RiskTools

Library "RiskTools"
Provides functions for calculating risk metrics

pctDrop(start, result)
Calculates what is the percentage drop from a reference price
Parameters:
start (float): Starting price before the drop occurred
result (float): Resulting price to which the percentage drop occurred
Returns: Percentage drop from "start" to "result"

priceBeforeDrop(pctDrop, result)
Calculates a starting price given a resulting price and a percentage drop to that price
Parameters:
pctDrop (float): Percentage drop
result (float): Resulting price to which the percentage drop occurred
Returns: The starting price from which a percentage drop "pctDrop" gave a "result"

dropzone(price, masource, malength, window, zonesize)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength (simple int): The length used in the SMA calculation from which the floor price is determined
window (simple int): The lookback period from which to calculate the floor price
zonesize (simple int)
Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

Notas de prensa

v2

Updated:
priceBeforeDrop(pctdrop, result)
Calculates a starting price given a resulting price and a percentage drop to that price
Parameters:
pctdrop (float): Percentage drop
result (float): Resulting price to which the percentage drop occurred
Returns: The starting price from which a percentage drop "pctDrop" gave a "result"

dropzone(price, masource, malength_days, window_days, zonesize)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The lookback period from which to calculate the floor price
Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

Notas de prensa

v3

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, firstzone)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The increment by which each new zone is larger than the next
firstzone (simple int): The first valid zone number, if ommitted it defaults to the first zonesize increment
Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

Notas de prensa

v4

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, firstzone, lastzone)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The increment by which each new zone is larger than the next
firstzone (simple int): The first valid zone number, if ommitted it defaults to the first zonesize increment
lastzone (simple int)
Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

Notas de prensa

v6

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, minuszone, firstzone, lastzone)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The increment by which each new zone is larger than the next
minuszone (simple int): The zone number to use if price is below the floor price. If ommitted it defaults to zero (0)
firstzone (simple int): The first valid zone number. If ommitted it defaults to the first zonesize increment
lastzone (simple int): The last zone number where price is above the final zone.
Returns: The zone identifier as a multiple of the zone size in string format

Notas de prensa

v7

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, minuszone, firstzone, lastzone, overzone)
Calculates drop zone as an integer representing some multiple of the "zoning size"
Parameters:
price (float): The current price from which you want to calculate the drop zone
masource (float): The source series used in the SMA calculation from which the floor price is determined
malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
window_days (simple int): The lookback period (in days) from which to calculate the floor price
zonesize (simple int): The increment by which each new zone is larger than the next
minuszone (simple int): The zone number to use if price is below the floor price. If ommitted it defaults to zero (0)
firstzone (simple int): The first valid zone number. If ommitted it defaults to the first zonesize increment
lastzone (simple int): The last zone number where price is above the final zone.
overzone (simple int)
Returns: The zone identifier as a multiple of the zone size in string format

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.

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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.

Biblioteca Pine

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