TrinityCore

Library "TrinityCore"
TRINITY STRATEGY CORE [LIBRARY] v1.10 (Golden Master)

calc_target_weights(_stk_c, _vol_tgt)
Parameters:
_stk_c (float)
_vol_tgt (simple float)

TrinityWeights
Fields:
stock (series float)
s1 (series float)
s2 (series float)
s3 (series float)
cash (series float)

Note di rilascio

v2

Обновлено:
calc_target_weights(_stk_c, _vol_tgt, _ma_len, _vol_len, _u1, _u2, _u3)
Parameters:
_stk_c (float)
_vol_tgt (simple float)
_ma_len (simple int)
_vol_len (simple int)
_u1 (simple bool)
_u2 (simple bool)
_u3 (simple bool)

Note di rilascio

v3

Добавлено:
calc_weights_flat(sym, cp, cs, s1, s2, s3, s4, s5, en, l20, w20, l63, w63, l126, w126, l252, w252, rf, fac, tvs, tvsf, gmm, kl, kd, ks, tk, bl, wcp, wcd, wvs, wdd, sp, sv, ft, rf2, ra, r_cp, r_dd, pen_v, rb)
Parameters:
sym (string)
cp (string)
cs (string)
s1 (string)
s2 (string)
s3 (string)
s4 (string)
s5 (string)
en (bool)
l20 (int)
w20 (float)
l63 (int)
w63 (float)
l126 (int)
w126 (float)
l252 (int)
w252 (float)
rf (float)
fac (float)
tvs (float)
tvsf (float)
gmm (float)
kl (int)
kd (float)
ks (float)
tk (int)
bl (float)
wcp (float)
wcd (float)
wvs (float)
wdd (float)
sp (float)
sv (float)
ft (float)
rf2 (float)
ra (float)
r_cp (float)
r_dd (float)
pen_v (float)
rb (int)

get_simulation_snapshot(sym, cp, cs, s1, s2, s3, s4, s5, en, l20, w20, l63, w63, l126, w126, l252, w252, rf, fac, tvs, tvsf, gmm, kl, kd, ks, tk, bl, wcp, wcd, wvs, wdd, sp, sv, ft, rf2, ra, r_cp, r_dd, pen_v, rb)
Parameters:
sym (string)
cp (string)
cs (string)
s1 (string)
s2 (string)
s3 (string)
s4 (string)
s5 (string)
en (bool)
l20 (int)
w20 (float)
l63 (int)
w63 (float)
l126 (int)
w126 (float)
l252 (int)
w252 (float)
rf (float)
fac (float)
tvs (float)
tvsf (float)
gmm (float)
kl (int)
kd (float)
ks (float)
tk (int)
bl (float)
wcp (float)
wcd (float)
wvs (float)
wdd (float)
sp (float)
sv (float)
ft (float)
rf2 (float)
ra (float)
r_cp (float)
r_dd (float)
pen_v (float)
rb (int)

core_build()

TrinityDiagLite
Fields:
is_ready (series bool)
ready_code (series int)
core_build (series int)
risk_gate (series bool)
wroc_stock (series float)
valid_safe_count (series int)
passed_safe_count (series int)
sum_ok (series bool)

TrinityDiagFull
Fields:
raw_stock (series float)
mvol_stock (series float)
mdecel_stock (series float)
gov_stock (series float)
safe_budget (series float)
top1_id (series int)
top2_id (series int)
sum_weights (series float)

SafeDiag
Fields:
enabled (series bool)
valid (series bool)
sqs (series float)
final_w (series float)
drop_code (series int)

TrinityConfig
Fields:
enabled (series bool)
len_20 (series int)
w_20 (series float)
len_63 (series int)
w_63 (series float)
len_126 (series int)
w_126 (series float)
len_252 (series int)
w_252 (series float)
risk_floor (series float)
risk_factor (series float)
target_vol_stock (series float)
target_vol_safe (series float)
gov_min_mult (series float)
k_len (series int)
k_decay (series float)
k_scale (series float)
top_k (series int)
baseline (series float)
w_cp (series float)
w_cd (series float)
w_vs (series float)
w_ddg (series float)
shock_price (series float)
shock_vol (series float)
fall_thr (series float)
rate_fall (series float)
rate_accel (series float)
penalty_val (series float)
range_cp (series float)
range_dd (series float)
ready_bars (series int)

Обновлено:
TrinityWeights
Fields:
stock (series float)
safe1 (series float)
safe2 (series float)
safe3 (series float)
safe4 (series float)
safe5 (series float)
cash (series float)

Удалено:
calc_target_weights(_stk_c, _vol_tgt, _ma_len, _vol_len, _u1, _u2, _u3)

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Nello spirito di TradingView, l'autore ha pubblicato questo codice Pine come libreria open source affinché altri programmatori della nostra community possano riutilizzarlo. Complimenti all'autore! È possibile utilizzare questa libreria privatamente o in altre pubblicazioni open source, ma il riutilizzo di questo codice nelle pubblicazioni è soggetto al Regolamento.

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Declinazione di responsabilità

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Libreria Pine

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