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)

Release Note

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)

Release Note

v3

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

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

Release Note

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)

Release Note

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)

Release Note

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)

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