PINE LIBRARY
HighClassCalculations
Library "HighClassCalculations"
Advanced Pine Script v6 calculation library for statistical, normalization, trend, and risk metrics.
safeDiv(numerator, denominator, fallback)
Safe division helper that prevents division-by-zero errors.
Parameters:
numerator (float): Value on the top of the fraction.
denominator (float): Value on the bottom of the fraction.
fallback (float): Value returned when denominator is zero.
Returns: Result of the division or fallback.
clamp(value, minValue, maxValue)
Clamps a value into a fixed range.
Parameters:
value (float): Source value.
minValue (float): Minimum allowed value.
maxValue (float): Maximum allowed value.
Returns: Clamped value.
rescale(value, oldMin, oldMax, newMin, newMax)
Rescales a value from one range into another range.
Parameters:
value (float): Source value.
oldMin (float): Source range minimum.
oldMax (float): Source range maximum.
newMin (float): Target range minimum.
newMax (float): Target range maximum.
Returns: Rescaled value.
normalize(src, len)
Returns the min-max normalized position of a series within a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Value between 0 and 1 when the range is valid.
rangePercent(src, len)
Returns the source position inside its rolling range as a percentage.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Value between 0 and 100 when the range is valid.
zScore(src, len)
Calculates the z-score of a series.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Standardized z-score.
robustZScore(src, len)
Calculates a robust z-score using median absolute deviation.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Robust z-score less sensitive to outliers.
percentileRank(src, len)
Calculates percentile rank for the latest value inside a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Percentile rank from 0 to 100.
percentileValue(src, len, percentile)
Calculates the value at a requested percentile inside a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
percentile (float): Requested percentile from 0 to 100.
Returns: Percentile value.
simpleReturn(src)
Calculates simple arithmetic return versus the previous bar.
Parameters:
src (float): Price or equity series.
Returns: One-bar simple return.
logReturn(src)
Calculates log return versus the previous bar.
Parameters:
src (float): Price or equity series.
Returns: One-bar log return.
compoundedReturn(src, len)
Calculates cumulative return over a fixed lookback.
Parameters:
src (float): Price or equity series.
len (int): Lookback window.
Returns: Return from src[len] to current src.
realizedVolatility(src, len, annualization)
Calculates realized volatility from log returns and annualizes it.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
annualization (float): Number of bars used for annualization.
Returns: Annualized volatility.
downsideDeviation(returnSeries, len, mar, annualization)
Calculates downside deviation from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
mar (float): Minimum acceptable return.
annualization (float): Number of bars used for annualization.
Returns: Annualized downside deviation.
rollingSharpe(returnSeries, len, riskFreeRate, annualization)
Calculates a rolling Sharpe ratio from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
riskFreeRate (float): Per-bar risk free rate.
annualization (float): Number of bars used for annualization.
Returns: Annualized Sharpe ratio.
rollingSortino(returnSeries, len, mar, annualization)
Calculates a rolling Sortino ratio from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
mar (float): Minimum acceptable return.
annualization (float): Number of bars used for annualization.
Returns: Annualized Sortino ratio.
efficiencyRatio(src, len)
Calculates Kaufman's efficiency ratio.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Efficiency ratio from 0 to 1.
regressionSlope(src, len)
Calculates rolling linear regression slope.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Slope per bar.
regressionAngle(src, len)
Converts rolling regression slope into an angle.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Slope angle in degrees.
beta(asset, benchmark, len)
Calculates rolling beta versus a benchmark series.
Parameters:
asset (float): Asset series.
benchmark (float): Benchmark series.
len (int): Rolling lookback window.
Returns: Beta coefficient.
alpha(asset, benchmark, len, riskFreeRate)
Calculates Jensen-style alpha versus a benchmark series.
Parameters:
asset (float): Asset return series.
benchmark (float): Benchmark return series.
len (int): Rolling lookback window.
riskFreeRate (float): Per-bar risk free rate.
Returns: Alpha over the rolling window.
ulcerIndex(src, len)
Calculates the Ulcer Index for a series.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
Returns: Ulcer Index value.
maxDrawdown(src, len)
Calculates the maximum drawdown over a rolling window.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
Returns: Maximum drawdown as a negative decimal.
atrPercent(len, src)
Calculates ATR as a percentage of price.
Parameters:
len (simple int): ATR lookback window.
src (float): Reference price used for the percentage denominator.
Returns: ATR percent.
relativeVolume(len)
Calculates relative volume versus its rolling average.
Parameters:
len (simple int): Rolling lookback window.
Returns: Volume divided by average volume.
getAllFunctions()
Returns a comma-separated list of all exported calculation helpers.
Returns: Function catalog for quick reference.
Advanced Pine Script v6 calculation library for statistical, normalization, trend, and risk metrics.
safeDiv(numerator, denominator, fallback)
Safe division helper that prevents division-by-zero errors.
Parameters:
numerator (float): Value on the top of the fraction.
denominator (float): Value on the bottom of the fraction.
fallback (float): Value returned when denominator is zero.
Returns: Result of the division or fallback.
clamp(value, minValue, maxValue)
Clamps a value into a fixed range.
Parameters:
value (float): Source value.
minValue (float): Minimum allowed value.
maxValue (float): Maximum allowed value.
Returns: Clamped value.
rescale(value, oldMin, oldMax, newMin, newMax)
Rescales a value from one range into another range.
Parameters:
value (float): Source value.
oldMin (float): Source range minimum.
oldMax (float): Source range maximum.
newMin (float): Target range minimum.
newMax (float): Target range maximum.
Returns: Rescaled value.
normalize(src, len)
Returns the min-max normalized position of a series within a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Value between 0 and 1 when the range is valid.
rangePercent(src, len)
Returns the source position inside its rolling range as a percentage.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Value between 0 and 100 when the range is valid.
zScore(src, len)
Calculates the z-score of a series.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Standardized z-score.
robustZScore(src, len)
Calculates a robust z-score using median absolute deviation.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Robust z-score less sensitive to outliers.
percentileRank(src, len)
Calculates percentile rank for the latest value inside a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Percentile rank from 0 to 100.
percentileValue(src, len, percentile)
Calculates the value at a requested percentile inside a rolling window.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
percentile (float): Requested percentile from 0 to 100.
Returns: Percentile value.
simpleReturn(src)
Calculates simple arithmetic return versus the previous bar.
Parameters:
src (float): Price or equity series.
Returns: One-bar simple return.
logReturn(src)
Calculates log return versus the previous bar.
Parameters:
src (float): Price or equity series.
Returns: One-bar log return.
compoundedReturn(src, len)
Calculates cumulative return over a fixed lookback.
Parameters:
src (float): Price or equity series.
len (int): Lookback window.
Returns: Return from src[len] to current src.
realizedVolatility(src, len, annualization)
Calculates realized volatility from log returns and annualizes it.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
annualization (float): Number of bars used for annualization.
Returns: Annualized volatility.
downsideDeviation(returnSeries, len, mar, annualization)
Calculates downside deviation from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
mar (float): Minimum acceptable return.
annualization (float): Number of bars used for annualization.
Returns: Annualized downside deviation.
rollingSharpe(returnSeries, len, riskFreeRate, annualization)
Calculates a rolling Sharpe ratio from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
riskFreeRate (float): Per-bar risk free rate.
annualization (float): Number of bars used for annualization.
Returns: Annualized Sharpe ratio.
rollingSortino(returnSeries, len, mar, annualization)
Calculates a rolling Sortino ratio from a return series.
Parameters:
returnSeries (float): Series of returns, not raw price.
len (int): Rolling lookback window.
mar (float): Minimum acceptable return.
annualization (float): Number of bars used for annualization.
Returns: Annualized Sortino ratio.
efficiencyRatio(src, len)
Calculates Kaufman's efficiency ratio.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Efficiency ratio from 0 to 1.
regressionSlope(src, len)
Calculates rolling linear regression slope.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Slope per bar.
regressionAngle(src, len)
Converts rolling regression slope into an angle.
Parameters:
src (float): Source series.
len (int): Rolling lookback window.
Returns: Slope angle in degrees.
beta(asset, benchmark, len)
Calculates rolling beta versus a benchmark series.
Parameters:
asset (float): Asset series.
benchmark (float): Benchmark series.
len (int): Rolling lookback window.
Returns: Beta coefficient.
alpha(asset, benchmark, len, riskFreeRate)
Calculates Jensen-style alpha versus a benchmark series.
Parameters:
asset (float): Asset return series.
benchmark (float): Benchmark return series.
len (int): Rolling lookback window.
riskFreeRate (float): Per-bar risk free rate.
Returns: Alpha over the rolling window.
ulcerIndex(src, len)
Calculates the Ulcer Index for a series.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
Returns: Ulcer Index value.
maxDrawdown(src, len)
Calculates the maximum drawdown over a rolling window.
Parameters:
src (float): Price or equity series.
len (int): Rolling lookback window.
Returns: Maximum drawdown as a negative decimal.
atrPercent(len, src)
Calculates ATR as a percentage of price.
Parameters:
len (simple int): ATR lookback window.
src (float): Reference price used for the percentage denominator.
Returns: ATR percent.
relativeVolume(len)
Calculates relative volume versus its rolling average.
Parameters:
len (simple int): Rolling lookback window.
Returns: Volume divided by average volume.
getAllFunctions()
Returns a comma-separated list of all exported calculation helpers.
Returns: Function catalog for quick reference.
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Pine腳本庫
秉持TradingView一貫精神，作者已將此Pine代碼以開源函式庫形式發佈，方便我們社群中的其他Pine程式設計師重複使用。向作者致敬！您可以在私人專案或其他開源發表中使用此函式庫，但在公開發表中重用此代碼須遵守社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。