업데이트됨
BarUtils: Get Bar Index from Date
Library "BarUtils"
getBarIndexFromDate(targetTimestamp)
Parameters:
targetTimestamp (int)
**Description**:
This utility provides a reliable way to calculate the `bar_index` of a specific calendar date, regardless of chart resolution. It's especially useful for anchoring scripts to historical events, labeling macroeconomic moments, or marking custom time-based signals that must remain consistent across timeframes.
Unlike hardcoded `bar_index - N` approaches, this function dynamically estimates the number of bars between a given `timestamp()` and the current bar using the actual time-per-bar (`time - time[1]`). It works correctly on intraday, daily, weekly, and monthly charts.
### 💡 **Function Provided**:
import TradeTitan120/BarUtils/1
* `getBarIndexFromDate(int targetTimestamp)`
→ Returns the estimated `bar_index` that aligns with a given timestamp
### ✅ **Use Cases**:
* Marking past events like FOMC meetings, market crashes, or personal signals
* Backtesting entry/exit conditions from specific calendar dates
* Anchoring visual elements (shapes, lines, labels) across resolutions
This tool is simple, fast, and built for accuracy. Use it to enhance multi-timeframe compatibility in any script.
getBarIndexFromDate(targetTimestamp)
Parameters:
targetTimestamp (int)
**Description**:
This utility provides a reliable way to calculate the `bar_index` of a specific calendar date, regardless of chart resolution. It's especially useful for anchoring scripts to historical events, labeling macroeconomic moments, or marking custom time-based signals that must remain consistent across timeframes.
Unlike hardcoded `bar_index - N` approaches, this function dynamically estimates the number of bars between a given `timestamp()` and the current bar using the actual time-per-bar (`time - time[1]`). It works correctly on intraday, daily, weekly, and monthly charts.
### 💡 **Function Provided**:
import TradeTitan120/BarUtils/1
* `getBarIndexFromDate(int targetTimestamp)`
→ Returns the estimated `bar_index` that aligns with a given timestamp
### ✅ **Use Cases**:
* Marking past events like FOMC meetings, market crashes, or personal signals
* Backtesting entry/exit conditions from specific calendar dates
* Anchoring visual elements (shapes, lines, labels) across resolutions
This tool is simple, fast, and built for accuracy. Use it to enhance multi-timeframe compatibility in any script.
릴리즈 노트
v2Added:
rateOfReturn(source, referenceBarIndex)
Parameters:
source (float)
referenceBarIndex (int)
릴리즈 노트
v3릴리즈 노트
v4릴리즈 노트
v5Generic Pivot high and Pivot low
릴리즈 노트
v6Added:
pivotHighGeneric(src, leftBars, rightBars)
Parameters:
src (float)
leftBars (int)
rightBars (int)
pivotLowGeneric(src, leftBars, rightBars)
Parameters:
src (float)
leftBars (int)
rightBars (int)
릴리즈 노트
v7Added:
getColorGradient(val)
Parameters:
val (float)
getColorGradientEx(val, win, useLog, colLow, colHigh)
Parameters:
val (float)
win (simple int)
useLog (bool)
colLow (color)
colHigh (color)
릴리즈 노트
v8Added:
normalize(adj, base, length)
Parameters:
adj (float)
base (float)
length (int)
릴리즈 노트
v9Added:
pearsonR(srcSeries, length)
Parameters:
srcSeries (float)
length (int)
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.