PINE LIBRARY
TPOLib
Library "TPOLib"
TPOLib — Classical Time Price Opportunity (TPO) primitives.
Provides tick/row conversion, POC/Value Area calculation, TPO letter encoding,
Initial Balance tracking, and profile shape classification.
Note: Function bodies for f_price_to_tick, f_tick_to_row, f_row_to_price,
f_calc_row_ticks, f_poc_from_vals, f_value_area, and f_find_key_sorted are
copied from TPOSmartMoneyLib/3 (immutable on TradingView). No extraction or
migration - legacy consumers unaffected.
Architecture: L0 (no library dependencies, uses ta.* and math.* primitives only)
f_price_to_tick(p)
Convert price to tick
Parameters:
p (float): Price value
Returns: Tick value
f_tick_to_row(t, row_ticks_in)
Convert tick to row
Parameters:
t (int): Tick value
row_ticks_in (int): Number of ticks per row
Returns: Row index
f_row_to_price(row, row_ticks_in)
Convert row to price (midpoint)
Parameters:
row (int): Row index
row_ticks_in (int): Number of ticks per row
Returns: Price at row midpoint
f_calc_row_ticks(natr_ref, row_gran_mult)
Calculate dynamic row size based on normalized ATR
Parameters:
natr_ref (float): Daily normalized ATR reference value
row_gran_mult (float): Row granularity multiplier
Returns: Number of ticks per row
f_poc_from_vals(keys, vals)
Calculate Point of Control from volume distribution
Parameters:
keys (array<int>): Sorted array of row keys
vals (array<float>): Array of volume values
Returns: POC row key
f_value_area(keys, vals, poc_key, va_pct)
Calculate Value Area from volume distribution
Parameters:
keys (array<int>): Sorted array of row keys
vals (array<float>): Array of volume values
poc_key (int): POC row key
va_pct (float): Value Area percentage (typically 0.70)
Returns: Tuple of [VAL_key, VAH_key]
f_find_key_sorted(keys, target)
Find key in sorted array using binary search
Parameters:
keys (array<int>): Sorted array of keys
target (int): Target key to find
Returns: Index of key, or -1 if not found
f_tpo_letter_idx(bracket_idx)
Get TPO letter for bracket index (A-Z, then AA-AZ, etc.)
Parameters:
bracket_idx (int): Bracket index (0-based)
Returns: Letter string
f_initial_balance_from_brackets(brackets, ib_bracket_count, row_ticks)
Calculate Initial Balance from first N brackets
Parameters:
brackets (array<TPOBracket>): Array of TPOBracket (sorted by time)
ib_bracket_count (int): Number of brackets in IB period (typically 2 for 1hr)
row_ticks (int): Number of ticks per row
Returns: InitialBalance
f_detect_tpo_singles(brackets)
Detect TPO singles (rows with only one TPO print)
Parameters:
brackets (array<TPOBracket>): Array of TPOBracket
Returns: Array of row indices that are singles
f_classify_profile(poc, val, vah, range_low, range_high)
Classify profile shape based on POC position and VA width
Parameters:
poc (int): POC row
val (int): VAL row
vah (int): VAH row
range_low (int): Lowest row in profile
range_high (int): Highest row in profile
Returns: ProfileShape
TPOBracket
TPO bracket (single time period at a price level)
Fields:
letter (series string): Letter identifier (A-Z for 30min brackets in RTH session)
row (series int): Row index (price level)
volume (series float): Volume accumulated in this bracket
ValueArea
Value Area calculation result
Fields:
poc (series int): Point of Control (row with highest volume)
val (series int): Value Area Low (row)
vah (series int): Value Area High (row)
poc_volume (series float): Volume at POC
va_volume (series float): Total volume in Value Area
InitialBalance
Initial Balance (first hour of RTH session)
Fields:
ib_high (series float): Highest price in IB period
ib_low (series float): Lowest price in IB period
ib_range (series float): IB range (high - low)
extended_up (series bool): IB extended upward
extended_down (series bool): IB extended downward
ProfileShape
Profile shape classification
Fields:
shape (series string): "normal", "b_shape", "p_shape", "d_shape", "neutral"
poc_position (series float): POC position relative to range (0.0=low, 1.0=high)
va_width (series float): Value Area width as % of total range
TPOLib — Classical Time Price Opportunity (TPO) primitives.
Provides tick/row conversion, POC/Value Area calculation, TPO letter encoding,
Initial Balance tracking, and profile shape classification.
Note: Function bodies for f_price_to_tick, f_tick_to_row, f_row_to_price,
f_calc_row_ticks, f_poc_from_vals, f_value_area, and f_find_key_sorted are
copied from TPOSmartMoneyLib/3 (immutable on TradingView). No extraction or
migration - legacy consumers unaffected.
Architecture: L0 (no library dependencies, uses ta.* and math.* primitives only)
f_price_to_tick(p)
Convert price to tick
Parameters:
p (float): Price value
Returns: Tick value
f_tick_to_row(t, row_ticks_in)
Convert tick to row
Parameters:
t (int): Tick value
row_ticks_in (int): Number of ticks per row
Returns: Row index
f_row_to_price(row, row_ticks_in)
Convert row to price (midpoint)
Parameters:
row (int): Row index
row_ticks_in (int): Number of ticks per row
Returns: Price at row midpoint
f_calc_row_ticks(natr_ref, row_gran_mult)
Calculate dynamic row size based on normalized ATR
Parameters:
natr_ref (float): Daily normalized ATR reference value
row_gran_mult (float): Row granularity multiplier
Returns: Number of ticks per row
f_poc_from_vals(keys, vals)
Calculate Point of Control from volume distribution
Parameters:
keys (array<int>): Sorted array of row keys
vals (array<float>): Array of volume values
Returns: POC row key
f_value_area(keys, vals, poc_key, va_pct)
Calculate Value Area from volume distribution
Parameters:
keys (array<int>): Sorted array of row keys
vals (array<float>): Array of volume values
poc_key (int): POC row key
va_pct (float): Value Area percentage (typically 0.70)
Returns: Tuple of [VAL_key, VAH_key]
f_find_key_sorted(keys, target)
Find key in sorted array using binary search
Parameters:
keys (array<int>): Sorted array of keys
target (int): Target key to find
Returns: Index of key, or -1 if not found
f_tpo_letter_idx(bracket_idx)
Get TPO letter for bracket index (A-Z, then AA-AZ, etc.)
Parameters:
bracket_idx (int): Bracket index (0-based)
Returns: Letter string
f_initial_balance_from_brackets(brackets, ib_bracket_count, row_ticks)
Calculate Initial Balance from first N brackets
Parameters:
brackets (array<TPOBracket>): Array of TPOBracket (sorted by time)
ib_bracket_count (int): Number of brackets in IB period (typically 2 for 1hr)
row_ticks (int): Number of ticks per row
Returns: InitialBalance
f_detect_tpo_singles(brackets)
Detect TPO singles (rows with only one TPO print)
Parameters:
brackets (array<TPOBracket>): Array of TPOBracket
Returns: Array of row indices that are singles
f_classify_profile(poc, val, vah, range_low, range_high)
Classify profile shape based on POC position and VA width
Parameters:
poc (int): POC row
val (int): VAL row
vah (int): VAH row
range_low (int): Lowest row in profile
range_high (int): Highest row in profile
Returns: ProfileShape
TPOBracket
TPO bracket (single time period at a price level)
Fields:
letter (series string): Letter identifier (A-Z for 30min brackets in RTH session)
row (series int): Row index (price level)
volume (series float): Volume accumulated in this bracket
ValueArea
Value Area calculation result
Fields:
poc (series int): Point of Control (row with highest volume)
val (series int): Value Area Low (row)
vah (series int): Value Area High (row)
poc_volume (series float): Volume at POC
va_volume (series float): Total volume in Value Area
InitialBalance
Initial Balance (first hour of RTH session)
Fields:
ib_high (series float): Highest price in IB period
ib_low (series float): Lowest price in IB period
ib_range (series float): IB range (high - low)
extended_up (series bool): IB extended upward
extended_down (series bool): IB extended downward
ProfileShape
Profile shape classification
Fields:
shape (series string): "normal", "b_shape", "p_shape", "d_shape", "neutral"
poc_position (series float): POC position relative to range (0.0=low, 1.0=high)
va_width (series float): Value Area width as % of total range
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.
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
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.
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.