TCTDailyBiasLibraryLibrary "TCTDailyBiasLibrary"
Provides a simple function to return a daily bias based on the break of the morning range
getDailyBias()
Returns the daily bias based on the break of the morning range
Returns: bias
Indikatoren und Strategien
Casa_VolumeProfileSessionLibrary "Casa_VolumeProfileSession"
Analyzes price and volume during regular trading hours to provide a session volume profile,
including Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL).
Calculates and displays these levels historically and for the developing session.
Offers customizable visualization options for the Value Area, POC, histogram, and labels.
Uses lower timeframe data for increased accuracy and supports futures sessions.
The number of rows used for the volume profile can be fixed or dynamically calculated based on the session's price range and the instrument's minimum tick increment, providing optimal resolution.
calculateEffectiveRows(configuredRows, dayHigh, dayLow)
Determines the optimal number of rows for the volume profile, either using the configured value or calculating dynamically based on price range and tick size
Parameters:
configuredRows (int) : User-specified number of rows (0 means auto-calculate)
dayHigh (float) : Highest price of the session
dayLow (float) : Lowest price of the session
Returns: The number of rows to use for the volume profile
debug(vp, position)
Helper function to write some information about the supplied SVP object to the screen in a table.
Parameters:
vp (Object) : The SVP object to debug
position (string) : The position.* to place the table. Defaults to position.bottom_center
getLowerTimeframe()
Depending on the timeframe of the chart, determines a lower timeframe to grab volume data from for the analysis
Returns: The timeframe string to fetch volume for
get(volumeProfile, lowerTimeframeHigh, lowerTimeframeLow, lowerTimeframeVolume, lowerTimeframeTime, lowerTimeframeSessionIsMarket)
Populated the provided SessionVolumeProfile object with vp data on the session.
Parameters:
volumeProfile (Object) : The SessionVolumeProfile object to populate
lowerTimeframeHigh (array) : The lower timeframe high values
lowerTimeframeLow (array) : The lower timeframe low values
lowerTimeframeVolume (array) : The lower timeframe volume values
lowerTimeframeTime (array) : The lower timeframe time values
lowerTimeframeSessionIsMarket (array) : The lower timeframe session.ismarket values (that are futures-friendly)
drawPriorValueAreas(todaySessionVolumeProfile, extendYesterdayOverToday, showLabels, labelSize, pocColor, pocStyle, pocWidth, vahlColor, vahlStyle, vahlWidth, vaColor)
Given a SessionVolumeProfile Object, will render the historical value areas for that object.
Parameters:
todaySessionVolumeProfile (Object) : The SessionVolumeProfile Object to draw
extendYesterdayOverToday (bool) : Defaults to true
showLabels (bool) : Defaults to true
labelSize (string) : Defaults to size.small
pocColor (color) : Defaults to #e500a4
pocStyle (string) : Defaults to line.style_solid
pocWidth (int) : Defaults to 1
vahlColor (color) : The color of the value area high/low lines. Defaults to #1592e6
vahlStyle (string) : The style of the value area high/low lines. Defaults to line.style_solid
vahlWidth (int) : The width of the value area high/low lines. Defaults to 1
vaColor (color) : The color of the value area background. Defaults to #00bbf911)
drawHistogram(volumeProfile, bgColor, showVolumeOnHistogram)
Given a SessionVolumeProfile object, will render the histogram for that object.
Parameters:
volumeProfile (Object) : The SessionVolumeProfile object to draw
bgColor (color) : The baseline color to use for the histogram. Defaults to #00bbf9
showVolumeOnHistogram (bool) : Show the volume amount on the histogram bars. Defaults to false.
Object
Object Contains all settings and calculated values for a Volume Profile Session analysis
Fields:
numberOfRows (series int) : Number of price levels to divide the range into. If set to 0, auto-calculates based on price range and tick size
valueAreaCoverage (series int) : Percentage of total volume to include in the Value Area (default 70%)
trackDevelopingVa (series bool) : Whether to calculate and display the Value Area as it develops during the session
valueAreaHigh (series float) : Upper boundary of the Value Area - price level containing specified % of volume
pointOfControl (series float) : Price level with the highest volume concentration
valueAreaLow (series float) : Lower boundary of the Value Area
startTime (series int) : Session start time in Unix timestamp format
endTime (series int) : Session end time in Unix timestamp format
dayHigh (series float) : Highest price of the session
dayLow (series float) : Lowest price of the session
step (series float) : Size of each price row (calculated as price range divided by number of rows)
pointOfControlLevel (series int) : Index of the row containing the Point of Control
valueAreaHighLevel (series int) : Index of the row containing the Value Area High
valueAreaLowLevel (series int) : Index of the row containing the Value Area Low
lastTime (series int) : Tracks the most recent timestamp processed
volumeRows (map) : Stores volume data for each price level row (key=row number, value=volume)
ltfSessionHighs (array) : Stores high prices from lower timeframe data
ltfSessionLows (array) : Stores low prices from lower timeframe data
ltfSessionVols (array) : Stores volume data from lower timeframe data
Casa_SessionsLibrary "Casa_Sessions"
Advanced trading session management library that enhances TradingView's default functionality:
Key Features:
- Accurate session detection for futures markets
- Custom session hour definitions
- Drop-in replacements for standard TradingView session functions
- Flexible session map customization
- Full control over trading windows and market hours
Perfect for traders who need precise session timing, especially when working
with futures markets or custom trading schedules.
SetSessionTimes(session_type_input, custom_session_times_input, syminfo_type, syminfo_root, syminfo_timezone)
Parameters:
session_type_input (simple string) : Input string for session selection:
- 'Custom': User-defined session times
- 'FX-Tokyo': Tokyo forex session
- 'FX-London': London forex session
- 'FX-New York': NY forex session
- 'Overnight Session (ON)': After-hours trading
- 'Day Session (RTH)': Regular trading hours
custom_session_times_input (simple string) : Session parameter for custom time windows
Only used when session_type_input is 'Custom'
syminfo_type (simple string)
syminfo_root (simple string)
syminfo_timezone (simple string)
Returns:
session_times: Trading hours for selected session
session_timezone: Market timezone (relevant for forex)
getSessionMap()
Get futures trading session hours map
Keys are formatted as 'symbol:session', examples:
- 'ES:market' - Regular trading hours (RTH)
- 'ES:overnight' - Extended trading hours (ETH)
- 'NQ:market' - NASDAQ futures RTH
- 'CL:overnight' - Crude Oil futures ETH
Returns: Map
Key: Symbol:session identifier
Value: Session hours in format "HH:MM-HH:MM"
getSessionString(session, symbol, sessionMap)
Returns a session string representing the session hours (and days) for the requested symbol (or the chart's symbol if the symbol value is not provided). If the session string is not found in the collection, it will return a blank string.
Parameters:
session (string) : A string representing the session hour being requested. One of: market (regular trading hours), overnight (extended/electronic trading hours), postmarket (after-hours), premarket
symbol (string) : The symbol to check. Optional. Defaults to chart symbol.
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
inSession(session, sessionMap, barsBack)
Returns true if the current symbol is currently in the session parameters defined by sessionString.
Parameters:
session (string) : A string representing the session hour being requested. One of: market (regular trading hours), overnight (extended/electronic trading hours), postmarket (after-hours), premarket
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
barsBack (int) : Private. Only used by futures to check islastbar. Optional. The default is 0.
ismarket(sessionMap)
Returns true if the current bar is a part of the regular trading hours (i.e. market hours), false otherwise. Works for futures (TradingView's methods do not).
Parameters:
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: bool
isfirstbar()
Returns true if the current bar is the first bar of the day's session, false otherwise. If extended session information is used, only returns true on the first bar of the pre-market bars. Works for futures (TradingView's methods do not).
Returns: bool
islastbar()
Returns true if the current bar is the last bar of the day's session, false otherwise. If extended session information is used, only returns true on the last bar of the post-market bars. Works for futures (TradingView's methods do not).
Returns: bool
ispremarket(sessionMap)
Returns true if the current bar is a part of the pre-market, false otherwise. On non-intraday charts always returns false. Works for futures (TradingView's methods do not).
Parameters:
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: bool
ispostmarket(sessionMap)
Returns true if the current bar is a part of the post-market, false otherwise. On non-intraday charts always returns false. Works for futures (TradingView's methods do not).
Parameters:
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: bool
isfirstbar_regular(sessionMap)
Returns true on the first regular session bar of the day, false otherwise. The result is the same whether extended session information is used or not. Works for futures (TradingView's methods do not).
Parameters:
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: bool
islastbar_regular(sessionMap)
Returns true on the last regular session bar of the day, false otherwise. The result is the same whether extended session information is used or not. Works for futures (TradingView's methods do not).
Parameters:
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: bool
isovernight(sessionMap)
Returns true if the current bar is a part of the pre-market or post-market, false otherwise. On non-intraday charts always returns false.
Parameters:
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: bool
getSessionHighAndLow(session, sessionMap)
Returns a tuple containing the high and low print during the specified session.
Parameters:
session (string) : The session for which to get the high & low prints. Defaults to market.
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: A tuple containing
getSessionHigh(session, sessionMap)
Convenience function to return the session high. Necessary if you want to call this function from within a request.security expression where you can't return a tuple.
Parameters:
session (string) : The session for which to get the high & low prints. Defaults to market.
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: The high of the session
getSessionLow(session, sessionMap)
Convenience function to return the session low. Necessary if you want to call this function from within a request.security expression where you can't return a tuple.
Parameters:
session (string) : The session for which to get the high & low prints. Defaults to market.
sessionMap (map) : The map of futures session hours. Optional. Uses default if not provided.
Returns: The low of the session
lib_statemachine_modifiedLibrary "lib_statemachine_modified"
Modified to fix bugs and create getState and priorState methods.
method step(this, before, after, condition)
Namespace types: StateMachine
Parameters:
this (StateMachine)
before (int) : (int): Current state before transition
after (int) : (int): State to transition to
condition (bool) : (bool): Condition to trigger the transition
Returns: (bool): True if the state changed, else False
method step(this, after, condition)
Namespace types: StateMachine
Parameters:
this (StateMachine)
after (int) : (int): State to transition to
condition (bool) : (bool): Condition to trigger the transition
Returns: (bool): True if the state changed, else False
method currentState(this)
Namespace types: StateMachine
Parameters:
this (StateMachine)
method previousState(this)
Namespace types: StateMachine
Parameters:
this (StateMachine)
method changed(this, within_bars)
Namespace types: StateMachine
Parameters:
this (StateMachine)
within_bars (int) : (int): Number of bars to look back for a state change
Returns: (bool): True if a state change occurred within the timeframe, else False
method reset(this, condition, min_occurrences)
Namespace types: StateMachine
Parameters:
this (StateMachine)
condition (bool) : (bool): Condition to trigger the reset
min_occurrences (int) : (int): Minimum number of times the condition must be true to reset
Returns: (bool): True if the state was reset, else False
StateMachine
Fields:
state (series int)
neutral (series int)
enabled (series bool)
reset_counter (series int)
prior_state (series int)
last_change_bar (series int)
Casa_TableLibrary "Casa_Table"
A powerful library for creating customizable tables from data arrays and matrices.
Features flexible formatting options including:
- Multiple function implementations for different levels of control
- Consistent column counts required across matrix rows
- Matching dimensions needed for color arrays/matrices
- Cell spanning capabilities across rows/columns
- Rich examples demonstrating proper data structure setup
The library makes it easy to transform your data into professional-looking
tables while maintaining full control over their visual appearance.
floatArrayToCellArray(floatArray)
Helper function that converts a float array to a Cell array so it can be rendered with the fromArray function
Parameters:
floatArray (array) : (array) the float array to convert to a Cell array.
Returns: array The Cell array to return.
stringArrayToCellArray(stringArray)
Helper function that converts a string array to a Cell array so it can be rendered with the fromArray function
Parameters:
stringArray (array) : (array) the array to convert to a Cell array.
Returns: array The Cell array to return.
floatMatrixToCellMatrix(floatMatrix)
Helper function that converts a float matrix to a Cell matrix so it can be rendered with the fromMatrix function
Parameters:
floatMatrix (matrix) : (matrix) the float matrix to convert to a string matrix.
Returns: matrix The Cell matrix to render.
stringMatrixToCellMatrix(stringMatrix)
Helper function that converts a string matrix to a Cell matrix so it can be rendered with the fromMatrix function
Parameters:
stringMatrix (matrix) : (matrix) the string matrix to convert to a Cell matrix.
Returns: matrix The Cell matrix to return.
fromMatrix(CellMatrix, position, verticalOffset, transposeTable, textSize, borderWidth, tableNumRows, blankCellText)
Takes a CellMatrix and renders it as a table.
Parameters:
CellMatrix (matrix) : (matrix) The Cells to be rendered in a table
position (string) : (string) Optional. The position of the table. Defaults to position.top_right
verticalOffset (int) : (int) Optional. The vertical offset of the table from the top or bottom of the chart. Defaults to 0.
transposeTable (bool) : (bool) Optional. Will transpose all of the data in the matrices before rendering. Defaults to false.
textSize (string) : (string) Optional. The size of text to render in the table. Defaults to size.small.
borderWidth (int) : (int) Optional. The width of the border between table cells. Defaults to 2.
tableNumRows (int) : (int) Optional. The number of rows in the table. Not required, defaults to the number of rows in the provided matrix. If your matrix will have a variable number of rows, you must provide the max number of rows or the function will error when it attempts to set a cell value on a row that the table hadn't accounted for when it was defined.
blankCellText (string) : (string) Optional. Text to use cells when adding blank rows for vertical offsetting.
fromMatrix(dataMatrix, position, verticalOffset, transposeTable, textSize, borderWidth, tableNumRows, blankCellText)
Renders a float matrix as a table.
Parameters:
dataMatrix (matrix) : (matrix_float) The data to be rendered in a table
position (string) : (string) Optional. The position of the table. Defaults to position.top_right
verticalOffset (int) : (int) Optional. The vertical offset of the table from the top or bottom of the chart. Defaults to 0.
transposeTable (bool) : (bool) Optional. Will transpose all of the data in the matrices before rendering. Defaults to false.
textSize (string) : (string) Optional. The size of text to render in the table. Defaults to size.small.
borderWidth (int) : (int) Optional. The width of the border between table cells. Defaults to 2.
tableNumRows (int) : (int) Optional. The number of rows in the table. Not required, defaults to the number of rows in the provided matrix. If your matrix will have a variable number of rows, you must provide the max number of rows or the function will error when it attempts to set a cell value on a row that the table hadn't accounted for when it was defined.
blankCellText (string) : (string) Optional. Text to use cells when adding blank rows for vertical offsetting.
fromMatrix(dataMatrix, position, verticalOffset, transposeTable, textSize, borderWidth, tableNumRows, blankCellText)
Renders a string matrix as a table.
Parameters:
dataMatrix (matrix) : (matrix_string) The data to be rendered in a table
position (string) : (string) Optional. The position of the table. Defaults to position.top_right
verticalOffset (int) : (int) Optional. The vertical offset of the table from the top or bottom of the chart. Defaults to 0.
transposeTable (bool) : (bool) Optional. Will transpose all of the data in the matrices before rendering. Defaults to false.
textSize (string) : (string) Optional. The size of text to render in the table. Defaults to size.small.
borderWidth (int) : (int) Optional. The width of the border between table cells. Defaults to 2.
tableNumRows (int) : (int) Optional. The number of rows in the table. Not required, defaults to the number of rows in the provided matrix. If your matrix will have a variable number of rows, you must provide the max number of rows or the function will error when it attempts to set a cell value on a row that the table hadn't accounted for when it was defined.
blankCellText (string) : (string) Optional. Text to use cells when adding blank rows for vertical offsetting.
fromArray(dataArray, position, verticalOffset, transposeTable, textSize, borderWidth, blankCellText)
Renders a Cell array as a table.
Parameters:
dataArray (array) : (array) The data to be rendered in a table
position (string) : (string) Optional. The position of the table. Defaults to position.top_right
verticalOffset (int) : (int) Optional. The vertical offset of the table from the top or bottom of the chart. Defaults to 0.
transposeTable (bool) : (bool) Optional. Will transpose all of the data in the matrices before rendering. Defaults to false.
textSize (string) : (string) Optional. The size of text to render in the table. Defaults to size.small.
borderWidth (int) : (int) Optional. The width of the border between table cells. Defaults to 2.
blankCellText (string) : (string) Optional. Text to use cells when adding blank rows for vertical offsetting.
fromArray(dataArray, position, verticalOffset, transposeTable, textSize, borderWidth, blankCellText)
Renders a string array as a table.
Parameters:
dataArray (array) : (array_string) The data to be rendered in a table
position (string) : (string) Optional. The position of the table. Defaults to position.top_right
verticalOffset (int) : (int) Optional. The vertical offset of the table from the top or bottom of the chart. Defaults to 0.
transposeTable (bool) : (bool) Optional. Will transpose all of the data in the matrices before rendering. Defaults to false.
textSize (string) : (string) Optional. The size of text to render in the table. Defaults to size.small.
borderWidth (int) : (int) Optional. The width of the border between table cells. Defaults to 2.
blankCellText (string) : (string) Optional. Text to use cells when adding blank rows for vertical offsetting.
fromArray(dataArray, position, verticalOffset, transposeTable, textSize, borderWidth, blankCellText)
Renders a float array as a table.
Parameters:
dataArray (array) : (array_float) The data to be rendered in a table
position (string) : (string) Optional. The position of the table. Defaults to position.top_right
verticalOffset (int) : (int) Optional. The vertical offset of the table from the top or bottom of the chart. Defaults to 0.
transposeTable (bool) : (bool) Optional. Will transpose all of the data in the matrices before rendering. Defaults to false.
textSize (string) : (string) Optional. The size of text to render in the table. Defaults to size.small.
borderWidth (int) : (int) Optional. The width of the border between table cells. Defaults to 2.
blankCellText (string) : (string) Optional. Text to use cells when adding blank rows for vertical offsetting.
debug(message, position)
Renders a debug message in a table at the desired location on screen.
Parameters:
message (string) : (string) The message to render.
position (string) : (string) Optional. The position of the debug message. Defaults to position.middle_right.
Cell
Type for each cell's content and appearance
Fields:
content (series string)
bgColor (series color)
textColor (series color)
align (series string)
colspan (series int)
rowspan (series int)
Casa_UtilsLibrary "Casa_Utils"
A collection of convenience and helper functions for indicator and library authors on TradingView
formatNumber(num)
My version of format number that doesn't have so many decimal places...
Parameters:
num (float) : The number to be formatted
Returns: The formatted number
getDateString(timestamp)
Convenience function returns timestamp in yyyy/MM/dd format.
Parameters:
timestamp (int) : The timestamp to stringify
Returns: The date string
getDateTimeString(timestamp)
Convenience function returns timestamp in yyyy/MM/dd hh:mm format.
Parameters:
timestamp (int) : The timestamp to stringify
Returns: The date string
getInsideBarCount()
Gets the number of inside bars for the current chart. Can also be passed to request.security to get the same for different timeframes.
Returns: The # of inside bars on the chart right now.
getLabelStyleFromString(styleString, acceptGivenIfNoMatch)
Tradingview doesn't give you a nice way to put the label styles into a dropdown for configuration settings. So, I specify them in the following format: "Center", "Left", "Lower Left", "Lower Right", "Right", "Up", "Upper Left", "Upper Right", "Plain Text", "No Labels". This function takes care of converting those custom strings back to the ones expected by tradingview scripts.
Parameters:
styleString (string)
acceptGivenIfNoMatch (bool) : If no match for styleString is found and this is true, the function will return styleString, otherwise it will return tradingview's preferred default
Returns: The string expected by tradingview functions
getTime(hourNumber, minuteNumber)
Given an hour number and minute number, adds them together and returns the sum. To be used by getLevelBetweenTimes when fetching specific price levels during a time window on the day.
Parameters:
hourNumber (int) : The hour number
minuteNumber (int) : The minute number
Returns: The sum of all the minutes
getHighAndLowBetweenTimes(start, end)
Given a start and end time, returns the high or low price during that time window.
Parameters:
start (int) : The timestamp to start with (# of seconds)
end (int) : The timestamp to end with (# of seconds)
Returns: The high or low value
getPremarketHighsAndLows()
Returns an expression that can be used by request.security to fetch the premarket high & low levels in a tuple.
Returns: (tuple)
getAfterHoursHighsAndLows()
Returns an expression that can be used by request.security to fetch the after hours high & low levels in a tuple.
Returns: (tuple)
getOvernightHighsAndLows()
Returns an expression that can be used by request.security to fetch the overnight high & low levels in a tuple.
Returns: (tuple)
getNonRthHighsAndLows()
Returns an expression that can be used by request.security to fetch the high & low levels for premarket, after hours and overnight in a tuple.
Returns: (tuple)
getLineStyleFromString(styleString, acceptGivenIfNoMatch)
Tradingview doesn't give you a nice way to put the line styles into a dropdown for configuration settings. So, I specify them in the following format: "Solid", "Dashed", "Dotted", "None/Hidden". This function takes care of converting those custom strings back to the ones expected by tradingview scripts.
Parameters:
styleString (string) : Plain english (or TV Standard) version of the style string
acceptGivenIfNoMatch (bool) : If no match for styleString is found and this is true, the function will return styleString, otherwise it will return tradingview's preferred default
Returns: The string expected by tradingview functions
getPercentFromPrice(price)
Get the % the current price is away from the given price.
Parameters:
price (float)
Returns: The % the current price is away from the given price.
getPositionFromString(position)
Tradingview doesn't give you a nice way to put the positions into a dropdown for configuration settings. So, I specify them in the following format: "Top Left", "Top Center", "Top Right", "Middle Left", "Middle Center", "Middle Right", "Bottom Left", "Bottom Center", "Bottom Right". This function takes care of converting those custom strings back to the ones expected by tradingview scripts.
Parameters:
position (string) : Plain english position string
Returns: The string expected by tradingview functions
getRsiAvgsExpression(rsiLength)
Call request.security with this as the expression to get the average up/down values that can be used with getRsiPrice (below) to calculate the price level where the supplied RSI level would be reached.
Parameters:
rsiLength (simple int) : The length of the RSI requested.
Returns: A tuple containing the avgUp and avgDown values required by the getRsiPrice function.
getRsiPrice(rsiLevel, rsiLength, avgUp, avgDown)
use the values returned by getRsiAvgsExpression() to calculate the price level when the provided RSI level would be reached.
Parameters:
rsiLevel (float) : The RSI level to find price at.
rsiLength (int) : The length of the RSI to calculate.
avgUp (float) : The average move up of RSI.
avgDown (float) : The average move down of RSI.
Returns: The price level where the provided RSI level would be met.
getSizeFromString(sizeString)
Tradingview doesn't give you a nice way to put the sizes into a dropdown for configuration settings. So, I specify them in the following format: "Auto", "Huge", "Large", "Normal", "Small", "Tiny". This function takes care of converting those custom strings back to the ones expected by tradingview scripts.
Parameters:
sizeString (string) : Plain english size string
Returns: The string expected by tradingview functions
getTimeframeOfChart()
Get the timeframe of the current chart for display
Returns: The string of the current chart timeframe
getTimeNowPlusOffset(candleOffset)
Helper function for drawings that use xloc.bar_time to help you know the time offset if you want to place the end of the drawing out into the future. This determines the time-size of one candle and then returns a time n candleOffsets into the future.
Parameters:
candleOffset (int) : The number of items to find singular/plural for.
Returns: The future time
getVolumeBetweenTimes(start, end)
Given a start and end time, returns the sum of all volume across bars during that time window.
Parameters:
start (int) : The timestamp to start with (# of seconds)
end (int) : The timestamp to end with (# of seconds)
Returns: The volume
isToday()
Returns true if the current bar occurs on today's date.
Returns: True if current bar is today
padLabelString(labelText, labelStyle)
Pads a label string so that it appears properly in or not in a label. When label.style_none is used, this will make sure it is left-aligned instead of center-aligned. When any other type is used, it adds a single space to the right so there is padding against the right end of the label.
Parameters:
labelText (string) : The string to be padded
labelStyle (string) : The style of the label being padded for.
Returns: The padded string
plural(num, singular, plural)
Helps format a string for plural/singular. By default, if you only provide num, it will just return "s" for plural and nothing for singular (eg. plural(numberOfCats)). But you can optionally specify the full singular/plural words for more complicated nomenclature (eg. plural(numberOfBenches, 'bench', 'benches'))
Parameters:
num (int) : The number of items to find singular/plural for.
singular (string) : The string to return if num is singular. Defaults to an empty string.
plural (string) : The string to return if num is plural. Defaults to 's' so you can just add 's' to the end of a word.
Returns: The singular or plural provided strings depending on the num provided.
timeframeInSeconds(timeframe)
Get the # of seconds in a given timeframe. Tradingview's timeframe.in_seconds() expects a simple string, and we often need to use series string, so this is an alternative to get you the value you need.
Parameters:
timeframe (string)
Returns: The number of secondsof that timeframe
timeframeOfChart()
Convert a timeframe string to a consistent standard.
Returns: The standard format for the string, or the unchanged value if it is unknown.
timeframeToString(timeframe)
Convert a timeframe string to a consistent standard.
Parameters:
timeframe (string)
Returns: (string) The standard format for the string, or the unchanged value if it is unknown.
stringToTimeframe(strTimeframe)
Convert an english-friendly timeframe string to a value that can be used by request.security. Specifically, this corrects hour strings (eg. 4h) to their numeric "minute" equivalent (eg. 240)
Parameters:
strTimeframe (string)
Returns: (string) The standard format for the string, or the unchanged value if it is unknown.
getPriceLabel(price, labelOffset, labelStyle, labelSize, labelColor, textColor)
Defines a label for the end of a price level line.
Parameters:
price (float) : The price level to render the label at.
labelOffset (int) : The number of candles to place the label to the right of price.
labelStyle (string) : A plain english string as defined in getLabelStyleFromString.
labelSize (string) : The size of the label.
labelColor (color) : The color of the label.
textColor (color) : The color of the label text (defaults to #ffffff)
Returns: The label that was created.
setPriceLabel(label, labelName, price, labelOffset, labelTemplate, labelStyle, labelColor, textColor)
Updates the label position & text based on price changes.
Parameters:
label (label) : The label to update.
labelName (string) : The name of the price level to be placed on the label.
price (float) : The price level to render the label at.
labelOffset (int) : The number of candles to place the label to the right of price.
labelTemplate (string) : The str.format template to use for the label. Defaults to: '{0}: {1} {2}{3,number,#.##}%' which means '{price}: {labelName} {+/-}{percentFromPrice}%'
labelStyle (string)
labelColor (color)
textColor (color)
getPriceLabelLine(price, labelOffset, labelColor, lineWidth)
Defines a line that will stretch from the plot line to the label.
Parameters:
price (float) : The price level to render the label at.
labelOffset (int) : The number of candles to place the label to the right of price.
labelColor (color)
lineWidth (int) : The width of the line. Defaults to 1.
setPriceLabelLine(line, price, labelOffset, lastTime, lineColor)
Updates the price label line based on price changes.
Parameters:
line (line) : The line to update.
price (float) : The price level to render the label at.
labelOffset (int) : The number of candles to place the label to the right of price.
lastTime (int) : The last time that the line should stretch from. Defaults to time.
lineColor (color)
lib_input_enumLibrary "lib_input_enum"
some enum wrappers for style identifiers, that can be used in input.enum calls to have nicer dropdown names
to_size(select)
converts Size enum to builtin size.tiny / size.small / etc., ideally used around input: to_size(input.enum(Size.SMALL, ....))
Parameters:
select (series Size)
to_size(select)
converts a string key to builtin size.tiny / size.small / etc., ideally used around input: to_size(input.string('small', ...., ))
Parameters:
select (string)
reduce_size(select)
converting a builtin size identifier to one instance smaller (except tiny and auto)
Parameters:
select (string)
to_linestyle(select)
converts LineStyle enum to builtin line.style_solid / line.style_dashed / line.style_dotted, ideally used around input: to_linestyle(input.enum(LineStyle.SOLID, ....))
Parameters:
select (series LineStyle)
to_linestyle(select)
converts a string key to builtin line.style_solid / line.style_dashed / line.style_dotted, ideally used around input: to_linestyle(input.string('solid', ...., ))
Parameters:
select (string)
to_labelstyle(select)
converts LineStyle enum to builtin line.style_solid / line.style_dashed / line.style_dotted, ideally used around input: to_linestyle(input.enum(LineStyle.SOLID, ....))
Parameters:
select (series LabelStyle)
to_labelstyle(select)
converts a string key to builtin line.style_solid / line.style_dashed / line.style_dotted, ideally used around input: to_linestyle(input.string('solid', ...., ))
Parameters:
select (string)
DynamicMALibrary "DynamicMA"
Dynamic Moving Averages Library
Introduction
The Dynamic Moving Averages Library is a specialized collection of custom built functions designed to calculate moving averages dynamically, beginning from the first available bar. Unlike standard moving averages, which rely on fixed length lookbacks, this library ensures that indicators remain fully functional from the very first data point, making it an essential tool for analysing assets with short time series or limited historical data.
This approach allows traders and developers to build robust indicators that do not require a preset amount of historical data before generating meaningful outputs. It is particularly advantageous for:
Newly listed assets with minimal price history.
High-timeframe trading, where large lookback periods can lead to delayed or missing data.
By eliminating the constraints of fixed lookback periods, this library enables the seamless construction of trend indicators, smoothing functions, and hybrid models that adapt instantly to market conditions.
Comprehensive Set of Custom Moving Averages
The library includes a wide range of custom dynamic moving averages, each designed for specific analytical use cases:
SMA (Simple Moving Average) – The fundamental moving average, dynamically computed.
EMA (Exponential Moving Average) – Adaptive smoothing for better trend tracking.
DEMA (Double Exponential Moving Average) – Faster trend detection with reduced lag.
TEMA (Triple Exponential Moving Average) – Even more responsive than DEMA.
WMA (Weighted Moving Average) – Emphasizes recent price action while reducing noise.
VWMA (Volume Weighted Moving Average) – Accounts for volume to give more weight to high-volume periods.
HMA (Hull Moving Average) – A superior smoothing method with low lag.
SMMA (Smoothed Moving Average) – A hybrid approach between SMA and EMA.
LSMA (Least Squares Moving Average) – Uses linear regression for trend detection.
RMA (Relative Moving Average) – Used in RSI-based calculations for smooth momentum readings.
ALMA (Arnaud Legoux Moving Average) – A Gaussian-weighted MA for superior signal clarity.
Hyperbolic MA (HyperMA) – A mathematically optimized averaging method with dynamic weighting.
Each function dynamically adjusts its calculation length to match the available bar count, ensuring instant functionality on all assets.
Fully Optimized for Pine Script v6
This library is built on Pine Script v6, ensuring compatibility with modern TradingView indicators and scripts. It includes exportable functions for seamless integration into custom indicators, making it easy to develop trend-following models, volatility filters, and adaptive risk-management systems.
Why Use Dynamic Moving Averages?
Traditional moving averages suffer from a common limitation: they require a fixed historical window to generate meaningful values. This poses several problems:
New Assets Have No Historical Data - If an asset has only been trading for a short period, traditional moving averages may not be able to generate valid signals.
High Timeframes Require Massive Lookbacks - On 1W or 1M charts, a 200-period SMA would require 200 weeks or months of data, making it unusable on newer assets.
Delayed Signal Initialization - Standard indicators often take dozens of bars to stabilize, reducing effectiveness when trading new trends.
The Dynamic Moving Averages Library eliminates these issues by ensuring that every function:
Starts calculation from bar one, using available data instead of waiting for a lookback period.
Adapts dynamically across timeframes, making it equally effective on low or high timeframes.
Allows smoother, more responsive trend tracking, particularly useful for volatile or low-liquidity assets.
This flexibility makes it indispensable for custom script developers, quantitative analysts, and discretionary traders looking to build more adaptive and resilient indicators.
Final Summary
The Dynamic Moving Averages Library is a versatile and powerful set of functions designed to overcome the limitations of fixed-lookback indicators. By dynamically adjusting the calculation length from the first bar, this library ensures that moving averages remain fully functional across all timeframes and asset types, making it an essential tool for traders and developers alike.
With built-in adaptability, low-lag smoothing, and support for multiple moving average types, this library unlocks new possibilities for quantitative trading and strategy development - especially for assets with short price histories or those traded on higher timeframes.
For traders looking to enhance signal reliability, minimize lag, and build adaptable trading systems, the Dynamic Moving Averages Library provides an efficient and flexible solution.
SMA(sourceData, maxLength)
Dynamic SMA
Parameters:
sourceData (float)
maxLength (int)
EMA(src, length)
Dynamic EMA
Parameters:
src (float)
length (int)
DEMA(src, length)
Dynamic DEMA
Parameters:
src (float)
length (int)
TEMA(src, length)
Dynamic TEMA
Parameters:
src (float)
length (int)
WMA(src, length)
Dynamic WMA
Parameters:
src (float)
length (int)
HMA(src, length)
Dynamic HMA
Parameters:
src (float)
length (int)
VWMA(src, volsrc, length)
Dynamic VWMA
Parameters:
src (float)
volsrc (float)
length (int)
SMMA(src, length)
Dynamic SMMA
Parameters:
src (float)
length (int)
LSMA(src, length, offset)
Dynamic LSMA
Parameters:
src (float)
length (int)
offset (int)
RMA(src, length)
Dynamic RMA
Parameters:
src (float)
length (int)
ALMA(src, length, offset_sigma, sigma)
Dynamic ALMA
Parameters:
src (float)
length (int)
offset_sigma (float)
sigma (float)
HyperMA(src, length)
Dynamic HyperbolicMA
Parameters:
src (float)
length (int)
[GYTS] FiltersToolkit LibraryFiltersToolkit Library
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- 1. INTRODUCTION --------- 🌸
💮 What Does This Library Contain?
This library is a curated collection of high-performance digital signal processing (DSP) filters and auxiliary functions designed specifically for financial time series analysis. It includes a shortlist of our favourite and best performing filters — each rigorously tested and selected for their responsiveness, minimal lag and robustness in diverse market conditions. These tools form an integral part of the GoemonYae Trading System (GYTS), chosen for their unique characteristics in handling market data.
The library contains two main categories:
1. Smoothing filters (low-pass filters and moving averages) for e.g. denoising, trend following
2. Detrending tools (high-pass and band-pass filters, known as "oscillators") for e.g. mean reversion
This collection is finely tuned for practical trading applications and is therefore not meant to be exhaustive. However, will continue to expand as we discover and validate new filtering techniques. I welcome collaboration and suggestions for novel approaches.
🌸 ——— 2. ADDED VALUE ——— 🌸
💮 Unified syntax and comprehensive documentation
The FiltersToolkit Library brings together a wide array of valuable filters under a unified, intuitive syntax. Each function is thoroughly documented, with clear explanations and academic sources that underline the mathematical rigour behind the methods. This level of documentation not only facilitates integration into trading strategies but also helps underlying the underlying concepts and rationale.
💮 Optimised performance and readability
The code prioritizes computational efficiency while maintaining readability. Key optimizations include:
- Minimizing redundant calculations in recursive filters
- Smart coefficient caching
- Efficient state management
- Vectorized operations where applicable
💮 Enhanced functionality and flexibility
Some filters in this library introduce extended functionality beyond the original publications. For instance, the MESA Adaptive Moving Average (MAMA) and Ehlers’ Combined Bandpass Filter incorporate multiple variations found in the literature, thereby providing traders with flexible tools that can be fine-tuned to different market conditions.
🌸 ——— 3. THE FILTERS ——— 🌸
💮 Hilbert Transform Function
This function implements the Hilbert Transform as utilised by John Ehlers. It converts a real-valued time series into its analytic signal, enabling the extraction of instantaneous phase and frequency information—an essential step in adaptive filtering.
Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004)
💮 Homodyne Discriminator
By leveraging the Hilbert Transform, this function computes the dominant cycle period through a Homodyne Discriminator. It extracts the in-phase and quadrature components of the signal, facilitating a robust estimation of the underlying cycle characteristics.
Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004)
💮 MESA Adaptive Moving Average (MAMA)
An advanced dual-stage adaptive moving average, this function outputs both the MAMA and its companion FAMA. It combines adaptive alpha computation with elements from Kaufman’s Adaptive Moving Average (KAMA) to provide a responsive and reliable trend indicator.
Source: John Ehlers - "Rocket Science for Traders" (2001), "TASC 2001 V. 19:9", "Cybernetic Analysis for Stocks and Futures" (2004)
💮 BiQuad Filters
A family of second-order recursive filters offering exceptional control over frequency response:
- High-pass filter for detrending
- Low-pass filter for smooth trend following
- Band-pass filter for cycle isolation
The quality factor (Q) parameter allows fine-tuning of the resonance characteristics, making these filters highly adaptable to different market conditions.
Source: Robert Bristow-Johnson's Audio EQ Cookbook, implemented by @The_Peaceful_Lizard
💮 Relative Vigor Index (RVI)
This filter evaluates the strength of a trend by comparing the closing price to the trading range. Operating similarly to a band-pass filter, the RVI provides insights into market momentum and potential reversals.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 Cyber Cycle
The Cyber Cycle filter emphasises market cycles by smoothing out noise and highlighting the dominant cyclical behaviour. It is particularly useful for detecting trend reversals and cyclical patterns in the price data.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 Butterworth High Pass Filter
Inspired by the classical Butterworth design, this filter achieves a maximally flat magnitude response in the passband while effectively removing low-frequency trends. Its design minimises phase distortion, which is vital for accurate signal interpretation.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 2-Pole SuperSmoother
Employing a two-pole design, the SuperSmoother filter reduces high-frequency noise with minimal lag. It is engineered to preserve trend integrity while offering a smooth output even in noisy market conditions.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 3-Pole SuperSmoother
An extension of the 2-pole design, the 3-pole SuperSmoother further attenuates high-frequency noise. Its additional pole delivers enhanced smoothing at the cost of slightly increased lag.
Source: John Ehlers – “Cybernetic Analysis for Stocks and Futures” (2004)
💮 Adaptive Directional Volatility Moving Average (ADXVma)
This adaptive moving average adjusts its smoothing factor based on directional volatility. By combining true range and directional movement measurements, it remains exceptionally flat during ranging markets and responsive during directional moves.
Source: Various implementations across platforms, unified and optimized
💮 Ehlers Combined Bandpass Filter with Automated Gain Control (AGC)
This sophisticated filter merges a highpass pre-processing stage with a bandpass filter. An integrated Automated Gain Control normalises the output to a consistent range, while offering both regular and truncated recursive formulations to manage lag.
Source: John F. Ehlers – “Truncated Indicators” (2020), “Cycle Analytics for Traders” (2013)
💮 Voss Predictive Filter
A forward-looking filter that predicts future values of a band-limited signal in real time. By utilising multiple time-delayed feedback terms, it provides anticipatory coupling and delivers a short-term predictive signal.
Source: John Ehlers - "A Peek Into The Future" (TASC 2019-08)
💮 Adaptive Autonomous Recursive Moving Average (A2RMA)
This filter dynamically adjusts its smoothing through an adaptive mechanism based on an efficiency ratio and a dynamic threshold. A double application of an adaptive moving average ensures both responsiveness and stability in volatile and ranging markets alike. Very flat response when properly tuned.
Source: @alexgrover (2019)
💮 Ultimate Smoother (2-Pole)
The Ultimate Smoother filter is engineered to achieve near-zero lag in its passband by subtracting a high-pass response from an all-pass response. This creates a filter that maintains signal fidelity at low frequencies while effectively filtering higher frequencies at the expense of slight overshooting.
Source: John Ehlers - TASC 2024-04 "The Ultimate Smoother"
Note: This library is actively maintained and enhanced. Suggestions for additional filters or improvements are welcome through the usual channels. The source code contains a list of tested filters that did not make it into the curated collection.
ValueAtTime█ OVERVIEW
This library is a Pine Script® programming tool for accessing historical values in a time series using UNIX timestamps . Its data structure and functions index values by time, allowing scripts to retrieve past values based on absolute timestamps or relative time offsets instead of relying on bar index offsets.
█ CONCEPTS
UNIX timestamps
In Pine Script®, a UNIX timestamp is an integer representing the number of milliseconds elapsed since January 1, 1970, at 00:00:00 UTC (the UNIX Epoch ). The timestamp is a unique, absolute representation of a specific point in time. Unlike a calendar date and time, a UNIX timestamp's meaning does not change relative to any time zone .
This library's functions process series values and corresponding UNIX timestamps in pairs , offering a simplified way to identify values that occur at or near distinct points in time instead of on specific bars.
Storing and retrieving time-value pairs
This library's `Data` type defines the structure for collecting time and value information in pairs. Objects of the `Data` type contain the following two fields:
• `times` – An array of "int" UNIX timestamps for each recorded value.
• `values` – An array of "float" values for each saved timestamp.
Each index in both arrays refers to a specific time-value pair. For instance, the `times` and `values` elements at index 0 represent the first saved timestamp and corresponding value. The library functions that maintain `Data` objects queue up to one time-value pair per bar into the object's arrays, where the saved timestamp represents the bar's opening time .
Because the `times` array contains a distinct UNIX timestamp for each item in the `values` array, it serves as a custom mapping for retrieving saved values. All the library functions that return information from a `Data` object use this simple two-step process to identify a value based on time:
1. Perform a binary search on the `times` array to find the earliest saved timestamp closest to the specified time or offset and get the element's index.
2. Access the element from the `values` array at the retrieved index, returning the stored value corresponding to the found timestamp.
Value search methods
There are several techniques programmers can use to identify historical values from corresponding timestamps. This library's functions include three different search methods to locate and retrieve values based on absolute times or relative time offsets:
Timestamp search
Find the value with the earliest saved timestamp closest to a specified timestamp.
Millisecond offset search
Find the value with the earliest saved timestamp closest to a specified number of milliseconds behind the current bar's opening time. This search method provides a time-based alternative to retrieving historical values at specific bar offsets.
Period offset search
Locate the value with the earliest saved timestamp closest to a defined period offset behind the current bar's opening time. The function calculates the span of the offset based on a period string . The "string" must contain one of the following unit tokens:
• "D" for days
• "W" for weeks
• "M" for months
• "Y" for years
• "YTD" for year-to-date, meaning the time elapsed since the beginning of the bar's opening year in the exchange time zone.
The period string can include a multiplier prefix for all supported units except "YTD" (e.g., "2W" for two weeks).
Note that the precise span covered by the "M", "Y", and "YTD" units varies across time. The "1M" period can cover 28, 29, 30, or 31 days, depending on the bar's opening month and year in the exchange time zone. The "1Y" period covers 365 or 366 days, depending on leap years. The "YTD" period's span changes with each new bar, because it always measures the time from the start of the current bar's opening year.
█ CALCULATIONS AND USE
This library's functions offer a flexible, structured approach to retrieving historical values at or near specific timestamps, millisecond offsets, or period offsets for different analytical needs.
See below for explanations of the exported functions and how to use them.
Retrieving single values
The library includes three functions that retrieve a single stored value using timestamp, millisecond offset, or period offset search methods:
• `valueAtTime()` – Locates the saved value with the earliest timestamp closest to a specified timestamp.
• `valueAtTimeOffset()` – Finds the saved value with the earliest timestamp closest to the specified number of milliseconds behind the current bar's opening time.
• `valueAtPeriodOffset()` – Finds the saved value with the earliest timestamp closest to the period-based offset behind the current bar's opening time.
Each function has two overloads for advanced and simple use cases. The first overload searches for a value in a user-specified `Data` object created by the `collectData()` function (see below). It returns a tuple containing the found value and the corresponding timestamp.
The second overload maintains a `Data` object internally to store and retrieve values for a specified `source` series. This overload returns a tuple containing the historical `source` value, the corresponding timestamp, and the current bar's `source` value, making it helpful for comparing past and present values from requested contexts.
Retrieving multiple values
The library includes the following functions to retrieve values from multiple historical points in time, facilitating calculations and comparisons with values retrieved across several intervals:
• `getDataAtTimes()` – Locates a past `source` value for each item in a `timestamps` array. Each retrieved value's timestamp represents the earliest time closest to one of the specified timestamps.
• `getDataAtTimeOffsets()` – Finds a past `source` value for each item in a `timeOffsets` array. Each retrieved value's timestamp represents the earliest time closest to one of the specified millisecond offsets behind the current bar's opening time.
• `getDataAtPeriodOffsets()` – Finds a past value for each item in a `periods` array. Each retrieved value's timestamp represents the earliest time closest to one of the specified period offsets behind the current bar's opening time.
Each function returns a tuple with arrays containing the found `source` values and their corresponding timestamps. In addition, the tuple includes the current `source` value and the symbol's description, which also makes these functions helpful for multi-interval comparisons using data from requested contexts.
Processing period inputs
When writing scripts that retrieve historical values based on several user-specified period offsets, the most concise approach is to create a single text input that allows users to list each period, then process the "string" list into an array for use in the `getDataAtPeriodOffsets()` function.
This library includes a `getArrayFromString()` function to provide a simple way to process strings containing comma-separated lists of periods. The function splits the specified `str` by its commas and returns an array containing every non-empty item in the list with surrounding whitespaces removed. View the example code to see how we use this function to process the value of a text area input .
Calculating period offset times
Because the exact amount of time covered by a specified period offset can vary, it is often helpful to verify the resulting times when using the `valueAtPeriodOffset()` or `getDataAtPeriodOffsets()` functions to ensure the calculations work as intended for your use case.
The library's `periodToTimestamp()` function calculates an offset timestamp from a given period and reference time. With this function, programmers can verify the time offsets in a period-based data search and use the calculated offset times in additional operations.
For periods with "D" or "W" units, the function calculates the time offset based on the absolute number of milliseconds the period covers (e.g., `86400000` for "1D"). For periods with "M", "Y", or "YTD" units, the function calculates an offset time based on the reference time's calendar date in the exchange time zone.
Collecting data
All the `getDataAt*()` functions, and the second overloads of the `valueAt*()` functions, collect and maintain data internally, meaning scripts do not require a separate `Data` object when using them. However, the first overloads of the `valueAt*()` functions do not collect data, because they retrieve values from a user-specified `Data` object.
For cases where a script requires a separate `Data` object for use with these overloads or other custom routines, this library exports the `collectData()` function. This function queues each bar's `source` value and opening timestamp into a `Data` object and returns the object's ID.
This function is particularly useful when searching for values from a specific series more than once. For instance, instead of using multiple calls to the second overloads of `valueAt*()` functions with the same `source` argument, programmers can call `collectData()` to store each bar's `source` and opening timestamp, then use the returned `Data` object's ID in calls to the first `valueAt*()` overloads to reduce memory usage.
The `collectData()` function and all the functions that collect data internally include two optional parameters for limiting the saved time-value pairs to a sliding window: `timeOffsetLimit` and `timeframeLimit`. When either has a non-na argument, the function restricts the collected data to the maximum number of recent bars covered by the specified millisecond- and timeframe-based intervals.
NOTE : All calls to the functions that collect data for a `source` series can execute up to once per bar or realtime tick, because each stored value requires a unique corresponding timestamp. Therefore, scripts cannot call these functions iteratively within a loop . If a call to these functions executes more than once inside a loop's scope, it causes a runtime error.
█ EXAMPLE CODE
The example code at the end of the script demonstrates one possible use case for this library's functions. The code retrieves historical price data at user-specified period offsets, calculates price returns for each period from the retrieved data, and then populates a table with the results.
The example code's process is as follows:
1. Input a list of periods – The user specifies a comma-separated list of period strings in the script's "Period list" input (e.g., "1W, 1M, 3M, 1Y, YTD"). Each item in the input list represents a period offset from the latest bar's opening time.
2. Process the period list – The example calls `getArrayFromString()` on the first bar to split the input list by its commas and construct an array of period strings.
3. Request historical data – The code uses a call to `getDataAtPeriodOffsets()` as the `expression` argument in a request.security() call to retrieve the closing prices of "1D" bars for each period included in the processed `periods` array.
4. Display information in a table – On the latest bar, the code uses the retrieved data to calculate price returns over each specified period, then populates a two-row table with the results. The cells for each return percentage are color-coded based on the magnitude and direction of the price change. The cells also include tooltips showing the compared daily bar's opening date in the exchange time zone.
█ NOTES
• This library's architecture relies on a user-defined type (UDT) for its data storage format. UDTs are blueprints from which scripts create objects , i.e., composite structures with fields containing independent values or references of any supported type.
• The library functions search through a `Data` object's `times` array using the array.binary_search_leftmost() function, which is more efficient than looping through collected data to identify matching timestamps. Note that this built-in works only for arrays with elements sorted in ascending order .
• Each function that collects data from a `source` series updates the values and times stored in a local `Data` object's arrays. If a single call to these functions were to execute in a loop , it would store multiple values with an identical timestamp, which can cause erroneous search behavior. To prevent looped calls to these functions, the library uses the `checkCall()` helper function in their scopes. This function maintains a counter that increases by one each time it executes on a confirmed bar. If the count exceeds the total number of bars, indicating the call executes more than once in a loop, it raises a runtime error .
• Typically, when requesting higher-timeframe data with request.security() while using barmerge.lookahead_on as the `lookahead` argument, the `expression` argument should be offset with the history-referencing operator to prevent lookahead bias on historical bars. However, the call in this script's example code enables lookahead without offsetting the `expression` because the script displays results only on the last historical bar and all realtime bars, where there is no future data to leak into the past. This call ensures the displayed results use the latest data available from the context on realtime bars.
Look first. Then leap.
█ EXPORTED TYPES
Data
A structure for storing successive timestamps and corresponding values from a dataset.
Fields:
times (array) : An "int" array containing a UNIX timestamp for each value in the `values` array.
values (array) : A "float" array containing values corresponding to the timestamps in the `times` array.
█ EXPORTED FUNCTIONS
getArrayFromString(str)
Splits a "string" into an array of substrings using the comma (`,`) as the delimiter. The function trims surrounding whitespace characters from each substring, and it excludes empty substrings from the result.
Parameters:
str (series string) : The "string" to split into an array based on its commas.
Returns: (array) An array of trimmed substrings from the specified `str`.
periodToTimestamp(period, referenceTime)
Calculates a UNIX timestamp representing the point offset behind a reference time by the amount of time within the specified `period`.
Parameters:
period (series string) : The period string, which determines the time offset of the returned timestamp. The specified argument must contain a unit and an optional multiplier (e.g., "1Y", "3M", "2W", "YTD"). Supported units are:
- "Y" for years.
- "M" for months.
- "W" for weeks.
- "D" for days.
- "YTD" (Year-to-date) for the span from the start of the `referenceTime` value's year in the exchange time zone. An argument with this unit cannot contain a multiplier.
referenceTime (series int) : The millisecond UNIX timestamp from which to calculate the offset time.
Returns: (int) A millisecond UNIX timestamp representing the offset time point behind the `referenceTime`.
collectData(source, timeOffsetLimit, timeframeLimit)
Collects `source` and `time` data successively across bars. The function stores the information within a `Data` object for use in other exported functions/methods, such as `valueAtTimeOffset()` and `valueAtPeriodOffset()`. Any call to this function cannot execute more than once per bar or realtime tick.
Parameters:
source (series float) : The source series to collect. The function stores each value in the series with an associated timestamp representing its corresponding bar's opening time.
timeOffsetLimit (simple int) : Optional. A time offset (range) in milliseconds. If specified, the function limits the collected data to the maximum number of bars covered by the range, with a minimum of one bar. If the call includes a non-empty `timeframeLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
timeframeLimit (simple string) : Optional. A valid timeframe string. If specified and not empty, the function limits the collected data to the maximum number of bars covered by the timeframe, with a minimum of one bar. If the call includes a non-na `timeOffsetLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
Returns: (Data) A `Data` object containing collected `source` values and corresponding timestamps over the allowed time range.
method valueAtTime(data, timestamp)
(Overload 1 of 2) Retrieves value and time data from a `Data` object's fields at the index of the earliest timestamp closest to the specified `timestamp`. Callable as a method or a function.
Parameters:
data (series Data) : The `Data` object containing the collected time and value data.
timestamp (series int) : The millisecond UNIX timestamp to search. The function returns data for the earliest saved timestamp that is closest to the value.
Returns: ( ) A tuple containing the following data from the `Data` object:
- The stored value corresponding to the identified timestamp ("float").
- The earliest saved timestamp that is closest to the specified `timestamp` ("int").
valueAtTime(source, timestamp, timeOffsetLimit, timeframeLimit)
(Overload 2 of 2) Retrieves `source` and time information for the earliest bar whose opening timestamp is closest to the specified `timestamp`. Any call to this function cannot execute more than once per bar or realtime tick.
Parameters:
source (series float) : The source series to analyze. The function stores each value in the series with an associated timestamp representing its corresponding bar's opening time.
timestamp (series int) : The millisecond UNIX timestamp to search. The function returns data for the earliest bar whose timestamp is closest to the value.
timeOffsetLimit (simple int) : Optional. A time offset (range) in milliseconds. If specified, the function limits the collected data to the maximum number of bars covered by the range, with a minimum of one bar. If the call includes a non-empty `timeframeLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
timeframeLimit (simple string) : (simple string) Optional. A valid timeframe string. If specified and not empty, the function limits the collected data to the maximum number of bars covered by the timeframe, with a minimum of one bar. If the call includes a non-na `timeOffsetLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
Returns: ( ) A tuple containing the following data:
- The `source` value corresponding to the identified timestamp ("float").
- The earliest bar's timestamp that is closest to the specified `timestamp` ("int").
- The current bar's `source` value ("float").
method valueAtTimeOffset(data, timeOffset)
(Overload 1 of 2) Retrieves value and time data from a `Data` object's fields at the index of the earliest saved timestamp closest to `timeOffset` milliseconds behind the current bar's opening time. Callable as a method or a function.
Parameters:
data (series Data) : The `Data` object containing the collected time and value data.
timeOffset (series int) : The millisecond offset behind the bar's opening time. The function returns data for the earliest saved timestamp that is closest to the calculated offset time.
Returns: ( ) A tuple containing the following data from the `Data` object:
- The stored value corresponding to the identified timestamp ("float").
- The earliest saved timestamp that is closest to `timeOffset` milliseconds before the current bar's opening time ("int").
valueAtTimeOffset(source, timeOffset, timeOffsetLimit, timeframeLimit)
(Overload 2 of 2) Retrieves `source` and time information for the earliest bar whose opening timestamp is closest to `timeOffset` milliseconds behind the current bar's opening time. Any call to this function cannot execute more than once per bar or realtime tick.
Parameters:
source (series float) : The source series to analyze. The function stores each value in the series with an associated timestamp representing its corresponding bar's opening time.
timeOffset (series int) : The millisecond offset behind the bar's opening time. The function returns data for the earliest bar's timestamp that is closest to the calculated offset time.
timeOffsetLimit (simple int) : Optional. A time offset (range) in milliseconds. If specified, the function limits the collected data to the maximum number of bars covered by the range, with a minimum of one bar. If the call includes a non-empty `timeframeLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
timeframeLimit (simple string) : Optional. A valid timeframe string. If specified and not empty, the function limits the collected data to the maximum number of bars covered by the timeframe, with a minimum of one bar. If the call includes a non-na `timeOffsetLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
Returns: ( ) A tuple containing the following data:
- The `source` value corresponding to the identified timestamp ("float").
- The earliest bar's timestamp that is closest to `timeOffset` milliseconds before the current bar's opening time ("int").
- The current bar's `source` value ("float").
method valueAtPeriodOffset(data, period)
(Overload 1 of 2) Retrieves value and time data from a `Data` object's fields at the index of the earliest timestamp closest to a calculated offset behind the current bar's opening time. The calculated offset represents the amount of time covered by the specified `period`. Callable as a method or a function.
Parameters:
data (series Data) : The `Data` object containing the collected time and value data.
period (series string) : The period string, which determines the calculated time offset. The specified argument must contain a unit and an optional multiplier (e.g., "1Y", "3M", "2W", "YTD"). Supported units are:
- "Y" for years.
- "M" for months.
- "W" for weeks.
- "D" for days.
- "YTD" (Year-to-date) for the span from the start of the current bar's year in the exchange time zone. An argument with this unit cannot contain a multiplier.
Returns: ( ) A tuple containing the following data from the `Data` object:
- The stored value corresponding to the identified timestamp ("float").
- The earliest saved timestamp that is closest to the calculated offset behind the bar's opening time ("int").
valueAtPeriodOffset(source, period, timeOffsetLimit, timeframeLimit)
(Overload 2 of 2) Retrieves `source` and time information for the earliest bar whose opening timestamp is closest to a calculated offset behind the current bar's opening time. The calculated offset represents the amount of time covered by the specified `period`. Any call to this function cannot execute more than once per bar or realtime tick.
Parameters:
source (series float) : The source series to analyze. The function stores each value in the series with an associated timestamp representing its corresponding bar's opening time.
period (series string) : The period string, which determines the calculated time offset. The specified argument must contain a unit and an optional multiplier (e.g., "1Y", "3M", "2W", "YTD"). Supported units are:
- "Y" for years.
- "M" for months.
- "W" for weeks.
- "D" for days.
- "YTD" (Year-to-date) for the span from the start of the current bar's year in the exchange time zone. An argument with this unit cannot contain a multiplier.
timeOffsetLimit (simple int) : Optional. A time offset (range) in milliseconds. If specified, the function limits the collected data to the maximum number of bars covered by the range, with a minimum of one bar. If the call includes a non-empty `timeframeLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
timeframeLimit (simple string) : Optional. A valid timeframe string. If specified and not empty, the function limits the collected data to the maximum number of bars covered by the timeframe, with a minimum of one bar. If the call includes a non-na `timeOffsetLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
Returns: ( ) A tuple containing the following data:
- The `source` value corresponding to the identified timestamp ("float").
- The earliest bar's timestamp that is closest to the calculated offset behind the current bar's opening time ("int").
- The current bar's `source` value ("float").
getDataAtTimes(timestamps, source, timeOffsetLimit, timeframeLimit)
Retrieves `source` and time information for each bar whose opening timestamp is the earliest one closest to one of the UNIX timestamps specified in the `timestamps` array. Any call to this function cannot execute more than once per bar or realtime tick.
Parameters:
timestamps (array) : An array of "int" values representing UNIX timestamps. The function retrieves `source` and time data for each element in this array.
source (series float) : The source series to analyze. The function stores each value in the series with an associated timestamp representing its corresponding bar's opening time.
timeOffsetLimit (simple int) : Optional. A time offset (range) in milliseconds. If specified, the function limits the collected data to the maximum number of bars covered by the range, with a minimum of one bar. If the call includes a non-empty `timeframeLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
timeframeLimit (simple string) : Optional. A valid timeframe string. If specified and not empty, the function limits the collected data to the maximum number of bars covered by the timeframe, with a minimum of one bar. If the call includes a non-na `timeOffsetLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
Returns: ( ) A tuple of the following data:
- An array containing a `source` value for each identified timestamp (array).
- An array containing an identified timestamp for each item in the `timestamps` array (array).
- The current bar's `source` value ("float").
- The symbol's description from `syminfo.description` ("string").
getDataAtTimeOffsets(timeOffsets, source, timeOffsetLimit, timeframeLimit)
Retrieves `source` and time information for each bar whose opening timestamp is the earliest one closest to one of the time offsets specified in the `timeOffsets` array. Each offset in the array represents the absolute number of milliseconds behind the current bar's opening time. Any call to this function cannot execute more than once per bar or realtime tick.
Parameters:
timeOffsets (array) : An array of "int" values representing the millisecond time offsets used in the search. The function retrieves `source` and time data for each element in this array. For example, the array ` ` specifies that the function returns data for the timestamps closest to one day and one week behind the current bar's opening time.
source (float) : (series float) The source series to analyze. The function stores each value in the series with an associated timestamp representing its corresponding bar's opening time.
timeOffsetLimit (simple int) : Optional. A time offset (range) in milliseconds. If specified, the function limits the collected data to the maximum number of bars covered by the range, with a minimum of one bar. If the call includes a non-empty `timeframeLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
timeframeLimit (simple string) : Optional. A valid timeframe string. If specified and not empty, the function limits the collected data to the maximum number of bars covered by the timeframe, with a minimum of one bar. If the call includes a non-na `timeOffsetLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
Returns: ( ) A tuple of the following data:
- An array containing a `source` value for each identified timestamp (array).
- An array containing an identified timestamp for each offset specified in the `timeOffsets` array (array).
- The current bar's `source` value ("float").
- The symbol's description from `syminfo.description` ("string").
getDataAtPeriodOffsets(periods, source, timeOffsetLimit, timeframeLimit)
Retrieves `source` and time information for each bar whose opening timestamp is the earliest one closest to a calculated offset behind the current bar's opening time. Each calculated offset represents the amount of time covered by a period specified in the `periods` array. Any call to this function cannot execute more than once per bar or realtime tick.
Parameters:
periods (array) : An array of period strings, which determines the time offsets used in the search. The function retrieves `source` and time data for each element in this array. For example, the array ` ` specifies that the function returns data for the timestamps closest to one day, week, and month behind the current bar's opening time. Each "string" in the array must contain a unit and an optional multiplier. Supported units are:
- "Y" for years.
- "M" for months.
- "W" for weeks.
- "D" for days.
- "YTD" (Year-to-date) for the span from the start of the current bar's year in the exchange time zone. An argument with this unit cannot contain a multiplier.
source (float) : (series float) The source series to analyze. The function stores each value in the series with an associated timestamp representing its corresponding bar's opening time.
timeOffsetLimit (simple int) : Optional. A time offset (range) in milliseconds. If specified, the function limits the collected data to the maximum number of bars covered by the range, with a minimum of one bar. If the call includes a non-empty `timeframeLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
timeframeLimit (simple string) : Optional. A valid timeframe string. If specified and not empty, the function limits the collected data to the maximum number of bars covered by the timeframe, with a minimum of one bar. If the call includes a non-na `timeOffsetLimit` value, the function limits the data using the largest number of bars covered by the two ranges. The default is `na`.
Returns: ( ) A tuple of the following data:
- An array containing a `source` value for each identified timestamp (array).
- An array containing an identified timestamp for each period specified in the `periods` array (array).
- The current bar's `source` value ("float").
- The symbol's description from `syminfo.description` ("string").
Drawings_publicLibrary "Drawings_public"
: Functions to manage drawings on the chart
extend_line(lineId, labelId)
: Extend specific line with its label
Parameters:
lineId (line)
labelId (label)
update_line_coordinates(lineId, labelId, x1, y1, x2, y2)
: Update specific line coordinates with its label
Parameters:
lineId (line)
labelId (label)
x1 (int)
y1 (float)
x2 (int)
y2 (float)
update_label_coordinates(labelId, value)
: Update coordinates of a label
Parameters:
labelId (label)
value (float)
delete_line(lineId, labelId)
: Delete specific line with its label
Parameters:
lineId (line)
labelId (label)
update_box_coordinates(boxId, labelId, left, top, right, bottom)
: Update specific box coordinates with its label
Parameters:
boxId (box)
labelId (label)
left (int)
top (float)
right (int)
bottom (float)
delete_box(boxId, labelId)
: Delete specific box with its label
Parameters:
boxId (box)
labelId (label)
DrawIndicatorOnTheChartLibrary "DrawIndicatorOnTheChart"
this library is used to show an indicator (such RSI, CCI, MOM etc) on the main chart with indicator's horizontal lines in a window. Location of the window is calculated dynamically by last price movemements
drawIndicator(enabled, indicatorName, indicator1, indicator2, indicator3, indicatorcolors, period, indimax_, indimin_, levels, precision, xlocation, lnwidth)
draws the realted indicator on the chart
Parameters:
enabled (bool) : if it's enabled to show
indicatorName (string) : is the indicator name as string such "RSI", "CCI" etc
indicator1 (float) : is first indicator you want to show, such rsi(close, 14), mom(close, 10) etc
indicator2 (float) : is second indicator you want to show, such -DI of DMI
indicator3 (float) : is third indicator you want to show, such ADX of DMI
indicatorcolors (array)
period (int) : is the length of the window to show
indimax_ (float) : is the maximum value of the indicator, for example for RSI it's 100.0, if the indicator (such CCI, MOM etc) doesn't have maximum value then use "na"
indimin_ (float) : is the minimum value of the indicator, for example for RSI it's 0.0, if the indicator (such CCI, MOM etc)doesn't have maximum value then use "na"
levels (array) : is the levels of the array for the horizontal lines. for example if you want horizontal lines at 30.0, and 70.0 then use array.from(30.0, 70.0). if no horizontal lines then use array.from(na)
precision (int) : is the precision/nuber of decimals that is used to show indicator values, for example for RSI set it 2
xlocation (int) : is end location of the indicator window, for example if xlocation = 0 window is created on the index of the last bar/candle
lnwidth (int) : is the line width of the indicator lines
Returns: none
CapitalManagementLibrary "CapitalManagement"
TODO: Manage the capital
order_volume(percent_risk, order_entry_price, stop_loss_price)
: Function to calculate order volume according to give risk percent_risk
Parameters:
percent_risk (float)
order_entry_price (float)
stop_loss_price (float)
calculate_takeprofit_price(entry_price, stop_loss_price, risk_reward)
: Function to calculate take profit price according to given risk:reward ratio
Parameters:
entry_price (float)
stop_loss_price (float)
risk_reward (float)
Returns: Return take profit value according to given risk:reward ratio
dmarcLevelParserLibrary "dmarcLevelParser"
Provides a parsing library that indicator authors can use in order to parse dmarcLevels.
parseLevels(s)
Parses the string content and returns the `dmarcLevels` found within.
Parameters:
s (string) : The string to parse.
Returns: The parsed dmarc levels.
zoneRange
Fields:
high (series float)
low (series float)
wtdLevels
Fields:
lvnLines (array)
lvnZones (array)
supplyLines (array)
supplyZones (array)
vses (array)
vahs (array)
vals (array)
pocs (array)
miscZones (array)
miscLines (array)
fbos (array)
fbds (array)
majorLevels (array)
mansupLines (array)
mansupmajLines (array)
mansupZones (array)
mansupmajZones (array)
manresLines (array)
manresmajLines (array)
manresZones (array)
manresmajZones (array)
capital_managementLibrary "capital_management"
TODO: add library description here
Volume_calculation(precent_risk, order_entry_price, stop_loss_price)
TODO: Volume calculation function by placing orders with fiven % risk
Parameters:
precent_risk (float)
order_entry_price (float)
stop_loss_price (float)
Returns: stop_loss_price: Price that place stop loss order
PaddingThe Padding library is a comprehensive and flexible toolkit designed to extend time series data within TradingView, making it an indispensable resource for advanced signal processing tasks such as FFT, filtering, convolution, and wavelet analysis. At its core, the library addresses the common challenge of edge effects by "padding" your data—that is, by appending additional data points beyond the natural boundaries of your original dataset. This extension not only mitigates the distortions that can occur at the endpoints but also helps to maintain the integrity of various transformations and calculations performed on the series. The library accomplishes this while preserving the ordering of your data, ensuring that the most recent point always resides at index 0.
Central to the functionality of this library are two key enumerations: Direction and PaddingType. The Direction enum determines where the padding will be applied. You can choose to extend the data in the forward direction (ahead of the current values), in the backward direction (behind the current values), or in both directions simultaneously. The PaddingType enum defines the specific method used for extending the data. The library supports several methods—including symmetric, reflect, periodic, antisymmetric, antireflect, smooth, constant, and zero padding—each of which has been implemented to suit different analytical scenarios. For instance, symmetric padding mirrors the original data across its boundaries, while reflect padding continues the trend by reflecting around endpoint values. Periodic padding repeats the data, and antisymmetric padding mirrors the data with alternating signs to counterbalance it. The antireflect and smooth methods take into account the derivatives of your data, thereby extending the series in a way that preserves or smoothly continues these derivative values. Constant and zero padding simply extend the series using fixed endpoint values or zeros. Together, these enums allow you to fine-tune how your data is extended, ensuring that the padding method aligns with the specific requirements of your analysis.
The library is designed to work with both single variable inputs and array inputs. When using array-based methods—particularly with the antireflect and smooth padding types—please note that the implementation intentionally discards the last data point as a result of the delta computation process. This behavior is an important consideration when integrating the library into your TradingView studies, as it affects the overall data length of the padded series. Despite this, the library’s structure and documentation make it straightforward to incorporate into your existing scripts. You simply provide your data source, define the length of your data window, and select the desired padding type and direction, along with any optional parameters to control the extent of the padding (using both_period, forward_period, or backward_period).
In practical application, the Padding library enables you to extend historical data beyond its original range in a controlled and predictable manner. This is particularly useful when preparing datasets for further signal processing, as it helps to reduce artifacts that can otherwise compromise the results of your analytical routines. Whether you are an experienced Pine Script developer or a trader exploring advanced data analysis techniques, this library offers a robust solution that enhances the reliability and accuracy of your studies by ensuring your algorithms operate on a more complete and well-prepared dataset.
Library "Padding"
A comprehensive library for padding time series data with various methods. Supports both single variable and array inputs, with flexible padding directions and periods. Designed for signal processing applications including FFT, filtering, convolution, and wavelets. All methods maintain data ordering with most recent point at index 0.
symmetric(source, series_length, direction, both_period, forward_period, backward_period)
Applies symmetric padding by mirroring the input data across boundaries
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with symmetric padding applied
method symmetric(source, direction, both_period, forward_period, backward_period)
Applies symmetric padding to an array by mirroring the data across boundaries
Namespace types: array
Parameters:
source (array) : Array of values to pad
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with symmetric padding applied
reflect(source, series_length, direction, both_period, forward_period, backward_period)
Applies reflect padding by continuing trends through reflection around endpoint values
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with reflect padding applied
method reflect(source, direction, both_period, forward_period, backward_period)
Applies reflect padding to an array by continuing trends through reflection around endpoint values
Namespace types: array
Parameters:
source (array) : Array of values to pad
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with reflect padding applied
periodic(source, series_length, direction, both_period, forward_period, backward_period)
Applies periodic padding by repeating the input data
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with periodic padding applied
method periodic(source, direction, both_period, forward_period, backward_period)
Applies periodic padding to an array by repeating the data
Namespace types: array
Parameters:
source (array) : Array of values to pad
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with periodic padding applied
antisymmetric(source, series_length, direction, both_period, forward_period, backward_period)
Applies antisymmetric padding by mirroring data and alternating signs
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with antisymmetric padding applied
method antisymmetric(source, direction, both_period, forward_period, backward_period)
Applies antisymmetric padding to an array by mirroring data and alternating signs
Namespace types: array
Parameters:
source (array) : Array of values to pad
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with antisymmetric padding applied
antireflect(source, series_length, direction, both_period, forward_period, backward_period)
Applies antireflect padding by reflecting around endpoints while preserving derivatives
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with antireflect padding applied
method antireflect(source, direction, both_period, forward_period, backward_period)
Applies antireflect padding to an array by reflecting around endpoints while preserving derivatives
Namespace types: array
Parameters:
source (array) : Array of values to pad
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with antireflect padding applied. Note: Last data point is lost when using array input
smooth(source, series_length, direction, both_period, forward_period, backward_period)
Applies smooth padding by extending with constant derivatives from endpoints
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with smooth padding applied
method smooth(source, direction, both_period, forward_period, backward_period)
Applies smooth padding to an array by extending with constant derivatives from endpoints
Namespace types: array
Parameters:
source (array) : Array of values to pad
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with smooth padding applied. Note: Last data point is lost when using array input
constant(source, series_length, direction, both_period, forward_period, backward_period)
Applies constant padding by extending endpoint values
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with constant padding applied
method constant(source, direction, both_period, forward_period, backward_period)
Applies constant padding to an array by extending endpoint values
Namespace types: array
Parameters:
source (array) : Array of values to pad
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with constant padding applied
zero(source, series_length, direction, both_period, forward_period, backward_period)
Applies zero padding by extending with zeros
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with zero padding applied
method zero(source, direction, both_period, forward_period, backward_period)
Applies zero padding to an array by extending with zeros
Namespace types: array
Parameters:
source (array) : Array of values to pad
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with zero padding applied
pad_data(source, series_length, padding_type, direction, both_period, forward_period, backward_period)
Generic padding function that applies specified padding type to input data
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
padding_type (series PaddingType) : Type of padding to apply (see PaddingType enum)
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with specified padding applied
method pad_data(source, padding_type, direction, both_period, forward_period, backward_period)
Generic padding function that applies specified padding type to array input
Namespace types: array
Parameters:
source (array) : Array of values to pad
padding_type (series PaddingType) : Type of padding to apply (see PaddingType enum)
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to array length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to array length if not specified
Returns: Array ordered with most recent point at index 0, containing original data with specified padding applied. Note: Last data point is lost when using antireflect or smooth padding types
make_padded_data(source, series_length, padding_type, direction, both_period, forward_period, backward_period)
Creates a window-based padded data series that updates with each new value. WARNING: Function must be called on every bar for consistency. Do not use in scopes where it may not execute on every bar.
Parameters:
source (float) : Input value to pad from
series_length (int) : Length of the data window
padding_type (series PaddingType) : Type of padding to apply (see PaddingType enum)
direction (series Direction) : Direction to apply padding
both_period (int) : Optional - periods to pad in both directions. Overrides forward_period and backward_period if specified
forward_period (int) : Optional - periods to pad forward. Defaults to series_length if not specified
backward_period (int) : Optional - periods to pad backward. Defaults to series_length if not specified
Returns: Array ordered with most recent point at index 0, containing windowed data with specified padding applied
UtilityLibraryLibrary "UtilityLibrary"
A collection of custom utility functions used in my scripts.
milliseconds_per_bar()
Gets the number of milliseconds per bar.
Returns: (int) The number of milliseconds per bar.
realtime()
Checks if the current bar is the actual realtime bar.
Returns: (bool) `true` when the current bar is the actual realtime bar, `false` otherwise.
replay()
Checks if the current bar is the last replay bar.
Returns: (bool) `true` when the current bar is the last replay bar, `false` otherwise.
bar_elapsed()
Checks how much of the current bar has elapsed.
Returns: (float) Between 0 and 1.
even(number)
Checks if a number is even.
Parameters:
number (float) : (float) The number to evaluate.
Returns: (bool) `true` when the number is even, `false` when the number is odd.
sign(number)
Gets the sign of a float.
Parameters:
number (float) : (float) The number to evaluate.
Returns: (int) 1 or -1, unlike math.sign() which returns 0 if the number is 0.
atan2(y, x)
Derives an angle in radians from the XY coordinate.
Parameters:
y (float) : (float) Y coordinate.
x (float) : (float) X coordinate.
Returns: (float) Between -π and π.
clamp(number, min, max)
Ensures a value is between the `min` and `max` thresholds.
Parameters:
number (float) : (float) The number to clamp.
min (float) : (float) The minimum threshold (0 by default).
max (float) : (float) The maximum threshold (1 by default).
Returns: (float) Between `min` and `max`.
remove_gamma(value)
Removes gamma from normalized sRGB channel values.
Parameters:
value (float) : (float) The normalized channel value .
Returns: (float) Channel value with gamma removed.
add_gama(value)
Adds gamma into normalized linear RGB channel values.
Parameters:
value (float) : (float) The normalized channel value .
Returns: (float) Channel value with gamma added.
rgb_to_xyz(Color)
Extracts XYZ-D65 channels from sRGB colors.
Parameters:
Color (color) : (color) The sRGB color to process.
Returns: (float tuple)
xyz_to_rgb(x, y, z)
Converts XYZ-D65 channels to sRGB channels.
Parameters:
x (float) : (float) The X channel value.
y (float) : (float) The Y channel value.
z (float) : (float) The Z channel value.
Returns: (int tuple)
rgb_to_oklab(Color)
Extracts OKLAB-D65 channels from sRGB colors.
Parameters:
Color (color) : (color) The sRGB color to process.
Returns: (float tuple)
oklab_to_rgb(l, a, b)
Converts OKLAB-D65 channels to sRGB channels.
Parameters:
l (float) : (float) The L channel value.
a (float) : (float) The A channel value.
b (float) : (float) The B channel value.
Returns: (int tuple)
rgb_to_oklch(Color)
Extracts OKLCH channels from sRGB colors.
Parameters:
Color (color) : (color) The sRGB color to process.
Returns: (float tuple)
oklch_to_rgb(l, c, h)
Converts OKLCH channels to sRGB channels.
Parameters:
l (float) : (float) The L channel value.
c (float) : (float) The C channel value.
h (float) : (float) The H channel value.
Returns: (float tuple)
hues(l1, h1, l2, h2, dist)
Ensures the hue angles are set correctly for linearly interpolating OKLCH.
Parameters:
l1 (float) : (float) The first L channel value.
h1 (float) : (float) The first H channel value.
l2 (float) : (float) The second L channel value.
h2 (float) : (float) The second H channel value.
dist (string) : (string) The preferred angular distance to use. Options: `min` or `max` (`min` by default).
Returns: (float tuple)
lerp(a, b, t)
Linearly interpolates between two values.
Parameters:
a (float) : (float) The starting point (first value).
b (float) : (float) The ending point (second value).
t (float) : (float) The interpolation factor .
Returns: (float) Between `a` and `b`.
smoothstep(t, precise)
A non-linear (smooth) interpolation between 0 and 1.
Parameters:
t (float) : (float) The interpolation factor .
precise (bool) : (bool) Sets if the calc should be precise or efficient (`true` by default).
Returns: (float) Between 0 and 1.
ease(t, n, v, x1, y1, x2, y2)
A customizable non-linear interpolation between 0 and 1.
Parameters:
t (float) : (float) The interpolation factor .
n (float) : (float) The degree of ease (1 by default).
v (string) : (string) The easing variant type: `in-out`, `in`, or `out` (`in-out` by default).
x1 (float) : (float) Optional X coordinate of starting point (0 by default).
y1 (float) : (float) Optional Y coordinate of starting point (0 by default).
x2 (float) : (float) Optional X coordinate of ending point (1 by default).
y2 (float) : (float) Optional Y coordinate of ending point (1 by default).
Returns: (float) Between 0 and 1.
mix(color1, color2, blend, space, dist)
Linearly interpolates between two colors.
Parameters:
color1 (color) : (color) The first color.
color2 (color) : (color) The second color.
blend (float) : (float) The interpolation factor .
space (string) : (string) The color space to use for interpolating. Options: `rgb`, `oklab`, and `oklch` (`rgb` by default).
dist (string) : (string) The anglular distance to use for the hue change when the color space is set to `oklch`. Options: `min` and `max` (`min` by default).
Returns: (color) Blend of `color1` and `color2`.
VolumeProfileLibrary "VolumeProfile"
Analyzes volume and price and calculates a volume profile, in particular the Point Of Control and Value Area values.
new(rowSizeInTicks, valueAreaCoverage, startTime)
Constructor method that creates a new Volume Profile
Parameters:
rowSizeInTicks (float) : Internal row size (aka resolution) of the volume profile. Useful for most futures contracts would be '1 / syminfo.mintick'. Default '4'.
valueAreaCoverage (int) : Percentage of total volume that is considered the Value Area. Default '70'
startTime (int) : Start time (unix timestamp in milliseconds) of the Volume Profile. Default 'time'.
Returns: VolumeProfile object
method calculatePOC(vp)
Calculates current Point Of Control of the VP
Namespace types: VolumeProfile
Parameters:
vp (VolumeProfile)
Returns: void
method calculateVA(vp)
Calculates current Value Area High and Low of the VP
Namespace types: VolumeProfile
Parameters:
vp (VolumeProfile)
Returns: void
method update(vp, h, l, v, t)
Processes new chart data and sorts volume into rows. Then calls calculatePOC() and calculateVA() to update the VP. Parameters are usually the output of request.security_lower_tf.
Namespace types: VolumeProfile
Parameters:
vp (VolumeProfile)
h (array) : Array of highs
l (array) : Array of lows
v (array) : Array of volumes
t (array) : Array of candle times
Returns: void
method setSessionHigh(vp, h)
Sets the high of the session the VP is tracking
Namespace types: VolumeProfile
Parameters:
vp (VolumeProfile)
h (float)
Returns: void
method setSessionLow(vp, l)
Sets the low of the session the VP is tracking
Namespace types: VolumeProfile
Parameters:
vp (VolumeProfile)
l (float)
Returns: void
method getPOC(vp)
Gets the current Point Of Control
Namespace types: VolumeProfile
Parameters:
vp (VolumeProfile)
Returns: Point Of Control (float)
method getVAH(vp)
Gets the current Value Area High
Namespace types: VolumeProfile
Parameters:
vp (VolumeProfile)
Returns: Value Area High (float)
method getVAL(vp)
Gets the current Value Area Low
Namespace types: VolumeProfile
Parameters:
vp (VolumeProfile)
Returns: Value Area Low (float)
VolumeProfile
Fields:
rowSizeInTicks (series float)
valueAreaCoverage (series int)
startTime (series int)
valueAreaHigh (series float)
pointOfControl (series float)
valueAreaLow (series float)
sessionHigh (series float)
sessionLow (series float)
volumeByRow (map)
totalVolume (series float)
pocRow (series float)
pocVol (series float)
waves█ OVERVIEW
This library intended for use in Bar Replay provides functions to generate various wave forms (sine, cosine, triangle, square) based on time and customizable parameters. Useful for testing and in creating oscillators, indicators, or visual effects.
█ FUNCTIONS
• getSineWave()
• getCosineWave()
• getTriangleWave()
• getSquareWave()
█ USAGE EXAMPLE
//@version=6
indicator("Wave Example")
import kaigouthro/waves/1
plot(waves.getSineWave(cyclesPerMinute=15))
█ NOTES
* barsPerSecond defaults to 10. Adjust this if not using 10x in Bar Replay.
* Phase shift is in degrees.
---
Library "waves"
getSineWave(cyclesPerMinute, bar, barsPerSecond, amplitude, verticalShift, phaseShift)
`getSineWave`
> Calculates a sine wave based on bar index, cycles per minute (BPM), and wave parameters.
Parameters:
cyclesPerMinute (float) : (float) The desired number of cycles per minute (BPM). Default is 30.0.
bar (int) : (int) The current bar index. Default is bar_index.
barsPerSecond (float) : (float) The number of bars per second. Default is 10.0 for Bar Replay
amplitude (float) : (float) The amplitude of the sine wave. Default is 1.0.
verticalShift (float) : (float) The vertical shift of the sine wave. Default is 0.0.
phaseShift (float) : (float) The phase shift of the sine wave in radians. Default is 0.0.
Returns: (float) The calculated sine wave value.
getCosineWave(cyclesPerMinute, bar, barsPerSecond, amplitude, verticalShift, phaseShift)
`getCosineWave`
> Calculates a cosine wave based on bar index, cycles per minute (BPM), and wave parameters.
Parameters:
cyclesPerMinute (float) : (float) The desired number of cycles per minute (BPM). Default is 30.0.
bar (int) : (int) The current bar index. Default is bar_index.
barsPerSecond (float) : (float) The number of bars per second. Default is 10.0 for Bar Replay
amplitude (float) : (float) The amplitude of the cosine wave. Default is 1.0.
verticalShift (float) : (float) The vertical shift of the cosine wave. Default is 0.0.
phaseShift (float) : (float) The phase shift of the cosine wave in radians. Default is 0.0.
Returns: (float) The calculated cosine wave value.
getTriangleWave(cyclesPerMinute, bar, barsPerSecond, amplitude, verticalShift, phaseShift)
`getTriangleWave`
> Calculates a triangle wave based on bar index, cycles per minute (BPM), and wave parameters.
Parameters:
cyclesPerMinute (float) : (float) The desired number of cycles per minute (BPM). Default is 30.0.
bar (int) : (int) The current bar index. Default is bar_index.
barsPerSecond (float) : (float) The number of bars per second. Default is 10.0 for Bar Replay
amplitude (float) : (float) The amplitude of the triangle wave. Default is 1.0.
verticalShift (float) : (float) The vertical shift of the triangle wave. Default is 0.0.
phaseShift (float) : (float) The phase shift of the triangle wave in radians. Default is 0.0.
Returns: (float) The calculated triangle wave value.
getSquareWave(cyclesPerMinute, bar, barsPerSecond, amplitude, verticalShift, dutyCycle, phaseShift)
`getSquareWave`
> Calculates a square wave based on bar index, cycles per minute (BPM), and wave parameters.
Parameters:
cyclesPerMinute (float) : (float) The desired number of cycles per minute (BPM). Default is 30.0.
bar (int) : (int) The current bar index. Default is bar_index.
barsPerSecond (float) : (float) The number of bars per second. Default is 10.0 for Bar Replay
amplitude (float) : (float) The amplitude of the square wave. Default is 1.0.
verticalShift (float) : (float) The vertical shift of the square wave. Default is 0.0.
dutyCycle (float) : (float) The duty cycle of the square wave (0.0 to 1.0). Default is 0.5 (50% duty cycle).
phaseShift (float) : (float) The phase shift of the square wave in radians. Default is 0.0.
Returns: (float) The calculated square wave value.
KalmanfilterLibrary "Kalmanfilter"
A sophisticated Kalman Filter implementation for financial time series analysis
@author Rocky-Studio
@version 1.0
initialize(initial_value, process_noise, measurement_noise)
Initializes Kalman Filter parameters
Parameters:
initial_value (float) : (float) The initial state estimate
process_noise (float) : (float) The process noise coefficient (Q)
measurement_noise (float) : (float) The measurement noise coefficient (R)
Returns: A tuple containing
update(prev_state, prev_covariance, measurement, process_noise, measurement_noise)
Update Kalman Filter state
Parameters:
prev_state (float)
prev_covariance (float)
measurement (float)
process_noise (float)
measurement_noise (float)
calculate_measurement_noise(price_series, length)
Adaptive measurement noise calculation
Parameters:
price_series (array)
length (int)
calculate_measurement_noise_simple(price_series)
Parameters:
price_series (array)
update_trading(prev_state, prev_velocity, prev_covariance, measurement, volatility_window)
Enhanced trading update with velocity
Parameters:
prev_state (float)
prev_velocity (float)
prev_covariance (float)
measurement (float)
volatility_window (int)
model4_update(prev_mean, prev_speed, prev_covariance, price, process_noise, measurement_noise)
Kalman Filter Model 4 implementation (Benhamou 2018)
Parameters:
prev_mean (float)
prev_speed (float)
prev_covariance (array)
price (float)
process_noise (array)
measurement_noise (float)
model4_initialize(initial_price)
Initialize Model 4 parameters
Parameters:
initial_price (float)
model4_default_process_noise()
Create default process noise matrix for Model 4
model4_calculate_measurement_noise(price_series, length)
Adaptive measurement noise calculation for Model 4
Parameters:
price_series (array)
length (int)
BybitPerpsArrayLibrary "BybitPerpsArray"
f_getSymbolsForGroup(groupName)
Parameters:
groupName (string)
Contains all of the BYBIT Perp charts- use function to call them in groups
pslibs_revisedLibrary "pslibs_revised"
f_calculate_divergence_on_close(close, mom, rsi, start_lookback, max_lookback, rsiThresholdBuy, rsiThresholdSell, minAngleDiff, run_flag)
Parameters:
close (float)
mom (float)
rsi (float)
start_lookback (int)
max_lookback (int)
rsiThresholdBuy (float)
rsiThresholdSell (float)
minAngleDiff (float)
run_flag (bool)
f_calculate_divergence_on_low(low, mom, rsi, start_lookback, max_lookback, rsiThresholdBuy, rsiThresholdSell, minAngleDiff, run_flag)
Parameters:
low (float)
mom (float)
rsi (float)
start_lookback (int)
max_lookback (int)
rsiThresholdBuy (float)
rsiThresholdSell (float)
minAngleDiff (float)
run_flag (bool)
f_calculate_reversal(close, low, high, macdFastPeriod, macdSlowPeriod, macdSignalPeriod, stochPeriod, prcKPeriod, stochOS, stochOB, run_flag)
Parameters:
close (float)
low (float)
high (float)
macdFastPeriod (simple int)
macdSlowPeriod (simple int)
macdSignalPeriod (simple int)
stochPeriod (int)
prcKPeriod (int)
stochOS (int)
stochOB (int)
run_flag (bool)
is_within_first_30_minutes()
is_last_60_minutes()
is_last_30_minutes()
func_yestday_was_postive_trend()
Geo. Geo.
This library provides a comprehensive set of geometric functions based on 2 simple types for point and line manipulation, point array calculations, some vector operations (Borrowed from @ricardosantos ), angle calculations, and basic polygon analysis. It offers tools for creating, transforming, and analyzing geometric shapes and their relationships.
View the source code for detailed documentation on each function and type.
═════════════════════════════════════════════════════════════════════════
█ OVERVIEW
This library enhances TradingView's Pine Script with robust geometric capabilities. It introduces the Point and Line types, along with a suite of functions for various geometric operations. These functionalities empower you to perform advanced calculations, manipulations, and analyses involving points, lines, vectors, angles, and polygons directly within your Pine scripts. The example is at the bottom of the script. ( Commented out )
█ CONCEPTS
This library revolves around two fundamental types:
• Point: Represents a point in 2D space with x and y coordinates, along with optional 'a' (angle) and 'v' (value) fields for versatile use. Crucially, for plotting, utilize the `.to_chart_point()` method to convert Points into plottable chart.point objects.
• Line: Defined by a starting Point and a slope , enabling calculations like getting y for a given x, or finding intersection points.
█ FEATURES
• Point Manipulation: Perform operations like addition, subtraction, scaling, rotation, normalization, calculating distances, dot products, cross products, midpoints, and more with Point objects.
• Line Operations: Create lines, determine their slope, calculate y from x (and vice versa), and find the intersection points of two lines.
• Vector Operations: Perform vector addition, subtraction, multiplication, division, negation, perpendicular vector calculation, floor, fractional part, sine, absolute value, modulus, sign, round, scaling, rescaling, rotation, and ceiling operations.
• Angle Calculations: Compute angles between points in degrees or radians, including signed, unsigned, and 360-degree angles.
• Polygon Analysis: Calculate the area, perimeter, and centroid of polygons. Check if a point is inside a given polygon and determine the convex hull perimeter.
• Chart Plotting: Conveniently convert Point objects to chart.point objects for plotting lines and points on the chart. The library also includes functions for plotting lines between individual and series of points.
• Utility Functions: Includes helper functions such as square root, square, cosine, sine, tangent, arc cosine, arc sine, arc tangent, atan2, absolute distance, golden ratio tolerance check, fractional part, and safe index/check for chart plotting boundaries.
█ HOW TO USE
1 — Include the library in your script using:
import kaigouthro/geo/1
2 — Create Point and Line objects:
p1 = geo.Point(bar_index, close)
p2 = geo.Point(bar_index , open)
myLine = geo.Line(p1, geo.slope(p1, p2))
// maybe use that line to detect a crossing for an alert ... hmmm
3 — Utilize the provided functions:
distance = geo.distance(p1, p2)
intersection = geo.intersection(line1, line2)
4 — For plotting labels, lines, convert Point to chart.point :
label.new(p1.to_chart_point(), " Hi ")
line.new(p1.to_chart_point(),p2.to_chart_point())
█ NOTES
This description provides a concise overview. Consult the library's source code for in-depth documentation, including detailed descriptions, parameter types, and return values for each function and method. The source code is structured with comprehensive comments using the `//@` format for seamless integration with TradingView's auto-documentation features.
█ Possibilities..
Library "geo"
This library provides a comprehensive set of geometric functions and types, including point and line manipulation, vector operations, angle calculations, and polygon analysis. It offers tools for creating, transforming, and analyzing geometric shapes and their relationships.
sqrt(value)
Square root function
Parameters:
value (float) : (float) - The number to take the square root of
Returns: (float) - The square root of the input value
sqr(x)
Square function
Parameters:
x (float) : (float) - The number to square
Returns: (float) - The square of the input value
cos(v)
Cosine function
Parameters:
v (float) : (series float) - The value to find the cosine of
Returns: (series float) - The cosine of the input value
sin(v)
Sine function
Parameters:
v (float) : (series float) - The value to find the sine of
Returns: (series float) - The sine of the input value
tan(v)
Tangent function
Parameters:
v (float) : (series float) - The value to find the tangent of
Returns: (series float) - The tangent of the input value
acos(v)
Arc cosine function
Parameters:
v (float) : (series float) - The value to find the arc cosine of
Returns: (series float) - The arc cosine of the input value
asin(v)
Arc sine function
Parameters:
v (float) : (series float) - The value to find the arc sine of
Returns: (series float) - The arc sine of the input value
atan(v)
Arc tangent function
Parameters:
v (float) : (series float) - The value to find the arc tangent of
Returns: (series float) - The arc tangent of the input value
atan2(dy, dx)
atan2 function
Parameters:
dy (float) : (float) - The y-coordinate
dx (float) : (float) - The x-coordinate
Returns: (float) - The angle in radians
gap(_value1, __value2)
Absolute distance between any two float values
Parameters:
_value1 (float) : First value
__value2 (float)
Returns: Absolute Positive Distance
phi_tol(a, b, tolerance)
Check if the ratio is within the tolerance of the golden ratio
Parameters:
a (float) : (float) The first number
b (float) : (float) The second number
tolerance (float) : (float) The tolerance percennt as 1 = 1 percent
Returns: (bool) True if the ratio is within the tolerance, false otherwise
frac(x)
frad Fractional
Parameters:
x (float) : (float) - The number to convert to fractional
Returns: (float) - The number converted to fractional
safeindex(x, limit)
limiting int to hold the value within the chart range
Parameters:
x (float) : (float) - The number to limit
limit (int)
Returns: (int) - The number limited to the chart range
safecheck(x, limit)
limiting int check if within the chartplottable range
Parameters:
x (float) : (float) - The number to limit
limit (int)
Returns: (int) - The number limited to the chart range
interpolate(a, b, t)
interpolate between two values
Parameters:
a (float) : (float) - The first value
b (float) : (float) - The second value
t (float) : (float) - The interpolation factor (0 to 1)
Returns: (float) - The interpolated value
gcd(_numerator, _denominator)
Greatest common divisor of two integers
Parameters:
_numerator (int)
_denominator (int)
Returns: (int) The greatest common divisor
method set_x(self, value)
Set the x value of the point, and pass point for chaining
Namespace types: Point
Parameters:
self (Point) : (Point) The point to modify
value (float) : (float) The new x-coordinate
method set_y(self, value)
Set the y value of the point, and pass point for chaining
Namespace types: Point
Parameters:
self (Point) : (Point) The point to modify
value (float) : (float) The new y-coordinate
method get_x(self)
Get the x value of the point
Namespace types: Point
Parameters:
self (Point) : (Point) The point to get the x-coordinate from
Returns: (float) The x-coordinate
method get_y(self)
Get the y value of the point
Namespace types: Point
Parameters:
self (Point) : (Point) The point to get the y-coordinate from
Returns: (float) The y-coordinate
method vmin(self)
Lowest element of the point
Namespace types: Point
Parameters:
self (Point) : (Point) The point
Returns: (float) The lowest value between x and y
method vmax(self)
Highest element of the point
Namespace types: Point
Parameters:
self (Point) : (Point) The point
Returns: (float) The highest value between x and y
method add(p1, p2)
Addition
Namespace types: Point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
Returns: (Point) - the add of the two points
method sub(p1, p2)
Subtraction
Namespace types: Point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
Returns: (Point) - the sub of the two points
method mul(p, scalar)
Multiplication by scalar
Namespace types: Point
Parameters:
p (Point) : (Point) - The point
scalar (float) : (float) - The scalar to multiply by
Returns: (Point) - the multiplied point of the point and the scalar
method div(p, scalar)
Division by scalar
Namespace types: Point
Parameters:
p (Point) : (Point) - The point
scalar (float) : (float) - The scalar to divide by
Returns: (Point) - the divided point of the point and the scalar
method rotate(p, angle)
Rotate a point around the origin by an angle (in degrees)
Namespace types: Point
Parameters:
p (Point) : (Point) - The point to rotate
angle (float) : (float) - The angle to rotate by in degrees
Returns: (Point) - the rotated point
method length(p)
Length of the vector from origin to the point
Namespace types: Point
Parameters:
p (Point) : (Point) - The point
Returns: (float) - the length of the point
method length_squared(p)
Length squared of the vector
Namespace types: Point
Parameters:
p (Point) : (Point) The point
Returns: (float) The squared length of the point
method normalize(p)
Normalize the point to a unit vector
Namespace types: Point
Parameters:
p (Point) : (Point) - The point to normalize
Returns: (Point) - the normalized point
method dot(p1, p2)
Dot product
Namespace types: Point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
Returns: (float) - the dot of the two points
method cross(p1, p2)
Cross product result (in 2D, this is a scalar)
Namespace types: Point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
Returns: (float) - the cross of the two points
method distance(p1, p2)
Distance between two points
Namespace types: Point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
Returns: (float) - the distance of the two points
method Point(x, y, a, v)
Point Create Convenience
Namespace types: series float, simple float, input float, const float
Parameters:
x (float)
y (float)
a (float)
v (float)
Returns: (Point) new point
method angle(p1, p2)
Angle between two points in degrees
Namespace types: Point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
Returns: (float) - the angle of the first point and the second point
method angle_between(p, pivot, other)
Angle between two points in degrees from a pivot point
Namespace types: Point
Parameters:
p (Point) : (Point) - The point to calculate the angle from
pivot (Point) : (Point) - The pivot point
other (Point) : (Point) - The other point
Returns: (float) - the angle between the two points
method translate(p, from_origin, to_origin)
Translate a point from one origin to another
Namespace types: Point
Parameters:
p (Point) : (Point) - The point to translate
from_origin (Point) : (Point) - The origin to translate from
to_origin (Point) : (Point) - The origin to translate to
Returns: (Point) - the translated point
method midpoint(p1, p2)
Midpoint of two points
Namespace types: Point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
Returns: (Point) - The midpoint of the two points
method rotate_around(p, angle, pivot)
Rotate a point around a pivot point by an angle (in degrees)
Namespace types: Point
Parameters:
p (Point) : (Point) - The point to rotate
angle (float) : (float) - The angle to rotate by in degrees
pivot (Point) : (Point) - The pivot point to rotate around
Returns: (Point) - the rotated point
method multiply(_a, _b)
Multiply vector _a with _b
Namespace types: Point
Parameters:
_a (Point) : (Point) The first point
_b (Point) : (Point) The second point
Returns: (Point) The result of the multiplication
method divide(_a, _b)
Divide vector _a by _b
Namespace types: Point
Parameters:
_a (Point) : (Point) The first point
_b (Point) : (Point) The second point
Returns: (Point) The result of the division
method negate(_a)
Negative of vector _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to negate
Returns: (Point) The negated point
method perp(_a)
Perpendicular Vector of _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
Returns: (Point) The perpendicular point
method vfloor(_a)
Compute the floor of argument vector _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
Returns: (Point) The floor of the point
method fractional(_a)
Compute the fractional part of the elements from vector _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
Returns: (Point) The fractional part of the point
method vsin(_a)
Compute the sine of argument vector _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
Returns: (Point) The sine of the point
lcm(a, b)
Least common multiple of two integers
Parameters:
a (int) : (int) The first integer
b (int) : (int) The second integer
Returns: (int) The least common multiple
method vabs(_a)
Compute the absolute of argument vector _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
Returns: (Point) The absolute of the point
method vmod(_a, _b)
Compute the mod of argument vector _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
_b (float) : (float) The mod
Returns: (Point) The mod of the point
method vsign(_a)
Compute the sign of argument vector _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
Returns: (Point) The sign of the point
method vround(_a)
Compute the round of argument vector _a
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
Returns: (Point) The round of the point
method normalize_y(p, height)
normalizes the y value of a point to an input height
Namespace types: Point
Parameters:
p (Point) : (Point) - The point to normalize
height (float) : (float) - The height to normalize to
Returns: (Point) - the normalized point
centroid(points)
Calculate the centroid of multiple points
Parameters:
points (array) : (array) The array of points
Returns: (Point) The centroid point
random_point(_height, _width, _origin, _centered)
Random Point in a given height and width
Parameters:
_height (float) : (float) The height of the area to generate the point in
_width (float) : (float) The width of the area to generate the point in
_origin (Point) : (Point) The origin of the area to generate the point in (default: na, will create a Point(0, 0))
_centered (bool) : (bool) Center the origin point in the area, otherwise, positive h/w (default: false)
Returns: (Point) The random point in the given area
random_point_array(_origin, _height, _width, _centered, _count)
Random Point Array in a given height and width
Parameters:
_origin (Point) : (Point) The origin of the area to generate the array (default: na, will create a Point(0, 0))
_height (float) : (float) The height of the area to generate the array
_width (float) : (float) The width of the area to generate the array
_centered (bool) : (bool) Center the origin point in the area, otherwise, positive h/w (default: false)
_count (int) : (int) The number of points to generate (default: 50)
Returns: (array) The random point array in the given area
method sort_points(points, by_x)
Sorts an array of points by x or y coordinate
Namespace types: array
Parameters:
points (array) : (array) The array of points to sort
by_x (bool) : (bool) Whether to sort by x-coordinate (true) or y-coordinate (false)
Returns: (array) The sorted array of points
method equals(_a, _b)
Compares two points for equality
Namespace types: Point
Parameters:
_a (Point) : (Point) The first point
_b (Point) : (Point) The second point
Returns: (bool) True if the points are equal, false otherwise
method max(origin, _a, _b)
Maximum of two points from origin, using dot product
Namespace types: Point
Parameters:
origin (Point)
_a (Point) : (Point) The first point
_b (Point) : (Point) The second point
Returns: (Point) The maximum point
method min(origin, _a, _b)
Minimum of two points from origin, using dot product
Namespace types: Point
Parameters:
origin (Point)
_a (Point) : (Point) The first point
_b (Point) : (Point) The second point
Returns: (Point) The minimum point
method avg_x(points)
Average x of point array
Namespace types: array
Parameters:
points (array) : (array) The array of points
Returns: (float) The average x-coordinate
method avg_y(points)
Average y of point array
Namespace types: array
Parameters:
points (array) : (array) The array of points
Returns: (float) The average y-coordinate
method range_x(points)
Range of x values in point array
Namespace types: array
Parameters:
points (array) : (array) The array of points
Returns: (float) The range of x-coordinates
method range_y(points)
Range of y values in point array
Namespace types: array
Parameters:
points (array) : (array) The array of points
Returns: (float) The range of y-coordinates
method max_x(points)
max of x values in point array
Namespace types: array
Parameters:
points (array) : (array) The array of points
Returns: (float) The max of x-coordinates
method min_y(points)
min of x values in point array
Namespace types: array
Parameters:
points (array) : (array) The array of points
Returns: (float) The min of x-coordinates
method scale(_a, _scalar)
Scale a point by a scalar
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to scale
_scalar (float) : (float) The scalar value
Returns: (Point) The scaled point
method rescale(_a, _length)
Rescale a point to a new magnitude
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to rescale
_length (float) : (float) The new magnitude
Returns: (Point) The rescaled point
method rotate_rad(_a, _radians)
Rotate a point by an angle in radians
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to rotate
_radians (float) : (float) The angle in radians
Returns: (Point) The rotated point
method rotate_degree(_a, _degree)
Rotate a point by an angle in degrees
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to rotate
_degree (float) : (float) The angle in degrees
Returns: (Point) The rotated point
method vceil(_a, _digits)
Ceil a point to a certain number of digits
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to ceil
_digits (int) : (int) The number of digits to ceil to
Returns: (Point) The ceiled point
method vpow(_a, _exponent)
Raise both point elements to a power
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
_exponent (float) : (float) The exponent
Returns: (Point) The point with elements raised to the power
method perpendicular_distance(_a, _b, _c)
Distance from point _a to line between _b and _c
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
_b (Point) : (Point) The start point of the line
_c (Point) : (Point) The end point of the line
Returns: (float) The perpendicular distance
method project(_a, _axis)
Project a point onto another
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to project
_axis (Point) : (Point) The point to project onto
Returns: (Point) The projected point
method projectN(_a, _axis)
Project a point onto a point of unit length
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to project
_axis (Point) : (Point) The unit length point to project onto
Returns: (Point) The projected point
method reflect(_a, _axis)
Reflect a point on another
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to reflect
_axis (Point) : (Point) The point to reflect on
Returns: (Point) The reflected point
method reflectN(_a, _axis)
Reflect a point to an arbitrary axis
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to reflect
_axis (Point) : (Point) The axis to reflect to
Returns: (Point) The reflected point
method angle_rad(_a)
Angle in radians of a point
Namespace types: Point
Parameters:
_a (Point) : (Point) The point
Returns: (float) The angle in radians
method angle_unsigned(_a, _b)
Unsigned degree angle between 0 and +180 by given two points
Namespace types: Point
Parameters:
_a (Point) : (Point) The first point
_b (Point) : (Point) The second point
Returns: (float) The unsigned angle in degrees
method angle_signed(_a, _b)
Signed degree angle between -180 and +180 by given two points
Namespace types: Point
Parameters:
_a (Point) : (Point) The first point
_b (Point) : (Point) The second point
Returns: (float) The signed angle in degrees
method angle_360(_a, _b)
Degree angle between 0 and 360 by given two points
Namespace types: Point
Parameters:
_a (Point) : (Point) The first point
_b (Point) : (Point) The second point
Returns: (float) The angle in degrees (0-360)
method clamp(_a, _vmin, _vmax)
Restricts a point between a min and max value
Namespace types: Point
Parameters:
_a (Point) : (Point) The point to restrict
_vmin (Point) : (Point) The minimum point
_vmax (Point) : (Point) The maximum point
Returns: (Point) The restricted point
method lerp(_a, _b, _rate_of_move)
Linearly interpolates between points a and b by _rate_of_move
Namespace types: Point
Parameters:
_a (Point) : (Point) The starting point
_b (Point) : (Point) The ending point
_rate_of_move (float) : (float) The rate of movement (0-1)
Returns: (Point) The interpolated point
method slope(p1, p2)
Slope of a line between two points
Namespace types: Point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
Returns: (float) - The slope of the line
method gety(self, x)
Get y-coordinate of a point on the line given its x-coordinate
Namespace types: Line
Parameters:
self (Line) : (Line) - The line
x (float) : (float) - The x-coordinate
Returns: (float) - The y-coordinate
method getx(self, y)
Get x-coordinate of a point on the line given its y-coordinate
Namespace types: Line
Parameters:
self (Line) : (Line) - The line
y (float) : (float) - The y-coordinate
Returns: (float) - The x-coordinate
method intersection(self, other)
Intersection point of two lines
Namespace types: Line
Parameters:
self (Line) : (Line) - The first line
other (Line) : (Line) - The second line
Returns: (Point) - The intersection point
method calculate_arc_point(self, b, p3)
Calculate a point on the arc defined by three points
Namespace types: Point
Parameters:
self (Point) : (Point) The starting point of the arc
b (Point) : (Point) The middle point of the arc
p3 (Point) : (Point) The end point of the arc
Returns: (Point) A point on the arc
approximate_center(point1, point2, point3)
Approximate the center of a spiral using three points
Parameters:
point1 (Point) : (Point) The first point
point2 (Point) : (Point) The second point
point3 (Point) : (Point) The third point
Returns: (Point) The approximate center point
createEdge(center, radius, angle)
Get coordinate from center by radius and angle
Parameters:
center (Point) : (Point) - The center point
radius (float) : (float) - The radius of the circle
angle (float) : (float) - The angle in degrees
Returns: (Point) - The coordinate on the circle
getGrowthFactor(p1, p2, p3)
Get growth factor of spiral point
Parameters:
p1 (Point) : (Point) - The first point
p2 (Point) : (Point) - The second point
p3 (Point) : (Point) - The third point
Returns: (float) - The growth factor
method to_chart_point(point)
Convert Point to chart.point using chart.point.from_index(safeindex(point.x), point.y)
Namespace types: Point
Parameters:
point (Point) : (Point) - The point to convert
Returns: (chart.point) - The chart.point representation of the input point
method plotline(p1, p2, col, width)
Draw a line from p1 to p2
Namespace types: Point
Parameters:
p1 (Point) : (Point) First point
p2 (Point) : (Point) Second point
col (color)
width (int)
Returns: (line) Line object
method drawlines(points, col, ignore_boundary)
Draw lines between points in an array
Namespace types: array
Parameters:
points (array) : (array) The array of points
col (color) : (color) The color of the lines
ignore_boundary (bool) : (bool) The color of the lines
method to_chart_points(points)
Draw an array of points as chart points on the chart with line.new(chartpoint1, chartpoint2, color=linecolor)
Namespace types: array
Parameters:
points (array) : (array) - The points to draw
Returns: (array) The array of chart points
polygon_area(points)
Calculate the area of a polygon defined by an array of points
Parameters:
points (array) : (array) The array of points representing the polygon vertices
Returns: (float) The area of the polygon
polygon_perimeter(points)
Calculate the perimeter of a polygon
Parameters:
points (array) : (array) Array of points defining the polygon
Returns: (float) Perimeter of the polygon
is_point_in_polygon(point, _polygon)
Check if a point is inside a polygon
Parameters:
point (Point) : (Point) The point to check
_polygon (array)
Returns: (bool) True if the point is inside the polygon, false otherwise
method perimeter(points)
Calculates the convex hull perimeter of a set of points
Namespace types: array
Parameters:
points (array) : (array) The array of points
Returns: (array) The array of points forming the convex hull perimeter
Point
A Point, can be used for vector, floating calcs, etc. Use the cp method for plots
Fields:
x (series float) : (float) The x-coordinate
y (series float) : (float) The y-coordinate
a (series float) : (float) An Angle storage spot
v (series float) : (float) A Value
Line
Line
Fields:
point (Point) : (Point) The starting point of the line
slope (series float) : (float) The slope of the line
GOMTRY.
