WYCKOFF_SHARED_LIB

Library "WYCKOFF_SHARED_LIB"

EPS()

nz0(x)
Parameters:
x (float)

safe_div(num, den)
Parameters:
num (float)
den (float)

safe_div_eps(num, den)
Parameters:
num (float)
den (float)

safe_ratio(a, b)
Parameters:
a (float)
b (float)

clamp(x, lo, hi)
Parameters:
x (float)
lo (float)
hi (float)

wave_dir(startPx, endPx)
Parameters:
startPx (float)
endPx (float)

wave_amp(startPx, endPx)
Parameters:
startPx (float)
endPx (float)

wave_amp_atr(amp, atr)
Parameters:
amp (float)
atr (float)

wave_speed(ampATR, lenBars)
Parameters:
ampATR (float)
lenBars (int)

wave_eff(amp, path)
Parameters:
amp (float)
path (float)

build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, volRel, epr)
Parameters:
dir (int)
lenBars (int)
startPx (float)
endPx (float)
ampATR (float)
speed (float)
eff (float)
volRel (float)
epr (float)

compare_waves(w0, w1)
Parameters:
w0 (WaveMetrics)
w1 (WaveMetrics)

strengthening_same_dir(c)
Parameters:
c (WaveCompare)

weakening_same_dir(c)
Parameters:
c (WaveCompare)

evr_by_waves(volSum0, ampATR0, volSum1, ampATR1)
Parameters:
volSum0 (float)
ampATR0 (float)
volSum1 (float)
ampATR1 (float)

WaveMetrics
Fields:
dir (series int)
lenBars (series int)
startPx (series float)
endPx (series float)
amp (series float)
ampATR (series float)
speed (series float)
eff (series float)
volRel (series float)
effortPerResult (series float)

WaveCompare
Fields:
amp_ratio (series float)
speed_ratio (series float)
eff_ratio (series float)
volRel_ratio (series float)
epr_ratio (series float)

EVR
Fields:
state (series int)

Catatan Rilis

v2

Added:
clamp01(x)
Parameters:
x (float)

build_break_event(event, kind, dir, level, px, partRel, resultRel, barIndex)
Parameters:
event (int)
kind (int)
dir (int)
level (float)
px (float)
partRel (float)
resultRel (float)
barIndex (int)

build_struct_state(bias, lastHighKind, lastLowKind, hiPx, hiIdx, loPx, loIdx)
Parameters:
bias (int)
lastHighKind (int)
lastLowKind (int)
hiPx (float)
hiIdx (int)
loPx (float)
loIdx (int)

build_range_state(state, birthIdx, hi, lo, testsH, testsL)
Parameters:
state (int)
birthIdx (int)
hi (float)
lo (float)
testsH (int)
testsL (int)

improving_pullback(c)
Parameters:
c (WaveCompare)

worsening_pullback(c)
Parameters:
c (WaveCompare)

evr_by_levels(effHi, resHi)
Parameters:
effHi (bool)
resHi (bool)

evr_state_from_rel(effortRel, resultRel, thrEff, thrRes)
Parameters:
effortRel (float)
resultRel (float)
thrEff (float)
thrRes (float)

key_hc(isBreak, effortRel, thrHigh)
Parameters:
isBreak (bool)
effortRel (float)
thrHigh (float)

break_is_bos(kind)
Parameters:
kind (int)

break_is_choch(kind)
Parameters:
kind (int)

break_is_brk(kind)
Parameters:
kind (int)

hit_upper(high, close, hi, tol)
Parameters:
high (float)
close (float)
hi (float)
tol (float)

hit_lower(low, close, lo, tol)
Parameters:
low (float)
close (float)
lo (float)
tol (float)

is_spring(low, close, lo, tol)
Parameters:
low (float)
close (float)
lo (float)
tol (float)

is_upthrust(high, close, hi, tol)
Parameters:
high (float)
close (float)
hi (float)
tol (float)

gate_pass(cond)
Parameters:
cond (bool)

score3(a, b, c)
Parameters:
a (int)
b (int)
c (int)

score4(a, b, c, d)
Parameters:
a (int)
b (int)
c (int)
d (int)

ratio_ge(a, b, minRatio)
Parameters:
a (float)
b (float)
minRatio (float)

ratio_le(a, b, maxRatio)
Parameters:
a (float)
b (float)
maxRatio (float)

epr_worse_by_ratio(eprNow, eprRef, minRatio)
Parameters:
eprNow (float)
eprRef (float)
minRatio (float)

struct_bias_update(prevBias, lastHighKind, lastLowKind)
Parameters:
prevBias (int)
lastHighKind (int)
lastLowKind (int)

BreakEvent
Fields:
event (series int)
kind (series int)
dir (series int)
level (series float)
px (series float)
partRel (series float)
resultRel (series float)
barIndex (series int)

StructState
Fields:
bias (series int)
lastHighKind (series int)
lastLowKind (series int)
swingHiPx (series float)
swingHiIdx (series int)
swingLoPx (series float)
swingLoIdx (series int)

RangeState
Fields:
state (series int)
birthIdx (series int)
hi (series float)
lo (series float)
testsH (series int)
testsL (series int)

Catatan Rilis

v3

Added:
atr_tol(atr, mult)
Parameters:
atr (float)
mult (float)

near_level(px, lvl, tol)
Parameters:
px (float)
lvl (float)
tol (float)

Catatan Rilis

v4

Added:
nzi0(x)
Parameters:
x (int)

is_ok_f(x)
Parameters:
x (float)

is_ok_i(x)
Parameters:
x (int)

div_na(num, den)
Parameters:
num (float)
den (float)

div_eps_na(num, den)
Parameters:
num (float)
den (float)

ratio_na(a, b)
Parameters:
a (float)
b (float)

div0(num, den)
Parameters:
num (float)
den (float)

div_eps0(num, den)
Parameters:
num (float)
den (float)

ratio0(a, b)
Parameters:
a (float)
b (float)

inv_pos_int(x)
Parameters:
x (int)

inv_nonneg_int(x)
Parameters:
x (int)

inv_price_order(hi, lo)
Parameters:
hi (float)
lo (float)

inv_finite(x)
Parameters:
x (float)

wave_epr(partRel, ampATR)
Parameters:
partRel (float)
ampATR (float)

arr_has_n(a, n)
Parameters:
a (array<float>)
n (int)

is_highest_in_last_n(x, a, n, latestFirst)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)

is_lowest_in_last_n(x, a, n, latestFirst)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)

rank_in_last_n(x, a, n, latestFirst, higher_is_better)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)
higher_is_better (bool)

rank_high(x, highs, n, latestFirst)
Parameters:
x (float)
highs (array<float>)
n (int)
latestFirst (bool)

rank_low(x, lows, n, latestFirst)
Parameters:
x (float)
lows (array<float>)
n (int)
latestFirst (bool)

is_highest_high(x, highs, n, latestFirst)
Parameters:
x (float)
highs (array<float>)
n (int)
latestFirst (bool)

is_lowest_low(x, lows, n, latestFirst)
Parameters:
x (float)
lows (array<float>)
n (int)
latestFirst (bool)

Updated:
build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, partRel, epr)
Parameters:
dir (int)
lenBars (int)
startPx (float)
endPx (float)
ampATR (float)
speed (float)
eff (float)
partRel (float)
epr (float)

build_break_event(event, kind, dir, level, px, partRel, ftATR, barIndex)
Parameters:
event (int)
kind (int)
dir (int)
level (float)
px (float)
partRel (float)
ftATR (float)
barIndex (int)

WaveMetrics
Fields:
dir (series int)
lenBars (series int)
startPx (series float)
endPx (series float)
amp (series float)
ampATR (series float)
speed (series float)
eff (series float)
partRel (series float)
effortPerResult (series float)

WaveCompare
Fields:
amp_ratio (series float)
speed_ratio (series float)
eff_ratio (series float)
partRel_ratio (series float)
epr_ratio (series float)

BreakEvent
Fields:
event (series int)
kind (series int)
dir (series int)
level (series float)
px (series float)
partRel (series float)
ftATR (series float)
barIndex (series int)

Catatan Rilis

v5

Added:
sgn(x)
Parameters:
x (float)

bool_to_int(b)
Parameters:
b (bool)

inv_not_na(x)
Parameters:
x (float)

inv_onehot3(b1, b2, b3)
Parameters:
b1 (int)
b2 (int)
b3 (int)

get_bit(x, b)
Parameters:
x (int)
b (int)

get_field(x, shift, mask)
Parameters:
x (int)
shift (int)
mask (int)

set_bit(x, b, on)
Parameters:
x (int)
b (int)
on (bool)

Catatan Rilis

v6

Added:
fmin(a, b)
Parameters:
a (float)
b (float)

fmax(a, b)
Parameters:
a (float)
b (float)

imin(a, b)
Parameters:
a (int)
b (int)

imax(a, b)
Parameters:
a (int)
b (int)

within(x, lo, hi)
Parameters:
x (float)
lo (float)
hi (float)

inv_nonneg_float(x)
Parameters:
x (float)

B2_EVT_NONE()

B2_EVT_BO_UP()

B2_EVT_BO_DN()

B2_EVT_FBO_UP()

B2_EVT_FBO_DN()

b2_evt_is_bo(e)
Parameters:
e (int)

b2_evt_is_fbo(e)
Parameters:
e (int)

b2_evt_dir(e)
Parameters:
e (int)

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