SetupsLib

Library "SetupsLib"

f_get_mc_family_from_setup(setup_id)
Parameters:
setup_id (string)

f_setup_id_to_code(setup_id)
Parameters:
setup_id (string)

f_setup_id_to_mask(setup_id)
Parameters:
setup_id (string)

f_find_setup_spec(setup_db, setup_id)
Parameters:
setup_db (array<SetupSpec>)
setup_id (string)

f_get_setup_horizon(setup_db, setup_id, fallback_horizon)
Parameters:
setup_db (array<SetupSpec>)
setup_id (string)
fallback_horizon (int)

f_register_event(engine_events, fire_condition, setup_id, setup_tooltip, setup_size_info)
Parameters:
engine_events (array<SetupEvent>)
fire_condition (bool)
setup_id (string)
setup_tooltip (string)
setup_size_info (string)

f_collect_debug(engine_events)
Parameters:
engine_events (array<SetupEvent>)

SetupSpec
Fields:
id (series string)
name (series string)
dir (series string)
wr (series float)
sharpe (series float)
tp_pct (series float)
sl_pct (series float)
avg_bars (series int)
tooltip (series string)

SetupSignal
Fields:
id (series string)
tooltip (series string)
use_pred_rounding (series bool)
debug_enabled (series bool)
size_info (series string)

SetupEvent
Fields:
id (series string)
tooltip (series string)
size_info (series string)

Versionshinweise

v2

Added:
f_check_showstoppers(spec, ctx)
Parameters:
spec (SetupSpec)
ctx (SetupContext)

f_score_confidence(spec, ctx, impulse_strength)
Parameters:
spec (SetupSpec)
ctx (SetupContext)
impulse_strength (float)

f_register_event_v2(engine_events, fire_condition, spec, ctx, impulse_strength, size_info)
Parameters:
engine_events (array<SetupEvent>)
fire_condition (bool)
spec (SetupSpec)
ctx (SetupContext)
impulse_strength (float)
size_info (string)

f_get_spec(setup_db, setup_id)
Parameters:
setup_db (array<SetupSpec>)
setup_id (string)

f_build_setup_db()

SetupContext
Fields:
vec_osc (series float)
mr_osc (series float)
te_osc (series float)
corr_osc (series float)
ltf_corr (series float)
pred_slope (series float)
vec_p25 (series float)
vec_p75 (series float)
mr_p25 (series float)
mr_p75 (series float)
mr_p2 (series float)
mr_p98 (series float)
te_p25 (series float)
te_p75 (series float)
corr_p20 (series float)
corr_p80 (series float)
ltf_p20 (series float)
ltf_p80 (series float)
pred_p25 (series float)
pred_p75 (series float)

Updated:
SetupEvent
Fields:
id (series string)
tooltip (series string)
size_info (series string)
confidence (series float)
showstopper_hits (series int)

Versionshinweise

v3

Added:
f_eval_showstoppers(mask, ctx)
Evaluates showstoppers using generic slot-based oscillator context
Parameters:
mask (int): Bitmask of showstopper conditions to check (use SS_* constants)
ctx (OscContext): OscContext containing oscillator values and percentiles
Returns: bool True if any showstopper condition in the mask is triggered

f_seed_validation(next_setup_id, next_setup_direction, next_label, next_tooltip)
Seeds a validation request with setup details
Parameters:
next_setup_id (string): Setup ID to validate
next_setup_direction (string): Direction ("LONG" or "SHORT")
next_label (label): Label reference for the setup
next_tooltip (string): Tooltip text for the setup
Returns: [setup_id, trigger_bar, entry_price, direction, label, tooltip, phase] Validation seed data

f_start_or_queue_validation(vs, next_setup_id, next_trigger_bar, next_entry_price, next_direction, next_label, next_tooltip, next_phase)
Starts validation or queues it if validator is busy
Parameters:
vs (ValidationState): ValidationState object to update
next_setup_id (string): Setup ID to validate
next_trigger_bar (int): Bar index where setup fired
next_entry_price (float): Entry price for the setup
next_direction (string): Direction ("LONG" or "SHORT")
next_label (label): Label reference
next_tooltip (string): Tooltip text
next_phase (int): Initial phase (usually 1)
Returns: ValidationState Updated validation state

OscContext
Fields:
values (array<float>)
p25 (array<float>)
p75 (array<float>)
p_lo (array<float>)
p_hi (array<float>)

ValidationState
Fields:
validating_setup_id (series string)
setup_trigger_bar (series int)
setup_entry_price (series float)
setup_direction (series string)
current_mae_p10 (series float)
current_mfe_p90 (series float)
current_mae_alt (series float)
current_mfe_alt (series float)
selected_validation_direction (series string)
validation_phase (series int)
mae_viz_price (series float)
mfe_viz_price (series float)
validating_label (series label)
validating_tooltip (series string)
pending_setup_id (series string)
pending_trigger_bar (series int)
pending_entry_price (series float)
pending_direction (series string)
pending_label (series label)
pending_tooltip (series string)
pending_phase (series int)

Updated:
SetupSpec
Fields:
id (series string)
name (series string)
dir (series string)
wr (series float)
sharpe (series float)
tp_pct (series float)
sl_pct (series float)
avg_bars (series int)
tooltip (series string)
timestop (series int)
mc_family (series int)
edge_ratio (series float)
thesis_flags (series int)
showstopper_mask (series int)
impulse_penalty_scale (series float)

Versionshinweise

v4

Versionshinweise

v5

Versionshinweise

v6

Versionshinweise

v7

Added:
f_exit_logic(dir, tp1, pos_pnl, bars_held, pred_ma_now, pred_ma_3ago, pred_ma_1ago, trail_sl_in, max_pnl, low_price, high_price, close_price)
Parameters:
dir (string)
tp1 (float)
pos_pnl (float)
bars_held (int)
pred_ma_now (float)
pred_ma_3ago (float)
pred_ma_1ago (float)
trail_sl_in (float)
max_pnl (float)
low_price (float)
high_price (float)
close_price (float)

Updated:
f_eval_showstoppers(mask, ctx)
Parameters:
mask (int)
ctx (OscContext)

f_seed_validation(next_setup_id, next_setup_direction, next_label, next_tooltip)
Parameters:
next_setup_id (string)
next_setup_direction (string)
next_label (label)
next_tooltip (string)

f_start_or_queue_validation(vs, next_setup_id, next_trigger_bar, next_entry_price, next_direction, next_label, next_tooltip, next_phase)
Parameters:
vs (ValidationState)
next_setup_id (string)
next_trigger_bar (int)
next_entry_price (float)
next_direction (string)
next_label (label)
next_tooltip (string)
next_phase (int)

Versionshinweise

v8

Added:
f_create_level(price, bar_idx, sweep_dir, default_len, max_scan, col, width, dashed)
Create a single tracked level line
Parameters:
price (float): Level price (na = skip)
bar_idx (int): Bar index where created
sweep_dir (int): +1=above, -1=below, 0=fixed (entry)
default_len (int): Default line length in bars
max_scan (int): Max bars to scan for late sweep (0=fixed)
col (color): Line color
width (int): Line width
dashed (bool): True for dashed style
Returns: LevelTracker

f_create_tpsl_levels(levels, dir, ep, tp1, tp2, sl, bar_idx, entry_len, default_len, max_scan, tp_col, sl_col, ep_col)
Create entry + TP1 + TP2 + SL level trackers and push to array
Parameters:
levels (array<LevelTracker>): Global array of LevelTrackers
dir (string): "LONG" or "SHORT"
ep (float): Entry price
tp1 (float): Take profit 1
tp2 (float): Take profit 2
sl (float): Stop loss
bar_idx (int): Current bar_index
entry_len (int): Entry line length (10)
default_len (int): TP/SL default length (20)
max_scan (int): Max sweep scan bars (300)
tp_col (color): TP line color
sl_col (color): SL line color
ep_col (color): Entry line color
Returns: [start_idx, count] Index range in the levels array

f_update_levels(levels, hi, lo, current_bar)
Per-bar update: extend growing lines, detect sweeps, freeze expired
Parameters:
levels (array<LevelTracker>): Global array of LevelTrackers
hi (float): Current bar high
lo (float): Current bar low
current_bar (int): Current bar_index

f_remove_levels(levels, start_idx, count)
Delete lines for a position's levels (on exit)
Parameters:
levels (array<LevelTracker>): Global array
start_idx (int): Start index of this position's levels
count (int): Number of levels (typically 4)

f_freeze_levels(levels, start_idx, count)
Freeze levels without deleting (keep visible on chart)
Parameters:
levels (array<LevelTracker>): Global array
start_idx (int): Start index
count (int): Number of levels

LevelTracker
Fields:
ln (series line)
price (series float)
start_bar (series int)
sweep_dir (series int)
default_len (series int)
max_scan (series int)
done (series bool)

Updated:
f_eval_showstoppers(mask, ctx)
Evaluates showstoppers using generic slot-based oscillator context
Parameters:
mask (int): Bitmask of showstopper conditions to check (use SS_* constants)
ctx (OscContext): OscContext containing oscillator values and percentiles
Returns: bool True if any showstopper condition in the mask is triggered

f_seed_validation(next_setup_id, next_setup_direction, next_label, next_tooltip)
Seeds a validation request with setup details
Parameters:
next_setup_id (string): Setup ID to validate
next_setup_direction (string): Direction ("LONG" or "SHORT")
next_label (label): Label reference for the setup
next_tooltip (string): Tooltip text for the setup
Returns: [setup_id, trigger_bar, entry_price, direction, label, tooltip, phase] Validation seed data

f_start_or_queue_validation(vs, next_setup_id, next_trigger_bar, next_entry_price, next_direction, next_label, next_tooltip, next_phase)
Starts validation or queues it if validator is busy
Parameters:
vs (ValidationState): ValidationState object to update
next_setup_id (string): Setup ID to validate
next_trigger_bar (int): Bar index where setup fired
next_entry_price (float): Entry price for the setup
next_direction (string): Direction ("LONG" or "SHORT")
next_label (label): Label reference
next_tooltip (string): Tooltip text
next_phase (int): Initial phase (usually 1)
Returns: ValidationState Updated validation state

Removed:
f_exit_logic(dir, tp1, pos_pnl, bars_held, pred_ma_now, pred_ma_3ago, pred_ma_1ago, trail_sl_in, max_pnl, low_price, high_price, close_price)

Versionshinweise

v9

Added:
f_calc_tpsl(dir, ep, tp_pct, sl_pct, z2_up, z2_dn, z3_up, z3_dn, use_zones)
Parameters:
dir (string)
ep (float)
tp_pct (float)
sl_pct (float)
z2_up (float)
z2_dn (float)
z3_up (float)
z3_dn (float)
use_zones (bool)

f_exit_logic(dir, tp1, pos_pnl, bars_held, pred_ma_now, pred_ma_3ago, pred_ma_1ago, trail_sl_in, max_pnl, low_price, high_price, close_price)
Parameters:
dir (string)
tp1 (float)
pos_pnl (float)
bars_held (int)
pred_ma_now (float)
pred_ma_3ago (float)
pred_ma_1ago (float)
trail_sl_in (float)
max_pnl (float)
low_price (float)
high_price (float)
close_price (float)

Updated:
f_create_level(price, bar_idx, sweep_dir, default_len, max_scan, col, width, dashed)
Parameters:
price (float)
bar_idx (int)
sweep_dir (int)
default_len (int)
max_scan (int)
col (color)
width (int)
dashed (bool)

f_create_tpsl_levels(levels, dir, ep, tp1, tp2, sl, bar_idx, entry_len, default_len, max_scan, tp_col, sl_col, ep_col)
Parameters:
levels (array<LevelTracker>)
dir (string)
ep (float)
tp1 (float)
tp2 (float)
sl (float)
bar_idx (int)
entry_len (int)
default_len (int)
max_scan (int)
tp_col (color)
sl_col (color)
ep_col (color)

f_update_levels(levels, hi, lo, current_bar)
Parameters:
levels (array<LevelTracker>)
hi (float)
lo (float)
current_bar (int)

f_remove_levels(levels, start_idx, count)
Parameters:
levels (array<LevelTracker>)
start_idx (int)
count (int)

f_freeze_levels(levels, start_idx, count)
Parameters:
levels (array<LevelTracker>)
start_idx (int)
count (int)

f_eval_showstoppers(mask, ctx)
Parameters:
mask (int)
ctx (OscContext)

f_register_event_v2(events, condition, spec, ctx, impulse_strength, size_info)
Parameters:
events (array<SetupEvent>)
condition (bool)
spec (SetupSpec)
ctx (OscContext)
impulse_strength (float)
size_info (string)

f_seed_validation(next_setup_id, next_setup_direction, next_label, next_tooltip)
Parameters:
next_setup_id (string)
next_setup_direction (string)
next_label (label)
next_tooltip (string)

f_start_or_queue_validation(vs, next_setup_id, next_trigger_bar, next_entry_price, next_direction, next_label, next_tooltip, next_phase)
Parameters:
vs (ValidationState)
next_setup_id (string)
next_trigger_bar (int)
next_entry_price (float)
next_direction (string)
next_label (label)
next_tooltip (string)
next_phase (int)

Versionshinweise

v10

Added:
f_register_event_auto(engine_events, setup_db, fire_condition, setup_id, setup_size_info)
Parameters:
engine_events (array<SetupEvent>)
setup_db (array<SetupSpec>)
fire_condition (bool)
setup_id (string)
setup_size_info (string)

Versionshinweise

v11

Added:
f_build_family_table()

f_family_get(fam, id)
Parameters:
fam (array<Family>)
id (int)

f_family_match(fam_a, fam_b, soft)
Parameters:
fam_a (int)
fam_b (int)
soft (bool)

f_classify_market_state(fam, position, velocity, pressure, coupling, mrstate)
Parameters:
fam (array<Family>)
position (float)
velocity (float)
pressure (float)
coupling (float)
mrstate (float)

f_build_setup_db_v19(fam)
Parameters:
fam (array<Family>)

f_get_edge_ratio_v19(spec)
Parameters:
spec (SetupSpec)

f_get_thesis_v19(spec)
Parameters:
spec (SetupSpec)

f_get_showstopper_mask_v19(spec)
Parameters:
spec (SetupSpec)

Family
Fields:
id (series int)
label (series string)
name (series string)
direction (series int)
directional (series bool)
col (series color)

Updated:
SetupSpec
Fields:
id (series string)
name (series string)
dir (series string)
family (Family)
wr (series float)
sharpe (series float)
tp_pct (series float)
sl_pct (series float)
avg_bars (series int)
tooltip (series string)
timestop (series int)
edge_ratio (series float)
thesis (series string)
thesis_flags (series int)
showstopper_mask (series int)
impulse_penalty_scale (series float)
code (series int)
mask (series int)

Versionshinweise

v12

Versionshinweise

v13

Versionshinweise

v14

Versionshinweise

v15

Versionshinweise

v16

Removed:
f_collect_debug(engine_events)

f_build_setup_db_v19(fam)

f_get_edge_ratio_v19(spec)

f_get_thesis_v19(spec)

f_get_showstopper_mask_v19(spec)

Versionshinweise

v17

Removed:
f_get_mc_family_from_setup(setup_id)

f_setup_id_to_code(setup_id)

f_setup_id_to_mask(setup_id)

Versionshinweise

v18

Added:
f_evaluate_exit(dir, pnl, max_pnl, bars_held, hi, lo, tp1, trail_sl_in, pred_ma_now, pred_rising_now, pred_rising_1ago)
Parameters:
dir (string)
pnl (float)
max_pnl (float)
bars_held (int)
hi (float)
lo (float)
tp1 (float)
trail_sl_in (float)
pred_ma_now (float)
pred_rising_now (bool)
pred_rising_1ago (bool)

f_simulate_bt_position(dir, ep, tp_pct, hold_limit, arr_close, arr_predma, offset, arr_size)
Parameters:
dir (string)
ep (float)
tp_pct (float)
hold_limit (int)
arr_close (array<float>)
arr_predma (array<float>)
offset (int)
arr_size (int)

Versionshinweise

v19

Updated:
f_create_tpsl_levels(levels, dir, tp1, tp2, sl, bar_idx, default_len, max_scan, tp_col, sl_col)
Parameters:
levels (array<LevelTracker>)
dir (string)
tp1 (float)
tp2 (float)
sl (float)
bar_idx (int)
default_len (int)
max_scan (int)
tp_col (color)
sl_col (color)

Removed:
f_remove_levels(levels, start_idx, count)

Versionshinweise

v20

Added:
f_update_exit_label(lbl, setup_id, dir, exit_code, pnl)
Parameters:
lbl (label)
setup_id (string)
dir (string)
exit_code (int)
pnl (float)

Versionshinweise

v21

Added:
f_get_exit_info(exit_code)
Parameters:
exit_code (int)

Updated:
f_simulate_bt_position(dir, ep, tp_pct, hold_limit, arr_close, arr_high, arr_low, arr_predma, offset, arr_size)
Parameters:
dir (string)
ep (float)
tp_pct (float)
hold_limit (int)
arr_close (array<float>)
arr_high (array<float>)
arr_low (array<float>)
arr_predma (array<float>)
offset (int)
arr_size (int)

Versionshinweise

v22

Added:
f_get_mc_family(f1_vec, f2_corr, f3_innov, f4_te, f5_orth, f6_phi)
Market state classifier using 6 normalized features (wrapper for backward compatibility)
Parameters:
f1_vec (float): Basket vector z-score
f2_corr (float): Basket correlation z-score
f3_innov (float): Innovation width z-score
f4_te (float): Transfer entropy z-score
f5_orth (float): Orthogonal component z-score
f6_phi (float): Phi divergence z-score
Returns: Family ID: 0=Continuation, 1=Mean-Revert, 2=Transition, 3=Velocity, 4=Uncertain

Versionshinweise

v23

Added:
f_config_to_spec(id, name, dir, tp_pct, sl_pct, hold_bars, wr, sharpe, edgeratio, thesis, showstopper_mask, code, mask)
f_config_to_spec
description Converts a SetupConfig (from setupsDBGem) to SetupSpec (SetupsLib native type)
Parameters:
id (string)
name (string)
dir (string)
tp_pct (float)
sl_pct (float)
hold_bars (int)
wr (float)
sharpe (float)
edgeratio (float)
thesis (string)
showstopper_mask (int)
code (int)
mask (int)
Returns: SetupSpec compatible with SetupsLib functions (f_register_event_v2, f_check_showstoppers, etc.)

Removed:
f_register_event(engine_events, fire_condition, setup_id, setup_tooltip, setup_size_info)

f_register_event_auto(engine_events, setup_db, fire_condition, setup_id, setup_size_info)

Versionshinweise

v24

Added:
f_build_osc_context(vec_osc, mr_osc, te_osc, corr_osc, ltf_corr, pred_slope, vec_p25, vec_p75, mr_p25, mr_p75, mr_p2, mr_p98, te_p25, te_p75, corr_p20, corr_p80, ltf_p20, ltf_p80, pred_p25, pred_p75)
f_build_osc_context
description Builds OscContext from oscillator values and percentile boundaries
Parameters:
vec_osc (float): Vector oscillator value
mr_osc (float): Mean reversion oscillator value
te_osc (float): Transfer entropy oscillator value
corr_osc (float): Correlation oscillator value
ltf_corr (float): Lower timeframe correlation value
pred_slope (float): Predictive slope value
vec_p25 (float): Vector 25th percentile
vec_p75 (float): Vector 75th percentile
mr_p25 (float): MR 25th percentile
mr_p75 (float): MR 75th percentile
mr_p2 (float): MR 2nd percentile (lower extreme)
mr_p98 (float): MR 98th percentile (upper extreme)
te_p25 (float): TE 25th percentile
te_p75 (float): TE 75th percentile
corr_p20 (float): Correlation 20th percentile
corr_p80 (float): Correlation 80th percentile
ltf_p20 (float): LTF correlation 20th percentile
ltf_p80 (float): LTF correlation 80th percentile
pred_p25 (float): Predictive slope 25th percentile
pred_p75 (float): Predictive slope 75th percentile
Returns: OscContext with 6-slot arrays (vec, mr, te, corr, ltf_corr, pred_slope)

f_exit_label_text(exit_code, pnl)
f_exit_label_text
description Generate exit label text based on exit code
Parameters:
exit_code (int): Exit type: 0=HardSL, 1=TrailSL, 2=PredFlip, 3=Breakeven, 4=TP1
pnl (float): Position PnL percentage
Returns: Label text string

f_exit_label_color(exit_code, pnl)
f_exit_label_color
description Generate exit label color based on exit code and PnL
Parameters:
exit_code (int): Exit type: 0=HardSL, 1=TrailSL, 2=PredFlip, 3=Breakeven, 4=TP1
pnl (float): Position PnL percentage
Returns: Label color

Updated:
f_config_to_spec(id, name, dir, tp_pct, sl_pct, hold_bars, wr, sharpe, edgeratio, thesis, showstopper_mask, code, mask, tooltip)
f_config_to_spec
description Converts a SetupConfig (from setupsDBGem) to SetupSpec (SetupsLib native type)
Parameters:
id (string)
name (string)
dir (string)
tp_pct (float)
sl_pct (float)
hold_bars (int)
wr (float)
sharpe (float)
edgeratio (float)
thesis (string)
showstopper_mask (int)
code (int)
mask (int)
tooltip (string)
Returns: SetupSpec compatible with SetupsLib functions (f_register_event_v2, f_check_showstoppers, etc.)

Versionshinweise

v25

Updated:
f_evaluate_exit(dir, pnl, max_pnl, bars_held, hi, lo, tp1, trail_sl_in, trail_sl_target, signal_reverse_check)
Parameters:
dir (string)
pnl (float)
max_pnl (float)
bars_held (int)
hi (float)
lo (float)
tp1 (float)
trail_sl_in (float)
trail_sl_target (float)
signal_reverse_check (bool)

f_config_to_spec(id, name, dir, tp_pct, sl_pct, hold_bars, wr, sharpe, edgeratio, thesis, showstopper_mask, code, mask, tooltip, thesisflags, impulse_penalty_scale)
f_config_to_spec
description Converts a SetupConfig (from setupsDBGem) to SetupSpec (SetupsLib native type)
Parameters:
id (string)
name (string)
dir (string)
tp_pct (float)
sl_pct (float)
hold_bars (int)
wr (float)
sharpe (float)
edgeratio (float)
thesis (string)
showstopper_mask (int)
code (int)
mask (int)
tooltip (string)
thesisflags (int)
impulse_penalty_scale (float)
Returns: SetupSpec compatible with SetupsLib functions (f_register_event_v2, f_eval_showstoppers, etc.)

Removed:
f_check_showstoppers(spec, ctx)

f_score_confidence(spec, ctx, impulse_strength)

SetupContext

Versionshinweise

v26

Added:
AggResult
Fields:
total (series int)
wins (series int)
avg_pnl (series float)
sharpe (series float)
mfe_mae (series float)
mfe_raw (series float)
mae_raw (series float)

ActivePosition
Fields:
setup_id (series string)
dir (series string)
entry_bar (series int)
entry_price (series float)
tp1 (series float)
tp2 (series float)
sl (series float)
mc_p10 (series float)
mc_p50 (series float)
rrr (series float)
is_active (series bool)
setup_label (series label)
tooltip (series string)
levels_idx (series int)
levels_cnt (series int)
exit_code (series int)

HistoricalSetup
Fields:
bar_idx (series int)
setup_id (series string)
direction (series string)
entry_price (series float)
tp_pct (series float)
sl_pct (series float)
max_hold (series int)
f1_snap (series float)
f2_snap (series float)
f3_snap (series float)
f4_snap (series float)
f5_snap (series float)
f6_snap (series float)
f7_snap (series float)
packed_snap (series int)
family_snap (Family)
hist_avail (series int)
coupling_regime_snap (series int)
basket_fit_norm_snap (series float)
rho_snap (series float)
setup_code (series int)
entry_ctx (series float)
mc_oracle_dir (series string)
actual_pnl (series float)
actual_mae (series float)
actual_mfe (series float)
exit_reason (series string)
mc_pct_agree (series float)
mc_dir_pct (series float)
mc_confirmed (series bool)
mc_confidence (series float)
knn_cands (series int)
setup_label (series label)
label_y (series float)
orig_tooltip (series string)
label_color_final (series color)
label_text_final (series string)
label_tooltip_final (series string)

Versionshinweise

v27

Added:
f_tp_new(price, size_fraction)
Parameters:
price (float)
size_fraction (float)

f_sl_new(price)
Parameters:
price (float)

f_sl_trailing(initial_price, trail_distance, activate_at)
Parameters:
initial_price (float)
trail_distance (float)
activate_at (float)

f_spec_new(id, name, version, kind, family_id, code_id, default_rr, max_bars_in_state)
Parameters:
id (int)
name (string)
version (int)
kind (series SetupKind)
family_id (int)
code_id (int)
default_rr (float)
max_bars_in_state (int)

f_signal_empty()

f_signal_new(setup_id, direction, entry_price, sl_price, confidence)
Parameters:
setup_id (int)
direction (series TradeDirection enum from cybermediaboy/LearningLib/1)
entry_price (float)
sl_price (float)
confidence (float)

method add_tp(sig, price, fraction)
Add a TP tier to signal
Namespace types: SetupSignal
Parameters:
sig (SetupSignal)
price (float)
fraction (float)

method current_r(p, price)
Compute current R-multiple given live price
Namespace types: ActivePosition
Parameters:
p (ActivePosition)
price (float)

method update_trail(p, h, l)
Update trailing stop given current high/low
Namespace types: ActivePosition
Parameters:
p (ActivePosition)
h (float)
l (float)

f_registry_new()

method register(r, spec)
Namespace types: SetupRegistry
Parameters:
r (SetupRegistry)
spec (SetupSpec)

method find(r, setup_id)
Namespace types: SetupRegistry
Parameters:
r (SetupRegistry)
setup_id (int)

method enabled(r, setup_id)
Namespace types: SetupRegistry
Parameters:
r (SetupRegistry)
setup_id (int)

f_aggregator_new(max_active, max_events)
Parameters:
max_active (int)
max_events (int)

method drain_events(agg)
Drain events into caller-supplied array (mutates and clears).
Caller iterates, dispatches to LogLib / VisLib, then ignores.
Namespace types: SetupAggregator
Parameters:
agg (SetupAggregator)

method process_signal(agg, sig, reg)
Process a SetupSignal — create new position if direction != FLAT.
Returns mutated aggregator. Capacity-checked: if at max_active,
emits SIGNAL_REJECTED and skips.
Namespace types: SetupAggregator
Parameters:
agg (SetupAggregator)
sig (SetupSignal)
reg (SetupRegistry)

method tick(agg, h, l, c, reg)
Per-bar tick. Updates trailing stops, evaluates TPSL hits,
transitions states, emits events, prunes closed positions.
Caller invokes once per bar after process_signal calls.
h, l, c = current bar high, low, close.
Namespace types: SetupAggregator
Parameters:
agg (SetupAggregator)
h (float)
l (float)
c (float)
reg (SetupRegistry)

method close_all(agg, price, reason)
Force-close all positions (e.g. session end). Caller-supplied price.
Namespace types: SetupAggregator
Parameters:
agg (SetupAggregator)
price (float)
reason (series ExitReason)

f_compute_sl(dir, entry, mode, metric, param)
Compute SL price given mode + parameters.
ATR_MULT: caller passes atr_value as `metric`; mult as `param`.
FIXED_PCT: param = pct (e.g. 0.02 for 2%).
STRUCTURE_BASED: caller passes anchor price as `metric`; param ignored.
DYNAMIC: caller passes absolute price as `metric`; param ignored.
FIXED_RR: not applicable for SL (use FIXED_PCT or ATR_MULT).
Parameters:
dir (series TradeDirection enum from cybermediaboy/LearningLib/1)
entry (float)
mode (series TPSLMode)
metric (float)
param (float)

f_compute_tp(dir, entry, sl_price, mode, metric, param)
Compute TP price given mode + SL distance for RR mode.
Parameters:
dir (series TradeDirection enum from cybermediaboy/LearningLib/1)
entry (float)
sl_price (float)
mode (series TPSLMode)
metric (float)
param (float)

f_lifecycle_str(s)
Parameters:
s (series LifecycleState)

f_exit_str(r)
Parameters:
r (series ExitReason)

f_kind_str(k)
Parameters:
k (series SetupKind)

f_event_str(k)
Parameters:
k (series EventKind)

f_tpsl_mode_str(m)
Parameters:
m (series TPSLMode)

TPLevel
TPLevel — one take-profit tier
Fields:
price (series float): absolute target price
size_fraction (series float): portion of position to close at this level [0,1]
hit (series bool): hit flag (set by aggregator)
hit_bar (series int): bar index when hit (-1 if not hit)

SLLevel
SLLevel — stop-loss with optional trailing
Fields:
price (series float): current stop price
initial_price (series float): original placement (for analytics)
is_trailing (series bool): trail flag
trail_distance (series float): distance to maintain when trailing (price units)
trail_activate_at (series float): price at which trailing activates (na = immediate)
trail_high_water (series float): highest favorable excursion (long: highest high; short: lowest low)
hit (series bool): hit flag
hit_bar (series int): bar index when hit

Event
Event — one record drained by caller
Fields:
kind (series EventKind): EventKind
bar_index (series int): emit bar
setup_id (series int): attached setup
position_id (series int): attached position (-1 if none)
price (series float): relevant price (entry/exit/level/...)
meta_int (series int): free integer
meta_float (series float): free float
msg (series string): short string label

SetupRegistry
SetupRegistry — bounded collection of SetupSpec
Fields:
specs (array<SetupSpec>)

Versionshinweise

v28

Updated:
f_signal_new(setup_id, direction, entry_price, sl_price, confidence)
Parameters:
setup_id (int)
direction (series TradeDirection enum from cybermediaboy/LearningLib/3)
entry_price (float)
sl_price (float)
confidence (float)

f_compute_sl(dir, entry, mode, metric, param)
Compute SL price given mode + parameters.
ATR_MULT: caller passes atr_value as `metric`; mult as `param`.
FIXED_PCT: param = pct (e.g. 0.02 for 2%).
STRUCTURE_BASED: caller passes anchor price as `metric`; param ignored.
DYNAMIC: caller passes absolute price as `metric`; param ignored.
FIXED_RR: not applicable for SL (use FIXED_PCT or ATR_MULT).
Parameters:
dir (series TradeDirection enum from cybermediaboy/LearningLib/3)
entry (float)
mode (series TPSLMode)
metric (float)
param (float)

f_compute_tp(dir, entry, sl_price, mode, metric, param)
Compute TP price given mode + SL distance for RR mode.
Parameters:
dir (series TradeDirection enum from cybermediaboy/LearningLib/3)
entry (float)
sl_price (float)
mode (series TPSLMode)
metric (float)
param (float)

SetupSignal
SetupSignal — atomic signal record produced by indicator
Fields:
setup_id (series int): which setup emitted this
bar_index (series int): emission bar
direction (series TradeDirection enum from cybermediaboy/LearningLib/3): LONG / SHORT / FLAT (FLAT = exit-only)
entry_price (series float): intended entry
tp_prices (array<float>): array of TP prices (parallel with tp_fractions)
tp_fractions (array<float>): sizes
sl_price (series float): SL price (initial or trailing anchor)
sl_trailing (series bool): trail flag
sl_trail_dist (series float): trail distance
confidence (series float): [0,1]
features (array<float>): feature vector (for ML logging)
meta (series int): free-form integer (setup-specific encoding)
valid (series bool): set true to indicate live signal; false = no-op heartbeat

ActivePosition
ActivePosition — managed lifecycle of one trade
Fields:
id (series int): unique within aggregator
setup_id (series int): owning setup
state (series LifecycleState): LifecycleState
direction (series TradeDirection enum from cybermediaboy/LearningLib/3): LONG / SHORT
entry_price (series float): fill price
entry_bar (series int): fill bar
signal_bar (series int): bar of original signal
size (series float): position size (lots, contracts, units — caller convention)
tp_levels (array<TPLevel>): array<TPLevel>
sl_level (SLLevel): SLLevel
bars_in_state (series int): count since last state transition
exit_reason (series ExitReason): populated on close
exit_price (series float): populated on close
exit_bar (series int): populated on close
realized_r (series float): R-multiple realized (positive = win)
meta_a (series int): / meta_b carried from SetupSpec for analytics
meta_b (series int)

Versionshinweise

v29

Versionshinweise

v30

Added:
f_compose_setup_value(spec, readings)
Compose setup value from oscillator readings
Parameters:
spec (SetupSpec): SetupSpec with composition_kind
readings (array<OscReading> type from cybermediaboy/OscLib/2): array<OscReading> oscillator snapshots
Returns: Composite value (na when composition_kind=NONE)

f_validate_setup_spec(spec)
Validate SetupSpec length contracts
Parameters:
spec (SetupSpec): SetupSpec to validate
Returns: true if valid, false otherwise

f_validate_setup_signal(signal, spec)
Validate SetupSignal length contracts
Parameters:
signal (SetupSignal): SetupSignal to validate
spec (SetupSpec): SetupSpec for contract reference
Returns: true if valid, false otherwise

Updated:
f_spec_new(id, name, version, kind, family_id, code_id, default_rr, max_bars_in_state, osc_specs, osc_periods, osc_zscore_lens, osc_weights, composition_kind)
Create SetupSpec with oscillator metadata
Parameters:
id (int): Setup ID
name (string): Setup name
version (int): Setup version
kind (series SetupKind): SetupKind
family_id (int): Family ID
code_id (int): Code ID
default_rr (float): Default R:R ratio
max_bars_in_state (int): Max bars before timeout
osc_specs (array<OscSpec> type from cybermediaboy/OscLib/2): Oscillator specs (empty array for legacy /29 shape)
osc_periods (array<int>): Oscillator periods (parallel to osc_specs)
osc_zscore_lens (array<int>): Z-score windows (parallel to osc_specs)
osc_weights (array<float>): Oscillator weights (length 0 or matches osc_specs)
composition_kind (string): Composition kind from OSC_COMP_*
Returns: SetupSpec

f_signal_empty()
Create empty SetupSignal
Returns: Empty SetupSignal

TPLevel
TP level configuration
Fields:
price (series float): Target price
fraction (series float): Position fraction to close (0.0-1.0)
hit (series bool): Whether level was hit
hit_bar (series int): Bar index when hit

SLLevel
SL level configuration
Fields:
price (series float): Current SL price
initial_price (series float): Original SL price
is_trailing (series bool): Whether SL trails
trail_distance (series float): Trailing distance
trail_activate_at (series float): Price level to activate trailing
trail_high_water (series float): Highest favorable price seen (for trailing logic)
hit (series bool): Whether SL was hit
hit_bar (series int): Bar index when hit

SetupSpec
SetupSpec — descriptor / metadata for a setup
Fields:
id (series int): integer dispatch id (unique per indicator)
name (series string): human-readable
version (series int): monotonic versioning
kind (series SetupKind): SetupKind classification
family_id (series int): meta_a — family/category (used by kNN tournaments)
code_id (series int): meta_b — specific code within family
default_rr (series float): default reward:risk ratio
default_tp_mode (series TPSLMode): TPSLMode for TP defaults
default_sl_mode (series TPSLMode): TPSLMode for SL defaults
max_bars_in_state (series int): cap for TIMED_OUT detection
enabled (series bool): master enable flag
osc_specs (array<OscSpec> type from cybermediaboy/OscLib/2): array<OscSpec> oscillator descriptors (length 0..N)
osc_periods (array<int>): array<int> periods (parallel, introspection-only, series int)
osc_zscore_lens (array<int>): array<int> z-score windows (parallel, introspection-only)
osc_weights (array<float>): array<float> weights (length 0 or matches osc_specs)
composition_kind (series string): string from OSC_COMP_* constants

SetupSignal
SetupSignal — atomic signal record produced by indicator
Fields:
setup_id (series int): which setup emitted this
bar_index (series int): emission bar
direction (series TradeDirection): LONG / SHORT / FLAT (FLAT = exit-only)
entry_price (series float): intended entry
tp_prices (array<float>): array of TP prices (parallel with tp_fractions)
tp_fractions (array<float>): sizes
sl_price (series float): SL price (initial or trailing anchor)
sl_trailing (series bool): trail flag
sl_trail_dist (series float): trail distance
confidence (series float): [0,1]
features (array<float>): feature vector (for ML logging)
meta (series int): free-form integer (setup-specific encoding)
valid (series bool): set true to indicate live signal; false = no-op heartbeat
osc_readings (array<OscReading> type from cybermediaboy/OscLib/2): array<OscReading> oscillator snapshots (parallel to spec.osc_specs)
composite_value (series float): float composite oscillator value (na when composition_kind=NONE)
feature_names (array<string>): array<string> feature names (parallel to features[])

Removed:
f_tp_new(price, size_fraction)

f_sl_new(price)

f_sl_trailing(initial_price, trail_distance, activate_at)

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Pine Bibliothek

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