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SetupsLib

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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)
Notas de prensa
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)
Notas de prensa
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)
Notas de prensa
v4
Notas de prensa
v5
Notas de prensa
v6
Notas de prensa
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)
Notas de prensa
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)
Notas de prensa
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)
Notas de prensa
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)
Notas de prensa
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)
Notas de prensa
v12
Notas de prensa
v13
Notas de prensa
v14
Notas de prensa
v15
Notas de prensa
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)
Notas de prensa
v17

Removed:
f_get_mc_family_from_setup(setup_id)

f_setup_id_to_code(setup_id)

f_setup_id_to_mask(setup_id)
Notas de prensa
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)
Notas de prensa
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)
Notas de prensa
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)
Notas de prensa
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)
Notas de prensa
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
Notas de prensa
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)
Notas de prensa
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.)
Notas de prensa
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
Notas de prensa
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)
Notas de prensa
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>)

Notas de prensa
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)
Notas de prensa
v29
Notas de prensa
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)

Biblioteca Pine

Fiel al espíritu de TradingView, el autor ha publicado este código de Pine como biblioteca de código abierto, para que otros programadores de nuestra comunidad puedan reutilizarlo. ¡Enhorabuena al autor! Puede usar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero su reutilización en publicaciones está sujeta a nuestras Normas internas.

cybermediaboy
arraysstrategies

Exención de responsabilidad

La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
arraysstrategies

Biblioteca Pine

Fiel al espíritu de TradingView, el autor ha publicado este código de Pine como biblioteca de código abierto, para que otros programadores de nuestra comunidad puedan reutilizarlo. ¡Enhorabuena al autor! Puede usar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero su reutilización en publicaciones está sujeta a nuestras Normas internas.

cybermediaboy

Exención de responsabilidad

La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.