PINE LIBRARY
FractalMemoryLib [Jayadev Rana]
FractalMemoryLib packages the pattern-memory engine used by the Fractal Memory Projection indicator and the Fractal Memory Strategy so any script can import it.
WHAT IT DOES
The library finds the historical window whose movement shape most resembles the most recent bars (mean squared distance between stdev-normalized log returns), replays what followed that window as a projected close path, and sizes stops and targets adaptively by volatility regime.
EXPORTED FUNCTIONS
logRet(src) - one-bar log return of a series.
bestMatch(src, winLen, scanDepth, gapAhead) - scans up to scanDepth bars back and returns the offset of the most similar window plus a 0-100 similarity score. gapAhead reserves bars after the match for a projection.
analogPath(src, offset, fcLen, scaleF) - array of fcLen projected closes built by replaying the returns that followed the match, rescaled by scaleF (for example current ATR over ATR at the match).
adaptiveR(atrLen, rankLen, base) - volatility-adaptive unit risk: ATR times (base plus its 0-1 percentile rank), plus the rank itself. Call on every bar.
volRegime(volRank) - "Low", "Normal" or "High" label from the rank.
targets(entry, dirSign, unitR, slMult) - stop loss and TP1/TP2/TP3 at 1R, 2R and 3R.
USAGE NOTES
Call adaptiveR on every bar for ta consistency. bestMatch and analogPath are loop-heavy; for display purposes call them on the last bar only, and make sure the chart has at least scanDepth plus gapAhead bars of history. When the library itself is added to a chart it draws a small demo projection line from the best analog.
The analog projection is a statistical reference to a similar past episode, not a prediction, and not financial advice.
WHAT IT DOES
The library finds the historical window whose movement shape most resembles the most recent bars (mean squared distance between stdev-normalized log returns), replays what followed that window as a projected close path, and sizes stops and targets adaptively by volatility regime.
EXPORTED FUNCTIONS
logRet(src) - one-bar log return of a series.
bestMatch(src, winLen, scanDepth, gapAhead) - scans up to scanDepth bars back and returns the offset of the most similar window plus a 0-100 similarity score. gapAhead reserves bars after the match for a projection.
analogPath(src, offset, fcLen, scaleF) - array of fcLen projected closes built by replaying the returns that followed the match, rescaled by scaleF (for example current ATR over ATR at the match).
adaptiveR(atrLen, rankLen, base) - volatility-adaptive unit risk: ATR times (base plus its 0-1 percentile rank), plus the rank itself. Call on every bar.
volRegime(volRank) - "Low", "Normal" or "High" label from the rank.
targets(entry, dirSign, unitR, slMult) - stop loss and TP1/TP2/TP3 at 1R, 2R and 3R.
USAGE NOTES
Call adaptiveR on every bar for ta consistency. bestMatch and analogPath are loop-heavy; for display purposes call them on the last bar only, and make sure the chart has at least scanDepth plus gapAhead bars of history. When the library itself is added to a chart it draws a small demo projection line from the best analog.
The analog projection is a statistical reference to a similar past episode, not a prediction, and not financial advice.
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。
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。
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。
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。