lib_pivot

Library "lib_pivot"
Object oriented implementation of Pivot methods.

method tostring(this)
  Converts HLData to a json string representation
  Namespace types: HLData
  Parameters:
    this (HLData): HLData
  Returns: string representation of Pivot

method tostring(this, date_format)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    date_format (simple string)

method tostring(this, date_format)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    date_format (simple string)

method get_color(this, mode)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)

method get_label_text(this)
  Namespace types: Pivot
  Parameters:
    this (Pivot)

method direction(this)
  Namespace types: Pivot
  Parameters:
    this (Pivot)

method same_direction_as(this, other)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    other (Pivot)

method exceeds(this, price)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    price (float)

method exceeds(this, other)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    other (Pivot)

method exceeded_by(this, price)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    price (float)

method exceeded_by(this, other)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    other (Pivot)

method retracement_ratio(this, lastPivot, sec_lastPivot)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    lastPivot (Pivot)
    sec_lastPivot (Pivot)

ratio_target(sec_lastPivot, lastPivot, target_ratio)
  Parameters:
    sec_lastPivot (Pivot)
    lastPivot (Pivot)
    target_ratio (float)

method update(this, ref_highest, ref_lowest)
  Namespace types: HLData
  Parameters:
    this (HLData)
    ref_highest (float)
    ref_lowest (float)

method update(this, bar_time, bar_idx, price, prev)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    bar_time (int)
    bar_idx (int)
    price (float)
    prev (Pivot)

method create_next(this, bar_time, bar_idx, price)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    bar_time (int)
    bar_idx (int)
    price (float)

HLData
  HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
  Fields:
    length (series int): lookback length for pivot points
    highest_offset (series int): offset to highest value bar
    lowest_offset (series int): offset to lowest value bar
    highest (series float): highest value within lookback bars
    lowest (series float): lowest value within lookback bars
    new_highest (series bool): update() will set this true if the current candle forms a new highest high at the last (current) bar of set period (length)
    new_lowest (series bool): update() will set this true if the current candle forms a new lowest low at the last (current) bar of set period (length)
    new_highest_fractal (series bool): update() will set this true if the current candle forms a new fractal high at the center of set period (length)
    new_lowest_fractal (series bool): update() will set this true if the current candle forms a new fractal low at the center of set period (length)

PivotColors
  Pivot colors for different modes
  Fields:
    hh (series color): Color for Pivot mode 2 (HH)
    lh (series color): Color for Pivot mode 1 (LH)
    hl (series color): Color for Pivot mode -1 (HL)
    ll (series color): Color for Pivot mode -2 (LL)

Pivot
  Pivot additional pivot data around basic Point
  Fields:
    point (Point type from robbatt/lib_plot_objects/5)
    mode (series int): can be -2/-1/1/2 for LL/HL/LH/HH
    price_movement (series float): The price difference between this and the previous pivot point in the opposite direction
    retracement_ratio (series float): The ratio between this price_movement and the previous
    prev (Pivot)

Versionshinweise:

v2 added methods to generate LineArgs and LabelArgs depending on Pivot mode

Added:
method get_line_args(this, mode, base_line_args)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)
    base_line_args (LineArgs type from robbatt/lib_plot_objects/5)

method get_label_args(this, mode, base_label_args, bg_colors)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)
    base_label_args (LabelArgs type from robbatt/lib_plot_objects/5)
    bg_colors (PivotColors)

Versionshinweise:

v3 added reference series into HLData for use in zigzags, added functions to generate LineArgs and LabelArgs based on Pivot mode

Updated:
method get_line_args(this, mode, base_line_args)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)
    base_line_args (LineArgs type from robbatt/lib_plot_objects/6)

method get_label_args(this, mode, base_label_args, bg_colors)
  Namespace types: PivotColors
  Parameters:
    this (PivotColors)
    mode (int)
    base_label_args (LabelArgs type from robbatt/lib_plot_objects/6)
    bg_colors (PivotColors)

HLData
  new Fields:
    ref_highest (series float)
    ref_lowest (series float)

Versionshinweise:

v4 fixed calculation error

Versionshinweise:

v5 added shortcuts for extracting and using HLData via Point Object

Updated:
method update(this, update, prev)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    update (Point type from robbatt/lib_plot_objects/6)
    prev (Pivot)

method create_next(this, update)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    update (Point type from robbatt/lib_plot_objects/6)

HLData
  added Fields:
    h (Point type from robbatt/lib_plot_objects/6)
    l (Point type from robbatt/lib_plot_objects/6)

Versionshinweise:

v6 update lib_plot_objects to v7

Versionshinweise:

v7 added default xloc to HLData

Updated:
HLData
  added Fields:
    xloc (series string)

Versionshinweise:

v8 prevent neutral mode for follow up pivots, take opposite of previous direction in case of pivot has same price level as previous

Versionshinweise:

v9 added variables to tostring for debugging

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v10 added variables to tostring

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v11 auto-position pivot labels depending on mode

Versionshinweise:

v12 update to lib_plot_objects v8

Versionshinweise:

v13 changed default colors for HL/LH

Versionshinweise:

v14 added methods
update_relation: to calculate all values relating to another pivot point
add_next: doing that automatically when adding a Pivot to an array of Pivots

Added:
method update_relation(this, prev)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    prev (Pivot)

method add_next(id, point, max)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    point (Point type from robbatt/lib_plot_objects/8)
    max (int)

Versionshinweise:

v15 added same direction check in update_relation

Versionshinweise:

v16 added functions for management of Pivots in arrays, used to create Zigzag lines

Added:
method update_last(id, update)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    update (Point type from robbatt/lib_plot_objects/8)

method update_last_or_add_next(id, point)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    point (Point type from robbatt/lib_plot_objects/8)

Versionshinweise:

v17 simplified initialization of pivot array, updated demo

Versionshinweise:

v18 improved error messages

Versionshinweise:

v19 refactored update mechanism of last Pivot item

Versionshinweise:

v20 fine tuned zigzag demo algorithm and unit tests

Versionshinweise:

v21 updated demo, including dashed lines for unconfirmed last leg

Versionshinweise:

v22 add direction cast to integer

Versionshinweise:

v23 removed debug outputs

Versionshinweise:

v24 update to lib_plot_objects v9

Versionshinweise:

v25 added shortcut for lib_zig

Versionshinweise:

v26 updated lib_plot_objects to v10

Versionshinweise:

v27 added Candle data to HLData for more precise calculation of Zigzag trend change

Updated:
HLData
  HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
  Fields:
    lowest_candle (Candle type from robbatt/lib_plot_objects/11)
    highest_candle (Candle type from robbatt/lib_plot_objects/11)
    h (Point type from robbatt/lib_plot_objects/11)
    l (Point type from robbatt/lib_plot_objects/11)

Versionshinweise:

v28 renamed HLData h and l to highest_point and lowest_point, to prevent mixup with highest_candle.h and lowest_candle.l
added candle data to HLData tostring

Updated:
HLData
  HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
  Fields:
    highest_point (Point type from robbatt/lib_plot_objects/11): data of the highest point within lookback bars
    lowest_point (Point type from robbatt/lib_plot_objects/11): data of the lowest point within lookback bars

Versionshinweise:

v29 added manual buffer to prevent max_bars_back compiler error, updated to lib_plot_objects using Candle objects

Versionshinweise:

v30 optimized HLData init, made HLData candle_buffer accessible, added function to get current_candle

Added:
method current_candle(this)
  Namespace types: HLData
  Parameters:
    this (HLData)

Updated:
HLData
  HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
  Fields:
    candle_buffer (Candle type from robbatt/lib_plot_objects/12)

Versionshinweise:

v31 refactored function signature of retracement_ratio from Pivot.retracement_ration(last_pivot, sec_last_pivot) to (sec_last_pivot, last_pivot) to match other functions and more intuitive usage

Versionshinweise:

v32 moved runtime error for adding wrong direction Pivot to add_next instead of update_relation

Versionshinweise:

v33 removed additional check

Versionshinweise:

v34 update to lib_plot_objects v13

Versionshinweise:

v35 version bump lib_plot_objects v14

Versionshinweise:

v36 version bump to lib_plot_objects v15

Versionshinweise:

v37 added argument to store candle data with pivot

Updated:
method update(this, update, prev, candle)
  Namespace types: Pivot
  Parameters:
    candle (Candle type from robbatt/lib_plot_objects/15)

method create_next(this, update, candle)
  Namespace types: Pivot
  Parameters:
    this (Pivot)
    update (Point type from robbatt/lib_plot_objects/15)
    candle (Candle type from robbatt/lib_plot_objects/15)

method add_next(id, point, max, candle)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    point (Point type from robbatt/lib_plot_objects/15)
    max (int)
    candle (Candle type from robbatt/lib_plot_objects/15)

method update_last(id, update, candle)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    update (Point type from robbatt/lib_plot_objects/15)
    candle (Candle type from robbatt/lib_plot_objects/15)

method update_last_or_add_next(id, point, max, candle)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    point (Point type from robbatt/lib_plot_objects/15)
    max (int)
    candle (Candle type from robbatt/lib_plot_objects/15)

Pivot
  Pivot additional pivot data around basic Point
  Fields:
    point (Point type from robbatt/lib_plot_objects/15)
    mode (series int): can be -2/-1/1/2 for LL/HL/LH/HH
    price_movement (series float): The price difference between this and the previous pivot point in the opposite direction
    retracement_ratio (series float): The ratio between this price_movement and the previous
    prev (Pivot)
    candle (Candle type from robbatt/lib_plot_objects/15)

Versionshinweise:

v38 version bump to lib_plot_objects v16

Versionshinweise:

v39 version bump lib_plot_objects v17

Versionshinweise:

v40 version bump lib_plot_objects v18

Versionshinweise:

v41 version bump lib_plot_objects v19

Versionshinweise:

v42 Added exceeded_by_any

Versionshinweise:

v43 update to lib_plot_objects v23

Versionshinweise:

v44 version bump to lib_plot_objects 25

Versionshinweise:

v45 update to lib_plot_objects v32 and switch to chart.point objects instead of calculation via x/y coordinates

Versionshinweise:

v46 version bump lib_plot_objects v33

Versionshinweise:

v47 version bump lib_plot_objects v34

Versionshinweise:

v48 version bump lib_plot_objects v35

Versionshinweise:

v49 version bump to lib_plot_objects v36

Versionshinweise:

v50 added init function to initialize Pivot arrays on creation, added add_next to directly add Pivot objects

Added:
method init(id)
  Namespace types: Pivot
  Parameters:
    id (Pivot)

Updated:
method add_next(id, point, candle, max)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    point (chart.point)
    candle (Candle type from robbatt/lib_plot_objects/36)
    max (int)

method update_last_or_add_next(id, point, candle, max)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    point (chart.point)
    candle (Candle type from robbatt/lib_plot_objects/36)
    max (int)

Versionshinweise:

v51 added force_update parameter to update_last, to allow for better control on custom zigzags

Updated:
method update_last(id, update, candle, force_update)
  Namespace types: Pivot
  Parameters:
    id (Pivot)
    update (chart.point)
    candle (Candle type from robbatt/lib_plot_objects/36)
    force_update (bool)

Versionshinweise:

v52 simplified create_next functions, providing default candle parameter value