WYCKOFF_SHARED_LIB

Library "WYCKOFF_SHARED_LIB"

EPS()

nz0(x)
Parameters:
x (float)

safe_div(num, den)
Parameters:
num (float)
den (float)

safe_div_eps(num, den)
Parameters:
num (float)
den (float)

safe_ratio(a, b)
Parameters:
a (float)
b (float)

clamp(x, lo, hi)
Parameters:
x (float)
lo (float)
hi (float)

wave_dir(startPx, endPx)
Parameters:
startPx (float)
endPx (float)

wave_amp(startPx, endPx)
Parameters:
startPx (float)
endPx (float)

wave_amp_atr(amp, atr)
Parameters:
amp (float)
atr (float)

wave_speed(ampATR, lenBars)
Parameters:
ampATR (float)
lenBars (int)

wave_eff(amp, path)
Parameters:
amp (float)
path (float)

build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, volRel, epr)
Parameters:
dir (int)
lenBars (int)
startPx (float)
endPx (float)
ampATR (float)
speed (float)
eff (float)
volRel (float)
epr (float)

compare_waves(w0, w1)
Parameters:
w0 (WaveMetrics)
w1 (WaveMetrics)

strengthening_same_dir(c)
Parameters:
c (WaveCompare)

weakening_same_dir(c)
Parameters:
c (WaveCompare)

evr_by_waves(volSum0, ampATR0, volSum1, ampATR1)
Parameters:
volSum0 (float)
ampATR0 (float)
volSum1 (float)
ampATR1 (float)

WaveMetrics
Fields:
dir (series int)
lenBars (series int)
startPx (series float)
endPx (series float)
amp (series float)
ampATR (series float)
speed (series float)
eff (series float)
volRel (series float)
effortPerResult (series float)

WaveCompare
Fields:
amp_ratio (series float)
speed_ratio (series float)
eff_ratio (series float)
volRel_ratio (series float)
epr_ratio (series float)

EVR
Fields:
state (series int)

릴리즈 노트

v2

Added:
clamp01(x)
Parameters:
x (float)

build_break_event(event, kind, dir, level, px, partRel, resultRel, barIndex)
Parameters:
event (int)
kind (int)
dir (int)
level (float)
px (float)
partRel (float)
resultRel (float)
barIndex (int)

build_struct_state(bias, lastHighKind, lastLowKind, hiPx, hiIdx, loPx, loIdx)
Parameters:
bias (int)
lastHighKind (int)
lastLowKind (int)
hiPx (float)
hiIdx (int)
loPx (float)
loIdx (int)

build_range_state(state, birthIdx, hi, lo, testsH, testsL)
Parameters:
state (int)
birthIdx (int)
hi (float)
lo (float)
testsH (int)
testsL (int)

improving_pullback(c)
Parameters:
c (WaveCompare)

worsening_pullback(c)
Parameters:
c (WaveCompare)

evr_by_levels(effHi, resHi)
Parameters:
effHi (bool)
resHi (bool)

evr_state_from_rel(effortRel, resultRel, thrEff, thrRes)
Parameters:
effortRel (float)
resultRel (float)
thrEff (float)
thrRes (float)

key_hc(isBreak, effortRel, thrHigh)
Parameters:
isBreak (bool)
effortRel (float)
thrHigh (float)

break_is_bos(kind)
Parameters:
kind (int)

break_is_choch(kind)
Parameters:
kind (int)

break_is_brk(kind)
Parameters:
kind (int)

hit_upper(high, close, hi, tol)
Parameters:
high (float)
close (float)
hi (float)
tol (float)

hit_lower(low, close, lo, tol)
Parameters:
low (float)
close (float)
lo (float)
tol (float)

is_spring(low, close, lo, tol)
Parameters:
low (float)
close (float)
lo (float)
tol (float)

is_upthrust(high, close, hi, tol)
Parameters:
high (float)
close (float)
hi (float)
tol (float)

gate_pass(cond)
Parameters:
cond (bool)

score3(a, b, c)
Parameters:
a (int)
b (int)
c (int)

score4(a, b, c, d)
Parameters:
a (int)
b (int)
c (int)
d (int)

ratio_ge(a, b, minRatio)
Parameters:
a (float)
b (float)
minRatio (float)

ratio_le(a, b, maxRatio)
Parameters:
a (float)
b (float)
maxRatio (float)

epr_worse_by_ratio(eprNow, eprRef, minRatio)
Parameters:
eprNow (float)
eprRef (float)
minRatio (float)

struct_bias_update(prevBias, lastHighKind, lastLowKind)
Parameters:
prevBias (int)
lastHighKind (int)
lastLowKind (int)

BreakEvent
Fields:
event (series int)
kind (series int)
dir (series int)
level (series float)
px (series float)
partRel (series float)
resultRel (series float)
barIndex (series int)

StructState
Fields:
bias (series int)
lastHighKind (series int)
lastLowKind (series int)
swingHiPx (series float)
swingHiIdx (series int)
swingLoPx (series float)
swingLoIdx (series int)

RangeState
Fields:
state (series int)
birthIdx (series int)
hi (series float)
lo (series float)
testsH (series int)
testsL (series int)

릴리즈 노트

v3

Added:
atr_tol(atr, mult)
Parameters:
atr (float)
mult (float)

near_level(px, lvl, tol)
Parameters:
px (float)
lvl (float)
tol (float)

릴리즈 노트

v4

Added:
nzi0(x)
Parameters:
x (int)

is_ok_f(x)
Parameters:
x (float)

is_ok_i(x)
Parameters:
x (int)

div_na(num, den)
Parameters:
num (float)
den (float)

div_eps_na(num, den)
Parameters:
num (float)
den (float)

ratio_na(a, b)
Parameters:
a (float)
b (float)

div0(num, den)
Parameters:
num (float)
den (float)

div_eps0(num, den)
Parameters:
num (float)
den (float)

ratio0(a, b)
Parameters:
a (float)
b (float)

inv_pos_int(x)
Parameters:
x (int)

inv_nonneg_int(x)
Parameters:
x (int)

inv_price_order(hi, lo)
Parameters:
hi (float)
lo (float)

inv_finite(x)
Parameters:
x (float)

wave_epr(partRel, ampATR)
Parameters:
partRel (float)
ampATR (float)

arr_has_n(a, n)
Parameters:
a (array<float>)
n (int)

is_highest_in_last_n(x, a, n, latestFirst)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)

is_lowest_in_last_n(x, a, n, latestFirst)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)

rank_in_last_n(x, a, n, latestFirst, higher_is_better)
Parameters:
x (float)
a (array<float>)
n (int)
latestFirst (bool)
higher_is_better (bool)

rank_high(x, highs, n, latestFirst)
Parameters:
x (float)
highs (array<float>)
n (int)
latestFirst (bool)

rank_low(x, lows, n, latestFirst)
Parameters:
x (float)
lows (array<float>)
n (int)
latestFirst (bool)

is_highest_high(x, highs, n, latestFirst)
Parameters:
x (float)
highs (array<float>)
n (int)
latestFirst (bool)

is_lowest_low(x, lows, n, latestFirst)
Parameters:
x (float)
lows (array<float>)
n (int)
latestFirst (bool)

Updated:
build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, partRel, epr)
Parameters:
dir (int)
lenBars (int)
startPx (float)
endPx (float)
ampATR (float)
speed (float)
eff (float)
partRel (float)
epr (float)

build_break_event(event, kind, dir, level, px, partRel, ftATR, barIndex)
Parameters:
event (int)
kind (int)
dir (int)
level (float)
px (float)
partRel (float)
ftATR (float)
barIndex (int)

WaveMetrics
Fields:
dir (series int)
lenBars (series int)
startPx (series float)
endPx (series float)
amp (series float)
ampATR (series float)
speed (series float)
eff (series float)
partRel (series float)
effortPerResult (series float)

WaveCompare
Fields:
amp_ratio (series float)
speed_ratio (series float)
eff_ratio (series float)
partRel_ratio (series float)
epr_ratio (series float)

BreakEvent
Fields:
event (series int)
kind (series int)
dir (series int)
level (series float)
px (series float)
partRel (series float)
ftATR (series float)
barIndex (series int)

릴리즈 노트

v5

Added:
sgn(x)
Parameters:
x (float)

bool_to_int(b)
Parameters:
b (bool)

inv_not_na(x)
Parameters:
x (float)

inv_onehot3(b1, b2, b3)
Parameters:
b1 (int)
b2 (int)
b3 (int)

get_bit(x, b)
Parameters:
x (int)
b (int)

get_field(x, shift, mask)
Parameters:
x (int)
shift (int)
mask (int)

set_bit(x, b, on)
Parameters:
x (int)
b (int)
on (bool)

릴리즈 노트

v6

Added:
fmin(a, b)
Parameters:
a (float)
b (float)

fmax(a, b)
Parameters:
a (float)
b (float)

imin(a, b)
Parameters:
a (int)
b (int)

imax(a, b)
Parameters:
a (int)
b (int)

within(x, lo, hi)
Parameters:
x (float)
lo (float)
hi (float)

inv_nonneg_float(x)
Parameters:
x (float)

B2_EVT_NONE()

B2_EVT_BO_UP()

B2_EVT_BO_DN()

B2_EVT_FBO_UP()

B2_EVT_FBO_DN()

b2_evt_is_bo(e)
Parameters:
e (int)

b2_evt_is_fbo(e)
Parameters:
e (int)

b2_evt_dir(e)
Parameters:
e (int)

파인 라이브러리

트레이딩뷰의 진정한 정신에 따라, 작성자는 이 파인 코드를 오픈소스 라이브러리로 게시하여 커뮤니티의 다른 파인 프로그래머들이 재사용할 수 있도록 했습니다. 작성자에게 경의를 표합니다! 이 라이브러리는 개인적으로 사용하거나 다른 오픈소스 게시물에서 사용할 수 있지만, 이 코드의 게시물 내 재사용은 하우스 룰에 따라 규제됩니다.

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면책사항

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파인 라이브러리

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