PINE LIBRARY
HighClassCalculations
Library "HighClassCalculations"
Advanced Pine Script v6 calculation library for statistical, normalization, trend, and risk metrics.
safeDiv(numerator, denominator, fallback)
Safe division helper that prevents division-by-zero errors.
Parameters:
numerator (float): Value on the top of the fraction.
denominator (float): Value on the bottom of the fraction.
fallback (float): Value returned when denominator is zero.
Returns: Result of the division or fallback.
clamp(value, minValue, maxValue)
Clamps a value into a fixed range.
Parameters:
value (float): Source value.
minValue (float): Minimum allowed value.
maxValue (float): Maximum allowed value.
Returns: Clamped value.
rescale(value, oldMin, oldMax, newMin, newMax)
Rescales a value from one range into another range.
Parameters:
value (float): Source value.
oldMin (float): Source range minimum.
oldMax (float): Source range maximum.
newMin (float): Target range minimum.
newMax (float): Target range maximum.
Returns: Rescaled value.
normalize(src, len)
Returns the min-max normalized position of a series within a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Value between 0 and 1 when the range is valid.
rangePercent(src, len)
Returns the source position inside its rolling range as a percentage.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Value between 0 and 100 when the range is valid.
zScore(src, len)
Calculates the z-score of a series.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Standardized z-score.
robustZScore(src, len)
Calculates a robust z-score using median absolute deviation.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Robust z-score less sensitive to outliers.
percentileRank(src, len)
Calculates percentile rank for the latest value inside a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Percentile rank from 0 to 100.
percentileValue(src, len, percentile)
Calculates the value at a requested percentile inside a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
percentile (float): Requested percentile from 0 to 100.
Returns: Percentile value.
simpleReturn(src)
Calculates simple arithmetic return versus the previous bar.
Parameters:
src (float): Price or equity series.
Returns: One-bar simple return.
logReturn(src)
Calculates log return versus the previous bar.
Parameters:
src (float): Price or equity series.
Returns: One-bar log return.
compoundedReturn(src, len)
Calculates cumulative return over a fixed lookback.
Parameters:
src (float): Price or equity series.
len (int): Lookback window.
Returns: Return from src[len] to current src.
realizedVolatility(src, len, annualization)
Calculates realized volatility from log returns and annualizes it.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
annualization (float): Number of bars used for annualization.
Returns: Annualized volatility.
downsideDeviation(returnSeries, len, mar, annualization)
Calculates downside deviation from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
mar (float): Minimum acceptable return.
annualization (float): Number of bars used for annualization.
Returns: Annualized downside deviation.
rollingSharpe(returnSeries, len, riskFreeRate, annualization)
Calculates a rolling Sharpe ratio from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
riskFreeRate (float): Per-bar risk free rate.
annualization (float): Number of bars used for annualization.
Returns: Annualized Sharpe ratio.
rollingSortino(returnSeries, len, mar, annualization)
Calculates a rolling Sortino ratio from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
mar (float): Minimum acceptable return.
annualization (float): Number of bars used for annualization.
Returns: Annualized Sortino ratio.
efficiencyRatio(src, len)
Calculates Kaufman's efficiency ratio.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Efficiency ratio from 0 to 1.
regressionSlope(src, len)
Calculates rolling linear regression slope.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Slope per bar.
regressionAngle(src, len)
Converts rolling regression slope into an angle.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Slope angle in degrees.
beta(asset, benchmark, len)
Calculates rolling beta versus a benchmark series.
Parameters:
asset (float): Asset series.
benchmark (float): Benchmark series.
len (int): Rolling lookback window.
Returns: Beta coefficient.
alpha(asset, benchmark, len, riskFreeRate)
Calculates Jensen-style alpha versus a benchmark series.
Parameters:
asset (float): Asset return series.
benchmark (float): Benchmark return series.
len (int): Rolling lookback window.
riskFreeRate (float): Per-bar risk free rate.
Returns: Alpha over the rolling window.
ulcerIndex(src, len)
Calculates the Ulcer Index for a series.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
Returns: Ulcer Index value.
maxDrawdown(src, len)
Calculates the maximum drawdown over a rolling window.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
Returns: Maximum drawdown as a negative decimal.
atrPercent(len, src)
Calculates ATR as a percentage of price.
Parameters:
len (simple int): ATR lookback window.
src (float): Reference price used for the percentage denominator.
Returns: ATR percent.
relativeVolume(len)
Calculates relative volume versus its rolling average.
Parameters:
len (simple int): Rolling lookback window.
Returns: Volume divided by average volume.
getAllFunctions()
Returns a comma-separated list of all exported calculation helpers.
Returns: Function catalog for quick reference.
Advanced Pine Script v6 calculation library for statistical, normalization, trend, and risk metrics.
safeDiv(numerator, denominator, fallback)
Safe division helper that prevents division-by-zero errors.
Parameters:
numerator (float): Value on the top of the fraction.
denominator (float): Value on the bottom of the fraction.
fallback (float): Value returned when denominator is zero.
Returns: Result of the division or fallback.
clamp(value, minValue, maxValue)
Clamps a value into a fixed range.
Parameters:
value (float): Source value.
minValue (float): Minimum allowed value.
maxValue (float): Maximum allowed value.
Returns: Clamped value.
rescale(value, oldMin, oldMax, newMin, newMax)
Rescales a value from one range into another range.
Parameters:
value (float): Source value.
oldMin (float): Source range minimum.
oldMax (float): Source range maximum.
newMin (float): Target range minimum.
newMax (float): Target range maximum.
Returns: Rescaled value.
normalize(src, len)
Returns the min-max normalized position of a series within a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Value between 0 and 1 when the range is valid.
rangePercent(src, len)
Returns the source position inside its rolling range as a percentage.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Value between 0 and 100 when the range is valid.
zScore(src, len)
Calculates the z-score of a series.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Standardized z-score.
robustZScore(src, len)
Calculates a robust z-score using median absolute deviation.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Robust z-score less sensitive to outliers.
percentileRank(src, len)
Calculates percentile rank for the latest value inside a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Percentile rank from 0 to 100.
percentileValue(src, len, percentile)
Calculates the value at a requested percentile inside a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
percentile (float): Requested percentile from 0 to 100.
Returns: Percentile value.
simpleReturn(src)
Calculates simple arithmetic return versus the previous bar.
Parameters:
src (float): Price or equity series.
Returns: One-bar simple return.
logReturn(src)
Calculates log return versus the previous bar.
Parameters:
src (float): Price or equity series.
Returns: One-bar log return.
compoundedReturn(src, len)
Calculates cumulative return over a fixed lookback.
Parameters:
src (float): Price or equity series.
len (int): Lookback window.
Returns: Return from src[len] to current src.
realizedVolatility(src, len, annualization)
Calculates realized volatility from log returns and annualizes it.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
annualization (float): Number of bars used for annualization.
Returns: Annualized volatility.
downsideDeviation(returnSeries, len, mar, annualization)
Calculates downside deviation from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
mar (float): Minimum acceptable return.
annualization (float): Number of bars used for annualization.
Returns: Annualized downside deviation.
rollingSharpe(returnSeries, len, riskFreeRate, annualization)
Calculates a rolling Sharpe ratio from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
riskFreeRate (float): Per-bar risk free rate.
annualization (float): Number of bars used for annualization.
Returns: Annualized Sharpe ratio.
rollingSortino(returnSeries, len, mar, annualization)
Calculates a rolling Sortino ratio from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
mar (float): Minimum acceptable return.
annualization (float): Number of bars used for annualization.
Returns: Annualized Sortino ratio.
efficiencyRatio(src, len)
Calculates Kaufman's efficiency ratio.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Efficiency ratio from 0 to 1.
regressionSlope(src, len)
Calculates rolling linear regression slope.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Slope per bar.
regressionAngle(src, len)
Converts rolling regression slope into an angle.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Slope angle in degrees.
beta(asset, benchmark, len)
Calculates rolling beta versus a benchmark series.
Parameters:
asset (float): Asset series.
benchmark (float): Benchmark series.
len (int): Rolling lookback window.
Returns: Beta coefficient.
alpha(asset, benchmark, len, riskFreeRate)
Calculates Jensen-style alpha versus a benchmark series.
Parameters:
asset (float): Asset return series.
benchmark (float): Benchmark return series.
len (int): Rolling lookback window.
riskFreeRate (float): Per-bar risk free rate.
Returns: Alpha over the rolling window.
ulcerIndex(src, len)
Calculates the Ulcer Index for a series.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
Returns: Ulcer Index value.
maxDrawdown(src, len)
Calculates the maximum drawdown over a rolling window.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
Returns: Maximum drawdown as a negative decimal.
atrPercent(len, src)
Calculates ATR as a percentage of price.
Parameters:
len (simple int): ATR lookback window.
src (float): Reference price used for the percentage denominator.
Returns: ATR percent.
relativeVolume(len)
Calculates relative volume versus its rolling average.
Parameters:
len (simple int): Rolling lookback window.
Returns: Volume divided by average volume.
getAllFunctions()
Returns a comma-separated list of all exported calculation helpers.
Returns: Function catalog for quick reference.
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.
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.
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.
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.