PINE LIBRARY
업데이트됨 ml_session
ml_session is a dependency-free library for Pine v6 that fixes a blind spot every intraday study shares: a flat rolling average has no idea what time it is. Intraday volume and range have a strong U-shape — heavy at the open and the close, thin around lunch — so a normal open prints as a "volume spike" against a flat baseline, and a genuinely quiet mid-session bar looks average. This library judges the current bar against the same time-of-day slot on prior sessions, and lets you rank which slots of the day your signals actually pay in.
How it works
Each bar maps to a wall-clock slot (say every 5 minutes). The library keeps one rolling mean / stdev per slot, updated only when that slot occurs, so "how unusual is now" is always measured against this time of day's own history. The estimators are exponential — an N-session memory — so there are no large buffers and nothing repaints.
Slot mapping
slotOf(slotMinutes) — the time-of-day slot index for the current bar, from the symbol's exchange clock ((hour·60 + minute) ÷ slotMinutes). For NSE that's IST, so it lines up with NIFTY's 09:15–15:30 session.
slotCount(slotMinutes) — how many slots cover a 24h day at that granularity. Pass it as nSlots to size the per-slot state.
sessionAlpha(sessions) — the EMA weight for an N-session memory (≈ 2 / (N+1)). Feed it to the estimators below.
slotLabel(slot, slotMinutes) — an "HH:MM" label for a slot, for dashboards.
Per-slot baselines
slotMean(src, slot, nSlots, alpha) — the rolling mean of src for this time-of-day slot: the baseline itself.
slotStdev(src, slot, nSlots, alpha) — the rolling dispersion for this slot.
slotZ(src, slot, nSlots, alpha) — the time-of-day z-score, (src − slot mean) ÷ slot stdev, in one call. "How unusual is this bar for this time of day." The core self-calibrating read — pass volume, range, or any intraday series.
slotRatio(src, slot, nSlots, alpha) — src ÷ slot mean (1.0 = a normal reading for this time of day, 2.0 = twice the usual). Ideal for volume — "heavy for the open", not "heavy vs a flat average".
Time-of-day edge ranking
slotHitRate(add, win, slot, nSlots) — per-slot forward-test bookkeeping. When a signal outcome resolves, call with add = true and win = true/false, passing the signal bar's slot (e.g. slot[horizon]); it returns that slot's running hit rate (%). Use it to see which parts of the session your signal works in — and which to sit out.
slotCountN(add, slot, nSlots) — the sample count accrued for a slot, so you can weight its hit rate by confidence.
How to use
Make "high volume" mean high for this time of day, and pair it with a time-of-day edge read:
//version=6
indicator("Example — time-of-day baselines", overlay = false)
import Market_Logic_India/ml_session/1 as sess
slotMin = input.int(5, "Slot minutes")
memory = input.int(20, "Session memory")
n = sess.slotCount(slotMin)
a = sess.sessionAlpha(memory)
sl = sess.slotOf(slotMin)
volRatio = sess.slotRatio(volume, sl, n, a) // volume vs its time-of-day norm
volZ = sess.slotZ(volume, sl, n, a) // standardized for this slot
plot(volRatio, "Vol vs ToD", color = volRatio > 1.5 ? color.orange : color.gray)
// time-of-day edge (host resolves `win` at its horizon):
// hit = sess.slotHitRate(resolvedNow, win, sl[horizon], n)
Pairs naturally with a VSA / effort-vs-result read: a true "climactic" bar is one whose volume is extreme for its slot, not merely above a flat mean.
Notes
Non-repainting: every read is a pure function of the values you pass and per-slot state that only moves forward. Feed confirmed-bar values (gate on barstate.isconfirmed) and the baselines never look ahead. No ta.* inside, so nothing can short-circuit.
Warm-up: each slot needs a few sessions before its baseline is meaningful; early bars return the seed value or na.
Types: pass series for the source and slot, simple int for nSlots, and simple float for alpha.
The clock is the symbol's exchange timezone, so it's correct for NSE without configuration; on a 24h symbol every slot simply fills.
Concept credits
Intraday seasonality — the U-shaped time-of-day profile of volume and volatility — is long established in market-microstructure research. This library is an original, dependency-free Pine v6 packaging of that idea; it is not affiliated with, nor endorsed by, any originator.
License
Mozilla Public License 2.0 — as required for TradingView libraries (open source). Free to import and build on.
How it works
Each bar maps to a wall-clock slot (say every 5 minutes). The library keeps one rolling mean / stdev per slot, updated only when that slot occurs, so "how unusual is now" is always measured against this time of day's own history. The estimators are exponential — an N-session memory — so there are no large buffers and nothing repaints.
Slot mapping
slotOf(slotMinutes) — the time-of-day slot index for the current bar, from the symbol's exchange clock ((hour·60 + minute) ÷ slotMinutes). For NSE that's IST, so it lines up with NIFTY's 09:15–15:30 session.
slotCount(slotMinutes) — how many slots cover a 24h day at that granularity. Pass it as nSlots to size the per-slot state.
sessionAlpha(sessions) — the EMA weight for an N-session memory (≈ 2 / (N+1)). Feed it to the estimators below.
slotLabel(slot, slotMinutes) — an "HH:MM" label for a slot, for dashboards.
Per-slot baselines
slotMean(src, slot, nSlots, alpha) — the rolling mean of src for this time-of-day slot: the baseline itself.
slotStdev(src, slot, nSlots, alpha) — the rolling dispersion for this slot.
slotZ(src, slot, nSlots, alpha) — the time-of-day z-score, (src − slot mean) ÷ slot stdev, in one call. "How unusual is this bar for this time of day." The core self-calibrating read — pass volume, range, or any intraday series.
slotRatio(src, slot, nSlots, alpha) — src ÷ slot mean (1.0 = a normal reading for this time of day, 2.0 = twice the usual). Ideal for volume — "heavy for the open", not "heavy vs a flat average".
Time-of-day edge ranking
slotHitRate(add, win, slot, nSlots) — per-slot forward-test bookkeeping. When a signal outcome resolves, call with add = true and win = true/false, passing the signal bar's slot (e.g. slot[horizon]); it returns that slot's running hit rate (%). Use it to see which parts of the session your signal works in — and which to sit out.
slotCountN(add, slot, nSlots) — the sample count accrued for a slot, so you can weight its hit rate by confidence.
How to use
Make "high volume" mean high for this time of day, and pair it with a time-of-day edge read:
//version=6
indicator("Example — time-of-day baselines", overlay = false)
import Market_Logic_India/ml_session/1 as sess
slotMin = input.int(5, "Slot minutes")
memory = input.int(20, "Session memory")
n = sess.slotCount(slotMin)
a = sess.sessionAlpha(memory)
sl = sess.slotOf(slotMin)
volRatio = sess.slotRatio(volume, sl, n, a) // volume vs its time-of-day norm
volZ = sess.slotZ(volume, sl, n, a) // standardized for this slot
plot(volRatio, "Vol vs ToD", color = volRatio > 1.5 ? color.orange : color.gray)
// time-of-day edge (host resolves `win` at its horizon):
// hit = sess.slotHitRate(resolvedNow, win, sl[horizon], n)
Pairs naturally with a VSA / effort-vs-result read: a true "climactic" bar is one whose volume is extreme for its slot, not merely above a flat mean.
Notes
Non-repainting: every read is a pure function of the values you pass and per-slot state that only moves forward. Feed confirmed-bar values (gate on barstate.isconfirmed) and the baselines never look ahead. No ta.* inside, so nothing can short-circuit.
Warm-up: each slot needs a few sessions before its baseline is meaningful; early bars return the seed value or na.
Types: pass series for the source and slot, simple int for nSlots, and simple float for alpha.
The clock is the symbol's exchange timezone, so it's correct for NSE without configuration; on a 24h symbol every slot simply fills.
Concept credits
Intraday seasonality — the U-shaped time-of-day profile of volume and volatility — is long established in market-microstructure research. This library is an original, dependency-free Pine v6 packaging of that idea; it is not affiliated with, nor endorsed by, any originator.
License
Mozilla Public License 2.0 — as required for TradingView libraries (open source). Free to import and build on.
릴리즈 노트
Adds day-auction anchors: isNewDay, inOpeningWindow (opening-lock / IB window), initialBalance (opening-range high/low), ibBreak, and slotSignificant (one-call time-of-day significance gate over slotZ). All v1 functions unchanged; import bumps to /2.v2
Added:
isNewDay()
inOpeningWindow(startHour, startMin, windowMins)
Parameters:
startHour (simple int)
startMin (simple int)
windowMins (simple int)
initialBalance(isNewSession, inIB, h, l)
Parameters:
isNewSession (bool)
inIB (bool)
h (float)
l (float)
ibBreak(c, ibHigh, ibLow)
Parameters:
c (float)
ibHigh (float)
ibLow (float)
slotSignificant(src, slot, nSlots, alpha, zThr)
Parameters:
src (float)
slot (int)
nSlots (simple int)
alpha (simple float)
zThr (simple float)
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.
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.
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.
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.