WYCKOFF_SHARED_LIB

6. Jan.

Library "WYCKOFF_SHARED_LIB"

EPS()

nz0(x)
  Parameters:
    x (float)

safe_div(num, den)
  Parameters:
    num (float)
    den (float)

safe_div_eps(num, den)
  Parameters:
    num (float)
    den (float)

safe_ratio(a, b)
  Parameters:
    a (float)
    b (float)

clamp(x, lo, hi)
  Parameters:
    x (float)
    lo (float)
    hi (float)

wave_dir(startPx, endPx)
  Parameters:
    startPx (float)
    endPx (float)

wave_amp(startPx, endPx)
  Parameters:
    startPx (float)
    endPx (float)

wave_amp_atr(amp, atr)
  Parameters:
    amp (float)
    atr (float)

wave_speed(ampATR, lenBars)
  Parameters:
    ampATR (float)
    lenBars (int)

wave_eff(amp, path)
  Parameters:
    amp (float)
    path (float)

build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, volRel, epr)
  Parameters:
    dir (int)
    lenBars (int)
    startPx (float)
    endPx (float)
    ampATR (float)
    speed (float)
    eff (float)
    volRel (float)
    epr (float)

compare_waves(w0, w1)
  Parameters:
    w0 (WaveMetrics)
    w1 (WaveMetrics)

strengthening_same_dir(c)
  Parameters:
    c (WaveCompare)

weakening_same_dir(c)
  Parameters:
    c (WaveCompare)

evr_by_waves(volSum0, ampATR0, volSum1, ampATR1)
  Parameters:
    volSum0 (float)
    ampATR0 (float)
    volSum1 (float)
    ampATR1 (float)

WaveMetrics
  Fields:
    dir (series int)
    lenBars (series int)
    startPx (series float)
    endPx (series float)
    amp (series float)
    ampATR (series float)
    speed (series float)
    eff (series float)
    volRel (series float)
    effortPerResult (series float)

WaveCompare
  Fields:
    amp_ratio (series float)
    speed_ratio (series float)
    eff_ratio (series float)
    volRel_ratio (series float)
    epr_ratio (series float)

EVR
  Fields:
    state (series int)

8. Jan.

Versionshinweise

v2

Added:
clamp01(x)
  Parameters:
    x (float)

build_break_event(event, kind, dir, level, px, partRel, resultRel, barIndex)
  Parameters:
    event (int)
    kind (int)
    dir (int)
    level (float)
    px (float)
    partRel (float)
    resultRel (float)
    barIndex (int)

build_struct_state(bias, lastHighKind, lastLowKind, hiPx, hiIdx, loPx, loIdx)
  Parameters:
    bias (int)
    lastHighKind (int)
    lastLowKind (int)
    hiPx (float)
    hiIdx (int)
    loPx (float)
    loIdx (int)

build_range_state(state, birthIdx, hi, lo, testsH, testsL)
  Parameters:
    state (int)
    birthIdx (int)
    hi (float)
    lo (float)
    testsH (int)
    testsL (int)

improving_pullback(c)
  Parameters:
    c (WaveCompare)

worsening_pullback(c)
  Parameters:
    c (WaveCompare)

evr_by_levels(effHi, resHi)
  Parameters:
    effHi (bool)
    resHi (bool)

evr_state_from_rel(effortRel, resultRel, thrEff, thrRes)
  Parameters:
    effortRel (float)
    resultRel (float)
    thrEff (float)
    thrRes (float)

key_hc(isBreak, effortRel, thrHigh)
  Parameters:
    isBreak (bool)
    effortRel (float)
    thrHigh (float)

break_is_bos(kind)
  Parameters:
    kind (int)

break_is_choch(kind)
  Parameters:
    kind (int)

break_is_brk(kind)
  Parameters:
    kind (int)

hit_upper(high, close, hi, tol)
  Parameters:
    high (float)
    close (float)
    hi (float)
    tol (float)

hit_lower(low, close, lo, tol)
  Parameters:
    low (float)
    close (float)
    lo (float)
    tol (float)

is_spring(low, close, lo, tol)
  Parameters:
    low (float)
    close (float)
    lo (float)
    tol (float)

is_upthrust(high, close, hi, tol)
  Parameters:
    high (float)
    close (float)
    hi (float)
    tol (float)

gate_pass(cond)
  Parameters:
    cond (bool)

score3(a, b, c)
  Parameters:
    a (int)
    b (int)
    c (int)

score4(a, b, c, d)
  Parameters:
    a (int)
    b (int)
    c (int)
    d (int)

ratio_ge(a, b, minRatio)
  Parameters:
    a (float)
    b (float)
    minRatio (float)

ratio_le(a, b, maxRatio)
  Parameters:
    a (float)
    b (float)
    maxRatio (float)

epr_worse_by_ratio(eprNow, eprRef, minRatio)
  Parameters:
    eprNow (float)
    eprRef (float)
    minRatio (float)

struct_bias_update(prevBias, lastHighKind, lastLowKind)
  Parameters:
    prevBias (int)
    lastHighKind (int)
    lastLowKind (int)

BreakEvent
  Fields:
    event (series int)
    kind (series int)
    dir (series int)
    level (series float)
    px (series float)
    partRel (series float)
    resultRel (series float)
    barIndex (series int)

StructState
  Fields:
    bias (series int)
    lastHighKind (series int)
    lastLowKind (series int)
    swingHiPx (series float)
    swingHiIdx (series int)
    swingLoPx (series float)
    swingLoIdx (series int)

RangeState
  Fields:
    state (series int)
    birthIdx (series int)
    hi (series float)
    lo (series float)
    testsH (series int)
    testsL (series int)

14. Jan.

Versionshinweise

v3

Added:
atr_tol(atr, mult)
  Parameters:
    atr (float)
    mult (float)

near_level(px, lvl, tol)
  Parameters:
    px (float)
    lvl (float)
    tol (float)

16. Jan.

Versionshinweise

v4

Added:
nzi0(x)
  Parameters:
    x (int)

is_ok_f(x)
  Parameters:
    x (float)

is_ok_i(x)
  Parameters:
    x (int)

div_na(num, den)
  Parameters:
    num (float)
    den (float)

div_eps_na(num, den)
  Parameters:
    num (float)
    den (float)

ratio_na(a, b)
  Parameters:
    a (float)
    b (float)

div0(num, den)
  Parameters:
    num (float)
    den (float)

div_eps0(num, den)
  Parameters:
    num (float)
    den (float)

ratio0(a, b)
  Parameters:
    a (float)
    b (float)

inv_pos_int(x)
  Parameters:
    x (int)

inv_nonneg_int(x)
  Parameters:
    x (int)

inv_price_order(hi, lo)
  Parameters:
    hi (float)
    lo (float)

inv_finite(x)
  Parameters:
    x (float)

wave_epr(partRel, ampATR)
  Parameters:
    partRel (float)
    ampATR (float)

arr_has_n(a, n)
  Parameters:
    a (array<float>)
    n (int)

is_highest_in_last_n(x, a, n, latestFirst)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)

is_lowest_in_last_n(x, a, n, latestFirst)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)

rank_in_last_n(x, a, n, latestFirst, higher_is_better)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)
    higher_is_better (bool)

rank_high(x, highs, n, latestFirst)
  Parameters:
    x (float)
    highs (array<float>)
    n (int)
    latestFirst (bool)

rank_low(x, lows, n, latestFirst)
  Parameters:
    x (float)
    lows (array<float>)
    n (int)
    latestFirst (bool)

is_highest_high(x, highs, n, latestFirst)
  Parameters:
    x (float)
    highs (array<float>)
    n (int)
    latestFirst (bool)

is_lowest_low(x, lows, n, latestFirst)
  Parameters:
    x (float)
    lows (array<float>)
    n (int)
    latestFirst (bool)

Updated:
build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, partRel, epr)
  Parameters:
    dir (int)
    lenBars (int)
    startPx (float)
    endPx (float)
    ampATR (float)
    speed (float)
    eff (float)
    partRel (float)
    epr (float)

build_break_event(event, kind, dir, level, px, partRel, ftATR, barIndex)
  Parameters:
    event (int)
    kind (int)
    dir (int)
    level (float)
    px (float)
    partRel (float)
    ftATR (float)
    barIndex (int)

WaveMetrics
  Fields:
    dir (series int)
    lenBars (series int)
    startPx (series float)
    endPx (series float)
    amp (series float)
    ampATR (series float)
    speed (series float)
    eff (series float)
    partRel (series float)
    effortPerResult (series float)

WaveCompare
  Fields:
    amp_ratio (series float)
    speed_ratio (series float)
    eff_ratio (series float)
    partRel_ratio (series float)
    epr_ratio (series float)

BreakEvent
  Fields:
    event (series int)
    kind (series int)
    dir (series int)
    level (series float)
    px (series float)
    partRel (series float)
    ftATR (series float)
    barIndex (series int)

27. Jan.

Versionshinweise

v5

Added:
sgn(x)
  Parameters:
    x (float)

bool_to_int(b)
  Parameters:
    b (bool)

inv_not_na(x)
  Parameters:
    x (float)

inv_onehot3(b1, b2, b3)
  Parameters:
    b1 (int)
    b2 (int)
    b3 (int)

get_bit(x, b)
  Parameters:
    x (int)
    b (int)

get_field(x, shift, mask)
  Parameters:
    x (int)
    shift (int)
    mask (int)

set_bit(x, b, on)
  Parameters:
    x (int)
    b (int)
    on (bool)

5. Feb.

Versionshinweise

v6

Added:
fmin(a, b)
  Parameters:
    a (float)
    b (float)

fmax(a, b)
  Parameters:
    a (float)
    b (float)

imin(a, b)
  Parameters:
    a (int)
    b (int)

imax(a, b)
  Parameters:
    a (int)
    b (int)

within(x, lo, hi)
  Parameters:
    x (float)
    lo (float)
    hi (float)

inv_nonneg_float(x)
  Parameters:
    x (float)

B2_EVT_NONE()

B2_EVT_BO_UP()

B2_EVT_BO_DN()

B2_EVT_FBO_UP()

B2_EVT_FBO_DN()

b2_evt_is_bo(e)
  Parameters:
    e (int)

b2_evt_is_fbo(e)
  Parameters:
    e (int)

b2_evt_dir(e)
  Parameters:
    e (int)