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TargetExcursionLib

41
Library "TargetExcursionLib"

Parent supplies origin price/scale, direction, and path high/low/close series.
Library derives no hidden source data.
Returns bands.ready, bands.status, bands.effectiveSupport, and bands.resolvedCount.
Before minimum support: status is exactly "band stats not ready yet" and all band levels are na.

f_input(direction, originPrice, originScale, predictionValid, directionProbability, externalReliability)
  Construct a generic target input from series values.
  Parameters:
    direction (int)
    originPrice (float)
    originScale (float)
    predictionValid (bool)
    directionProbability (float)
    externalReliability (float)

f_model_new(gridSize, outcomeCap, smoothing, halfLife, family, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
  Construct an independent stateful model instance.
  Parameters:
    gridSize (int)
    outcomeCap (float)
    smoothing (float)
    halfLife (float)
    family (series DensityFamily)
    shrinkageAlpha (float)
    minSupport (float)
    supportScale (float)
    minTransparency (int)
    maxTransparency (int)
    transparencyGamma (float)

f_update(model, signal, pathHigh, pathLow, pathClose, horizon, currentBar, confirmed)
  Parameters:
    model (TargetModel)
    signal (TargetInput)
    pathHigh (float)
    pathLow (float)
    pathClose (float)
    horizon (int)
    currentBar (int)
    confirmed (bool)

TargetInput
  Fields:
    direction (series int)
    originPrice (series float)
    originScale (series float)
    predictionValid (series bool)
    directionProbability (series float)
    externalReliability (series float)

TargetBands
  Fields:
    ready (series bool)
    status (series string)
    direction (series int)
    originPrice (series float)
    originScale (series float)
    mfeQ10 (series float)
    mfeQ50 (series float)
    mfeQ80 (series float)
    mfeQ90 (series float)
    mfeMode (series float)
    maeQ10 (series float)
    maeQ50 (series float)
    maeQ80 (series float)
    maeQ90 (series float)
    maeMode (series float)
    mfePriceQ10 (series float)
    mfePriceQ50 (series float)
    mfePriceQ80 (series float)
    mfePriceQ90 (series float)
    mfePriceMode (series float)
    maePriceQ10 (series float)
    maePriceQ50 (series float)
    maePriceQ80 (series float)
    maePriceQ90 (series float)
    maePriceMode (series float)
    effectiveSupport (series float)
    intervalCoverageEstimate (series float)
    reliability (series float)
    transparency (series int)
    pendingCount (series int)
    resolvedCount (series int)
    lastResolvedBar (series int)

PendingTarget
  Fields:
    originBar (series int)
    resolutionBar (series int)
    direction (series int)
    originPrice (series float)
    originScale (series float)
    maxHigh (series float)
    minLow (series float)

TargetModel
  Fields:
    pending (array<PendingTarget>)
    pooledMae (array<float>)
    pooledMfe (array<float>)
    longMae (array<float>)
    longMfe (array<float>)
    shortMae (array<float>)
    shortMfe (array<float>)
    pooledMaeWeight (series float)
    pooledMaeWeightSq (series float)
    pooledMfeWeight (series float)
    pooledMfeWeightSq (series float)
    longMaeWeight (series float)
    longMaeWeightSq (series float)
    longMfeWeight (series float)
    longMfeWeightSq (series float)
    shortMaeWeight (series float)
    shortMaeWeightSq (series float)
    shortMfeWeight (series float)
    shortMfeWeightSq (series float)
    gridSize (series int)
    outcomeCap (series float)
    smoothing (series float)
    halfLife (series float)
    family (series DensityFamily)
    shrinkageAlpha (series float)
    minSupport (series float)
    supportScale (series float)
    minTransparency (series int)
    maxTransparency (series int)
    transparencyGamma (series float)
    lastDecayBar (series int)
    lastResolvedBar (series int)
    resolvedCount (series int)
Phát hành các Ghi chú
v2

Added:
f_adapter_spec(signalKind, polarity, positiveThreshold, negativeThreshold, oscillatorMin, oscillatorMax, oscillatorLower, oscillatorUpper, scalerAlpha, scalerWarmup, categoryDirections)
  Parameters:
    signalKind (series SignalKind)
    polarity (series Polarity)
    positiveThreshold (float)
    negativeThreshold (float)
    oscillatorMin (float)
    oscillatorMax (float)
    oscillatorLower (float)
    oscillatorUpper (float)
    scalerAlpha (float)
    scalerWarmup (int)
    categoryDirections (array<int>)

f_engine_config(horizon, scaleMode, scaleLength, fixedScale, domain, gridSize, outcomeCap, smoothing, halfLife, densityFamily, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
  Parameters:
    horizon (int)
    scaleMode (series ScaleMode)
    scaleLength (int)
    fixedScale (float)
    domain (series DomainKind)
    gridSize (int)
    outcomeCap (float)
    smoothing (float)
    halfLife (float)
    densityFamily (series DensityFamily)
    shrinkageAlpha (float)
    minSupport (float)
    supportScale (float)
    minTransparency (int)
    maxTransparency (int)
    transparencyGamma (float)

f_engine_new(config, adapterSpec)
  Parameters:
    config (EngineConfig)
    adapterSpec (AdapterSpec)

f_scalar(existingValue, existingValid, existingReliability, explicitProbability)
  Parameters:
    existingValue (float)
    existingValid (bool)
    existingReliability (float)
    explicitProbability (float)

f_direction(existingDirection, existingValid, explicitProbability, existingReliability)
  Parameters:
    existingDirection (int)
    existingValid (bool)
    explicitProbability (float)
    existingReliability (float)

f_flags(existingLongFlag, existingShortFlag, existingValid, explicitProbability, existingReliability)
  Parameters:
    existingLongFlag (bool)
    existingShortFlag (bool)
    existingValid (bool)
    explicitProbability (float)
    existingReliability (float)

f_category(existingCategory, existingValid, explicitProbability, existingReliability)
  Parameters:
    existingCategory (int)
    existingValid (bool)
    explicitProbability (float)
    existingReliability (float)

f_observation(origin, pathHigh, pathLow, pathClose, suppliedScale, valid)
  Parameters:
    origin (float)
    pathHigh (float)
    pathLow (float)
    pathClose (float)
    suppliedScale (float)
    valid (bool)

f_request(signal, observation)
  Parameters:
    signal (SignalFrame)
    observation (Observation)

method update(engine, packet, currentBar, confirmed)
  Advance one semantic channel. All state changes are confirmed-bar only.
  Namespace types: Engine
  Parameters:
    engine (Engine)
    packet (Request)
    currentBar (int)
    confirmed (bool)

AdapterSpec
  Fields:
    signalKind (series SignalKind)
    polarity (series Polarity)
    positiveThreshold (series float)
    negativeThreshold (series float)
    oscillatorMin (series float)
    oscillatorMax (series float)
    oscillatorLower (series float)
    oscillatorUpper (series float)
    scalerAlpha (series float)
    scalerWarmup (series int)
    categoryDirections (array<int>)

SignalFrame
  Fields:
    scalarValue (series float)
    categoryValue (series int)
    longFlag (series bool)
    shortFlag (series bool)
    valid (series bool)
    explicitProbability (series float)
    externalReliability (series float)

Bands
  Fields:
    ready (series bool)
    statsReady (series bool)
    status (series string)
    statusCode (series StatusCode)
    signalKind (series SignalKind)
    domain (series DomainKind)
    direction (series int)
    signalStrength (series float)
    directionProbability (series float)
    origin (series float)
    scale (series float)
    mfeQ10 (series float)
    mfeQ50 (series float)
    mfeQ80 (series float)
    mfeQ90 (series float)
    mfeMode (series float)
    maeQ10 (series float)
    maeQ50 (series float)
    maeQ80 (series float)
    maeQ90 (series float)
    maeMode (series float)
    mfeLevelQ10 (series float)
    mfeLevelQ50 (series float)
    mfeLevelQ80 (series float)
    mfeLevelQ90 (series float)
    mfeLevelMode (series float)
    maeLevelQ10 (series float)
    maeLevelQ50 (series float)
    maeLevelQ80 (series float)
    maeLevelQ90 (series float)
    maeLevelMode (series float)
    mfeModeProbability (series float)
    maeModeProbability (series float)
    effectiveSupport (series float)
    longSupport (series float)
    shortSupport (series float)
    reliability (series float)
    transparency (series int)
    pendingCount (series int)
    resolvedCount (series int)
    longResolvedCount (series int)
    shortResolvedCount (series int)
    lastResolvedBar (series int)

Updated:
f_input(direction, originPrice, originScale, predictionValid, directionProbability, externalReliability)
  Parameters:
    direction (int)
    originPrice (float)
    originScale (float)
    predictionValid (bool)
    directionProbability (float)
    externalReliability (float)

f_model_new(gridSize, outcomeCap, smoothing, halfLife, family, shrinkageAlpha, minSupport, supportScale, minTransparency, maxTransparency, transparencyGamma)
  Parameters:
    gridSize (int)
    outcomeCap (float)
    smoothing (float)
    halfLife (float)
    family (series DensityFamily)
    shrinkageAlpha (float)
    minSupport (float)
    supportScale (float)
    minTransparency (int)
    maxTransparency (int)
    transparencyGamma (float)

TargetModel
  Fields:
    engine (Engine)
    horizonInitialized (series bool)

Removed:
PendingTarget

Thư viện Pine

Theo đúng tinh thần TradingView, tác giả đã công bố mã Pine này như một thư viện mã nguồn mở để các lập trình viên Pine khác trong cộng đồng có thể tái sử dụng. Chúc mừng tác giả! Bạn có thể sử dụng thư viện này cho mục đích cá nhân hoặc trong các ấn phẩm mã nguồn mở khác, nhưng việc tái sử dụng mã này trong các ấn phẩm phải tuân theo Nội Quy.

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MATHstatistics

Thông báo miễn trừ trách nhiệm

Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
MATHstatistics

Thư viện Pine

Theo đúng tinh thần TradingView, tác giả đã công bố mã Pine này như một thư viện mã nguồn mở để các lập trình viên Pine khác trong cộng đồng có thể tái sử dụng. Chúc mừng tác giả! Bạn có thể sử dụng thư viện này cho mục đích cá nhân hoặc trong các ấn phẩm mã nguồn mở khác, nhưng việc tái sử dụng mã này trong các ấn phẩm phải tuân theo Nội Quy.

cybermediaboy

Thông báo miễn trừ trách nhiệm

Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.