Library "FunctionDiscreteCosineTransform"
Discrete Cosine Transform (DCT)
The Discrete Cosine Transform (DCT) is a mathematical algorithm that converts a series of samples of a signal, typically in the time domain, into another domain called the frequency or spectral domain. It's commonly used for data compression and image/video coding applications such as...
The TUF_LOGIC library incorporates three-valued logic (also known as trilean logic) into Pine Script, enabling the representation of states beyond the binary True and False to include an 'Uncertain' state. This addition is particularly apt for financial market contexts where information may not always be black or white, accommodating scenarios of partial or...
Library "DynamicFunctions"
Custom Dynamic functions that allow an adaptive calculation beginning from the first bar
RoC(src, period)
Dynamic RoC
Parameters:
src (float) : and period
Custom function to calculate the actual period considering non-na source values
period (int)
dynamicMedian(src, length)
Dynamic Median
Parameters:
src...
Library "Adaptive Profit And Loss"
Provide Take profit and Stop loss values depending on source.
TakeProfitPriceTypes()
Provides supported Take profit sources
Returns: Supported Take profit sources
StopLossPriceTypes()
Provides supported Take profit sources
Returns: Supported Take profit sources
Price(type)
Get price value by selected price...
Linear Time-Invariant (LTI) filters are fundamental tools in signal processing that operate with consistent behavior over time and linearly respond to input signals. They are crucial for analyzing and manipulating signals in various applications, ensuring the output signal's integrity is maintained regardless of when an input is applied or its magnitude. The...
Library "aprox"
It's a library of the aproximations of a price or Series float it uses Fourier transform and
Euler's Theoreum for Homogenus White noice operations. Calling functions without source value it automatically take close as the default source value.
Copy this indicator to see how each approximations interact between each other.
import...
Library "DynamicMAs"
Custom MA's that allow a dynamic calculation beginning from the first bar, irrespective of lookback period.
SMA(src, length)
Dynamic SMA
Parameters:
src (float)
length (int)
EMA(src, length)
Dynamic EMA
Parameters:
src (float)
length (int)
DEMA(src, length)
Dynamic DEMA
Parameters:
src...
Library "TimeSeriesRecurrencePlot"
In descriptive statistics and chaos theory, a recurrence plot (RP) is a plot showing, for each moment i i in time, the times at which the state of a dynamical system returns to the previous state at `i`, i.e., when the phase space trajectory visits roughly the same area in the phase space as at time `j`.
```
A recurrence plot...
Library "TimeSeriesGrammianAngularField"
provides Grammian angular field and associated utility functions.
___
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
www.researchgate.net
method normalize(data, a, b)
Normalize the series to a optional range, usualy within `(-1, 1)` or `(0, 1)`.
Namespace types:...
Library "LIB_TradeAssist"
This library is a collection of assistence tools saving me the need to copy same code again and again in my various indicators and strategies.
Slop_Magnitude(val_now, val_older, mult_factor)
Calculate the slop magnetude betwen current price and an older price. Since the change is usually minimal, we multiply it by def value of...
Library "series_collection"
A personal collection of commonly used series types like moving averages that are supported directly by
the pinescript library ('ALMA', 'DEMA', 'EMA', 'HMA', 'RMA', 'SMA', 'SWMA', 'VWMA', 'WMA'), highest and lowest source,
median and pivots. One single function (with overloads) that can be configured easily by the user input and can...
Library "TimeSeriesClassificationActivationFunctions"
Provides some activation functions useful in time series classification.
___
reference:
github.com
method scale(dist, weights)
Activate values by a normalized scale.
Namespace types: map
Parameters:
dist (map) : Source distribution map.
weights (map) : Weights distribution map.
Returns:...
Library "MatrixScaleDown"
Provides a function to scale down a matrix into a smaller square format were its values are averaged to mantain matrix topology.
method scale_down(mat, size)
scale a matrix to a new smaller square size.
Namespace types: matrix
Parameters:
mat (matrix) : Source matrix.
size (int) : New matrix size.
Returns: New...
Library "AllTimeHighLow"
Provides functions calculating the all-time high/low of values.
hi(val)
Calculates the all-time high of a series.
Parameters:
val (float) : Series to use (`high` is used if no argument is supplied).
Returns: The all-time high for the series.
lo(val)
Calculates the all-time low of a series.
Parameters:
val...
Library "VPQuantLib"
Misc of math, position size and consolidation detection functions that can be used accross various scripts.
isPercentAboveReference(current, percent, reference, or_equal)
Checks if the current value is bigger (or equal) with the provided percent value to the reference
Parameters:
current (float) : - what to check against the...
