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)

Информация о релизе

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)

Информация о релизе

v3

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

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

Информация о релизе

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)

Информация о релизе

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)

Информация о релизе

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)

Библиотека Pine

В истинном духе TradingView автор опубликовал этот код Pine как библиотеку с открытым исходным кодом, чтобы другие программисты Pine из нашего сообщества могли её использовать. Браво автору! Вы можете использовать эту библиотеку для личного пользования или в других публикациях с открытым исходным кодом, но повторное использование этого кода в публикациях регулируется Правилами поведения.

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Отказ от ответственности

Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.

Библиотека Pine

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