SetupsLib

Library "SetupsLib"

f_get_mc_family_from_setup(setup_id)
Parameters:
setup_id (string)

f_setup_id_to_code(setup_id)
Parameters:
setup_id (string)

f_setup_id_to_mask(setup_id)
Parameters:
setup_id (string)

f_find_setup_spec(setup_db, setup_id)
Parameters:
setup_db (array<SetupSpec>)
setup_id (string)

f_get_setup_horizon(setup_db, setup_id, fallback_horizon)
Parameters:
setup_db (array<SetupSpec>)
setup_id (string)
fallback_horizon (int)

f_register_event(engine_events, fire_condition, setup_id, setup_tooltip, setup_size_info)
Parameters:
engine_events (array<SetupEvent>)
fire_condition (bool)
setup_id (string)
setup_tooltip (string)
setup_size_info (string)

f_collect_debug(engine_events)
Parameters:
engine_events (array<SetupEvent>)

SetupSpec
Fields:
id (series string)
name (series string)
dir (series string)
wr (series float)
sharpe (series float)
tp_pct (series float)
sl_pct (series float)
avg_bars (series int)
tooltip (series string)

SetupSignal
Fields:
id (series string)
tooltip (series string)
use_pred_rounding (series bool)
debug_enabled (series bool)
size_info (series string)

SetupEvent
Fields:
id (series string)
tooltip (series string)
size_info (series string)

Phát hành các Ghi chú

v2

Added:
f_check_showstoppers(spec, ctx)
Parameters:
spec (SetupSpec)
ctx (SetupContext)

f_score_confidence(spec, ctx, impulse_strength)
Parameters:
spec (SetupSpec)
ctx (SetupContext)
impulse_strength (float)

f_register_event_v2(engine_events, fire_condition, spec, ctx, impulse_strength, size_info)
Parameters:
engine_events (array<SetupEvent>)
fire_condition (bool)
spec (SetupSpec)
ctx (SetupContext)
impulse_strength (float)
size_info (string)

f_get_spec(setup_db, setup_id)
Parameters:
setup_db (array<SetupSpec>)
setup_id (string)

f_build_setup_db()

SetupContext
Fields:
vec_osc (series float)
mr_osc (series float)
te_osc (series float)
corr_osc (series float)
ltf_corr (series float)
pred_slope (series float)
vec_p25 (series float)
vec_p75 (series float)
mr_p25 (series float)
mr_p75 (series float)
mr_p2 (series float)
mr_p98 (series float)
te_p25 (series float)
te_p75 (series float)
corr_p20 (series float)
corr_p80 (series float)
ltf_p20 (series float)
ltf_p80 (series float)
pred_p25 (series float)
pred_p75 (series float)

Updated:
SetupEvent
Fields:
id (series string)
tooltip (series string)
size_info (series string)
confidence (series float)
showstopper_hits (series int)

Phát hành các Ghi chú

v3

Added:
f_eval_showstoppers(mask, ctx)
Evaluates showstoppers using generic slot-based oscillator context
Parameters:
mask (int): Bitmask of showstopper conditions to check (use SS_* constants)
ctx (OscContext): OscContext containing oscillator values and percentiles
Returns: bool True if any showstopper condition in the mask is triggered

f_seed_validation(next_setup_id, next_setup_direction, next_label, next_tooltip)
Seeds a validation request with setup details
Parameters:
next_setup_id (string): Setup ID to validate
next_setup_direction (string): Direction ("LONG" or "SHORT")
next_label (label): Label reference for the setup
next_tooltip (string): Tooltip text for the setup
Returns: [setup_id, trigger_bar, entry_price, direction, label, tooltip, phase] Validation seed data

f_start_or_queue_validation(vs, next_setup_id, next_trigger_bar, next_entry_price, next_direction, next_label, next_tooltip, next_phase)
Starts validation or queues it if validator is busy
Parameters:
vs (ValidationState): ValidationState object to update
next_setup_id (string): Setup ID to validate
next_trigger_bar (int): Bar index where setup fired
next_entry_price (float): Entry price for the setup
next_direction (string): Direction ("LONG" or "SHORT")
next_label (label): Label reference
next_tooltip (string): Tooltip text
next_phase (int): Initial phase (usually 1)
Returns: ValidationState Updated validation state

OscContext
Fields:
values (array<float>)
p25 (array<float>)
p75 (array<float>)
p_lo (array<float>)
p_hi (array<float>)

ValidationState
Fields:
validating_setup_id (series string)
setup_trigger_bar (series int)
setup_entry_price (series float)
setup_direction (series string)
current_mae_p10 (series float)
current_mfe_p90 (series float)
current_mae_alt (series float)
current_mfe_alt (series float)
selected_validation_direction (series string)
validation_phase (series int)
mae_viz_price (series float)
mfe_viz_price (series float)
validating_label (series label)
validating_tooltip (series string)
pending_setup_id (series string)
pending_trigger_bar (series int)
pending_entry_price (series float)
pending_direction (series string)
pending_label (series label)
pending_tooltip (series string)
pending_phase (series int)

Updated:
SetupSpec
Fields:
id (series string)
name (series string)
dir (series string)
wr (series float)
sharpe (series float)
tp_pct (series float)
sl_pct (series float)
avg_bars (series int)
tooltip (series string)
timestop (series int)
mc_family (series int)
edge_ratio (series float)
thesis_flags (series int)
showstopper_mask (series int)
impulse_penalty_scale (series float)

Phát hành các Ghi chú

v4

Phát hành các Ghi chú

v5

Phát hành các Ghi chú

v6

Phát hành các Ghi chú

v7

Added:
f_exit_logic(dir, tp1, pos_pnl, bars_held, pred_ma_now, pred_ma_3ago, pred_ma_1ago, trail_sl_in, max_pnl, low_price, high_price, close_price)
Parameters:
dir (string)
tp1 (float)
pos_pnl (float)
bars_held (int)
pred_ma_now (float)
pred_ma_3ago (float)
pred_ma_1ago (float)
trail_sl_in (float)
max_pnl (float)
low_price (float)
high_price (float)
close_price (float)

Updated:
f_eval_showstoppers(mask, ctx)
Parameters:
mask (int)
ctx (OscContext)

f_seed_validation(next_setup_id, next_setup_direction, next_label, next_tooltip)
Parameters:
next_setup_id (string)
next_setup_direction (string)
next_label (label)
next_tooltip (string)

f_start_or_queue_validation(vs, next_setup_id, next_trigger_bar, next_entry_price, next_direction, next_label, next_tooltip, next_phase)
Parameters:
vs (ValidationState)
next_setup_id (string)
next_trigger_bar (int)
next_entry_price (float)
next_direction (string)
next_label (label)
next_tooltip (string)
next_phase (int)

Phát hành các Ghi chú

v8

Added:
f_create_level(price, bar_idx, sweep_dir, default_len, max_scan, col, width, dashed)
Create a single tracked level line
Parameters:
price (float): Level price (na = skip)
bar_idx (int): Bar index where created
sweep_dir (int): +1=above, -1=below, 0=fixed (entry)
default_len (int): Default line length in bars
max_scan (int): Max bars to scan for late sweep (0=fixed)
col (color): Line color
width (int): Line width
dashed (bool): True for dashed style
Returns: LevelTracker

f_create_tpsl_levels(levels, dir, ep, tp1, tp2, sl, bar_idx, entry_len, default_len, max_scan, tp_col, sl_col, ep_col)
Create entry + TP1 + TP2 + SL level trackers and push to array
Parameters:
levels (array<LevelTracker>): Global array of LevelTrackers
dir (string): "LONG" or "SHORT"
ep (float): Entry price
tp1 (float): Take profit 1
tp2 (float): Take profit 2
sl (float): Stop loss
bar_idx (int): Current bar_index
entry_len (int): Entry line length (10)
default_len (int): TP/SL default length (20)
max_scan (int): Max sweep scan bars (300)
tp_col (color): TP line color
sl_col (color): SL line color
ep_col (color): Entry line color
Returns: [start_idx, count] Index range in the levels array

f_update_levels(levels, hi, lo, current_bar)
Per-bar update: extend growing lines, detect sweeps, freeze expired
Parameters:
levels (array<LevelTracker>): Global array of LevelTrackers
hi (float): Current bar high
lo (float): Current bar low
current_bar (int): Current bar_index

f_remove_levels(levels, start_idx, count)
Delete lines for a position's levels (on exit)
Parameters:
levels (array<LevelTracker>): Global array
start_idx (int): Start index of this position's levels
count (int): Number of levels (typically 4)

f_freeze_levels(levels, start_idx, count)
Freeze levels without deleting (keep visible on chart)
Parameters:
levels (array<LevelTracker>): Global array
start_idx (int): Start index
count (int): Number of levels

LevelTracker
Fields:
ln (series line)
price (series float)
start_bar (series int)
sweep_dir (series int)
default_len (series int)
max_scan (series int)
done (series bool)

Updated:
f_eval_showstoppers(mask, ctx)
Evaluates showstoppers using generic slot-based oscillator context
Parameters:
mask (int): Bitmask of showstopper conditions to check (use SS_* constants)
ctx (OscContext): OscContext containing oscillator values and percentiles
Returns: bool True if any showstopper condition in the mask is triggered

f_seed_validation(next_setup_id, next_setup_direction, next_label, next_tooltip)
Seeds a validation request with setup details
Parameters:
next_setup_id (string): Setup ID to validate
next_setup_direction (string): Direction ("LONG" or "SHORT")
next_label (label): Label reference for the setup
next_tooltip (string): Tooltip text for the setup
Returns: [setup_id, trigger_bar, entry_price, direction, label, tooltip, phase] Validation seed data

f_start_or_queue_validation(vs, next_setup_id, next_trigger_bar, next_entry_price, next_direction, next_label, next_tooltip, next_phase)
Starts validation or queues it if validator is busy
Parameters:
vs (ValidationState): ValidationState object to update
next_setup_id (string): Setup ID to validate
next_trigger_bar (int): Bar index where setup fired
next_entry_price (float): Entry price for the setup
next_direction (string): Direction ("LONG" or "SHORT")
next_label (label): Label reference
next_tooltip (string): Tooltip text
next_phase (int): Initial phase (usually 1)
Returns: ValidationState Updated validation state

Removed:
f_exit_logic(dir, tp1, pos_pnl, bars_held, pred_ma_now, pred_ma_3ago, pred_ma_1ago, trail_sl_in, max_pnl, low_price, high_price, close_price)

Phát hành các Ghi chú

v9

Added:
f_calc_tpsl(dir, ep, tp_pct, sl_pct, z2_up, z2_dn, z3_up, z3_dn, use_zones)
Parameters:
dir (string)
ep (float)
tp_pct (float)
sl_pct (float)
z2_up (float)
z2_dn (float)
z3_up (float)
z3_dn (float)
use_zones (bool)

f_exit_logic(dir, tp1, pos_pnl, bars_held, pred_ma_now, pred_ma_3ago, pred_ma_1ago, trail_sl_in, max_pnl, low_price, high_price, close_price)
Parameters:
dir (string)
tp1 (float)
pos_pnl (float)
bars_held (int)
pred_ma_now (float)
pred_ma_3ago (float)
pred_ma_1ago (float)
trail_sl_in (float)
max_pnl (float)
low_price (float)
high_price (float)
close_price (float)

Updated:
f_create_level(price, bar_idx, sweep_dir, default_len, max_scan, col, width, dashed)
Parameters:
price (float)
bar_idx (int)
sweep_dir (int)
default_len (int)
max_scan (int)
col (color)
width (int)
dashed (bool)

f_create_tpsl_levels(levels, dir, ep, tp1, tp2, sl, bar_idx, entry_len, default_len, max_scan, tp_col, sl_col, ep_col)
Parameters:
levels (array<LevelTracker>)
dir (string)
ep (float)
tp1 (float)
tp2 (float)
sl (float)
bar_idx (int)
entry_len (int)
default_len (int)
max_scan (int)
tp_col (color)
sl_col (color)
ep_col (color)

f_update_levels(levels, hi, lo, current_bar)
Parameters:
levels (array<LevelTracker>)
hi (float)
lo (float)
current_bar (int)

f_remove_levels(levels, start_idx, count)
Parameters:
levels (array<LevelTracker>)
start_idx (int)
count (int)

f_freeze_levels(levels, start_idx, count)
Parameters:
levels (array<LevelTracker>)
start_idx (int)
count (int)

f_eval_showstoppers(mask, ctx)
Parameters:
mask (int)
ctx (OscContext)

f_register_event_v2(events, condition, spec, ctx, impulse_strength, size_info)
Parameters:
events (array<SetupEvent>)
condition (bool)
spec (SetupSpec)
ctx (OscContext)
impulse_strength (float)
size_info (string)

f_seed_validation(next_setup_id, next_setup_direction, next_label, next_tooltip)
Parameters:
next_setup_id (string)
next_setup_direction (string)
next_label (label)
next_tooltip (string)

f_start_or_queue_validation(vs, next_setup_id, next_trigger_bar, next_entry_price, next_direction, next_label, next_tooltip, next_phase)
Parameters:
vs (ValidationState)
next_setup_id (string)
next_trigger_bar (int)
next_entry_price (float)
next_direction (string)
next_label (label)
next_tooltip (string)
next_phase (int)

Phát hành các Ghi chú

v10

Added:
f_register_event_auto(engine_events, setup_db, fire_condition, setup_id, setup_size_info)
Parameters:
engine_events (array<SetupEvent>)
setup_db (array<SetupSpec>)
fire_condition (bool)
setup_id (string)
setup_size_info (string)

Phát hành các Ghi chú

v11

Added:
f_build_family_table()

f_family_get(fam, id)
Parameters:
fam (array<Family>)
id (int)

f_family_match(fam_a, fam_b, soft)
Parameters:
fam_a (int)
fam_b (int)
soft (bool)

f_classify_market_state(fam, position, velocity, pressure, coupling, mrstate)
Parameters:
fam (array<Family>)
position (float)
velocity (float)
pressure (float)
coupling (float)
mrstate (float)

f_build_setup_db_v19(fam)
Parameters:
fam (array<Family>)

f_get_edge_ratio_v19(spec)
Parameters:
spec (SetupSpec)

f_get_thesis_v19(spec)
Parameters:
spec (SetupSpec)

f_get_showstopper_mask_v19(spec)
Parameters:
spec (SetupSpec)

Family
Fields:
id (series int)
label (series string)
name (series string)
direction (series int)
directional (series bool)
col (series color)

Updated:
SetupSpec
Fields:
id (series string)
name (series string)
dir (series string)
family (Family)
wr (series float)
sharpe (series float)
tp_pct (series float)
sl_pct (series float)
avg_bars (series int)
tooltip (series string)
timestop (series int)
edge_ratio (series float)
thesis (series string)
thesis_flags (series int)
showstopper_mask (series int)
impulse_penalty_scale (series float)
code (series int)
mask (series int)

Phát hành các Ghi chú

v12

Phát hành các Ghi chú

v13

Phát hành các Ghi chú

v14

Phát hành các Ghi chú

v15

Phát hành các Ghi chú

v16

Removed:
f_collect_debug(engine_events)

f_build_setup_db_v19(fam)

f_get_edge_ratio_v19(spec)

f_get_thesis_v19(spec)

f_get_showstopper_mask_v19(spec)

Phát hành các Ghi chú

v17

Removed:
f_get_mc_family_from_setup(setup_id)

f_setup_id_to_code(setup_id)

f_setup_id_to_mask(setup_id)

Phát hành các Ghi chú

v18

Added:
f_evaluate_exit(dir, pnl, max_pnl, bars_held, hi, lo, tp1, trail_sl_in, pred_ma_now, pred_rising_now, pred_rising_1ago)
Parameters:
dir (string)
pnl (float)
max_pnl (float)
bars_held (int)
hi (float)
lo (float)
tp1 (float)
trail_sl_in (float)
pred_ma_now (float)
pred_rising_now (bool)
pred_rising_1ago (bool)

f_simulate_bt_position(dir, ep, tp_pct, hold_limit, arr_close, arr_predma, offset, arr_size)
Parameters:
dir (string)
ep (float)
tp_pct (float)
hold_limit (int)
arr_close (array<float>)
arr_predma (array<float>)
offset (int)
arr_size (int)

Phát hành các Ghi chú

v19

Updated:
f_create_tpsl_levels(levels, dir, tp1, tp2, sl, bar_idx, default_len, max_scan, tp_col, sl_col)
Parameters:
levels (array<LevelTracker>)
dir (string)
tp1 (float)
tp2 (float)
sl (float)
bar_idx (int)
default_len (int)
max_scan (int)
tp_col (color)
sl_col (color)

Removed:
f_remove_levels(levels, start_idx, count)

Phát hành các Ghi chú

v20

Added:
f_update_exit_label(lbl, setup_id, dir, exit_code, pnl)
Parameters:
lbl (label)
setup_id (string)
dir (string)
exit_code (int)
pnl (float)

Phát hành các Ghi chú

v21

Added:
f_get_exit_info(exit_code)
Parameters:
exit_code (int)

Updated:
f_simulate_bt_position(dir, ep, tp_pct, hold_limit, arr_close, arr_high, arr_low, arr_predma, offset, arr_size)
Parameters:
dir (string)
ep (float)
tp_pct (float)
hold_limit (int)
arr_close (array<float>)
arr_high (array<float>)
arr_low (array<float>)
arr_predma (array<float>)
offset (int)
arr_size (int)

Phát hành các Ghi chú

v22

Added:
f_get_mc_family(f1_vec, f2_corr, f3_innov, f4_te, f5_orth, f6_phi)
Market state classifier using 6 normalized features (wrapper for backward compatibility)
Parameters:
f1_vec (float): Basket vector z-score
f2_corr (float): Basket correlation z-score
f3_innov (float): Innovation width z-score
f4_te (float): Transfer entropy z-score
f5_orth (float): Orthogonal component z-score
f6_phi (float): Phi divergence z-score
Returns: Family ID: 0=Continuation, 1=Mean-Revert, 2=Transition, 3=Velocity, 4=Uncertain

Phát hành các Ghi chú

v23

Added:
f_config_to_spec(id, name, dir, tp_pct, sl_pct, hold_bars, wr, sharpe, edgeratio, thesis, showstopper_mask, code, mask)
f_config_to_spec
description Converts a SetupConfig (from setupsDBGem) to SetupSpec (SetupsLib native type)
Parameters:
id (string)
name (string)
dir (string)
tp_pct (float)
sl_pct (float)
hold_bars (int)
wr (float)
sharpe (float)
edgeratio (float)
thesis (string)
showstopper_mask (int)
code (int)
mask (int)
Returns: SetupSpec compatible with SetupsLib functions (f_register_event_v2, f_check_showstoppers, etc.)

Removed:
f_register_event(engine_events, fire_condition, setup_id, setup_tooltip, setup_size_info)

f_register_event_auto(engine_events, setup_db, fire_condition, setup_id, setup_size_info)

Phát hành các Ghi chú

v24

Added:
f_build_osc_context(vec_osc, mr_osc, te_osc, corr_osc, ltf_corr, pred_slope, vec_p25, vec_p75, mr_p25, mr_p75, mr_p2, mr_p98, te_p25, te_p75, corr_p20, corr_p80, ltf_p20, ltf_p80, pred_p25, pred_p75)
f_build_osc_context
description Builds OscContext from oscillator values and percentile boundaries
Parameters:
vec_osc (float): Vector oscillator value
mr_osc (float): Mean reversion oscillator value
te_osc (float): Transfer entropy oscillator value
corr_osc (float): Correlation oscillator value
ltf_corr (float): Lower timeframe correlation value
pred_slope (float): Predictive slope value
vec_p25 (float): Vector 25th percentile
vec_p75 (float): Vector 75th percentile
mr_p25 (float): MR 25th percentile
mr_p75 (float): MR 75th percentile
mr_p2 (float): MR 2nd percentile (lower extreme)
mr_p98 (float): MR 98th percentile (upper extreme)
te_p25 (float): TE 25th percentile
te_p75 (float): TE 75th percentile
corr_p20 (float): Correlation 20th percentile
corr_p80 (float): Correlation 80th percentile
ltf_p20 (float): LTF correlation 20th percentile
ltf_p80 (float): LTF correlation 80th percentile
pred_p25 (float): Predictive slope 25th percentile
pred_p75 (float): Predictive slope 75th percentile
Returns: OscContext with 6-slot arrays (vec, mr, te, corr, ltf_corr, pred_slope)

f_exit_label_text(exit_code, pnl)
f_exit_label_text
description Generate exit label text based on exit code
Parameters:
exit_code (int): Exit type: 0=HardSL, 1=TrailSL, 2=PredFlip, 3=Breakeven, 4=TP1
pnl (float): Position PnL percentage
Returns: Label text string

f_exit_label_color(exit_code, pnl)
f_exit_label_color
description Generate exit label color based on exit code and PnL
Parameters:
exit_code (int): Exit type: 0=HardSL, 1=TrailSL, 2=PredFlip, 3=Breakeven, 4=TP1
pnl (float): Position PnL percentage
Returns: Label color

Updated:
f_config_to_spec(id, name, dir, tp_pct, sl_pct, hold_bars, wr, sharpe, edgeratio, thesis, showstopper_mask, code, mask, tooltip)
f_config_to_spec
description Converts a SetupConfig (from setupsDBGem) to SetupSpec (SetupsLib native type)
Parameters:
id (string)
name (string)
dir (string)
tp_pct (float)
sl_pct (float)
hold_bars (int)
wr (float)
sharpe (float)
edgeratio (float)
thesis (string)
showstopper_mask (int)
code (int)
mask (int)
tooltip (string)
Returns: SetupSpec compatible with SetupsLib functions (f_register_event_v2, f_check_showstoppers, etc.)

Phát hành các Ghi chú

v25

Updated:
f_evaluate_exit(dir, pnl, max_pnl, bars_held, hi, lo, tp1, trail_sl_in, trail_sl_target, signal_reverse_check)
Parameters:
dir (string)
pnl (float)
max_pnl (float)
bars_held (int)
hi (float)
lo (float)
tp1 (float)
trail_sl_in (float)
trail_sl_target (float)
signal_reverse_check (bool)

f_config_to_spec(id, name, dir, tp_pct, sl_pct, hold_bars, wr, sharpe, edgeratio, thesis, showstopper_mask, code, mask, tooltip, thesisflags, impulse_penalty_scale)
f_config_to_spec
description Converts a SetupConfig (from setupsDBGem) to SetupSpec (SetupsLib native type)
Parameters:
id (string)
name (string)
dir (string)
tp_pct (float)
sl_pct (float)
hold_bars (int)
wr (float)
sharpe (float)
edgeratio (float)
thesis (string)
showstopper_mask (int)
code (int)
mask (int)
tooltip (string)
thesisflags (int)
impulse_penalty_scale (float)
Returns: SetupSpec compatible with SetupsLib functions (f_register_event_v2, f_eval_showstoppers, etc.)

Removed:
f_check_showstoppers(spec, ctx)

f_score_confidence(spec, ctx, impulse_strength)

SetupContext

Phát hành các Ghi chú

v26

Added:
AggResult
Fields:
total (series int)
wins (series int)
avg_pnl (series float)
sharpe (series float)
mfe_mae (series float)
mfe_raw (series float)
mae_raw (series float)

ActivePosition
Fields:
setup_id (series string)
dir (series string)
entry_bar (series int)
entry_price (series float)
tp1 (series float)
tp2 (series float)
sl (series float)
mc_p10 (series float)
mc_p50 (series float)
rrr (series float)
is_active (series bool)
setup_label (series label)
tooltip (series string)
levels_idx (series int)
levels_cnt (series int)
exit_code (series int)

HistoricalSetup
Fields:
bar_idx (series int)
setup_id (series string)
direction (series string)
entry_price (series float)
tp_pct (series float)
sl_pct (series float)
max_hold (series int)
f1_snap (series float)
f2_snap (series float)
f3_snap (series float)
f4_snap (series float)
f5_snap (series float)
f6_snap (series float)
f7_snap (series float)
packed_snap (series int)
family_snap (Family)
hist_avail (series int)
coupling_regime_snap (series int)
basket_fit_norm_snap (series float)
rho_snap (series float)
setup_code (series int)
entry_ctx (series float)
mc_oracle_dir (series string)
actual_pnl (series float)
actual_mae (series float)
actual_mfe (series float)
exit_reason (series string)
mc_pct_agree (series float)
mc_dir_pct (series float)
mc_confirmed (series bool)
mc_confidence (series float)
knn_cands (series int)
setup_label (series label)
label_y (series float)
orig_tooltip (series string)
label_color_final (series color)
label_text_final (series string)
label_tooltip_final (series string)

Phát hành các Ghi chú

v27

Added:
f_tp_new(price, size_fraction)
Parameters:
price (float)
size_fraction (float)

f_sl_new(price)
Parameters:
price (float)

f_sl_trailing(initial_price, trail_distance, activate_at)
Parameters:
initial_price (float)
trail_distance (float)
activate_at (float)

f_spec_new(id, name, version, kind, family_id, code_id, default_rr, max_bars_in_state)
Parameters:
id (int)
name (string)
version (int)
kind (series SetupKind)
family_id (int)
code_id (int)
default_rr (float)
max_bars_in_state (int)

f_signal_empty()

f_signal_new(setup_id, direction, entry_price, sl_price, confidence)
Parameters:
setup_id (int)
direction (series TradeDirection enum from cybermediaboy/LearningLib/1)
entry_price (float)
sl_price (float)
confidence (float)

method add_tp(sig, price, fraction)
Add a TP tier to signal
Namespace types: SetupSignal
Parameters:
sig (SetupSignal)
price (float)
fraction (float)

method current_r(p, price)
Compute current R-multiple given live price
Namespace types: ActivePosition
Parameters:
p (ActivePosition)
price (float)

method update_trail(p, h, l)
Update trailing stop given current high/low
Namespace types: ActivePosition
Parameters:
p (ActivePosition)
h (float)
l (float)

f_registry_new()

method register(r, spec)
Namespace types: SetupRegistry
Parameters:
r (SetupRegistry)
spec (SetupSpec)

method find(r, setup_id)
Namespace types: SetupRegistry
Parameters:
r (SetupRegistry)
setup_id (int)

method enabled(r, setup_id)
Namespace types: SetupRegistry
Parameters:
r (SetupRegistry)
setup_id (int)

f_aggregator_new(max_active, max_events)
Parameters:
max_active (int)
max_events (int)

method drain_events(agg)
Drain events into caller-supplied array (mutates and clears).
Caller iterates, dispatches to LogLib / VisLib, then ignores.
Namespace types: SetupAggregator
Parameters:
agg (SetupAggregator)

method process_signal(agg, sig, reg)
Process a SetupSignal — create new position if direction != FLAT.
Returns mutated aggregator. Capacity-checked: if at max_active,
emits SIGNAL_REJECTED and skips.
Namespace types: SetupAggregator
Parameters:
agg (SetupAggregator)
sig (SetupSignal)
reg (SetupRegistry)

method tick(agg, h, l, c, reg)
Per-bar tick. Updates trailing stops, evaluates TPSL hits,
transitions states, emits events, prunes closed positions.
Caller invokes once per bar after process_signal calls.
h, l, c = current bar high, low, close.
Namespace types: SetupAggregator
Parameters:
agg (SetupAggregator)
h (float)
l (float)
c (float)
reg (SetupRegistry)

method close_all(agg, price, reason)
Force-close all positions (e.g. session end). Caller-supplied price.
Namespace types: SetupAggregator
Parameters:
agg (SetupAggregator)
price (float)
reason (series ExitReason)

f_compute_sl(dir, entry, mode, metric, param)
Compute SL price given mode + parameters.
ATR_MULT: caller passes atr_value as `metric`; mult as `param`.
FIXED_PCT: param = pct (e.g. 0.02 for 2%).
STRUCTURE_BASED: caller passes anchor price as `metric`; param ignored.
DYNAMIC: caller passes absolute price as `metric`; param ignored.
FIXED_RR: not applicable for SL (use FIXED_PCT or ATR_MULT).
Parameters:
dir (series TradeDirection enum from cybermediaboy/LearningLib/1)
entry (float)
mode (series TPSLMode)
metric (float)
param (float)

f_compute_tp(dir, entry, sl_price, mode, metric, param)
Compute TP price given mode + SL distance for RR mode.
Parameters:
dir (series TradeDirection enum from cybermediaboy/LearningLib/1)
entry (float)
sl_price (float)
mode (series TPSLMode)
metric (float)
param (float)

f_lifecycle_str(s)
Parameters:
s (series LifecycleState)

f_exit_str(r)
Parameters:
r (series ExitReason)

f_kind_str(k)
Parameters:
k (series SetupKind)

f_event_str(k)
Parameters:
k (series EventKind)

f_tpsl_mode_str(m)
Parameters:
m (series TPSLMode)

TPLevel
TPLevel — one take-profit tier
Fields:
price (series float): absolute target price
size_fraction (series float): portion of position to close at this level [0,1]
hit (series bool): hit flag (set by aggregator)
hit_bar (series int): bar index when hit (-1 if not hit)

SLLevel
SLLevel — stop-loss with optional trailing
Fields:
price (series float): current stop price
initial_price (series float): original placement (for analytics)
is_trailing (series bool): trail flag
trail_distance (series float): distance to maintain when trailing (price units)
trail_activate_at (series float): price at which trailing activates (na = immediate)
trail_high_water (series float): highest favorable excursion (long: highest high; short: lowest low)
hit (series bool): hit flag
hit_bar (series int): bar index when hit

Event
Event — one record drained by caller
Fields:
kind (series EventKind): EventKind
bar_index (series int): emit bar
setup_id (series int): attached setup
position_id (series int): attached position (-1 if none)
price (series float): relevant price (entry/exit/level/...)
meta_int (series int): free integer
meta_float (series float): free float
msg (series string): short string label

SetupRegistry
SetupRegistry — bounded collection of SetupSpec
Fields:
specs (array<SetupSpec>)

Phát hành các Ghi chú

v28

Updated:
f_signal_new(setup_id, direction, entry_price, sl_price, confidence)
Parameters:
setup_id (int)
direction (series TradeDirection enum from cybermediaboy/LearningLib/3)
entry_price (float)
sl_price (float)
confidence (float)

f_compute_sl(dir, entry, mode, metric, param)
Compute SL price given mode + parameters.
ATR_MULT: caller passes atr_value as `metric`; mult as `param`.
FIXED_PCT: param = pct (e.g. 0.02 for 2%).
STRUCTURE_BASED: caller passes anchor price as `metric`; param ignored.
DYNAMIC: caller passes absolute price as `metric`; param ignored.
FIXED_RR: not applicable for SL (use FIXED_PCT or ATR_MULT).
Parameters:
dir (series TradeDirection enum from cybermediaboy/LearningLib/3)
entry (float)
mode (series TPSLMode)
metric (float)
param (float)

f_compute_tp(dir, entry, sl_price, mode, metric, param)
Compute TP price given mode + SL distance for RR mode.
Parameters:
dir (series TradeDirection enum from cybermediaboy/LearningLib/3)
entry (float)
sl_price (float)
mode (series TPSLMode)
metric (float)
param (float)

SetupSignal
SetupSignal — atomic signal record produced by indicator
Fields:
setup_id (series int): which setup emitted this
bar_index (series int): emission bar
direction (series TradeDirection enum from cybermediaboy/LearningLib/3): LONG / SHORT / FLAT (FLAT = exit-only)
entry_price (series float): intended entry
tp_prices (array<float>): array of TP prices (parallel with tp_fractions)
tp_fractions (array<float>): sizes
sl_price (series float): SL price (initial or trailing anchor)
sl_trailing (series bool): trail flag
sl_trail_dist (series float): trail distance
confidence (series float): [0,1]
features (array<float>): feature vector (for ML logging)
meta (series int): free-form integer (setup-specific encoding)
valid (series bool): set true to indicate live signal; false = no-op heartbeat

ActivePosition
ActivePosition — managed lifecycle of one trade
Fields:
id (series int): unique within aggregator
setup_id (series int): owning setup
state (series LifecycleState): LifecycleState
direction (series TradeDirection enum from cybermediaboy/LearningLib/3): LONG / SHORT
entry_price (series float): fill price
entry_bar (series int): fill bar
signal_bar (series int): bar of original signal
size (series float): position size (lots, contracts, units — caller convention)
tp_levels (array<TPLevel>): array<TPLevel>
sl_level (SLLevel): SLLevel
bars_in_state (series int): count since last state transition
exit_reason (series ExitReason): populated on close
exit_price (series float): populated on close
exit_bar (series int): populated on close
realized_r (series float): R-multiple realized (positive = win)
meta_a (series int): / meta_b carried from SetupSpec for analytics
meta_b (series int)

Phát hành các Ghi chú

v29

Phát hành các Ghi chú

v30

Added:
f_compose_setup_value(spec, readings)
Compose setup value from oscillator readings
Parameters:
spec (SetupSpec): SetupSpec with composition_kind
readings (array<OscReading> type from cybermediaboy/OscLib/2): array<OscReading> oscillator snapshots
Returns: Composite value (na when composition_kind=NONE)

f_validate_setup_spec(spec)
Validate SetupSpec length contracts
Parameters:
spec (SetupSpec): SetupSpec to validate
Returns: true if valid, false otherwise

f_validate_setup_signal(signal, spec)
Validate SetupSignal length contracts
Parameters:
signal (SetupSignal): SetupSignal to validate
spec (SetupSpec): SetupSpec for contract reference
Returns: true if valid, false otherwise

Updated:
f_spec_new(id, name, version, kind, family_id, code_id, default_rr, max_bars_in_state, osc_specs, osc_periods, osc_zscore_lens, osc_weights, composition_kind)
Create SetupSpec with oscillator metadata
Parameters:
id (int): Setup ID
name (string): Setup name
version (int): Setup version
kind (series SetupKind): SetupKind
family_id (int): Family ID
code_id (int): Code ID
default_rr (float): Default R:R ratio
max_bars_in_state (int): Max bars before timeout
osc_specs (array<OscSpec> type from cybermediaboy/OscLib/2): Oscillator specs (empty array for legacy /29 shape)
osc_periods (array<int>): Oscillator periods (parallel to osc_specs)
osc_zscore_lens (array<int>): Z-score windows (parallel to osc_specs)
osc_weights (array<float>): Oscillator weights (length 0 or matches osc_specs)
composition_kind (string): Composition kind from OSC_COMP_*
Returns: SetupSpec

f_signal_empty()
Create empty SetupSignal
Returns: Empty SetupSignal

TPLevel
TP level configuration
Fields:
price (series float): Target price
fraction (series float): Position fraction to close (0.0-1.0)
hit (series bool): Whether level was hit
hit_bar (series int): Bar index when hit

SLLevel
SL level configuration
Fields:
price (series float): Current SL price
initial_price (series float): Original SL price
is_trailing (series bool): Whether SL trails
trail_distance (series float): Trailing distance
trail_activate_at (series float): Price level to activate trailing
trail_high_water (series float): Highest favorable price seen (for trailing logic)
hit (series bool): Whether SL was hit
hit_bar (series int): Bar index when hit

SetupSpec
SetupSpec — descriptor / metadata for a setup
Fields:
id (series int): integer dispatch id (unique per indicator)
name (series string): human-readable
version (series int): monotonic versioning
kind (series SetupKind): SetupKind classification
family_id (series int): meta_a — family/category (used by kNN tournaments)
code_id (series int): meta_b — specific code within family
default_rr (series float): default reward:risk ratio
default_tp_mode (series TPSLMode): TPSLMode for TP defaults
default_sl_mode (series TPSLMode): TPSLMode for SL defaults
max_bars_in_state (series int): cap for TIMED_OUT detection
enabled (series bool): master enable flag
osc_specs (array<OscSpec> type from cybermediaboy/OscLib/2): array<OscSpec> oscillator descriptors (length 0..N)
osc_periods (array<int>): array<int> periods (parallel, introspection-only, series int)
osc_zscore_lens (array<int>): array<int> z-score windows (parallel, introspection-only)
osc_weights (array<float>): array<float> weights (length 0 or matches osc_specs)
composition_kind (series string): string from OSC_COMP_* constants

SetupSignal
SetupSignal — atomic signal record produced by indicator
Fields:
setup_id (series int): which setup emitted this
bar_index (series int): emission bar
direction (series TradeDirection): LONG / SHORT / FLAT (FLAT = exit-only)
entry_price (series float): intended entry
tp_prices (array<float>): array of TP prices (parallel with tp_fractions)
tp_fractions (array<float>): sizes
sl_price (series float): SL price (initial or trailing anchor)
sl_trailing (series bool): trail flag
sl_trail_dist (series float): trail distance
confidence (series float): [0,1]
features (array<float>): feature vector (for ML logging)
meta (series int): free-form integer (setup-specific encoding)
valid (series bool): set true to indicate live signal; false = no-op heartbeat
osc_readings (array<OscReading> type from cybermediaboy/OscLib/2): array<OscReading> oscillator snapshots (parallel to spec.osc_specs)
composite_value (series float): float composite oscillator value (na when composition_kind=NONE)
feature_names (array<string>): array<string> feature names (parallel to features[])

Removed:
f_tp_new(price, size_fraction)

f_sl_new(price)

f_sl_trailing(initial_price, trail_distance, activate_at)

Thư viện Pine

Thông báo miễn trừ trách nhiệm

Thư viện Pine

Thông báo miễn trừ trách nhiệm