (string) : Text to display on the label. Use "none" to hide.      labelPos (string) : Position of the label relative to the price ('above' or 'below', 'none').      is_extend (bool) : If true, the line extends infinitely (extend.both).      l_width (int) : Width of the line in pixels.      l_col (color) : Color for the line and label text.      l_style (string) : Style of the line ('solid', 'dashed', 'dotted'). setBox(top, bottom, startTime, endTime, boxText, b_col, b_width, b_style, b_transp)   Draws a filled box with an optional synchronized text label.   Parameters:      top (float) : Price of the upper boundary.      bottom (float) : Price of the lower boundary.      startTime (int) : UNIX timestamp (ms) for the left side of the box.      endTime (int) : UNIX timestamp (ms) for the right side (defaults to current 'time').      boxText (string) : Optional text label for the box. Use "" to hide.      b_col (color) : Border and fill color.      b_width (int) : Border width.      b_style (string) : Border style ('solid', 'dashed', 'dotted').      b_transp (int) : Transparency for the background fill (0-100).
Biblioteca Pine Script®
por arnipoer
smaemarvwapClaireLibrary "smaemarvwapClaire" repeat_character(count)   Parameters:      count (int) f_1_k_line_width() is_price_in_merge_range(p1, p2, label_merge_range)   Parameters:      p1 (float)      p2 (float)      label_merge_range (float) get_pre_label_string(kc, t, is_every)   Parameters:      kc (VWAP_key_levels_draw_settings)      t (int)      is_every (bool) f_is_new_period_from_str(str)   Parameters:      str (string) total_for_time_when(source, days, ma_set)   Parameters:      source (float)      days (int)      ma_set (ma_setting) f_calculate_sma_ema_rolling_vwap(src, length, ma_settings)   Parameters:      src (float)      length (simple int)      ma_settings (ma_setting) f_calculate_sma_ema_rvwap(ma_settings)   Parameters:      ma_settings (ma_setting) f_get_ma_pre_label(ma_settings, sma, ema, rolling_vwap)   Parameters:      ma_settings (ma_setting)      sma (float)      ema (float)      rolling_vwap (float) f_smart_ma_calculation(ma_settings2)   Parameters:      ma_settings2 (ma_setting) f_calculate_endpoint(start_time, kc, is_every, endp, extend1, extend2, line_label_extend_length)   Parameters:      start_time (int)      kc (VWAP_key_levels_draw_settings)      is_every (bool)      endp (int)      extend1 (bool)      extend2 (bool)      line_label_extend_length (int) f_single_line_label_fatory(left_point, right_point, line_col, line_width, lines_style_select, labeltext_col, label_text_size, label_array, line_array, label_col, label_text, l1, label1)   根据两个点创建线段和/或标签，并将其添加到对应的数组中   Parameters:      left_point (chart.point) : 左侧起点坐标      right_point (chart.point) : 右侧终点坐标      line_col (color) : 线段颜色      line_width (int) : 线段宽度      lines_style_select (string) : 线段样式（实线、虚线等）      labeltext_col (color) : 标签文字颜色      label_text_size (string) : 标签文字大小      label_array (array) : 存储标签对象的数组      line_array (array) : 存储线段对象的数组      label_col (color) : 标签背景颜色（默认：半透明色）      label_text (string) : 标签文字内容（默认：空字符串）      l1 (bool) : 是否创建线段（默认：false）      label1 (bool) : 是否创建标签（默认：false）   Returns: void f_line_and_label_merge_func(t, data, l_text, kc, is_every, endp, merge_str_map, label_array, line_array, extend1, extend2, line_label_extend_length, label_merge_control, line_width, lines_style_select, label_text_size)   Parameters:      t (int)      data (float)      l_text (string)      kc (VWAP_key_levels_draw_settings)      is_every (bool)      endp (int)      merge_str_map (map)      label_array (array)      line_array (array)      extend1 (bool)      extend2 (bool)      line_label_extend_length (int)      label_merge_control (bool)      line_width (int)      lines_style_select (string)      label_text_size (string) plot_ohlc(kc, ohlc_data, extend1, extend2, merge_str_map, label_array, line_array, is_every, line_label_extend_length, label_merge_control, line_width, lines_style_select, label_text_size)   Parameters:      kc (VWAP_key_levels_draw_settings)      ohlc_data (bardata)      extend1 (bool)      extend2 (bool)      merge_str_map (map)      label_array (array)      line_array (array)      is_every (bool)      line_label_extend_length (int)      label_merge_control (bool)      line_width (int)      lines_style_select (string)      label_text_size (string) plot_vwap_keylevels(kc, vwap_data, extend1, extend2, merge_str_map, label_array, line_array, is_every, line_label_extend_length, label_merge_control, line_width, lines_style_select, label_text_size)   Parameters:      kc (VWAP_key_levels_draw_settings)      vwap_data (vwap_snapshot)      extend1 (bool)      extend2 (bool)      merge_str_map (map)      label_array (array)      line_array (array)      is_every (bool)      line_label_extend_length (int)      label_merge_control (bool)      line_width (int)      lines_style_select (string)      label_text_size (string) plot_vwap_bardata(kc, ohlc_data, vwap_data, extend1, extend2, merge_str_map, label_array, line_array, is_every, line_label_extend_length, label_merge_control, line_width, lines_style_select, label_text_size)   Parameters:      kc (VWAP_key_levels_draw_settings)      ohlc_data (bardata)      vwap_data (vwap_snapshot)      extend1 (bool)      extend2 (bool)      merge_str_map (map)      label_array (array)      line_array (array)      is_every (bool)      line_label_extend_length (int)      label_merge_control (bool)      line_width (int)      lines_style_select (string)      label_text_size (string) f_start_end_total_min(session)   Parameters:      session (string) f_get_vwap_array(anchor1, data_manager, is_historical)   Parameters:      anchor1 (string)      data_manager (data_manager)      is_historical (bool) f_get_bardata_array(anchorh, data_manager, is_historical)   Parameters:      anchorh (string)      data_manager (data_manager)      is_historical (bool) vwap_snapshot   Fields:      t (series int)      vwap (series float)      upper1 (series float)      lower1 (series float)      upper2 (series float)      lower2 (series float)      upper3 (series float)      lower3 (series float) VWAP_key_levels_draw_settings   Fields:      enable (series bool)      index (series int)      anchor (series string)      session (series string)      vwap_col (series color)      bands_col (series color)      bg_color (series color)      text_color (series color)      val (series bool)      poc (series bool)      vah (series bool)      enable2x (series bool)      enable3x (series bool)      o_control (series bool)      h_control (series bool)      l_control (series bool)      c_control (series bool)      extend_control (series bool)      only_show_the_lastone_control (series bool)      bg_control (series bool)      line_col_labeltext_col (series color) bardata   Fields:      o (series float)      h (series float)      l (series float)      c (series float)      v (series float)      start_time (series int)      end_time (series int) ma_setting   Fields:      day_control (series bool)      kline_numbers (series int)      ma_color (series color)      ema_color (series color)      rvwap_color (series color)      ma_control (series bool)      ema_control (series bool)      rvwap_control (series bool)      session (series string) merge_label_template   Fields:      left_point (chart.point)      right_point (chart.point)      label_text (series string)      p (series float)      label_color (series color)      merge_init_false (series bool) anchor_snapshots   Fields:      vwap_current (array)      vwap_historical (array)      bardata_current (array)      bardata_historical (array) data_manager   Fields:      snapshots_map (map)      draw_settings_map (map)
Biblioteca Pine Script®
por RLucid999_
Strategy_Core_CalculationsLibrary "Strategy_Core_Calculations" f_pctToPrice(pct, basePrice)   Parameters:      pct (float) : Percentage value (e.g., 2.0 = 2%)      basePrice (float) : Reference price   Returns: Price difference f_pipsToPrice(pips, pipVal)   Parameters:      pips (float) : Number of pips (e.g., 100 pips)      pipVal (float) : Price value of 1 pip (XAUUSD: 0.01)   Returns: Price difference f_toPrice(value, basePrice, isForex, pipVal)   Parameters:      value (float) : Distance value (% or pip)      basePrice (float) : Reference price (for percentage mode)      isForex (bool) : Is Forex mode      pipVal (float) : Pip value (for Forex mode)   Returns: Price difference f_lotToNotional(lots, price, contractSize)   Parameters:      lots (float) : Lot amount (e.g., 0.01)      price (float) : Instrument price      contractSize (float) : Contract size (XAUUSD: 100)   Returns: Position value in Dollars f_lotToMargin(lots, price, contractSize, leverage)   Parameters:      lots (float) : Lot amount      price (float) : Price      contractSize (float) : Contract size      leverage (int) : Leverage   Returns: Required margin (USD) f_calcFee(notional, useFee, feePercent)   Parameters:      notional (float) : Trade volume      useFee (bool) : Is fee active      feePercent (float) : Fee percentage   Returns: Calculated fee f_calcAvgPrice(oldAvg, oldNotional, newPrice, newNotional)   Parameters:      oldAvg (float) : Current average price      oldNotional (float) : Current position volume      newPrice (float) : New entry price      newNotional (float) : New entry volume   Returns: New weighted average price f_multiplier(lvl, dcaMode)   Parameters:      lvl (int) : Current DCA level      dcaMode (string) : DCA mode ('Step', '2x', 'Off', 'Selection Step')   Returns: Multiplier value f_unrealizedPnL(isLong, avgPrice, totalNotional, currentPrice)   Parameters:      isLong (bool) : Long or Short      avgPrice (float) : Average entry price      totalNotional (float) : Total volume      currentPrice (float) : Current price   Returns: Unrealized PnL f_totalUnrealizedPnL(avgLongPrice, totalLongNotional, avgShortPrice, totalShortNotional, currentPrice)   Parameters:      avgLongPrice (float)      totalLongNotional (float)      avgShortPrice (float)      totalShortNotional (float)      currentPrice (float) f_liqPrice_Long(avgPrice, totalNotional, availableEquity)   Parameters:      avgPrice (float) : Long average price      totalNotional (float) : Long total volume      availableEquity (float) : Available equity (balance + realized PNL - fee - short margin)   Returns: Estimated liquidation price f_liqPrice_Short(avgPrice, totalNotional, availableEquity)   Parameters:      avgPrice (float) : Short average price      totalNotional (float) : Short total volume      availableEquity (float) : Available equity   Returns: Estimated liquidation price f_calcTPLevels_Long(avgPrice, tp1_pct, tp2_pct, tp3_pct)   Parameters:      avgPrice (float) : Average entry price      tp1_pct (float) : TP1 percentage      tp2_pct (float) : TP2 percentage      tp3_pct (float) : TP3 percentage   Returns: TPVisuals structure f_calcTPLevels_Short(avgPrice, tp1_pct, tp2_pct, tp3_pct)   Parameters:      avgPrice (float) : Average entry price      tp1_pct (float) : TP1 percentage      tp2_pct (float) : TP2 percentage      tp3_pct (float) : TP3 percentage   Returns: TPVisuals structure f_calcTPLevels_Long_Unified(avgPrice, tp1_val, tp2_val, tp3_val, isForex, pipVal)   Parameters:      avgPrice (float) : Average entry price      tp1_val (float) : TP1 distance (% or pip)      tp2_val (float) : TP2 distance      tp3_val (float) : TP3 distance      isForex (bool) : Is Forex (pip) mode      pipVal (float) : Pip value (for Forex)   Returns: TPVisuals structure f_calcTPLevels_Short_Unified(avgPrice, tp1_val, tp2_val, tp3_val, isForex, pipVal)   Parameters:      avgPrice (float)      tp1_val (float)      tp2_val (float)      tp3_val (float)      isForex (bool)      pipVal (float) f_calcSL_Long(avgPrice, level, cfg, trailHigh)   Parameters:      avgPrice (float)      level (int)      cfg (SLConfig)      trailHigh (float) f_calcSL_Short(avgPrice, level, cfg, trailLow)   Parameters:      avgPrice (float)      level (int)      cfg (SLConfig)      trailLow (float) f_calcSL_Long_Unified(avgPrice, level, cfg, trailHigh, isForex, pipVal)   Parameters:      avgPrice (float)      level (int)      cfg (SLConfig)      trailHigh (float)      isForex (bool) : if true pip based, else % based      pipVal (float) : Forex pip value (for Forex mode)   Returns: tuple f_calcSL_Short_Unified(avgPrice, level, cfg, trailLow, isForex, pipVal)   Parameters:      avgPrice (float)      level (int)      cfg (SLConfig)      trailLow (float)      isForex (bool)      pipVal (float) f_effectiveSL(isLong, slFixed, slTrail)   Parameters:      isLong (bool) : True if Long      slFixed (float) : Fixed SL      slTrail (float) : Trailing SL (can be na)   Returns: Effective SL price f_calcEquity(walletBalance, totalRealizedPnL, latchedPnL_L, latchedPnL_S, unrealizedTotal)   Parameters:      walletBalance (float)      totalRealizedPnL (float)      latchedPnL_L (float)      latchedPnL_S (float)      unrealizedTotal (float) f_calcFreeMargin(equity, totalLongNotional, totalShortNotional, leverage)   Parameters:      equity (float)      totalLongNotional (float)      totalShortNotional (float)      leverage (int) f_availableEquityForLiq(walletBalance, totalRealizedPnL, latchedPnL_L, latchedPnL_S, totalFees, useFee, otherSideNotional, leverage)   Parameters:      walletBalance (float)      totalRealizedPnL (float)      latchedPnL_L (float)      latchedPnL_S (float)      totalFees (float)      useFee (bool)      otherSideNotional (float)      leverage (int)   Returns: Available equity f_shouldForceFullExit(posNotional, exitAmount, leverage, minThreshold)   Parameters:      posNotional (float) : Current position volume      exitAmount (float) : Amount to exit      leverage (int) : Leverage      minThreshold (float) : Minimum position size (USDT)   Returns: true if full close required f_calcExitPnL(isLong, avgPrice, exitPrice, exitAmount)   Parameters:      isLong (bool) : Is Long      avgPrice (float) : Average price      exitPrice (float) : Exit price      exitAmount (float) : Exit amount   Returns: PnL value f_isApproachingSL(isLong, priceExtreme, slPrice, avgPrice, approachPct)   Parameters:      isLong (bool) : Is Long      priceExtreme (float) : Low (Long) or High (Short)      slPrice (float) : SL price      avgPrice (float) : Average price      approachPct (float) : Approach threshold percentage   Returns: true if approaching f_isApproachingLiq(isLong, priceExtreme, liqPrice, avgPrice, approachPct)   Parameters:      isLong (bool)      priceExtreme (float)      liqPrice (float)      avgPrice (float)      approachPct (float) f_isApproachingSL_Unified(isLong, priceExtreme, slPrice, avgPrice, approachVal, isForex, pipVal)   Parameters:      isLong (bool)      priceExtreme (float)      slPrice (float)      avgPrice (float)      approachVal (float)      isForex (bool)      pipVal (float) f_isApproachingLiq_Unified(isLong, priceExtreme, liqPrice, avgPrice, approachVal, isForex, pipVal)   Parameters:      isLong (bool)      priceExtreme (float)      liqPrice (float)      avgPrice (float)      approachVal (float)      isForex (bool)      pipVal (float) f_forexUsedMargin(lots, price, contractSize, leverage)   Parameters:      lots (float) : Lot amount      price (float) : Price      contractSize (float) : Contract size      leverage (int) : Leverage   Returns: Used margin (USD) f_forexFreeMargin(equity, usedMarginL, usedMarginS)   Parameters:      equity (float)      usedMarginL (float)      usedMarginS (float) f_forexPnL(isLong, entryPrice, exitPrice, lots, contractSize, pipVal)   Parameters:      isLong (bool) : Is Long      entryPrice (float) : Entry price      exitPrice (float) : Exit price      lots (float) : Lot amount      contractSize (float) : Contract size      pipVal (float) : Pip value   Returns: PnL (USD) f_calcPivots(method, h, l, c)   Parameters:      method (string) : Pivot method ('Traditional', 'Fibonacci', 'Woodie', 'Camarilla')      h (float) : Previous High      l (float) : Previous Low      c (float) : Previous Close   Returns: f_getPrice(inlinePrice, currentClose)   Parameters:      inlinePrice (float)      currentClose (float) f_stackOffset(h, l)   Parameters:      h (float)      l (float) TPConfig   Fields:      tp1_pct (series float)      tp1_port (series float)      tp1_reverse (series bool)      tp2_active (series bool)      tp2_pct (series float)      tp2_port (series float)      tp3_active (series bool)      tp3_pct (series float)      tp3_port (series float) DCATPConfig   Fields:      tp1_pct (series float)      tp1_port (series float)      tp2_pct (series float)      tp2_port (series float)      tp3_pct (series float)      tp3_port (series float) SLConfig   Fields:      l1_pct (series float)      dca_pct (series float)      useBE (series bool)      be_act_pct (series float)      be_offset_pct (series float)      useTS (series bool)      ts_act_pct (series float)      ts_dev_pct (series float) PositionConfig   Fields:      baseAmount (series float)      leverage (series int)      maxLevel (series int)      dcaMode (series string)      selectionStep (series int)      useFee (series bool)      feePercent (series float) PositionState   Fields:      level (series int)      signalCounter (series int)      avgPrice (series float)      lastEntryPrice (series float)      totalNotional (series float)      peakNotional (series float)      pctLeft (series float)      tpStage (series int)      tpStageDCA (series int)      accumulatedPnL (series float) TradeStats   Fields:      slCountWin (series int)      slCountLoss (series int)      liqCount (series int)      maxDcaHit (series int)      maxVol (series float)      maxLoss (series float)      grossLoss (series float)      totalFees (series float)      totalVolume (series float)      tradeCount (series int)      peakEquity (series float)      maxDrawdown (series float)      maxDrawdownPct (series float)      currentDrawdownPct (series float)      approachSL (series int)      approachLiq (series int) TPVisuals   Fields:      tp1 (series float)      tp2 (series float)      tp3 (series float) SLState   Fields:      slFixed (series float)      slTrail (series float)      trailExtreme (series float) ForexConfig   Fields:      pipValue (series float)      contractSize (series float)      baseLot (series float)      isForex (series bool)
Biblioteca Pine Script®
por SwSpace
SMC_CoreEN: Trying to fix something that keeps breaking is exhausting; you’re done reopening the same file hoping for a different ending—because why do we keep reopening the same folder of memories when we already know it’s corrupted? 💾 It’s like loving someone who treated your heart like a draft they never planned to publish. Being ghosted is strange and unfinished 👻—it leaves you as a glitch in their timeline while you keep checking for updates on a story that isn’t yours anymore. You don’t need closure from someone who wasn’t brave enough to give it; their silence was the loudest answer 🔕. Stop waiting for notifications from someone who only appears when they need a backup plan. Some people aren’t meant to stay—and moving on isn’t dramatic. Sometimes it’s simply choosing clarity, stability, and a version of yourself that no longer settles for less ✨ ID: Berusaha memperbaiki sesuatu yang terus rusak itu melelahkan; kamu berhenti membuka file yang sama dengan harapan ending-nya berubah—padahal kamu tahu folder itu sudah rusak 💾 Mencintai orang yang memperlakukan hatimu seperti draft yang tak pernah ingin dipublikasikan memang melelahkan. Di-ghosting itu aneh dan gantung 👻—kamu jadi seperti glitch di timeline mereka sementara terus mengecek update dari cerita yang bukan milikmu lagi. Kamu tidak butuh penjelasan dari orang yang bahkan tak cukup berani memberi perpisahan; diamnya mereka sudah jadi jawaban paling keras 🔕 Berhenti menunggu notifikasi dari orang yang muncul hanya saat butuh cadangan. Tidak semua orang ditakdirkan untuk tinggal—dan move on bukan selalu dramatis. Kadang itu hanya soal memilih kejelasan, kestabilan, dan versi diri yang tidak lagi mau menerima kurang dari yang pantas ✨ ==== SMC Core Utilities Library A comprehensive utility library designed for Smart Money Concepts (SMC) and ICT-based trading strategies. This library provides standardized objects and methods to detect price imbalances and manage trading sessions effectively. Key Features: - Gap Detection: Advanced logic to identify Fair Value Gaps (FVG), Volume Imbalances (VI), and Liquidity Voids (LV). - Session Management: Automated parsing and validation of trading sessions with midnight-cross support. - Visual Helpers: Standardized enums for line styles, font sizes, and labeling. - Optimized: Uses custom Types and Methods for modular and efficient code execution. Library utilitas lengkap yang dirancang untuk strategi berbasis Smart Money Concepts (SMC) dan ICT. Library ini menyediakan objek dan metode standar untuk mendeteksi ketidakseimbangan harga dan mengelola sesi trading. Fitur Utama: - Deteksi Gap: Logika untuk identifikasi Fair Value Gap (FVG), Volume Imbalance (VI), dan Liquidity Void (LV). - Manajemen Sesi: Validasi sesi trading otomatis (London, NY, Asia) dengan dukungan perpindahan hari. - Visual Helper: Standarisasi gaya garis, ukuran font, dan penamaan label. - Optimal: Menggunakan Custom Types dan Methods agar kode lebih bersih dan ringan.
Biblioteca Pine Script®
por setiawan_viewer
ScaleScale Library v1 - The Ultimate UI Framework for Pine Script™ Construct. Visualize. Deploy. 📢 ABOUT Scale is a comprehensive, open-source UI framework meticulously designed to simplify the creation of advanced visual scales, interactive progress bars, and complex dashboards in Pine Script™. It abstracts away the cumbersome and error-prone complexity of manual drawing (such as managing lines, labels, boxes, and calculations) into a clean, chainable, and highly intuitive method suite. Whether you're building a simple RSI indicator, a dynamic MACD histogram, or a complex multi-metric trading dashboard, Scale handles the heavy lifting of: • Auto-scaling : Intelligently calculates positions relative to bars or time, ensuring your UI elements are perfectly aligned regardless of chart zoom or resolution. • Real-time updates : Flawlessly handles intra-bar price changes, providing smooth and accurate visualizations on every tick without flickering. • Theming : Offers robust support for aesthetic customization, including smooth gradients, auto-coloring based on conditions, and custom branding. • Responsive layout : Features granular padding, offset, and alignment controls so your visual components flexibly adapt to any chart environment. ✨ WHAT'S NEW IN v1 📛 Method Badges Quickly identify method capabilities and execution context with visual badges: • 🔵 method-primary — The core function required to initialize a specific feature or element. • 🟣 chainable — Indicates the method returns the setup object itself, allowing for elegant, single-line method chaining (e.g., `scale.build().addMarker().show()`). • 🟡 realtime — Specialized methods that update fluidly on every tick (realtime data), ideal for timers and loaders. • 🔷 since-v6 — Leverages the latest Pine Script™ v6 features for maximum performance. 📊 Icon Reference Tables No more guessing icon indices! Comprehensive tables are integrated directly into this documentation, showing every available icon for Markers, Rulers, Trends, and more. 🎯 Inline Examples Every core module is accompanied by copy-paste ready examples, getting you from an empty script to a functioning UI in seconds. 🚀 QUICK START 1. Import the library Bring the Scale framework into your script: import cryptolinx/Scale/1 as s 2. Create a Theme (optional but recommended) Define your aesthetic preferences early on: // Example theme for a classic blue look var theme = s.theme.new( color_bar_filled = color.blue, color_bar_unfilled = color.new(color.blue, 80) ) 3. Build and Deploy Create your scale, feed it data, and add components: // Simple RSI Scale with a marker and a background ruler var myScale = s.setup.new() myScale.build(theme, bar_index, high + 10, ta.rsi(close, 14), 14, 0, 100) .addMarker(_icon = 0) // Pinpoints current value .addRuler() // Adds a structural background 🔧 CORE METHODS build() 🔵 primary 🟣 chainable The foundational engine that initializes your scale's model, view, and controller. It explicitly defines *what* data is visualized, *where* it is anchored on the chart, and the dimensional constraints. scale.build(__theme, _xOffset, _y, _src, _length, _minValue, _maxValue, ...) • `__theme` (theme) — Required : Theme object encapsulating your colors/styling. • `_xOffset` (int) — Required : Horizontal offset relative to `bar_index` (can be historical or future bars). • `_y` (float) — Required : Vertical y-coordinate anchor (price/value level). • `_src` (float) — Required : The incoming source value to visualize (e.g., RSI, Stochastic, custom oscillator). • `_length` (int) — Required : Mathematical lookback length for internal calculations and dynamic ranges. • `_minValue` (float) — Required : Minimum baseline value of the scale (representing 0%). • `_maxValue` (float) — Required : Maximum ceiling value of the scale (representing 100%). • `_numBars` (int) — Default: 10: Total number of discrete segments or 'ticks' comprising the bar. • `_barWidth` (int) — Default: 2: Visual width of each individual segment in chart bars. • `_barHeight` (int) — Default: 5: Visual vertical thickness of the bar in pixels. • `_prefill` (bool) — Default: true: Determines fill behavior (Left-to-Right progression vs Center-out Range). • `_dynamic` (bool) — Default: false: If explicitly set to true, minimum and maximum values will auto-adapt to the source data's historical extremes. show() / hide() 🟣 chainable Conditionally control visibility. Highly effective for decluttering the chart based on specific market conditions, timeframes, or user toggles. // Only display the scale on the very last active bar scale.show(barstate.islast) // Automatically hide the scale during bearish price action scale.hide(close < open) 🎨 ELEMENT METHODS Modular add-ons that enhance the visual clarity and depth of your scale. addLabel() 🔵 primary 🟣 chainable Attaches a clean, customizable text label at specific anchor points relative to the scale geometry. scale.addLabel(position.top_center, _text="RSI", _textColor=color.white) addMarker() 🔵 primary 🟣 chainable Places a precise symbol or shape exactly at the current value's interpolated position along the scale. scale.addMarker(_icon=0, _color=color.yellow, _location=location.bottom) 📊 Marker Icon Table (_icon) • 0 : ▼ : ▲ | 5 : ↧ : ↥ | 10 : ⁝ • 1 : ▽ : △ | 6 : ⇟ : ⇞ | 11 : ⋎ : ⋏ • 2 : ▾ : ▴ | 7 : ↓ : ↑ | 12 : ⋁ : ⋀ • 3 : ▿ : ▵ | 8 : | • 4 : ⇣ : ⇡ | 9 : ⁞ addMark() 🔵 primary 🟣 chainable Injects a static structural mark at a specific numerical offset. Highly useful for visualizing thresholds, midlines, or historic support/resistance levels. // Places a '┼' symbol at the 2nd offset position scale.addMark(_xOffset=2, _mark=2) 📊 Mark Icon Table (_mark) • 0 : | | 4 : ⁞ • 1 : ¦ | 5 : ⁝ • 2 : ┼ | 6 : ▼ : ▲ • 3 : ≎ | 7 : ▽ : △ addBadge() 🔵 primary 🟣 chainable Generates a prominent text badge with a dedicated background block. Perfect for communicating state, establishing titles, or flagging status alerts. scale.addBadge("STRONG BUY", _position=position.top_left, _color=color.green) 📈 INDICATOR METHODS Sophisticated overlays for visualizing statistical data, volatility, and market structure directly alongside your scale. addRuler() 🔵 primary 🟣 chainable Deploys a structural background ruler complete with distinct start, center, and end markers, defining the scale's boundaries for better readability. // Injects a classic ├ -┼- ┤ style ruler framework scale.addRuler(_icon=0) 📊 Ruler Icon Table (_icon) • 0 : ├ -┼- ┤ | 6 : ╟ -╥- ╢ • 1 : ├ -┴- ┤ | 7 : ⥢ -≎- ⥤ • 2 : ├ -┬- ┤ | 8 : ⥏ -≏- ⥑ • 3 : ╞ -╧- ╡ | 9 : | - | - | • 4 : ╞ -╤- ╡ | 10 : | - ¦ - | • 5 : ╟ -╨- ╢ | 11 : ⁅ - ¦ - ⁆ addAvg() 🔵 primary 🟣 chainable Computes and visually embeds a Simple Moving Average (SMA) of the incoming source data, allowing you to compare the current value to its historical mean. scale.addAvg(_length=14, _markerIcon=3) 📊 Average Icon Table *Text Icons (_textIcon)*: ⌀, Ø, ∅ *Marker Icons (_markerIcon)*: Utilizes the Standard Marker Set (0-12, refer to addMarker) addRange() 🔵 primary 🟣 chainable Tracks and plots the Highest High and Lowest Low over a specified period, visually expressing volatility and market extremities relative to the scale limits. scale.addRange(_length=50, _showBg=true) 📊 Range Icon Table (_textIcon) • 0 : L - H | 5 : ▼ : ▲ • 1 : ⇊ - ⇈ | 6 : ▽ : △ • 2 : ↓ - ↑ | 7 : ▾ : ▴ • 3 : ⇣ - ⇡ | 8 : ▿ : ▵ • 4 : ↧ - ↥ addTrend() 🔵 primary 🟣 chainable Calculates and projects a directional trend indicator (rising, falling, or neutral) derived from the source data's momentum profile. scale.addTrend(_length=14, _colored=true) 📊 Trend Icon Table (_icon) • 0 : ◀-|-▶ | 6 : ⟪-|-⟫ • 1 : ◁-|-▷ | 7 : ↓-=-↑ • 2 : <-±-> | 8 : ⇊-=-⇈ • 3 : ‹-±-› | 9 : ↧-±-↥ • 4 : «-±-» | 10 : ⇣-±-⇡ • 5 : ⟨-|-⟩ addAlert() 🔵 primary 🟣 chainable Flags the exact position where a crossover or crossunder event occurs relative to a critical target level. Note: This acts as an on-chart visual companion; you must still configure a backend TradingView alert system for notifications. scale.addAlert(_target=70, _type="cross", _icon=0) ⚡ ANIMATION & DECORATION addTimer() 🟡 realtime 🟣 chainable Embeds an active countdown timer tied to the current bar's close, updating continuously tick-by-tick. scale.addTimer(_position=position.bottom_left) addLoader() 🟡 realtime 🟣 chainable Attaches a kinetic spinning or loading animation that forces visual updates on every incoming tick, conveying active data processing to the user. // Implements an active circular progression loader scale.addLoader(_loaderIcon=1) 📊 Loader Icon Table (_loaderIcon) • 0 : ◜-◝-◞-◟ | 4 : ⨫-⨬ • 1 : ◎-◉ | 5 : ▰▱▱... • 2 : ⋮-⋰-⋯-⋱ | 6 : ⊶⊷⊶⊷... • 3 : ≓-≒-≑ addDecoration() 🔵 primary 🟣 chainable Caps your scale with polished decorative brackets or enclosing corners, framing the data and finalizing the professional aesthetic. scale.addDecoration(_decor=0) 📊 Decoration Icon Table (_decor) • 0 : ◤-◥ : ◣-◢ | 5 : ⊢-⊣ • 1 : ⌜-⌝ : ⌞-⌟ | 6 : ◖-◗ • 2 : ⌏-⌎ : ⌍-⌌ | 7 : ⟦-⟧ • 3 : ◜-◝ : ◟-◞ | 8 : ⟪-⟫ • 4 : ⊞-⊟ | 9 : ⟨-⟩ 📋 CHANGELOG ✅ Initial release of the Scale UI framework ✅ Implemented multi-element coordinate management ✅ Added dynamic scaling and formatting options ✅ Included comprehensive visual decorators 🙏 RELATED LIBRARIES Check out ScaleValidator for robust input validation that can be used alongside this framework. Also check out Motion for animating labels and colors dynamically! Happy coding! 🚀 Made with ☕ by @cryptolinx
Biblioteca Pine Script®
por cryptolinx
ScaleValidator🛡️ ScaleValidator Library - Input Validation for PineScript 📢 ABOUT ScaleValidator is a lightweight utility library that provides robust input validation for PineScript. It ensures your scripts receive valid arguments and throws helpful runtime errors when they don't. ✨ FEATURES 🛡️ Validation Methods Validate inputs and throw descriptive runtime errors if invalid: • isValidLocation() — Validate location strings • isValidPosition() — Validate position strings • isValidFormat() — Validate format strings • isValidPOV() — Validate point-of-view (extend) strings 🔍 Helper Methods Quick boolean checks without throwing errors: • isLocationAbove() / isLocationBelow() — Check vertical location • isPositionAbove() / isPositionCenter() / isPositionBelow() — Check position row • isPositionLeft() / isPositionRight() — Check position column 💡 USAGE EXAMPLE //@version=6 indicator("Validator Demo", overlay = true) import cryptolinx/ScaleValidator/1 as v // Validate inputs before using them userPosition = input.string(position.top_center, "Position") if v.isValidPosition(userPosition) // Safe to use the position label.new(bar_index, high, "Valid!", xloc = xloc.bar_index, style = label.style_label_down, textcolor = color.white) // Quick checks without throwing errors if v.isPositionAbove(userPosition) // Position is in top row plotchar(close, char = "▲", location = location.abovebar) 📊 VALID CONSTANTS REFERENCE Locations • location.top — Top of pane • location.bottom — Bottom of pane • location.abovebar — Above price bar • location.belowbar — Below price bar • location.absolute — Absolute position Positions (3x3 Grid) • Top Row: top_left, top_center, top_right • Middle Row: middle_left, middle_center, middle_right • Bottom Row: bottom_left, bottom_center, bottom_right Formats • format.inherit — Inherit from parent • format.percent — Percentage format Point of View (Extend) • extend.both — Extend in both directions • extend.left — Extend to the left • extend.right — Extend to the right 🔧 METHOD REFERENCE Validators (throw runtime error if invalid) • isValidLocation(string) → bool • isValidPosition(string) → bool • isValidFormat(string) → bool • isValidPOV(string) → bool Helpers (return bool, no errors) • isLocationAbove(string) → bool • isLocationBelow(string) → bool • isPositionAbove(string) → bool • isPositionCenter(string) → bool • isPositionBelow(string) → bool • isPositionLeft(string) → bool • isPositionRight(string) → bool 🚀 WHY USE THIS? • 🛡️ Defensive Programming — Catch invalid inputs early • 📖 Helpful Errors — Descriptive messages show valid options • ⚡ Lightweight — No dependencies, minimal overhead • 🔗 Companion to ScalesDEV — Used internally by the Scale library 📋 CHANGELOG ✅ Added method badges (helper/validator) ✅ Created reference tables for valid constants ✅ Improved parameter descriptions ✅ Formatted return types 🙏 RELATED LIBRARIES Check out Scales for building beautiful scale visualizations that use this validator! Battries included! 🔋Happy coding! 🚀 @cryptolinx for the TradingView community
Biblioteca Pine Script®
por cryptolinx
TrinityCore30Library "TrinityCore30" TRINITY CORE LIBRARY v30.1 (Diamond Final / Safety Sync Fixed) Architecture: Fixed 7 Calls / Raw Kernels / State Machine / Array Math Constitution: 1. Max 7 security calls. 2. Bible Compliance: CD (Corr), DDG (Ratio), Dynamic Lengths. 3. Ironclad Math: Volatility %, NaN-Guarded. 4. Semantics: Safety Valve correctly syncs is_ready/risk_gate flags. calc_weights(sym, cp, cs, s1, s2, s3, s4, s5, cfg)   Parameters:      sym (string)      cp (string)      cs (string)      s1 (string)      s2 (string)      s3 (string)      s4 (string)      s5 (string)      cfg (TrinityConfig) calc_diagnostics(sym, cp, cs, s1, s2, s3, s4, s5, cfg)   Parameters:      sym (string)      cp (string)      cs (string)      s1 (string)      s2 (string)      s3 (string)      s4 (string)      s5 (string)      cfg (TrinityConfig) calc_weights_flat(sym, cp, cs, s1, s2, s3, s4, s5, en, l20, w20, l63, w63, l126, w126, l252, w252, rf, fac, tvs, tvsf, gmm, kl, kd, ks, tk, bl, wcp, wcd, wvs, wdd, sp, sv, ft, rf2, ra, r_cp, r_dd, pen_v, rb)   Parameters:      sym (string)      cp (string)      cs (string)      s1 (string)      s2 (string)      s3 (string)      s4 (string)      s5 (string)      en (bool)      l20 (int)      w20 (float)      l63 (int)      w63 (float)      l126 (int)      w126 (float)      l252 (int)      w252 (float)      rf (float)      fac (float)      tvs (float)      tvsf (float)      gmm (float)      kl (int)      kd (float)      ks (float)      tk (int)      bl (float)      wcp (float)      wcd (float)      wvs (float)      wdd (float)      sp (float)      sv (float)      ft (float)      rf2 (float)      ra (float)      r_cp (float)      r_dd (float)      pen_v (float)      rb (int) core_build() TrinityWeights   Fields:      stock (series float)      safe1 (series float)      safe2 (series float)      safe3 (series float)      safe4 (series float)      safe5 (series float)      cash (series float) TrinityDiagLite   Fields:      is_ready (series bool)      ready_code (series int)      core_build (series int)      risk_gate (series bool)      wroc_stock (series float)      valid_safe_count (series int)      passed_safe_count (series int)      sum_ok (series bool) TrinityDiagFull   Fields:      raw_stock (series float)      mvol_stock (series float)      mdecel_stock (series float)      gov_stock (series float)      safe_budget (series float)      top1_id (series int)      top2_id (series int)      sum_weights (series float) SafeDiag   Fields:      enabled (series bool)      valid (series bool)      sqs (series float)      final_w (series float)      drop_code (series int) TrinityConfig   Fields:      enabled (series bool)      len_20 (series int)      w_20 (series float)      len_63 (series int)      w_63 (series float)      len_126 (series int)      w_126 (series float)      len_252 (series int)      w_252 (series float)      risk_floor (series float)      risk_factor (series float)      target_vol_stock (series float)      target_vol_safe (series float)      gov_min_mult (series float)      k_len (series int)      k_decay (series float)      k_scale (series float)      top_k (series int)      baseline (series float)      w_cp (series float)      w_cd (series float)      w_vs (series float)      w_ddg (series float)      shock_price (series float)      shock_vol (series float)      fall_thr (series float)      rate_fall (series float)      rate_accel (series float)      penalty_val (series float)      range_cp (series float)      range_dd (series float)      ready_bars (series int)
Biblioteca Pine Script®
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TrinityCore1Library "TrinityCore1" default_config() calc_weights(sym, cp, cs, s1, s2, s3, s4, s5, cfg)   Parameters:      sym (string)      cp (string)      cs (string)      s1 (string)      s2 (string)      s3 (string)      s4 (string)      s5 (string)      cfg (TrinityConfig) calc_diagnostics(sym, cp, cs, s1, s2, s3, s4, s5, cfg)   Parameters:      sym (string)      cp (string)      cs (string)      s1 (string)      s2 (string)      s3 (string)      s4 (string)      s5 (string)      cfg (TrinityConfig) TrinityWeights   Fields:      stock (series float)      s1 (series float)      s2 (series float)      s3 (series float)      s4 (series float)      s5 (series float)      cash (series float) SafeDiag   Fields:      id (series string)      vol (series float)      corr (series float)      dd (series float)      score (series float)      final_w (series float) TrinityDiagLite   Fields:      ready_code (series int)      drop_code (series int)      is_ready (series bool)      risk_gate (series bool)      p_value (series float)      d_bar_index (series int) TrinityDiagFull   Fields:      base (TrinityDiagLite)      raw_vol (series float)      adj_vol (series float)      target_w (series float)      penalty_mult (series float)      sd1 (SafeDiag)      sd2 (SafeDiag)      sd3 (SafeDiag)      sd4 (SafeDiag)      sd5 (SafeDiag) TrinityConfig   Fields:      enabled (series bool)      len_20 (series int)      w_20 (series float)      len_63 (series int)      w_63 (series float)      len_126 (series int)      w_126 (series float)      len_252 (series int)      w_252 (series float)      risk_floor (series float)      risk_factor (series float)      target_vol_stock (series float)      target_vol_safe (series float)      gov_max_lev (series float)      gov_min_mult (series float)      top_k (series int)      sqs_base (series float)      sqs_w_corr (series float)      sqs_w_vol (series float)      sqs_w_dd (series float)      sqs_range_corr (series float)      sqs_range_dd (series float)      fall_thr (series float)      rate_fall (series float)      rate_accel (series float)      penalty_val (series float)      ready_bars (series int)
Biblioteca Pine Script®
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RSMPatternLibLibrary "RSMPatternLib" RSM Pattern Library - All chart patterns from PATTERNS.md Implements: Candlestick patterns, Support/Resistance, Gaps, Triangles, Volume Divergence, and more ALL PATTERNS ARE OWN IMPLEMENTATION - No external dependencies EDGE CASES HANDLED: - Zero/tiny candle bodies - Missing volume data - Low bar count scenarios - Integer division issues - Price normalization for different instruments bullishEngulfing(minBodyRatio, minPrevBodyRatio)   Detects Bullish Engulfing pattern   Parameters:      minBodyRatio (float) : Minimum body size as ratio of total range (default 0.3)      minPrevBodyRatio (float) : Minimum previous candle body ratio to filter dojis (default 0.1)   Returns: bool True when bullish engulfing detected EDGE CASES: Handles doji previous candle, zero range, tiny bodies bearishEngulfing(minBodyRatio, minPrevBodyRatio)   Detects Bearish Engulfing pattern   Parameters:      minBodyRatio (float) : Minimum body size as ratio of total range (default 0.3)      minPrevBodyRatio (float) : Minimum previous candle body ratio to filter dojis (default 0.1)   Returns: bool True when bearish engulfing detected EDGE CASES: Handles doji previous candle, zero range, tiny bodies doji(maxBodyRatio, minRangeAtr)   Detects Doji candle (indecision)   Parameters:      maxBodyRatio (float) : Maximum body size as ratio of total range (default 0.1)      minRangeAtr (float) : Minimum range as multiple of ATR to filter flat candles (default 0.3)   Returns: bool True when doji detected EDGE CASES: Filters out no-movement bars, handles zero range shootingStar(wickMultiplier, maxLowerWickRatio, minBodyAtrRatio)   Detects Shooting Star (bearish reversal)   Parameters:      wickMultiplier (float) : Upper wick must be at least this times the body (default 2.0)      maxLowerWickRatio (float) : Lower wick max as ratio of body (default 0.5)      minBodyAtrRatio (float) : Minimum body size as ratio of ATR (default 0.1)   Returns: bool True when shooting star detected EDGE CASES: Handles zero body (uses range-based check), tiny bodies hammer(wickMultiplier, maxUpperWickRatio, minBodyAtrRatio)   Detects Hammer (bullish reversal)   Parameters:      wickMultiplier (float) : Lower wick must be at least this times the body (default 2.0)      maxUpperWickRatio (float) : Upper wick max as ratio of body (default 0.5)      minBodyAtrRatio (float) : Minimum body size as ratio of ATR (default 0.1)   Returns: bool True when hammer detected EDGE CASES: Handles zero body (uses range-based check), tiny bodies invertedHammer(wickMultiplier, maxLowerWickRatio)   Detects Inverted Hammer (bullish reversal after downtrend)   Parameters:      wickMultiplier (float) : Upper wick must be at least this times the body (default 2.0)      maxLowerWickRatio (float) : Lower wick max as ratio of body (default 0.5)   Returns: bool True when inverted hammer detected EDGE CASES: Same as shootingStar but requires bullish close hangingMan(wickMultiplier, maxUpperWickRatio)   Detects Hanging Man (bearish reversal after uptrend)   Parameters:      wickMultiplier (float) : Lower wick must be at least this times the body (default 2.0)      maxUpperWickRatio (float) : Upper wick max as ratio of body (default 0.5)   Returns: bool True when hanging man detected NOTE: Identical to hammer - context (uptrend) determines meaning morningStar(requireGap, minAvgBars)   Detects Morning Star (3-candle bullish reversal)   Parameters:      requireGap (bool) : Whether to require gap between candles (default false for crypto/forex)      minAvgBars (int) : Minimum bars for average body calculation (default 14)   Returns: bool True when morning star pattern detected EDGE CASES: Gap is optional, handles low bar count, uses shifted average eveningStar(requireGap, minAvgBars)   Detects Evening Star (3-candle bearish reversal)   Parameters:      requireGap (bool) : Whether to require gap between candles (default false for crypto/forex)      minAvgBars (int) : Minimum bars for average body calculation (default 14)   Returns: bool True when evening star pattern detected EDGE CASES: Gap is optional, handles low bar count gapUp()   Detects Gap Up   Returns: bool True when current bar opens above previous bar's high gapDown()   Detects Gap Down   Returns: bool True when current bar opens below previous bar's low gapSize()   Returns gap size in price   Returns: float Gap size (positive for gap up, negative for gap down, 0 for no gap) gapPercent()   Returns gap size as percentage   Returns: float Gap size as percentage of previous close gapType(volAvgLen, breakawayMinPct, highVolMult)   Classifies gap type based on volume   Parameters:      volAvgLen (int) : Length for volume average (default 20)      breakawayMinPct (float) : Minimum gap % for breakaway (default 1.0)      highVolMult (float) : Volume multiplier for high volume (default 1.5)   Returns: string Gap type: "Breakaway", "Common", "Continuation", or "None" EDGE CASES: Handles missing volume data, low bar count swingHigh(leftBars, rightBars)   Detects swing high using pivot   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)   Returns: float Swing high price or na swingLow(leftBars, rightBars)   Detects swing low using pivot   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)   Returns: float Swing low price or na higherHigh(leftBars, rightBars, lookback)   Checks if current swing high is higher than previous swing high   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : How many bars back to search for previous pivot (default 50)   Returns: bool True when higher high pattern detected EDGE CASES: Searches backwards for pivots instead of using var (library-safe) higherLow(leftBars, rightBars, lookback)   Checks if current swing low is higher than previous swing low   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : How many bars back to search for previous pivot (default 50)   Returns: bool True when higher low pattern detected lowerHigh(leftBars, rightBars, lookback)   Checks if current swing high is lower than previous swing high   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : How many bars back to search for previous pivot (default 50)   Returns: bool True when lower high pattern detected lowerLow(leftBars, rightBars, lookback)   Checks if current swing low is lower than previous swing low   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : How many bars back to search for previous pivot (default 50)   Returns: bool True when lower low pattern detected bullishTrend(leftBars, rightBars, lookback)   Detects Bullish Trend (HH + HL within lookback)   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : Lookback period (default 50)   Returns: bool True when making higher highs AND higher lows bearishTrend(leftBars, rightBars, lookback)   Detects Bearish Trend (LH + LL within lookback)   Parameters:      leftBars (int) : Bars to left for pivot (default 5)      rightBars (int) : Bars to right for pivot (default 5)      lookback (int) : Lookback period (default 50)   Returns: bool True when making lower highs AND lower lows nearestResistance(lookback, leftBars, rightBars)   Finds nearest resistance level above current price   Parameters:      lookback (int) : Number of bars to look back (default 50)      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)   Returns: float Nearest resistance level or na EDGE CASES: Pre-computes pivots, handles bounds properly nearestSupport(lookback, leftBars, rightBars)   Finds nearest support level below current price   Parameters:      lookback (int) : Number of bars to look back (default 50)      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)   Returns: float Nearest support level or na resistanceBreakout(lookback, leftBars, rightBars)   Detects resistance breakout   Parameters:      lookback (int) : Number of bars to look back (default 50)      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)   Returns: bool True when price breaks above resistance EDGE CASES: Uses previous bar's resistance to avoid lookahead supportBreakdown(lookback, leftBars, rightBars)   Detects support breakdown   Parameters:      lookback (int) : Number of bars to look back (default 50)      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)   Returns: bool True when price breaks below support bullishVolumeDivergence(leftBars, rightBars, lookback)   Detects Bullish Volume Divergence (price makes lower low, volume decreases)   Parameters:      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)      lookback (int) : Bars to search for previous pivot (default 50)   Returns: bool True when bullish volume divergence detected EDGE CASES: Library-safe (no var), searches for previous pivot bearishVolumeDivergence(leftBars, rightBars, lookback)   Detects Bearish Volume Divergence (price makes higher high, volume decreases)   Parameters:      leftBars (int) : Pivot left bars (default 5)      rightBars (int) : Pivot right bars (default 5)      lookback (int) : Bars to search for previous pivot (default 50)   Returns: bool True when bearish volume divergence detected rangeContracting(lookback)   Detects if price is in a contracting range (triangle formation)   Parameters:      lookback (int) : Bars to analyze (default 20)   Returns: bool True when range is contracting EDGE CASES: Uses safe integer division, checks minimum lookback ascendingTriangle(lookback, flatTolerance)   Detects Ascending Triangle (flat top, rising bottom)   Parameters:      lookback (int) : Bars to analyze (default 20)      flatTolerance (float) : Max normalized slope for "flat" line (default 0.002)   Returns: bool True when ascending triangle detected EDGE CASES: Safe division, normalized slope, minimum lookback descendingTriangle(lookback, flatTolerance)   Detects Descending Triangle (falling top, flat bottom)   Parameters:      lookback (int) : Bars to analyze (default 20)      flatTolerance (float) : Max normalized slope for "flat" line (default 0.002)   Returns: bool True when descending triangle detected symmetricalTriangle(lookback, minSlope)   Detects Symmetrical Triangle (converging trend lines)   Parameters:      lookback (int) : Bars to analyze (default 20)      minSlope (float) : Minimum normalized slope magnitude (default 0.0005)   Returns: bool True when symmetrical triangle detected doubleBottom(tolerance, minSpanBars, lookback)   Detects Double Bottom (W pattern) - OWN IMPLEMENTATION Two swing lows at similar price levels with a swing high between them   Parameters:      tolerance (float) : Max price difference between lows as % (default 3)      minSpanBars (int) : Minimum bars between the two lows (default 5)      lookback (int) : Max bars to search for pattern (default 100)   Returns: bool True when double bottom detected doubleTop(tolerance, minSpanBars, lookback)   Detects Double Top (M pattern) - OWN IMPLEMENTATION Two swing highs at similar price levels with a swing low between them   Parameters:      tolerance (float) : Max price difference between highs as % (default 3)      minSpanBars (int) : Minimum bars between the two highs (default 5)      lookback (int) : Max bars to search for pattern (default 100)   Returns: bool True when double top detected tripleBottom(tolerance, minSpanBars, lookback)   Detects Triple Bottom - OWN IMPLEMENTATION Three swing lows at similar price levels   Parameters:      tolerance (float) : Max price difference between lows as % (default 3)      minSpanBars (int) : Minimum total bars for pattern (default 10)      lookback (int) : Max bars to search for pattern (default 150)   Returns: bool True when triple bottom detected tripleTop(tolerance, minSpanBars, lookback)   Detects Triple Top - OWN IMPLEMENTATION Three swing highs at similar price levels   Parameters:      tolerance (float) : Max price difference between highs as % (default 3)      minSpanBars (int) : Minimum total bars for pattern (default 10)      lookback (int) : Max bars to search for pattern (default 150)   Returns: bool True when triple top detected bearHeadShoulders()   Detects Bearish Head and Shoulders (OWN IMPLEMENTATION) Head is higher than both shoulders, shoulders roughly equal, with valid neckline STRICT VERSION - requires proper structure, neckline, and minimum span   Returns: bool True when bearish H&S detected bullHeadShoulders()   Detects Bullish (Inverse) Head and Shoulders (OWN IMPLEMENTATION) Head is lower than both shoulders, shoulders roughly equal, with valid neckline STRICT VERSION - requires proper structure, neckline, and minimum span   Returns: bool True when bullish H&S detected bearAscHeadShoulders()   Detects Bearish Ascending Head and Shoulders (variant)   Returns: bool True when pattern detected bullAscHeadShoulders()   Detects Bullish Ascending Head and Shoulders (variant)   Returns: bool True when pattern detected bearDescHeadShoulders()   Detects Bearish Descending Head and Shoulders (variant)   Returns: bool True when pattern detected bullDescHeadShoulders()   Detects Bullish Descending Head and Shoulders (variant)   Returns: bool True when pattern detected isSwingLow()   Re-export: Detects swing low   Returns: bool True when swing low detected isSwingHigh()   Re-export: Detects swing high   Returns: bool True when swing high detected swingHighPrice(idx)   Re-export: Gets swing high price at index   Parameters:      idx (int) : Index (0 = most recent)   Returns: float Swing high price swingLowPrice(idx)   Re-export: Gets swing low price at index   Parameters:      idx (int) : Index (0 = most recent)   Returns: float Swing low price swingHighBarIndex(idx)   Re-export: Gets swing high bar index   Parameters:      idx (int) : Index (0 = most recent)   Returns: int Bar index of swing high swingLowBarIndex(idx)   Re-export: Gets swing low bar index   Parameters:      idx (int) : Index (0 = most recent)   Returns: int Bar index of swing low cupBottom(smoothLen, minDepthAtr, maxDepthAtr)   Detects Cup and Handle pattern formation Uses price acceleration and depth analysis   Parameters:      smoothLen (int) : Smoothing length for price (default 10)      minDepthAtr (float) : Minimum cup depth as ATR multiple (default 1.0)      maxDepthAtr (float) : Maximum cup depth as ATR multiple (default 5.0)   Returns: bool True when potential cup bottom detected EDGE CASES: Added depth filter, ATR validation cupHandle(lookback, maxHandleRetraceRatio)   Detects potential handle formation after cup   Parameters:      lookback (int) : Bars to look back for cup (default 30)      maxHandleRetraceRatio (float) : Maximum handle retracement of cup depth (default 0.5)   Returns: bool True when handle pattern detected bullishPatternCount()   Returns count of bullish patterns detected   Returns: int Number of bullish patterns currently active bearishPatternCount()   Returns count of bearish patterns detected   Returns: int Number of bearish patterns currently active detectedPatterns()   Returns string description of detected patterns   Returns: string Comma-separated list of detected patterns
Biblioteca Pine Script®
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