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TargetExcursionLib

47
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)
Release Notes
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
Release Notes
v3

Updated:
Engine
  Fields:
    config (EngineConfig)
    adapter (AdapterSpec)
    density (DensityState type from cybermediaboy/TargetExcursionStatsLib/1)
    queue (PendingQueue type from cybermediaboy/TargetExcursionQueueLib/1)
    scaler (FeatureScaler type from cybermediaboy/CyberLearningLib/7)
    scalerInput (array<float>)
    autoScale (series float)
    scaleSamples (series int)
    previousClose (series float)
    lastConfirmedBar (series int)

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.

cybermediaboy
MATHstatistics

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
MATHstatistics

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.

cybermediaboy

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.