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WYCKOFF_SHARED_LIB

1 844
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)
הערות שחרור
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)
הערות שחרור
v3

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

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

כתב ויתור

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