TA

19. Sept. 2022

Library "TA"
General technical analysis functions

div_bull(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, no_broken, pW, iW, hidW, regW)
  Test for bullish divergence
  Parameters:
    pS: Price series (float)
    iS: Indicator series (float)
    cp_length_after: Bars after current (divergent) pivot low to be considered a valid pivot (optional int)
    cp_length_before: Bars before current (divergent) pivot low to be considered a valid pivot (optional int)
    pivot_length: Bars before and after prior pivot low to be considered valid pivot (optional int)
    lookback: Bars back to search for prior pivot low (optional int)
    no_broken: Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
    pW: Weight of change in price, used in degree of divergence calculation (optional float)
    iW: Weight of change in indicator, used in degree of divergence calculation (optional float)
    hidW: Weight of hidden divergence, used in degree of divergence calculation (optional float)
    regW: Weight of regular divergence, used in degree of divergence calculation (optional float)
  Returns: [flag,degree,type,lx1,ly1,lx2,ly2]
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)

div_bear(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, no_broken, pW, iW, hidW, regW)
  Test for bearish divergence
  Parameters:
    pS: Price series (float)
    iS: Indicator series (float)
    cp_length_after: Bars after current (divergent) pivot high to be considered a valid pivot (optional int)
    cp_length_before: Bars before current (divergent) pivot highto be considered a valid pivot (optional int)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    lookback: Bars back to search for prior pivot high (optional int)
    no_broken: Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
    pW: Weight of change in price, used in degree of divergence calculation (optional float)
    iW: Weight of change in indicator, used in degree of divergence calculation (optional float)
    hidW: Weight of hidden divergence, used in degree of divergence calculation (optional float)
    regW: Weight of regular divergence, used in degree of divergence calculation (optional float)
  Returns: [flag,degree,type,lx1,ly1,lx2,ly2]
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)

19. Sept. 2022

Versionshinweise

v2
Return absolute value of degree to handle series with negative values.

20. Sept. 2022

Versionshinweise

v3
- Added support for lookback # of pivots for div_bull() and div_bear()
- Fixed divergence degree calculation when indicator series has negative values
- Changed default pivot lengths for div_bull() and div_bear()

Updated:
div_bull(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, lookback_pivs, no_broken, pW, iW, hidW, regW)
  Test for bullish divergence
  Parameters:
    pS: Price series (float)
    iS: Indicator series (float)
    cp_length_after: Bars after current (divergent) pivot low to be considered a valid pivot (optional int)
    cp_length_before: Bars before current (divergent) pivot low to be considered a valid pivot (optional int)
    pivot_length: Bars before and after prior pivot low to be considered valid pivot (optional int)
    lookback: Bars back to search for prior pivot low (optional int)
    lookback_pivs: Pivots back to search for prior pivot low (optional int)
    no_broken: Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
    pW: Weight of change in price, used in degree of divergence calculation (optional float)
    iW: Weight of change in indicator, used in degree of divergence calculation (optional float)
    hidW: Weight of hidden divergence, used in degree of divergence calculation (optional float)
    regW: Weight of regular divergence, used in degree of divergence calculation (optional float)
  Returns: [flag,degree,type,lx1,ly1,lx2,ly2]
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)

div_bear(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, lookback_pivs, no_broken, pW, iW, hidW, regW)
  Test for bearish divergence
  Parameters:
    pS: Price series (float)
    iS: Indicator series (float)
    cp_length_after: Bars after current (divergent) pivot high to be considered a valid pivot (optional int)
    cp_length_before: Bars before current (divergent) pivot highto be considered a valid pivot (optional int)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    lookback: Bars back to search for prior pivot high (optional int)
    lookback_pivs: Pivots back to search for prior pivot high (optional int)
    no_broken: Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
    pW: Weight of change in price, used in degree of divergence calculation (optional float)
    iW: Weight of change in indicator, used in degree of divergence calculation (optional float)
    hidW: Weight of hidden divergence, used in degree of divergence calculation (optional float)
    regW: Weight of regular divergence, used in degree of divergence calculation (optional float)
  Returns: [flag,degree,type,lx1,ly1,lx2,ly2]
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)

21. Sept. 2022

Versionshinweise

v4
Changed divergence strength/degree calculation to use the angle of the divergence line divided by 90 degrees (as opposed to the % change in the indicator value). This will keep the unweighted strength value between 0 and 1 for the indicator portion of the calculation, which is desirable because different indicator series can have wildly different ranges.

22. Sept. 2022

Versionshinweise

v5
Added chk_prev_bar flag as an argument to the divergence checks, which will check for divergence using the indicator value from the prior bar. This is necessary in some cases where the indicator is using a different price source than the one passed into the divergence function.

Updated:
div_bull(pS, iS, chk_prev_bar, cp_length_after, cp_length_before, pivot_length, lookback, lookback_pivs, no_broken, pW, iW, hidW, regW)
  Test for bullish divergence
  Parameters:
    pS: Price series (float)
    iS: Indicator series (float)
    chk_prev_bar: Flag to check for divergence using the indicator value from the prior bar. This is necessary in some cases where the indicator is using a different price source than the one passed in pS.
    cp_length_after: Bars after current (divergent) pivot low to be considered a valid pivot (optional int)
    cp_length_before: Bars before current (divergent) pivot low to be considered a valid pivot (optional int)
    pivot_length: Bars before and after prior pivot low to be considered valid pivot (optional int)
    lookback: Bars back to search for prior pivot low (optional int)
    lookback_pivs: Pivots back to search for prior pivot low (optional int)
    no_broken: Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
    pW: Weight of change in price, used in degree of divergence calculation (optional float)
    iW: Weight of change in indicator, used in degree of divergence calculation (optional float)
    hidW: Weight of hidden divergence, used in degree of divergence calculation (optional float)
    regW: Weight of regular divergence, used in degree of divergence calculation (optional float)
  Returns: [flag,degree,type,lx1,ly1,lx2,ly2]
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)

div_bear(pS, iS, chk_prev_bar, cp_length_after, cp_length_before, pivot_length, lookback, lookback_pivs, no_broken, pW, iW, hidW, regW)
  Test for bearish divergence
  Parameters:
    pS: Price series (float)
    iS: Indicator series (float)
    chk_prev_bar: Flag to check for divergence using the indicator value from the prior bar. This is necessary in some cases where the indicator is using a different price source than the one passed in pS.
    cp_length_after: Bars after current (divergent) pivot high to be considered a valid pivot (optional int)
    cp_length_before: Bars before current (divergent) pivot highto be considered a valid pivot (optional int)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    lookback: Bars back to search for prior pivot high (optional int)
    lookback_pivs: Pivots back to search for prior pivot high (optional int)
    no_broken: Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
    pW: Weight of change in price, used in degree of divergence calculation (optional float)
    iW: Weight of change in indicator, used in degree of divergence calculation (optional float)
    hidW: Weight of hidden divergence, used in degree of divergence calculation (optional float)
    regW: Weight of regular divergence, used in degree of divergence calculation (optional float)
  Returns: [flag,degree,type,lx1,ly1,lx2,ly2]
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)

22. Sept. 2022

Versionshinweise

v6
When calculating the divergence strength on an indicator, Scale the X coordinates to a range similar to the Y scale (X and Y scales should be on the same order of magnitude for the angle value to be meaningful. e.g. if ΔY is 10,000,000 and ΔX is 12, the angle will always be very nearly 90 degrees, which makes for a meaningless value)

22. Sept. 2022

Versionshinweise

v7
Adjusted multiplier in iDelta() to use the average Y value rather than the difference of the two Y values.

23. Sept. 2022

Versionshinweise

v8
Now calculating divergence strength in terms of the standard deviation.
= Δ price/StDev + Δ indicator/stDev (multiplied by specified weights)

23. Sept. 2022

Versionshinweise

v9

26. Sept. 2022

Versionshinweise

v10
Changes to check more thoroughly for pivots on indicator series.

Updated:
div_bull(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, lookback_pivs, no_broken, pW, iW, hidW, regW)
  Test for bullish divergence
  Parameters:
    pS: Price series (float)
    iS: Indicator series (float)
    cp_length_after: Bars after current (divergent) pivot low to be considered a valid pivot (optional int)
    cp_length_before: Bars before current (divergent) pivot low to be considered a valid pivot (optional int)
    pivot_length: Bars before and after prior pivot low to be considered valid pivot (optional int)
    lookback: Bars back to search for prior pivot low (optional int)
    lookback_pivs: Pivots back to search for prior pivot low (optional int)
    no_broken: Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
    pW: Weight of change in price, used in degree of divergence calculation (optional float)
    iW: Weight of change in indicator, used in degree of divergence calculation (optional float)
    hidW: Weight of hidden divergence, used in degree of divergence calculation (optional float)
    regW: Weight of regular divergence, used in degree of divergence calculation (optional float)
  Returns: [flag,degree,type,lx1,ly1,lx2,ly2]
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)

div_bear(pS, iS, cp_length_after, cp_length_before, pivot_length, lookback, lookback_pivs, no_broken, pW, iW, hidW, regW)
  Test for bearish divergence
  Parameters:
    pS: Price series (float)
    iS: Indicator series (float)
    cp_length_after: Bars after current (divergent) pivot high to be considered a valid pivot (optional int)
    cp_length_before: Bars before current (divergent) pivot highto be considered a valid pivot (optional int)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    lookback: Bars back to search for prior pivot high (optional int)
    lookback_pivs: Pivots back to search for prior pivot high (optional int)
    no_broken: Flag to only consider divergence valid if the pivot-to-pivot trendline is unbroken (optional bool)
    pW: Weight of change in price, used in degree of divergence calculation (optional float)
    iW: Weight of change in indicator, used in degree of divergence calculation (optional float)
    hidW: Weight of hidden divergence, used in degree of divergence calculation (optional float)
    regW: Weight of regular divergence, used in degree of divergence calculation (optional float)
  Returns: [flag,degree,type,lx1,ly1,lx2,ly2]
flag = true if divergence exists (bool)
degree = degree (strength) of divergence (float)
type = 1 = regular, 2 = hidden (int)
lx1 = x coordinate 1 (int)
ly1 = y coordinate 1 (float)
lx2 = x coordinate 2 (int)
ly2 = y coordinate 2 (float)

29. Sept. 2022

Versionshinweise

v11
div_bull() and div_bear() - adjusted indicator pivot checking to be more inclusive.

3. Okt. 2022

Versionshinweise

v12
Added function for validating harmonic XABCD patterns: harmonic_validate_xabcd()

Added:
harmonic_validate_xabcd(xX, xY, aX, aY, bX, bY, cX, cY, dX, dY, pErr, pAsym, pivot_length, gart, bat, bfly, crab)
  Validate harmonic XABCD pattern
  Parameters:
    xX: X coordinate of point X (int)
    xY: Y coordinate of point X (float)
    aX: X coordinate of point A (int)
    aY: Y coordinate of point A (float)
    bX: X coordinate of point B (int)
    bY: Y coordinate of point B (float)
    cX: X coordinate of point C (int)
    cY: Y coordinate of point C (float)
    dX: X coordinate of point D (int)
    dY: Y coordinate of point D (float)
    pErr: Acceptable percent error of leg ratios (does not apply to legs defined within a range) (float)
    pAsym: Acceptable percent asymmetry of leg ΔX (each leg tested against average ΔX of prior legs) (float)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    gart: Flag to validate Gartley pattern (bool)
    bat: Flag to validate Bat pattern (bool)
    bfly: Flag to validate Butterfly pattern (bool)
    crab: Flag to validate Crab pattern (bool)
  Returns: [flag,t1,t2,t3,t4]
flag = true if valid harmonic
t1 = true if valid gartley
t2 = true if valid bat
t3 = true if valid butterfly
t4 = true if valid crab

4. Okt. 2022

Versionshinweise

v13

Added pattern_xabcd() - determine if an XABCD pattern has just completed.

Added:
pattern_xabcd(x_is_low, pivot_length, source)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

4. Okt. 2022

Versionshinweise

v14

Added:
pat_xabcd(x_is_low, pivot_length, source)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

Removed:
pattern_xabcd(x_is_low, pivot_length, source)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)

4. Okt. 2022

Versionshinweise

v15
Fixed point D validation for harmonic XABCD pattern

4. Okt. 2022

Versionshinweise

v16
Fixed harmonic XABCD ΔX symmetry validation

6. Okt. 2022

Versionshinweise

v17

Added:
harmonic_xabcd_validate(xX, xY, aX, aY, bX, bY, cX, cY, dX, dY, pErr, pAsym, pivot_length, gart, bat, bfly, crab)
  Validate harmonic XABCD pattern
  Parameters:
    xX: X coordinate of point X (int)
    xY: Y coordinate of point X (float)
    aX: X coordinate of point A (int)
    aY: Y coordinate of point A (float)
    bX: X coordinate of point B (int)
    bY: Y coordinate of point B (float)
    cX: X coordinate of point C (int)
    cY: Y coordinate of point C (float)
    dX: X coordinate of point D (int)
    dY: Y coordinate of point D (float)
    pErr: Acceptable percent error of leg ratios (does not apply to legs defined within a range) (float)
    pAsym: Acceptable percent asymmetry of leg ΔX (each leg tested against average ΔX of prior legs) (float)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    gart: Flag to validate Gartley pattern (bool)
    bat: Flag to validate Bat pattern (bool)
    bfly: Flag to validate Butterfly pattern (bool)
    crab: Flag to validate Crab pattern (bool)
  Returns: [flag,t1,t2,t3,t4]
flag = true if valid harmonic
t1 = true if valid gartley
t2 = true if valid bat
t3 = true if valid butterfly
t4 = true if valid crab

harmonic_xabcd_prz(type, xY, aY, bY, cY)
  Get the potential reversal zone (PRZ) levels of a harmonic XABCD pattern
  Parameters:
    type: Harmonic pattern type (int - 1 = Gartley, 2 = Bat, 3 = Butterfly, 4 = Crab)
    xY: Y coordinate of point X (float)
    aY: Y coordinate of point A (float)
    bY: Y coordinate of point B (float)
    cY: Y coordinate of point C (float)
  Returns: [bc_u, bc_l, xa_u, xa_l]
bc_u = nearest BC retracement/extension level (nearest to point C)
bc_l = farthest BC retracement/extension level (nearest to point C)
xa_u = nearest XA retracement/extension level (or the only XA level, if applicable)
xa_l = farthest XA retracement/extension level (or na if not applicable)

Removed:
harmonic_validate_xabcd(xX, xY, aX, aY, bX, bY, cX, cY, dX, dY, pErr, pAsym, pivot_length, gart, bat, bfly, crab)
  Validate harmonic XABCD pattern

7. Okt. 2022

Versionshinweise

v18
Fixed harmonic retracement validation

17. Okt. 2022

Versionshinweise

v19

Added:
harmonic_xabcd_validateIncomplete(xX, xY, aX, aY, bX, bY, cX, cY, pErr, pAsym, pivot_length, gart, bat, bfly, crab)
  Validate the first 3 legs of a harmonic XABCD pattern
  Parameters:
    xX: X coordinate of point X (int)
    xY: Y coordinate of point X (float)
    aX: X coordinate of point A (int)
    aY: Y coordinate of point A (float)
    bX: X coordinate of point B (int)
    bY: Y coordinate of point B (float)
    cX: X coordinate of point C (int)
    cY: Y coordinate of point C (float)
    pErr: Acceptable percent error of leg ratios (does not apply to legs defined within a range) (float)
    pAsym: Acceptable percent asymmetry of leg ΔX (each leg tested against average ΔX of prior legs) (float)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    gart: Flag to validate Gartley pattern (bool)
    bat: Flag to validate Bat pattern (bool)
    bfly: Flag to validate Butterfly pattern (bool)
    crab: Flag to validate Crab pattern (bool)
  Returns: [flag,t1,t2,t3,t4]
flag = true if valid harmonic
t1 = true if valid gartley
t2 = true if valid bat
t3 = true if valid butterfly
t4 = true if valid crab

20. Okt. 2022

Versionshinweise

v20
Fixed bug with pat_axbcd() algorithm, checking wrong pivot looking for point C in bearish patterns.

20. Okt. 2022

Versionshinweise

v21
Fixed bug in pat_xabcd() where intermediate low wasn't being detected between points C and D

21. Okt. 2022

Versionshinweise

v22

Added:
harmonic_xabcd_przClosest(l1, l2, l3, l4)
  Get the confluent PRZ levels (i.e. the two closest PRZ levels)
Order of arguments does not matter
  Parameters:
    l1: level 1 (float)
    l2: level 2 (float)
    l3: level 3 (float)
    l4: level 4 (optional, float)
  Returns: [lL,lH]
lL = lower confluent PRZ level
lH = higher confluent PRZ level

23. Okt. 2022

Versionshinweise

v23

Added:
success(entry, stop, t1, t2)
  Determine if trade is successful
  Parameters:
    entry: Entry bar index (int)
    stop: Stop level (float)
    t1: Target 1 level (float)
    t2: Target 2 level (float)
  Returns: [t1Hit,t2Hit,t1x,t1y,t2x,t2y]

23. Okt. 2022

Versionshinweise

v24

Added:
harmonic_xabcd_rAndE(type, l, l1, l2)
  Get the ratio of two pattern legs, and the percent error from the theoretical harmonic ratio
Order of arguments does not matter
  Parameters:
    type: Harmonic pattern type (int - 1 = Gartley, 2 = Bat, 3 = Butterfly, 4 = Crab)
    l: Leg ID ("xab", "abc", "bcd", or "xad") (string)
    l1: Line 1 height (float)
    l2: Line 2 height (float)
  Returns: [r,e]

26. Okt. 2022

Versionshinweise

v25

Added:
harmonic_xabcd_przRange()
  Get upper and lower PRZ levels

harmonic_xabcd_eD()
  Measure closeness of D to either of the two closest PRZ levels, relative to height of the XA leg

przScore()
  Measure the closeness of the two closest PRZ levels, relative to the height of the XA leg

harmonic_xabcd_eAvg()
  Get the avg retracement ratio % error

harmonic_xabcd_targets()
  Get target level

pat_xabcd_asym()
  Get the avg asymmetry %

26. Okt. 2022

Versionshinweise

v26

Added:
harmonic_xabcd_przScore()
  Measure the closeness of the two closest PRZ levels, relative to the height of the XA leg

Removed:
przScore()
  Measure the closeness of the two closest PRZ levels, relative to the height of the XA leg

27. Okt. 2022

Versionshinweise

v27

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

27. Okt. 2022

Versionshinweise

v28

27. Okt. 2022

Versionshinweise

v29

27. Okt. 2022

Versionshinweise

v30

Added:
harmonic_xabcd_score()
  Get score values for a pattern

2. Nov. 2022

Versionshinweise

v31
Added Shark and Cypher XABCD patterns

Updated:
harmonic_xabcd_validate(xX, xY, aX, aY, bX, bY, cX, cY, dX, dY, pErr, pAsym, pivot_length, gart, bat, bfly, crab, shark, cyph)
  Validate harmonic XABCD pattern
  Parameters:
    xX: X coordinate of point X (int)
    xY: Y coordinate of point X (float)
    aX: X coordinate of point A (int)
    aY: Y coordinate of point A (float)
    bX: X coordinate of point B (int)
    bY: Y coordinate of point B (float)
    cX: X coordinate of point C (int)
    cY: Y coordinate of point C (float)
    dX: X coordinate of point D (int)
    dY: Y coordinate of point D (float)
    pErr: Acceptable percent error of leg ratios (does not apply to legs defined within a range) (float)
    pAsym: Acceptable percent asymmetry of leg ΔX (each leg tested against average ΔX of prior legs) (float)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    gart: Flag to validate Gartley pattern (bool)
    bat: Flag to validate Bat pattern (bool)
    bfly: Flag to validate Butterfly pattern (bool)
    crab: Flag to validate Crab pattern (bool)
    shark: Flag to validate Shark pattern (bool)
    cyph: Flag to validate Cypher pattern (bool)
  Returns: [flag,t1,t2,t3,t4,t5,t6]
flag = true if valid harmonic
t1 = true if valid gartley
t2 = true if valid bat
t3 = true if valid butterfly
t4 = true if valid crab
t5 = true if valid shark
t6 = true if valid cypher

harmonic_xabcd_validateIncomplete(xX, xY, aX, aY, bX, bY, cX, cY, pErr, pAsym, pivot_length, gart, bat, bfly, crab, shark, cyph)
  Validate the first 3 legs of a harmonic XABCD pattern
  Parameters:
    xX: X coordinate of point X (int)
    xY: Y coordinate of point X (float)
    aX: X coordinate of point A (int)
    aY: Y coordinate of point A (float)
    bX: X coordinate of point B (int)
    bY: Y coordinate of point B (float)
    cX: X coordinate of point C (int)
    cY: Y coordinate of point C (float)
    pErr: Acceptable percent error of leg ratios (does not apply to legs defined within a range) (float)
    pAsym: Acceptable percent asymmetry of leg ΔX (each leg tested against average ΔX of prior legs) (float)
    pivot_length: Bars before and after prior pivot high to be considered valid pivot (optional int)
    gart: Flag to validate Gartley pattern (bool)
    bat: Flag to validate Bat pattern (bool)
    bfly: Flag to validate Butterfly pattern (bool)
    crab: Flag to validate Crab pattern (bool)
    shark: Flag to validate Shark pattern (bool)
    cyph: Flag to validate Cypher pattern (bool)
  Returns: [flag,t1,t2,t3,t4]
flag = true if valid harmonic
t1 = true if valid gartley
t2 = true if valid bat
t3 = true if valid butterfly
t4 = true if valid crab
t5 = true if valid shark
t6 = true if valid cypher

2. Nov. 2022

Versionshinweise

v32

Updated:
harmonic_xabcd_przScore()
  Measure the closeness of the two closest PRZ levels, relative to the height of the XA leg

3. Nov. 2022

Versionshinweise

v33

Added:
harmonic_xabcd_fibDispTxt()
  Get fib ratio display text

3. Nov. 2022

Versionshinweise

v34

Added:
harmonic_xabcd_symbol()
  Get pattern symbol

3. Nov. 2022

Versionshinweise

v35

Added:
harmonic_xabcd_scoreTot()
  Get total weighted score value for a pattern

3. Nov. 2022

Versionshinweise

v36

Removed:
harmonic_xabcd_scoreTot()
  Get total weighted score value for a pattern

harmonic_xabcd_fibDispTxt()
  Get fib ratio display text

harmonic_xabcd_symbol()
  Get pattern symbol

3. Nov. 2022

Versionshinweise

v37

Added:
harmonic_xabcd_scoreTot()
  Get pattern's total weighted score

3. Nov. 2022

Versionshinweise

v38

Added:
harmonic_xabcd_fibDispTxt()
  Get fib ratio display text

harmonic_xabcd_symbol()
  Get pattern symbol

4. Nov. 2022

Versionshinweise

v39

4. Nov. 2022

Versionshinweise

v40

4. Nov. 2022

Versionshinweise

v41

4. Nov. 2022

Versionshinweise

v42

Added:
harmonic_xabcd_stop()
  Get stop level

6. Nov. 2022

Versionshinweise

v43
Fixed bug with cypher validation of point D (retracement of XC, not XA)

6. Nov. 2022

Versionshinweise

v44

7. Nov. 2022

Versionshinweise

v45
Removed redundant "==true" comparisons

7. Nov. 2022

Versionshinweise

v46
Fixed bug with cypher PRZ level

8. Nov. 2022

Versionshinweise

v47

Added:
pat_xabcd_avgDev()
  Get the average % deviation of an XABCD pattern

8. Nov. 2022

Versionshinweise

v48

9. Nov. 2022

Versionshinweise

v49
Testing

9. Nov. 2022

Versionshinweise

v50
Testing

10. Nov. 2022

Versionshinweise

v51

Added:
pat_xabcd_validate(xX, xY, aX, aY, bX, bY, cX, cY, dX, dY, pErr, pAsym)
  Validate custom XABCD pattern
  Parameters:
    xX: X coordinate of point X (int)
    xY: Y coordinate of point X (float)
    aX: X coordinate of point A (int)
    aY: Y coordinate of point A (float)
    bX: X coordinate of point B (int)
    bY: Y coordinate of point B (float)
    cX: X coordinate of point C (int)
    cY: Y coordinate of point C (float)
    dX: X coordinate of point D (int)
    dY: Y coordinate of point D (float)
    pErr: Acceptable percent error of leg ratios (does not apply to legs defined within a range) (float)
    pAsym: Acceptable percent asymmetry of leg ΔX (each leg tested against average ΔX of prior legs) (float)
  Returns: TRUE if pattern is valid

pat_xabcd_validateIncomplete(xX, xY, aX, aY, bX, bY, cX, cY, pErr, pAsym)
  Validate the first 3 legs of a custom XABCD pattern
  Parameters:
    xX: X coordinate of point X (int)
    xY: Y coordinate of point X (float)
    aX: X coordinate of point A (int)
    aY: Y coordinate of point A (float)
    bX: X coordinate of point B (int)
    bY: Y coordinate of point B (float)
    cX: X coordinate of point C (int)
    cY: Y coordinate of point C (float)
    pErr: Acceptable percent error of leg ratios (does not apply to legs defined within a range) (float)
    pAsym: Acceptable percent asymmetry of leg ΔX (each leg tested against average ΔX of prior legs) (float)
  Returns: TRUE if first 3 legs are valid

pat_xabcd_prz(xY, aY, bY, cY)
  Get the potential reversal zone (PRZ) levels of a custom XABCD pattern
  Parameters:
    xY: Y coordinate of point X (float)
    aY: Y coordinate of point A (float)
    bY: Y coordinate of point B (float)
    cY: Y coordinate of point C (float)
  Returns: [xad_lvl,bcd_lvl,xcd_lvl]

10. Nov. 2022

Versionshinweise

v52

Updated:
harmonic_xabcd_eAvg()
  Get the avg retracement ratio % error

12. Nov. 2022

Versionshinweise

v53
Fixed bug with success(), extra checks on entry bar

15. Nov. 2022

Versionshinweise

v54

Added:
tradeClosed()
  Determine if Target or Stop was hit on the current bar

15. Nov. 2022

Versionshinweise

v55
Bug fix for closed trade check

15. Nov. 2022

Versionshinweise

v56
Bug fix for closed trade check

15. Nov. 2022

Versionshinweise

v57

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length, incomplete)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
    incomplete: Flag to return an incomplete XABC pattern (bool, dft = false)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

17. Nov. 2022

Versionshinweise

v58
Short circuit incomplete XABCD pattern search

17. Nov. 2022

Versionshinweise

v59

Updated:
harmonic_xabcd_przRange()
  Get upper and lower PRZ levels

18. Nov. 2022

Versionshinweise

v60

Added:
harmonic_xabcd_entry()

18. Nov. 2022

Versionshinweise

v61

Added:
xabcd_entryHit()
  Determine if entry level was reached. Assumes pattern is active/not timed out.

28. Nov. 2022

Versionshinweise

v62
Updated przClosest check to exclude values of 0 (only used when actual retracement value < 0)

28. Nov. 2022

Versionshinweise

v63
backed out last change

29. Nov. 2022

Versionshinweise

v64
test

29. Nov. 2022

Versionshinweise

v65
dont allow entry value < 0

30. Nov. 2022

Versionshinweise

v66
Updated to use latest version of Fib script (improved efficiency for precise fibs)

1. Dez. 2022

Versionshinweise

v67
test

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length, incomplete)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
    incomplete: Flag to return an incomplete XABC pattern (bool, dft = false)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

1. Dez. 2022

Versionshinweise

v68
Reverted test changes

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length, incomplete)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
    incomplete: Flag to return an incomplete XABC pattern (bool, dft = false)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

1. Dez. 2022

Versionshinweise

v69
Test allowing divergence checks with pivot length of 0

28. Dez. 2022

Versionshinweise

v70

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length, incomplete, inc_skipC)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
    incomplete: Flag to return an incomplete XABC pattern (bool, dft = false)
    inc_skipC: skip incomplete patterns whose point C is at or before this bar index (to avoid returning the same pattern on consecutive bars)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

28. Dez. 2022

Versionshinweise

v71

28. Dez. 2022

Versionshinweise

v72

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length, incomplete, inc_skipC)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
    incomplete: Flag to return an incomplete XABC pattern (bool, dft = false)
    inc_skipC: skip incomplete patterns whose point C is at this bar index (to avoid returning the same pattern on consecutive bars)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

28. Dez. 2022

Versionshinweise

v73

28. Dez. 2022

Versionshinweise

v74

28. Dez. 2022

Versionshinweise

v75

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length, incomplete)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
    incomplete: Flag to return an incomplete XABC pattern (bool, dft = false)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

5. Jan. 2023

Versionshinweise

v76

Updated:
tradeClosed(eX, eY, stop, t1h, t2h, t1, t2)
  Determine if Target or Stop was hit on the current bar
  Parameters:
    eX
    eY
    stop
    t1h
    t2h
    t1
    t2

10. Jan. 2023

Versionshinweise

v77

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length, incomplete)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
    incomplete: Flag to return an incomplete XABC pattern (bool, dft = false)
  Returns: [flag, x, a, b, c, d]
flag = true if valid XABCD pattern completed on previous bar
x = point X
a = point A
b = point B
c = point C
d = point D

10. Jan. 2023

Versionshinweise

v78
test revert d.y to 0.0

13. Jan. 2023

Versionshinweise

v79
Reverted changes using point object for pat_xabcd()

Updated:
pat_xabcd(x_is_low, pivot_length, source, conf_length, incomplete)
  Determine if an XABCD pattern has just completed (i.e. point D is on the previous bar)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
    incomplete: Flag to return an incomplete XABC pattern (bool, dft = false)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy,dx,dy]
flag = true if valid XABCD pattern completed on previous bar
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

13. Jan. 2023

Versionshinweise

v80
Add stop flag to tradeClosed()

20. Jan. 2023

Versionshinweise

v81

Added:
test_cd(cd, bc, xa, xc, ad, pErr, p_types)
  Validate CD leg of XABCD
  Parameters:
    cd
    bc
    xa
    xc
    ad
    pErr
    p_types

1. Feb. 2023

Versionshinweise

v82

Added:
pat_xabcdIncomplete(x_is_low, pivot_length, source, conf_length)
  Determine if an XABCD pattern is in progress (point C was just confirmed)
  Parameters:
    x_is_low: Flag to determine if point X is a low pivot, i.e. bullish M pattern (bool, dft = true)
    pivot_length: Number of bars before and after a valid pivot (int, dft = 5)
    source: Source series (float, dft = na, will use high and low series)
    conf_length: Number of trailing bars after pivot point D to confirm a valid pattern (int, dft = 1)
  Returns: [flag,xx,xy,ax,ay,bx,by,cx,cy]
flag = true if valid XABC pattern completed on bar_index[conf_length]
xx = X coordinate of point X (int)
xy = Y coordinate of point X (float)
ax = X coordinate of point A (int)
ay = Y coordinate of point A (float)
bx = X coordinate of point B (int)
by = Y coordinate of point B (float)
cx = X coordinate of point C (int)
cy = Y coordinate of point C (float)
dx = X coordinate of point D (int)
dy = Y coordinate of point D (float)

2. Feb. 2023

Versionshinweise

v83

Added:
pat_xabcd_testSym(xax, abx, bcx, cdx, pAsym)
  Validate ΔX symmetry of XABCD pattern
  Parameters:
    xax
    abx
    bcx
    cdx
    pAsym

3. Feb. 2023

Versionshinweise

v84
updated pat_xabcdIncomplete()

6. Feb. 2023

Versionshinweise

v85
pat_xabcdIncomplete() bug fix