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TargetExcursionLib

41
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)
リリースノート
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

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TradingViewの精神に則り、作者はこのPineコードをオープンソースライブラリとして公開してくれました。コミュニティの他のPineプログラマーが再利用できるようにという配慮です。作者に拍手を！このライブラリは個人利用や他のオープンソースの公開コンテンツで使用できますが、公開物でのコードの再利用はハウスルールに準じる必要があります。

cybermediaboy
MATHstatistics

免責事項

これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
MATHstatistics

Pineライブラリ

TradingViewの精神に則り、作者はこのPineコードをオープンソースライブラリとして公開してくれました。コミュニティの他のPineプログラマーが再利用できるようにという配慮です。作者に拍手を！このライブラリは個人利用や他のオープンソースの公開コンテンツで使用できますが、公開物でのコードの再利用はハウスルールに準じる必要があります。

cybermediaboy

免責事項

これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。