Aktualisiert

FC_VolumeEngine

Library "FC_VolumeEngine"
Adaptive fine price-grid volume engine: accumulate buy/sell volume, then build volume-profile rows, POC, value area, composites and volume nodes.

smooth(a, len)
Centered moving average across profile rows
Parameters:
a (array<float>): Row values
len (int): Window length
Returns: Smoothed copy

gridSize(c, est)
Fine-grid bucket size for a new period
Parameters:
c (Cfg): Config
est (float): Expected period range (e.g. previous period's range)
Returns: Bucket size in price

newState()
New empty state
Returns: PState with empty arrays

method gpush(s)
Append one empty bucket
Namespace types: PState
Parameters:
s (PState)

method coarsen(s)
Halve grid resolution (merge bucket pairs)
Namespace types: PState
Parameters:
s (PState)

method addVol(s, a, b, v, vb, maxG)
Spread volume uniformly over a price range
Namespace types: PState
Parameters:
s (PState)
a (float): Range bound
b (float): Range bound
v (float): Total volume
vb (float): Buy volume
maxG (int): Max buckets

method markBar(s, lo, hi)
Count one bar visit across a price range (TPO-style)
Namespace types: PState
Parameters:
s (PState)
lo (float)
hi (float)

method reset(s, bar, op, hp, lp, cp, ah, gsz)
Start a new period
Namespace types: PState
Parameters:
s (PState)
bar (int)
op (float)
hp (float)
lp (float)
cp (float)
ah (bool)
gsz (float)

compute(s, cfg, nRows)
Build rows, POC and value area
Parameters:
s (PState): Period state
cfg (Cfg): Config
nRows (int): Row count (ignored in tick mode)
Returns: PResult or na

merge(snaps, cur, maxG)
Merge period snapshots + current period into one composite state
Parameters:
snaps (array<PState>): Completed-period snapshots
cur (PState): Current period
maxG (int): Max buckets
Returns: Merged PState

nodes(r, win, hvnPct, lvnPct, maxN, wantH, wantL)
HVN / LVN row indices
Parameters:
r (PResult)
win (int)
hvnPct (float)
lvnPct (float)
maxN (int)
wantH (bool)
wantL (bool)
Returns: [hvn rows, lvn rows]

Cfg
Engine configuration
Fields:
useTick (series bool): Size rows in ticks instead of a fixed row count
tickRow (series int): Ticks per row when useTick is true
rows (series int): Row count when useTick is false
vaPct (series float): Value-area volume percent
pocMid (series bool): Break POC ties toward the range midpoint
twoRow (series bool): Use two-row (CBOT) value-area expansion
maxG (series int): Max fine-grid buckets before coarsening
maxRows (series int): Max rows in tick mode
tick (series float): Symbol min tick

PState
Accumulating period state (fine grid)
Fields:
startBar (series int)
o (series float)
h (series float)
l (series float)
c (series float)
isAH (series bool)
base (series float)
gsz (series float)
gv (array<float>)
gu (array<float>)
gc (array<float>)
tv (series float)
tb (series float)
nBars (series int)
fpBars (series int)

PResult
Computed profile
Fields:
rv (array<float>)
ru (array<float>)
rc (array<float>)
rowLow (series float)
rowH (series float)
n (series int)
poc (series int)
vaLo (series int)
vaHi (series int)
pocPx (series float)
vahPx (series float)
valPx (series float)
tv (series float)
tb (series float)

Versionshinweise

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