지금 시작
PINE LIBRARY
업데이트됨

TargetExcursionLib

43
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)
릴리즈 노트
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

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.

cybermediaboy
MATHstatistics

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.
MATHstatistics

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.

cybermediaboy

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.