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TargetExcursionLib

43
Library "TargetExcursionLib"

Parent supplies origin price/scale, direction, and path high/low/close series.
Library derives no hidden source data.
Returns bands.ready, bands.status, bands.effectiveSupport, and bands.resolvedCount.
Before minimum support: status is exactly "band stats not ready yet" and all band levels are na.

f_input(direction, originPrice, originScale, predictionValid, directionProbability, externalReliability)
  Construct a generic target input from series values.
  Parameters:
    direction (int)
    originPrice (float)
    originScale (float)
    predictionValid (bool)
    directionProbability (float)
    externalReliability (float)

f_model_new(gridSize, outcomeCap, smoothing, halfLife, family, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
  Construct an independent stateful model instance.
  Parameters:
    gridSize (int)
    outcomeCap (float)
    smoothing (float)
    halfLife (float)
    family (series DensityFamily)
    shrinkageAlpha (float)
    minSupport (float)
    supportScale (float)
    minTransparency (int)
    maxTransparency (int)
    transparencyGamma (float)

f_update(model, signal, pathHigh, pathLow, pathClose, horizon, currentBar, confirmed)
  Parameters:
    model (TargetModel)
    signal (TargetInput)
    pathHigh (float)
    pathLow (float)
    pathClose (float)
    horizon (int)
    currentBar (int)
    confirmed (bool)

TargetInput
  Fields:
    direction (series int)
    originPrice (series float)
    originScale (series float)
    predictionValid (series bool)
    directionProbability (series float)
    externalReliability (series float)

TargetBands
  Fields:
    ready (series bool)
    status (series string)
    direction (series int)
    originPrice (series float)
    originScale (series float)
    mfeQ10 (series float)
    mfeQ50 (series float)
    mfeQ80 (series float)
    mfeQ90 (series float)
    mfeMode (series float)
    maeQ10 (series float)
    maeQ50 (series float)
    maeQ80 (series float)
    maeQ90 (series float)
    maeMode (series float)
    mfePriceQ10 (series float)
    mfePriceQ50 (series float)
    mfePriceQ80 (series float)
    mfePriceQ90 (series float)
    mfePriceMode (series float)
    maePriceQ10 (series float)
    maePriceQ50 (series float)
    maePriceQ80 (series float)
    maePriceQ90 (series float)
    maePriceMode (series float)
    effectiveSupport (series float)
    intervalCoverageEstimate (series float)
    reliability (series float)
    transparency (series int)
    pendingCount (series int)
    resolvedCount (series int)
    lastResolvedBar (series int)

PendingTarget
  Fields:
    originBar (series int)
    resolutionBar (series int)
    direction (series int)
    originPrice (series float)
    originScale (series float)
    maxHigh (series float)
    minLow (series float)

TargetModel
  Fields:
    pending (array<PendingTarget>)
    pooledMae (array<float>)
    pooledMfe (array<float>)
    longMae (array<float>)
    longMfe (array<float>)
    shortMae (array<float>)
    shortMfe (array<float>)
    pooledMaeWeight (series float)
    pooledMaeWeightSq (series float)
    pooledMfeWeight (series float)
    pooledMfeWeightSq (series float)
    longMaeWeight (series float)
    longMaeWeightSq (series float)
    longMfeWeight (series float)
    longMfeWeightSq (series float)
    shortMaeWeight (series float)
    shortMaeWeightSq (series float)
    shortMfeWeight (series float)
    shortMfeWeightSq (series float)
    gridSize (series int)
    outcomeCap (series float)
    smoothing (series float)
    halfLife (series float)
    family (series DensityFamily)
    shrinkageAlpha (series float)
    minSupport (series float)
    supportScale (series float)
    minTransparency (series int)
    maxTransparency (series int)
    transparencyGamma (series float)
    lastDecayBar (series int)
    lastResolvedBar (series int)
    resolvedCount (series int)
הערות שחרור
v2

Added:
f_adapter_spec(signalKind, polarity, positiveThreshold, negativeThreshold, oscillatorMin, oscillatorMax, oscillatorLower, oscillatorUpper, scalerAlpha, scalerWarmup, categoryDirections)
  Parameters:
    signalKind (series SignalKind)
    polarity (series Polarity)
    positiveThreshold (float)
    negativeThreshold (float)
    oscillatorMin (float)
    oscillatorMax (float)
    oscillatorLower (float)
    oscillatorUpper (float)
    scalerAlpha (float)
    scalerWarmup (int)
    categoryDirections (array<int>)

f_engine_config(horizon, scaleMode, scaleLength, fixedScale, domain, gridSize, outcomeCap, smoothing, halfLife, densityFamily, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
  Parameters:
    horizon (int)
    scaleMode (series ScaleMode)
    scaleLength (int)
    fixedScale (float)
    domain (series DomainKind)
    gridSize (int)
    outcomeCap (float)
    smoothing (float)
    halfLife (float)
    densityFamily (series DensityFamily)
    shrinkageAlpha (float)
    minSupport (float)
    supportScale (float)
    minTransparency (int)
    maxTransparency (int)
    transparencyGamma (float)

f_engine_new(config, adapterSpec)
  Parameters:
    config (EngineConfig)
    adapterSpec (AdapterSpec)

f_scalar(existingValue, existingValid, existingReliability, explicitProbability)
  Parameters:
    existingValue (float)
    existingValid (bool)
    existingReliability (float)
    explicitProbability (float)

f_direction(existingDirection, existingValid, explicitProbability, existingReliability)
  Parameters:
    existingDirection (int)
    existingValid (bool)
    explicitProbability (float)
    existingReliability (float)

f_flags(existingLongFlag, existingShortFlag, existingValid, explicitProbability, existingReliability)
  Parameters:
    existingLongFlag (bool)
    existingShortFlag (bool)
    existingValid (bool)
    explicitProbability (float)
    existingReliability (float)

f_category(existingCategory, existingValid, explicitProbability, existingReliability)
  Parameters:
    existingCategory (int)
    existingValid (bool)
    explicitProbability (float)
    existingReliability (float)

f_observation(origin, pathHigh, pathLow, pathClose, suppliedScale, valid)
  Parameters:
    origin (float)
    pathHigh (float)
    pathLow (float)
    pathClose (float)
    suppliedScale (float)
    valid (bool)

f_request(signal, observation)
  Parameters:
    signal (SignalFrame)
    observation (Observation)

method update(engine, packet, currentBar, confirmed)
  Advance one semantic channel. All state changes are confirmed-bar only.
  Namespace types: Engine
  Parameters:
    engine (Engine)
    packet (Request)
    currentBar (int)
    confirmed (bool)

AdapterSpec
  Fields:
    signalKind (series SignalKind)
    polarity (series Polarity)
    positiveThreshold (series float)
    negativeThreshold (series float)
    oscillatorMin (series float)
    oscillatorMax (series float)
    oscillatorLower (series float)
    oscillatorUpper (series float)
    scalerAlpha (series float)
    scalerWarmup (series int)
    categoryDirections (array<int>)

SignalFrame
  Fields:
    scalarValue (series float)
    categoryValue (series int)
    longFlag (series bool)
    shortFlag (series bool)
    valid (series bool)
    explicitProbability (series float)
    externalReliability (series float)

Bands
  Fields:
    ready (series bool)
    statsReady (series bool)
    status (series string)
    statusCode (series StatusCode)
    signalKind (series SignalKind)
    domain (series DomainKind)
    direction (series int)
    signalStrength (series float)
    directionProbability (series float)
    origin (series float)
    scale (series float)
    mfeQ10 (series float)
    mfeQ50 (series float)
    mfeQ80 (series float)
    mfeQ90 (series float)
    mfeMode (series float)
    maeQ10 (series float)
    maeQ50 (series float)
    maeQ80 (series float)
    maeQ90 (series float)
    maeMode (series float)
    mfeLevelQ10 (series float)
    mfeLevelQ50 (series float)
    mfeLevelQ80 (series float)
    mfeLevelQ90 (series float)
    mfeLevelMode (series float)
    maeLevelQ10 (series float)
    maeLevelQ50 (series float)
    maeLevelQ80 (series float)
    maeLevelQ90 (series float)
    maeLevelMode (series float)
    mfeModeProbability (series float)
    maeModeProbability (series float)
    effectiveSupport (series float)
    longSupport (series float)
    shortSupport (series float)
    reliability (series float)
    transparency (series int)
    pendingCount (series int)
    resolvedCount (series int)
    longResolvedCount (series int)
    shortResolvedCount (series int)
    lastResolvedBar (series int)

Updated:
f_input(direction, originPrice, originScale, predictionValid, directionProbability, externalReliability)
  Parameters:
    direction (int)
    originPrice (float)
    originScale (float)
    predictionValid (bool)
    directionProbability (float)
    externalReliability (float)

f_model_new(gridSize, outcomeCap, smoothing, halfLife, family, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
  Parameters:
    gridSize (int)
    outcomeCap (float)
    smoothing (float)
    halfLife (float)
    family (series DensityFamily)
    shrinkageAlpha (float)
    minSupport (float)
    supportScale (float)
    minTransparency (int)
    maxTransparency (int)
    transparencyGamma (float)

TargetModel
  Fields:
    engine (Engine)
    horizonInitialized (series bool)

Removed:
PendingTarget

ספריית Pine

ברוח האמיתית של TradingView, המחבר לפרסם את הקוד של Pine הזה כספרייה בקוד פתוח, כך שמתכנתים אחרים בקהילתנו יעשו שימוש חוזר. כל הכבוד למחבר! ניתן להשתמש בספרייה הזו באופן פרטי או בומים בקוד פתוח, אך השימוש בחוזר בקוד הזה בפרסומים כפוף ל-כללי הבית.

cybermediaboy
MATHstatistics

כתב ויתור

המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.
MATHstatistics

ספריית Pine

ברוח האמיתית של TradingView, המחבר לפרסם את הקוד של Pine הזה כספרייה בקוד פתוח, כך שמתכנתים אחרים בקהילתנו יעשו שימוש חוזר. כל הכבוד למחבר! ניתן להשתמש בספרייה הזו באופן פרטי או בומים בקוד פתוח, אך השימוש בחוזר בקוד הזה בפרסומים כפוף ל-כללי הבית.

cybermediaboy

כתב ויתור

המידע והפרסומים אינם מיועדים להיות, ואינם מהווים, ייעוץ או המלצה פיננסית, השקעתית, מסחרית או מכל סוג אחר המסופקת או מאושרת על ידי TradingView. קרא עוד ב־תנאי השימוש.