forex_factory_events_id_ALibrary "forex_factory_events_id_A"
Supporting Utility Library for the Live Economic Calendar by toodegrees Indicator; database with the first 500 Forex Factory News Event types.
ff_titleA(ID)
Converts a number to Forex Factory News title (first 500).
Parameters:
ID (string) : Identifier of the Forex Factory News Event. Please see the library for more information.
Returns: Returns the title of the Forex Factory News Event.
Inputs
forex_factory_utilityLibrary "forex_factory_utility"
Supporting Utility Library for the Live Economic Calendar by toodegrees Indicator; responsible for data handling, and plotting news event data.
isLeapYear()
Finds if it's currently a leap year or not.
Returns: Returns True if the current year is a leap year.
daysMonth(M)
Provides the days in a given month of the year, adjusted during leap years.
Parameters:
M (int) : Month in numerical integer format (i.e. Jan=1).
Returns: Days in the provided month.
size(S, N)
Converts a size string into the corresponding Pine Script v5 format, or N times smaller/bigger.
Parameters:
S (string) : Size string: "Tiny", "Small", "Normal", "Large", or "Huge".
N (int) : Size variation, can be positive (larger than S), or negative (smaller than S).
Returns: Size string in Pine Script v5 format.
lineStyle(S)
Converts a line style string into the corresponding Pine Script v5 format.
Parameters:
S (string) : Line style string: "Dashed", "Dotted" or "Solid".
Returns: Line style string in Pine Script v5 format.
lineTrnsp(S)
Converts a transparency style string into the corresponding integer value.
Parameters:
S (string) : Line style string: "Light", "Medium" or "Heavy".
Returns: Transparency integer.
boxLoc(X, Y)
Converts position strings of X and Y into a table position in Pine Script v5 format.
Parameters:
X (string) : X-axis string: "Left", "Center", or "Right".
Y (string) : Y-axis string: "Top", "Middle", or "Bottom".
Returns: Table location string in Pine Script v5 format.
method bubbleSort_NewsTOD(N)
Performs bubble sort on a Forex Factory News array of all news from the same date, ordering them in ascending order based on the time of the day.
Namespace types: News
Parameters:
N (News ) : Forex Factory News array.
Returns: void
bubbleSort_News(N)
Performs bubble sort on a Forex Factory News array, ordering them in ascending order based on the time of the day, and date.
Parameters:
N (News ) : Forex Factory News array.
Returns: Sorted Forex Factory News array.
weekNews(N, C, I)
Creates a Forex Factory News array containing the current week's Forex Factory News.
Parameters:
N (News ) : Forex Factory News array containing this week's unfiltered Forex Factory News.
C (string ) : Currency filter array (string array).
I (color ) : Impact filter array (color array).
Returns: Forex Factory News array containing the current week's Forex Factory News.
todayNews(W, D, M)
Creates a Forex Factory News array containing the current day's Forex Factory News.
Parameters:
W (News ) : Forex Factory News array containing this week's Forex Factory News.
D (News ) : Forex Factory News array for the current day's Forex Factory News.
M (bool) : Boolean that marks whether the current chart has a Day candle-switch at Midnight New York Time.
Returns: Forex Factory News array containing the current day's Forex Factory News.
impFilter(X, L, M, H)
Creates a filter array from the User's desired Forex Facory News to be shown based on Impact.
Parameters:
X (bool) : Boolean - if True Holidays listed on Forex Factory will be shown.
L (bool) : Boolean - if True Low Impact listed on Forex Factory News will be shown.
M (bool) : Boolean - if True Medium Impact listed on Forex Factory News will be shown.
H (bool) : Boolean - if True High Impact listed on Forex Factory News will be shown.
Returns: Color array with the colors corresponding to the Forex Factory News to be shown.
curFilter(A, C1, C2, C3, C4, C5, C6, C7, C8, C9)
Creates a filter array from the User's desired Forex Facory News to be shown based on Currency.
Parameters:
A (bool) : Boolean - if True News related to the current Chart's symbol listed on Forex Factory will be shown.
C1 (bool) : Boolean - if True News related to the Australian Dollar listed on Forex Factory will be shown.
C2 (bool) : Boolean - if True News related to the Canadian Dollar listed on Forex Factory will be shown.
C3 (bool) : Boolean - if True News related to the Swiss Franc listed on Forex Factory will be shown.
C4 (bool) : Boolean - if True News related to the Chinese Yuan listed on Forex Factory will be shown.
C5 (bool) : Boolean - if True News related to the Euro listed on Forex Factory will be shown.
C6 (bool) : Boolean - if True News related to the British Pound listed on Forex Factory will be shown.
C7 (bool) : Boolean - if True News related to the Japanese Yen listed on Forex Factory will be shown.
C8 (bool) : Boolean - if True News related to the New Zealand Dollar listed on Forex Factory will be shown.
C9 (bool) : Boolean - if True News related to the US Dollar listed on Forex Factory will be shown.
Returns: String array with the currencies corresponding to the Forex Factory News to be shown.
FF_OnChartLine(N, T, S)
Plots vertical lines where a Forex Factory News event will occur, or has already occurred.
Parameters:
N (News ) : News-type array containing all the Forex Factory News.
T (int) : Transparency integer value (0-100) for the lines.
S (string) : Line style in Pine Script v5 format.
Returns: void
method updateStringMatrix(M, P, V)
Namespace types: matrix
Parameters:
M (matrix)
P (int)
V (string)
FF_OnChartLabel(N, Y, S)
Plots labels where a Forex Factory News has already occurred based on its/their impact.
Parameters:
N (News ) : News-type array containing all the Forex Factory News.
Y (string) : String that gives direction on where to plot the label (options= "Above", "Below", "Auto").
S (string) : Label size in Pine Script v5 format.
Returns: void
historical(T, D, W, X)
Deletes Forex Factory News drawings which are ourside a specific Time window.
Parameters:
T (int) : Number of days input used for Forex Factory News drawings' history.
D (bool) : Boolean that when true will only display Forex Factory News drawings of the current day.
W (bool) : Boolean that when true will only display Forex Factory News drawings of the current week.
X (string) : String that gives direction on what lines to plot based on Time (options= "Past", "Future", "Both").
Returns: void
newTable(P)
Creates a new Table object with parameters tailored to the Forex Factory News Table.
Parameters:
P (string) : Position string for the Table, in Pine Script v5 format.
Returns: Empty Forex Factory News Table.
resetTable(P, S, headTextC, headBgC)
Resets a Table object with parameters and headers tailored to the Forex Factory News Table.
Parameters:
P (string) : Position string for the Table, in Pine Script v5 format.
S (string) : Size string for the Table's text, in Pine Script v5 format.
headTextC (color)
headBgC (color)
Returns: Empty Forex Factory News Table.
logNews(N, TBL, R, S, rowTextC, rowBgC)
Adds an event to the Forex Factory News Table.
Parameters:
N (News) : News-type object.
TBL (table) : Forex Factory News Table object to add the News to.
R (int) : Row to add the event to in the Forex Factory News Table.
S (string) : Size string for the event's text, in Pine Script v5 format.
rowTextC (color)
rowBgC (color)
Returns: void
FF_Table(N, P, S, headTextC, headBgC, rowTextC, rowBgC)
Creates the Forex Factory News Table.
Parameters:
N (News ) : News-type array containing all the Forex Factory News.
P (string) : Position string for the Table, in Pine Script v5 format.
S (string) : Size string for the Table's text, in Pine Script v5 format.
headTextC (color)
headBgC (color)
rowTextC (color)
rowBgC (color)
Returns: Forex Factory News Table.
timeline(N, T, F, D)
Shades Forex Factory News events in the Forex Factory News Table after they occur.
Parameters:
N (News ) : News-type array containing all the Forex Factory News.
T (table) : Forex Facory News table object.
F (color) : Color used as shading once the Forex Factory News has occurred.
D (bool) : Daily Forex Factory News flag.
Returns: Forex Factory News Table.
News
Custom News type which contains informatino about a Forex Factory News Event.
Fields:
dow (series string) : Day of the week, in DDD format (i.e. 'Mon').
dat (series string) : Date, in MMM D format (i.e. 'Jan 1').
_t (series int)
tod (series string) : Time of the day, in hh:mm 24-Hour format (i.e 17:10).
cur (series string) : Currency, in CCC format (i.e. "USD").
imp (series color) : Impact, the respective impact color for Forex Factory News Events.
ttl (series string) : Title, encoded in a custom number mapping (see the toodegrees/toodegrees_forex_factory library to learn more).
tmst (series int)
ln (series line)
chrono_utilsLibrary "chrono_utils"
📝 Description
Collection of objects and common functions that are related to datetime windows session days and time ranges. The main purpose of this library is to handle time-related functionality and make it easy to reason about a future bar checking if it will be part of a predefined session and/or inside a datetime window. All existing session functionality I found in the documentation e.g. "not na(time(timeframe, session, timezone))" are not suitable for strategy scripts, since the execution of the orders is delayed by one bar, due to the script execution happening at the bar close. Moreover, a history operator with a negative value that looks forward is not allowed in any pinescript expression. So, a prediction for the next bar using the bars_back argument of "time()"" and "time_close()" was necessary. Thus, I created this library to overcome this small but very important limitation. In the meantime, I added useful functionality to handle session-based behavior. An interesting utility that emerged from this development is data anomaly detection where a comparison between the prediction and the actual value is happening. If those two values are different then a data inconsistency happens between the prediction bar and the actual bar (probably due to a holiday, half session day, a timezone change etc..)
🤔 How to Guide
To use the functionality this library provides in your script you have to import it first!
Copy the import statement of the latest release by pressing the copy button below and then paste it into your script. Give a short name to this library so you can refer to it later on. The import statement should look like this:
import jason5480/chrono_utils/2 as chr
To check if a future bar will be inside a window first of all you have to initialize a DateTimeWindow object.
A code example is the following:
var dateTimeWindow = chr.DateTimeWindow.new().init(fromDateTime = timestamp('01 Jan 2023 00:00'), toDateTime = timestamp('01 Jan 2024 00:00'))
Then you have to "ask" the dateTimeWindow if the future bar defined by an offset (default is 1 that corresponds th the next bar), will be inside that window:
// Filter bars outside of the datetime window
bool dateFilterApproval = dateTimeWindow.is_bar_included()
You can visualize the result by drawing the background of the bars that are outside the given window:
bgcolor(color = dateFilterApproval ? na : color.new(color.fuchsia, 90), offset = 1, title = 'Datetime Window Filter')
In the same way, you can "ask" the Session if the future bar defined by an offset it will be inside that session.
First of all, you should initialize a Session object.
A code example is the following:
var sess = chr.Session.new().from_sess_string(sess = '0800-1700:23456', refTimezone = 'UTC')
Then check if the given bar defined by the offset (default is 1 that corresponds th the next bar), will be inside the session like that:
// Filter bars outside the sessions
bool sessionFilterApproval = view.sess.is_bar_included()
You can visualize the result by drawing the background of the bars that are outside the given session:
bgcolor(color = sessionFilterApproval ? na : color.new(color.red, 90), offset = 1, title = 'Session Filter')
In case you want to visualize multiple session ranges you can create a SessionView object like that:
var view = SessionView.new().init(SessionDays.new().from_sess_string('2345'), array.from(SessionTimeRange.new().from_sess_string('0800-1600'), SessionTimeRange.new().from_sess_string('1300-2200')), array.from('London', 'New York'), array.from(color.blue, color.orange))
and then call the draw method of the SessionView object like that:
view.draw()
🏋️♂️ Please refer to the "EXAMPLE DATETIME WINDOW FILTER" and "EXAMPLE SESSION FILTER" regions of the script for more advanced code examples of how to utilize the full potential of this library, including user input settings and advanced visualization!
⚠️ Caveats
As I mentioned in the description there are some cases that the prediction of the next bar is not accurate. A wrong prediction will affect the outcome of the filtering. The main reasons this could happen are the following:
Public holidays when the market is closed
Half trading days usually before public holidays
Change in the daylight saving time (DST)
A data anomaly of the chart, where there are missing and/or inconsistent data.
A bug in this library (Please report by PM sending the symbol, timeframe, and settings)
Special thanks to @robbatt and @skinra for the constructive feedback 🏆. Without them, the exposed API of this library would be very lengthy and complicated to use. Thanks to them, now the user of this library will be able to get the most, with only a few lines of code!
tts_conventionLibrary "tts_convention"
This library can convert the start, end, cancel start, cancel end deal conditions that are used in the
"Template Trailing Strategy" script into a signal value and vice versa. The "two channels mod div" convention is unsed
internaly and the signal value can be composed/decomposed into two channels that contain the afforementioned actions
for long and short positions separetely.
getDealConditions(signal)
getDealConditions - Get the start, end, cancel start and cancel end deal conditions that are used in the "Template Trailing Strategy" script by decomposing the given signal
Parameters:
signal (int) : - The signal value to decompose
Returns: An object with the start, end, cancel start and cancel end deal conditions for long and short
getSignal(dealConditions)
getSignal - Get the signal value from the composition of the start, end, cancel start and cancel end deal conditions that are used in the "Template Trailing Strategy" script
Parameters:
dealConditions (DealConditions) : - The deal conditions object that containd the start, end, cancel start and cancel end deal conditions for long and short
Returns: The composed signal value
DealConditions
Fields:
startLongDeal (series__bool)
startShortDeal (series__bool)
endLongDeal (series__bool)
endShortDeal (series__bool)
cnlStartLongDeal (series__bool)
cnlStartShortDeal (series__bool)
cnlEndLongDeal (series__bool)
cnlEndShortDeal (series__bool)
CyclicRsiLib█ OVERVIEW
This library is complementary for Cyclic RSI High Low With Noise Filter.
█ CREDITS
LoneSomeTheBlue
WhenToTrade
AlertFrequency()
: AlertFrequency
Parameters:
: : _string
Returns: : _freq
CyclicRSI()
: CyclicRSI
Parameters:
: : _source, _length, _expression
Returns: : osc
Credits to WhenToTrade
AddToZigzag()
: AddToZigzag
Parameters:
: : _id, value, max_array_size
Returns: : array.unshift, array.pop
Credits to LonesomeTheBlue
UpdateZigzag()
: UpdateZigzag
Parameters:
: : _id, value, max_array_size, dir
Returns: : AddToZigzag, array.set
Credits to LonesomeTheBlue
BoolZigzag()
: BoolZigzag
Parameters:
: : ph, pl, dirchanged, _id, dir
Returns: : AddToZigzag, UpdateZigzag
Credits to LonesomeTheBlue
NoiseSwitch()
: NoiseSwitch
Parameters:
: : _string, _id
Returns: : FilterNoise
LineGray()
: LineGray
Parameters:
: : _id
Returns: : LineGray
LabelDir()
: LabelDir
Parameters:
: : _id, _string, _color, _float
Returns: : LabelDir
TernaryLabel()
: TernaryLabel
Parameters:
: : _dir, _bool1, _bool2, _string1, _string2
Returns: : str_label
TernaryColor()
: TernaryColor
Parameters:
: : _dir, _bool1, _bool2
Returns: : col_label
signal_datagramThe purpose of this library is to split and merge an integer into useful pieces of information that can easily handled and plotted.
The basic piece of information is one word. Depending on the underlying numerical system a word can be a bit, octal, digit, nibble, or byte.
The user can define channels. Channels are named groups of words. Multiple words can be combined to increase the value range of a channel.
A datagram is a description of the user-defined channels in an also user-defined numeric system that also contains all runtime information that is necessary to split and merge the integer.
This library simplifies the communication between two scripts by allowing the user to define the same datagram in both scripts.
On the sender's side, the channel values can be merged into one single integer value called signal. This signal can be 'emitted' using the plot function. The other script can use the 'input.source' function to receive that signal.
On the receiver's end based on the same datagram, the signal can be split into several channels. Each channel has the piece of information that the sender script put.
In the example of this library, we use two channels and we have split the integer in half. However, the user can add new channels, change them, and give meaning to them according to the functionality he wants to implement and the type of information he wants to communicate.
Nowadays many 'input.source' calls are allowed to pass information between the scripts, When that is not a price or a floating value, this library is very useful.
The reason is that most of the time, the convention that is used is not clear enough and it is easy to do things the wrong way or break them later on.
With this library validation checks are done during the initialization minimizing the possibility of error due to some misconceptions.
Library "signal_datagram"
Conversion of a datagram type to a signal that can be "send" as a single value from an indicator to a strategy script
method init(this, positions, maxWords)
init - Initialize if the word positons array with an empty array
Namespace types: WordPosArray
Parameters:
this (WordPosArray) : - The word positions array object
positions (int ) : - The array that contains all the positions of the worlds that shape the channel
maxWords (int) : - The maximum words allowed based on the span
Returns: The initialized object
method init(this)
init - Initialize if the channels word positons map with an empty map
Namespace types: ChannelDesc
Parameters:
this (ChannelDesc) : - The channels' descriptor object
Returns: The initialized object
method init(this, numericSystem, channelDesc)
init - Initialize if the datagram
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object
numericSystem (simple string) : - The numeric system of the words to be used
channelDesc (ChannelDesc) : - The channels descriptor that contains the positions of the words that each channel consists of
Returns: The initialized object
method add_channel(this, name, positions)
add_channel - Add a new channel descriptopn with its name and its corresponding word positons to the map
Namespace types: ChannelDesc
Parameters:
this (ChannelDesc) : - The channels' descriptor object to update
name (simple string)
positions (int )
Returns: The initialized object
method set_signal(this, value)
set_signal - Set the signal value
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object to update
value (int) : - The signal value to set
method get_signal(this)
get_signal - Get the signal value
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object to query
Returns: The value of the signal in digits
method set_signal_sign(this, sign)
set_signal_sign - Set the signal sign
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object to update
sign (int) : - The negative -1 or positive 1 sign of the underlying value
method get_signal_sign(this)
get_signal_sign - Get the signal sign
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object to query
Returns: The sign of the signal value -1 if it is negative and 1 if it is possitive
method get_channel_names(this)
get_channel_names - Get an array of all channel names
Namespace types: Datagram
Parameters:
this (Datagram)
Returns: An array that has all the channel names that are used by the datagram
method set_channel_value(this, channelName, value)
set_channel_value - Set the value of the channel
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object to update
channelName (simple string) : - The name of the channel to set the value to. Then name should be as described int the schemas channel descriptor
value (int) : - The channel value to set
method set_all_channels_value(this, value)
set_all_channels_value - Set the value of all the channels
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object to update
value (int) : - The channel value to set
method set_all_channels_max_value(this)
set_all_channels_value - Set the value of all the channels
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object to update
method get_channel_value(this, channelName)
get_channel_value - Get the value of the channel
Namespace types: Datagram
Parameters:
this (Datagram) : - The datagram object to query
channelName (simple string)
Returns: Digit group of words (bits/octals/digits/nibbles/hexes/bytes) found at the channel accodring to the schema
WordDesc
Fields:
numericSystem (series__string)
span (series__integer)
WordPosArray
Fields:
positions (array__integer)
ChannelDesc
Fields:
map (map__series__string:|WordPosArray|#OBJ)
Schema
Fields:
wordDesc (|WordDesc|#OBJ)
channelDesc (|ChannelDesc|#OBJ)
Signal
Fields:
value (series__integer)
isNegative (series__bool)
words (array__integer)
Datagram
Fields:
schema (|Schema|#OBJ)
signal (|Signal|#OBJ)
ta_mLibrary "ta_m"
This library is a Pine Script™ programmer’s tool containing calcs for my oscillators and some helper functions.
upDnIntrabarVolumesByPolarity()
Determines if the volume for an intrabar is up or down.
Returns: ( ) A tuple of two values, one of which contains the bar's volume. `upVol` is the positive volume of up bars. `dnVol` is the negative volume of down bars.
Note that when this function is designed to be called with `request.security_lower_tf()`,
which will return a tuple of "array" arrays containing up and dn volume for all the intrabars in a chart bar.
upDnIntrabarVolumesByPrice()
Determines if the intrabar volume is up or down
Returns: ( ) A tuple of two values, one of which contains the bar's volume. `upVol` is the positive volume of up bars. `dnVol` is the negative volume of down bars.
Note that when this function is designed to be called with `request.security_lower_tf()`,
which will return a tuple of "array" arrays containing up and dn volume for all the intrabars in a chart bar.
LibrarySupertrendLibrary "LibrarySupertrend"
selective_ma(condition, source, length)
Parameters:
condition (bool)
source (float)
length (int)
trendUp(source)
Parameters:
source (float)
smoothrng(source, sampling_period, range_mult)
Parameters:
source (float)
sampling_period (simple int)
range_mult (float)
rngfilt(source, smoothrng)
Parameters:
source (float)
smoothrng (float)
fusion(overallLength, rsiLength, mfiLength, macdLength, cciLength, tsiLength, rviLength, atrLength, adxLength)
Parameters:
overallLength (simple int)
rsiLength (simple int)
mfiLength (simple int)
macdLength (simple int)
cciLength (simple int)
tsiLength (simple int)
rviLength (simple int)
atrLength (simple int)
adxLength (simple int)
zonestrength(amplitude, wavelength)
Parameters:
amplitude (int)
wavelength (simple int)
atr_anysource(source, atr_length)
Parameters:
source (float)
atr_length (simple int)
supertrend_anysource(source, factor, atr_length)
Parameters:
source (float)
factor (float)
atr_length (simple int)
Absolute ZigZag LibLibrary "Absolute_ZigZag_Lib"
This ZigZag Library is a Bit different. Instead of using percentages or looking more than 1 bar left or right, this Zigzag library calculates pivots by just looking at the current bar highs and lows and the ones of one bar earlier.
This is the most accurate way of calculating pivots and it also eliminates lag.
The library also features a solution for bars that have both a higher high and a higher low like seen below.
You can also use your own colors for the labels and the lines.
You can also quickly select a one-colored theme without changing all colors at once
method isHigherHigh(this)
Checks if current pivot is a higher high
Namespace types: Pivot
Parameters:
this (Pivot) : (Pivot) The object to work with.
@return (bool) True if the pivot is a higher high, false if not.
method isLowerHigh(this)
Checks if current pivot is a lower high
Namespace types: Pivot
Parameters:
this (Pivot) : (Pivot) The object to work with.
@return (bool) True if the pivot is a lower high, false if not.
method isHigherLow(this)
Checks if current pivot is a higher low
Namespace types: Pivot
Parameters:
this (Pivot) : (Pivot) The object to work with.
@return (bool) True if the pivot is a higher low, false if not.
method isLowerLow(this)
Checks if current pivot is a lower low
Namespace types: Pivot
Parameters:
this (Pivot) : (Pivot) The object to work with.
@return (bool) True if the pivot is a lower low, false if not.
method getLastPivotHigh(this)
Gets the last Pivot High
Namespace types: Pivot
Parameters:
this (Pivot ) : (array) The object to work with.
@return (Pivot) The latest Pivot High
method getLastPivotLow(this)
Gets the last Pivot Low
Namespace types: Pivot
Parameters:
this (Pivot ) : (array) The object to work with.
@return (Pivot) The latest Pivot Low
method prev(this, index)
Namespace types: Pivot
Parameters:
this (Pivot )
index (int)
method last(this, throwError)
Namespace types: Pivot
Parameters:
this (Pivot )
throwError (bool)
new(highFirst, theme)
Parameters:
highFirst (bool)
theme (Theme)
getLowerTimeframePeriod()
Theme
Used to create a (color) theme to draw Zigzag
Fields:
colorDefault (series color)
colorNeutral (series color)
colorBullish (series color)
colorBearish (series color)
coloredLines (series bool)
Point
Used to determine a coordination on the chart
Fields:
x (series int)
y (series float)
Pivot
Used to determine pivots on the chart
Fields:
point (Point)
isHigh (series bool)
isHigher (series bool)
ln (series line)
lb (series label)
OHLC📕 LIBRARY OHLC
🔷 Introduction
This library is a custom library designed to work with real-time bars. It allows to easily calculate OHLC values for any source.
Personally, I use this library to accurately display the highest and lowest values on visual indicators such as my progress bars.
🔷 How to Use
◼ 1. Import the OHLC library into your TradingView script:
import cryptolinx/OHLC/1
- or -
Instead of the library namespace, you can define a custom namespace as alias.
import cryptolinx/OHLC/1 as src
◼ 2. Create a new OHLC source using the `new()` function.
varip mySrc = OHLC.new() // It is required to use the `varip` keyword to init your ``
- or -
If you has set up an alias before.
varip mySrc = src.new()
===
In that case, your `` needs to be `na`, define your object like that
varip mySrc = na
◼ 3. Call the `hydrateOHLC()` method on your OHLC source to update its values:
Basic
float rsi = ta.rsi(close, 14)
mySrc.hydrateOHLC(rsi)
- or -
Inline
rsi = ta.rsi(close, 14).hydrateOHLC(mySrc)
◼ 4. The data is accessible under their corresponding names.
mySrc.open
mySrc.high
mySrc.low
mySrc.close
🔷 Note: This library only works with real-time bars and will not work with historical bars.
f_maSelectLibrary "f_maSelect"
Easy to use drop-in facade function to lots of different moving average calculations, including some that are not natively available in PineScript v5 such as Zero-Lag EMA. Simply call f_maSelect(series float serie, simple string ma_type="sma", ma_length=14) instead of a ta.*ma() call and you get access to all MAs offered by PineScript and more.
zema(src, len)
Zero-lag EMA (ZLMA)
Parameters:
src : Input series
len : Lookback period
Returns: Series smoothed with ZLMA
approximate_sma(x, ma_length)
Approximate Standard Moving Average, which substracts the average instead of popping the oldest element, hence losing the base frequency and is why it is approximative. For some reason, this appears to give the same results as a standard RMA
Parameters:
x : Input series.
ma_length : Lookback period.
Returns: Approximate SMA series.
f_maSelect(serie, ma_type, ma_length)
Generalized moving average selector
Parameters:
serie : Input series
ma_type : String describing which moving average to use
ma_length : Lookback period
Returns: Serie smoothed with the selected moving average.
generalized_dev(src, length, avg, lmode)
Generalized deviation calculation: Whereas other Bollinger Bands often just change the basis but not the stdev calculation, the correct way to change the basis is to also change it inside the stdev calculation.
Parameters:
src : Series to use (default: close)
length : Lookback period
avg : Average basis to use to calculate the standard deviation
lmode : L1 or L2 regularization? (ie, lmode=1 uses abs() to cutoff negative values hence it calculates the Mean Absolute Deviation as does the ta.dev(), lmode=2 uses sum of squares hence it calculates the true Standard Deviation as the ta.stdev() function does). See also the research works of everget:
Returns: stdev Standard deviation series
generalized_dev_discount(src, length, avg, lmode, temporal_discount)
Standard deviation calculation but with different probabilities assigned to each bar, with newer bars having more weights en.wikipedia.org
Parameters:
src : Series to use (default: close)
length : Lookback period
avg : Average basis to use to calculate the standard deviation
lmode : L1 or L2 regularization? (ie, lmode=1 uses abs() to cutoff negative values hence it calculates the Mean Absolute Deviation as does the ta.dev(), lmode=2 uses sum of squares hence it calculates the true Standard Deviation as the ta.stdev() function does). See also the research works of everget:
temporal_discount : Probabilistic gamma factor to discount old values in favor of new ones, higher value = more weight to newer bars
Returns: stdev Standard deviation series
median_absdev(src, length, median)
Median Absolute Deviation
Parameters:
src : Input series
length : Lookback period
median : Median already calculated on the input series
Returns: mad, the median absolute deviation value
composite_ticker_cleanerLibrary "composite_ticker_cleaner"
Extract a clean symbol from a composite ticker. E.g., (BINANCE:BTCUSD+KRAKEN:BTCUSD)/2 as input will return BTCUSD or BINANCE:BTCUSD
composite_ticker_cleaner_extract_first(symbol, keepexchange)
Extract the first symbol out of the supplied string (usually ticker.standard(syminfo.tickerid) )
Parameters:
symbol : string input string to search in
keepexchange : bool (optional) Keep exchange in the returned ticker? By default, we only return the symbol without the exchange.
Returns: first occurrence of a symbol
composite_ticker_cleaner_extract_first(keepexchange)
Extract the first symbol out of the current tickerid (as provided by ticker.standard(syminfo.tickerid) )
Parameters:
keepexchange : bool (optional) Keep exchange in the returned ticker? By default, we only return the symbol without the exchange.
Returns: first occurrence of a symbol in the current tickerid
This is inspired by the work I did on this indicator:
I needed a similar functionality in another script, so instead of duplicating code, I thought generalizing the process in a library could be helpful for me and others, and will be easier to maintain and upgrade with new features if I need to.
string_utilsLibrary "string_utils"
Collection of string utilities that can be used to replace sub-strings in a string and string functions
that are not part of the standard library.
This a more simple replacement of my previous string_variables library since it uses types for better
performance due to data locality and methods that give a more intuitive API.
SessionInBoxesProLibrary "SessionInBoxesPro"
get_time_by_bar(bar_count)
Parameters:
bar_count
get_positions_func(sessiontime_, duration_)
Parameters:
sessiontime_
duration_
get_period(_session, _start, _lookback)
Parameters:
_session
_start
_lookback
is_start(_session)
Parameters:
_session
is_end(_session)
Parameters:
_session
draw_progress(_show, _session, _is_started, _is_ended, _color, _bottom, _delete_history)
Parameters:
_show
_session
_is_started
_is_ended
_color
_bottom
_delete_history
draw_label(_show, _session, _is_started, _color, _top, _bottom, _text, _delete_history, i_label_chg, i_label_size, i_label_position, i_tz, i_label_format_day)
Parameters:
_show
_session
_is_started
_color
_top
_bottom
_text
_delete_history
i_label_chg
i_label_size
i_label_position
i_tz
i_label_format_day
draw_fib(_show, _session, _is_started, _color, _top, _bottom, _level, _width, _style, _is_extend, _delete_history)
Parameters:
_show
_session
_is_started
_color
_top
_bottom
_level
_width
_style
_is_extend
_delete_history
get_op_stricts(_session, _is_started, top, bottom, i_o_minutes)
Parameters:
_session
_is_started
top
bottom
i_o_minutes
draw_op(_show, _session, _is_started, _color, top, bottom, _is_extend, _delete_history, i_o_minutes, i_o_opacity)
Parameters:
_show
_session
_is_started
_color
top
bottom
_is_extend
_delete_history
i_o_minutes
i_o_opacity
get_pm_stricts(_show, _show_pm, tf, ctf, _is_started)
Parameters:
_show
_show_pm
tf
ctf
_is_started
draw_pm(_show, _show_pm, tf, ctf, _is_started, _is_ended, _delete_history, _color)
Parameters:
_show
_show_pm
tf
ctf
_is_started
_is_ended
_delete_history
_color
draw_market(_show, _session, _is_started, _color, btr, _top, _bottom, _extend, _is_extend, _delete_history, i_sess_border_style, i_sess_border_width, i_sess_bgopacity)
Parameters:
_show
_session
_is_started
_color
btr
_top
_bottom
_extend
_is_extend
_delete_history
i_sess_border_style
i_sess_border_width
i_sess_bgopacity
draw(_show, _show_pm, pm_tf, ctf, _session, _color, btr, _label, _extend, _show_fib, _show_op, i_label_chg, i_label_size, i_label_position, i_o_minutes, i_o_opacity, i_sess_border_style, i_sess_border_width, i_sess_bgopacity, i_show_history, i_show_closed, i_label_show, i_f_linewidth, i_f_linestyle, top, bottom, i_tz, i_label_format_day)
Parameters:
_show
_show_pm
pm_tf
ctf
_session
_color
btr
_label
_extend
_show_fib
_show_op
i_label_chg
i_label_size
i_label_position
i_o_minutes
i_o_opacity
i_sess_border_style
i_sess_border_width
i_sess_bgopacity
i_show_history
i_show_closed
i_label_show
i_f_linewidth
i_f_linestyle
top
bottom
i_tz
i_label_format_day
UtilitiesLibrary "Utilities"
My utility functions library.
toPips(_v)
Convert price to pips.
Parameters:
_v : Price
Returns: Pips
toPrice(_p)
Convert pips to price.
Parameters:
_p
Returns: Price
price_range(_a, _b)
The difference will be returned.
Parameters:
_a
_b : @return Price as positive number
get_day(_n, _lang)
Get the day of the week
Parameters:
_n : Number of day of week
_lang : en or ja
source(_name)
TODO: add function description here
Parameters:
_name
Returns: TODO: add what function returns
clear_lines(_arr, _min)
Deletes the lines included in the array.
Parameters:
_arr : Array of lines
_min : Deletes the lines included in the array.
clear_labels(_arr, _min)
Deletes the labels included in the array.
Parameters:
_arr : Array of labels
_min : Deletes the labels included in the array.
clear_boxes(_arr, _min)
Deletes the boxes included in the array.
Parameters:
_arr : Array of boxes
_min : Deletes the boxes included in the array.
TurntLibraryLibrary "TurntLibrary"
Collection of functions created for simplification/easy referencing. Includes variations of moving averages, length value oscillators, and a few other simple functions based upon HH/LL values.
ma(source, length, type)
Apply a moving average to a float value
Parameters:
source : Value to be used
length : Number of bars to include in calculation
type : Moving average type to use ("SMA","EMA","RMA","WMA","VWAP","SWMA","LRC")
Returns: Smoothed value of initial float value
curve(src, len, lb1, lb2)
Exaggerates curves of a float value designed for use as an exit signal.
Parameters:
src : Initial value to curve
len : Number of bars to include in calculation
lb1 : (Default = 1) First lookback length
lb2 : (Default = 2) Second lookback length
Returns: Curved Average
fragma(src, len, space, str)
Average of a moving average and the previous value of the moving average
Parameters:
src : Initial float value to use
len : Number of bars to include in calculation
space : Lookback integer for second half of average
str : Moving average type to use ("SMA","EMA","RMA","WMA","VWAP","SWMA","LRC")
Returns: Fragmented Average
maxmin(x, y)
Difference of 2 float values, subtracting the lowest from the highest
Parameters:
x : Value 1
y : Value 2
Returns: The +Difference between 2 float values
oscLen(val, type)
Variable Length using a oscillator value and a corresponding slope shape ("Incline",Decline","Peak","Trough")
Parameters:
val : Oscillator Value to use
type : Slope of length curve ("Incline",Decline","Peak","Trough")
Returns: Variable Length Integer
hlAverage(val, smooth, max, min, type, include)
Average of HH,LL with variable lengths based on the slope shape ("Incline","Decline","Trough") value relative to highest and lowest
Parameters:
val : Source Value to use
smooth
max
min
type
include : Add "val" to the averaging process, instead of more weight to highest or lowest value
Returns: Variable Length Average of Highest Lowest "val"
pct(val)
Convert a positive float / price to a percentage of it's highest value on record
Parameters:
val : Value To convert to a percentage of it's highest value ever
Returns: Percentage
hlrange(x, len)
Difference between Highest High and Lowest Low of float value
Parameters:
x : Value to use in calculation
len : Number of bars to include in calculation
Returns: Difference
midpoint(x, len, smooth)
The average value of the float's Highest High and Lowest Low in a number of bars
Parameters:
x : Value to use in calculation
len
smooth : (Default=na) Optional smoothing type to use ("SMA","EMA","RMA","WMA","VWAP","SWMA","LRC")
Returns: Midpoint
WelcomeUDT█ OVERVIEW
This is a simplest example of user-defined types (UDT) or objects , which simplify as alternative to hello world.
█ CREDITS
Tradingview
█ USAGE
These are the types used during initializations, commonly variables.
export type Settings
int bar
float price
string phrase
...
Example of library function to print out label.
export printLabel(Settings setup) =>
if setup.variable
var label lab = na
label.delete(lab)
lab := label.new(setup.bar, setup.price, setup.phrase, color = setup.bg)
else
label.new(setup.bar, setup.price, setup.phrase, color = setup.bg)
Usage of types
Settings setup = Settings.new(bar_index , priceInput, phraseInput, colorInput, variableInput)
Alternative way to write types
Settings setup = Settings.new(
bar = bar_index ,
price = priceInput,
phrase = phraseInput,
variable = variableInput)
Usage of types into custom function / library function.
printLabel(setup)
printLabel(Settings)
Print out label
Parameters:
Settings : types
Returns: Label object
Settings
Initialize type values
Fields:
bar : X position for label
price : Y position for label
phrase : Text for label
bg : Color for label
variable : Boolean for enable new line and delete line
ReduceSecurityCallsLibrary "ReduceSecurityCalls"
This library allows you to reduce the number of request.security calls to 1 per symbol per timeframe. Script provides example how to use it with request.security and possible optimisation applied to htf data call.
This data can be used to calculate everything you need and more than that (for example you can calculate 4 emas with one function call on mat_out).
ParseSource(mat_outs, o)
Should be used inside request.security call. Optimise your calls using timeframe.change when htf data parsing! Supports up to 5 expressions (results of expressions must be float or int)
Parameters:
mat_outs : Matrix to be used as outputs, first value is newest
o : Please use parametres in the order they specified (o should be 1st, h should be 2nd etc..)
Returns: outs array, due to weird limitations do not try this :matrix_out = matrix.copy(ParseSource)
Encoder DecoderLibrary "EncoderDecoder"
Simple example how to encode some values into float number and then decode it back to original values
f_calctype()
Encode parameter
Returns: encoded value
f_calctype()
Decode parameter
Returns: decoded value
f_srctype()
Encode parameter
Returns: encoded value
f_srctype()
Decode parameter
Returns: decoded value
f_encode(calc_type, src_type, tf, length)
Encodes 4 paramters into float number
Parameters:
calc_type : 1st paramter to encode (its values defined in f_calctype functions) max number of values that can be encoded = 100
src_type : 2nd paramter to encode (its values defined in f_src_type functions) max number of values that can be encoded = 100
tf : 3rd paramter to encode (may be int number with format.price precision length!)
length : 4th paramter to encode (may be any int number)
Returns: float number
f_decode()
Decodes 4 paramters into tuple
Returns: tuple
intoLibrary "into"
convert literals by type,
Same-types left in for bulk reasons.
TODO: Expand Types
b(string)
Convert string to bool.
Parameters:
string : val A string value.
Returns: Bool.
b(bool)
Pass Bool/bool
Parameters:
bool :
Returns: Bool.
b(float)
Convert Float (True if exists and not 0)
Parameters:
float : val A float value.
Returns: Bool.
b(int)
Convert integer (True if exists and not 0)
Parameters:
int : val An integer value.
Returns: Bool.
f(bool)
Convert bool to float.
Parameters:
bool : val A boolean value.
Returns: Float.
f(string, int)
Convert with decimal
Parameters:
string : val A string value.
int : decimals Decimal places. def = 6
Returns: Float.
f(float, int)
Convert float bypass with decimals
Parameters:
float : val A float value.
int : decimals Decimal places. def = 6
Returns: Float.
f(int)
Convert integer to float.
Parameters:
int : val An integer value.
Returns: Float.
i(bool)
Convert bool to int.
Parameters:
bool : val A boolean value.
Returns: Int.
i(string)
Convert string number to int.
Parameters:
string : val A string value.
Returns: Int.
i(float)
Convert float to int.
Parameters:
float : val A float value.
Returns: Int.
i(int)
Convert int to int.
Parameters:
int : val An int value.
Returns: Int.
s(bool)
Convert bool value to string.
Parameters:
bool : val A boolean value.
Returns: String.
s(str)
bypass string
Parameters:
str : val A string value.
Returns: String.
s(float)
Convert float value to string.
Parameters:
float : val A float value.
Returns: String.
s(int)
Convert int value to string.
Parameters:
int : val An integer value.
Returns: String.
s(val)
Array Convert Each Item
Parameters:
val : Array Input (Str,Bool,Int,Float)
Returns: String.
s(val)
Array Convert Each Item
Parameters:
val : Array Input (Str,Bool,Int,Float)
Returns: String.
s(val)
Array Convert Each Item
Parameters:
val : Array Input (Str,Bool,Int,Float)
Returns: String.
s(val)
Array Convert Each Item
Parameters:
val : Array Input (Str,Bool,Int,Float)
Returns: String.
String to NumberA library that exposes a method to translate strings to numbers. Adapted from MichelT 's String to Number indicator.
EconomicCalendarLibrary "EconomicCalendar"
This library is a data provider for important dates and times from the Economic Calendar.
events()
Returns the list of dates supported by this library as a string array.
Returns: array : Names of events supported by this library
fomcMeetings()
Gets the FOMC Meeting Dates. The FOMC meets eight times a year to determine the course of monetary policy. The FOMC announces its decision on the federal funds rate at the conclusion of each meeting and also issues a statement that provides information on the economic outlook and the Committee's assessment of the risks to the outlook.
Returns: array : FOMC Meeting Dates as timestamps
fomcMinutes()
Gets the FOMC Meeting Minutes Dates. The FOMC Minutes are released three weeks after each FOMC meeting. The Minutes provide information on the Committee's deliberations and decisions at the meeting.
Returns: array : FOMC Meeting Minutes Dates as timestamps
ppiReleases()
Gets the Producer Price Index (PPI) Dates. The Producer Price Index (PPI) measures the average change over time in the selling prices received by domestic producers for their output. The PPI is a leading indicator of CPI, and CPI is a leading indicator of inflation.
Returns: array : PPI Dates as timestamps
cpiReleases()
Gets the Consumer Price Index (CPI) Rekease Dates. The Consumer Price Index (CPI) measures changes in the price level of a market basket of consumer goods and services purchased by households. The CPI is a leading indicator of inflation.
Returns: array : CPI Dates as timestamps
csiReleases()
Gets the CSI release dates. The Consumer Sentiment Index (CSI) is a survey of consumer attitudes about the economy and their personal finances. The CSI is a leading indicator of consumer spending.
Returns: array : CSI Dates as timestamps
cciReleases()
Gets the CCI release dates. The Conference Board's Consumer Confidence Index (CCI) is a survey of consumer attitudes about the economy and their personal finances. The CCI is a leading indicator of consumer spending.
Returns: array : CCI Dates as timestamps
nfpReleases()
Gets the NFP release dates. Nonfarm payrolls is an employment report released monthly by the Bureau of Labor Statistics (BLS) that measures the change in the number of employed people in the United States.
Returns: array : NFP Dates as timestamps
LibBacktestingDayRangeLibrary "LibBacktestingDayRange"
TODO: add library description here
import Nut_Satit/CalulateWinLoss/version as backtest
rangdate(startDate, finishDate)
TODO: add function description here
Parameters:
startDate : TODO: add parameter startDate description here
finishDate : TODO: add parameter finishDate description here
Returns: TODO: add what function returns
time_cond : TODO: insert variable and buy or sell condition
catchChecksLibrary "catchChecks"
Type Check for Function Builders to allow Single item to be
passed in, and determine what to do with the item, ie: need an x value?
function that allows label, line, box, float, or even a string..
check item type? string ? 'str.tonumber(_item)' can be in the same
switch as a 'line.get_price(_item, bar_index)' both outputting float
or for pulling a value from simple, array, or matrix, one function
that can switch between them. reduce overhead of many functions.
there are many ways to use this tool, the simplest may be
string/floats on one switch or grabbing colors from line/fill/label
please Share any great recipes you come up with!
typeIs(_temp, _doMeth)
Input anything..
Determine what it is.
Parameters:
_temp : (any) Matrix, Array, or Simple Item
_doMeth : (bool) True for M/A/S , false for int/float/string.. etc..
Returns: (string) Type of item checked. ('bool' .. or 'array'.. etc..)
