Library "DailyDeviation" Helps in determining the relative deviation from the open of the day compared to the high or low values.
hlcDeltaArrays(daysPrior, maxDeviation, spec, res) Retuns a set of arrays representing the daily deviation of price for a given number of days. Parameters: daysPrior: Number of days back to get the close from. maxDeviation: Maximum deviation before a value is considered an outlier. A value of 0 will not filter results. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440'). Returns: [OH, OL, OC] Where OH = Open vs High, OL = Open vs Low, and OC = Open vs Close
fromOpen(daysPrior, maxDeviation, comparison, spec, res) Retuns a value representing the deviation from the open (to the high or low) of the current day given number of days to measure from. Parameters: daysPrior: Number of days back to get the close from. maxDeviation: Maximum deviation before a value is considered an outlier. A value of 0 will not filter results. comparison: The value use in comparison to the current open for the day. spec: session.regular (default), session.extended or other time spec. res: The resolution (default = '1440').
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Library "DailyDeviation" Helps in determining the relative deviation from the open of the day compared to the high or low values.
hlcDeltaArrays(days, maxDeviation, spec, res) Returns a set of arrays representing the daily deviation of price for a given number of days. Parameters: days (simple int) maxDeviation (simple float): Maximum deviation before a value is considered an outlier. A value of 0 will not filter results. spec (simple string): session.regular (default), session.extended or other time spec. res (simple string): The resolution (default = '1440'). Returns: [OH, OL, OC] Where OH = Open vs High, OL = Open vs Low, and OC = Open vs Close
fromOpen(days, maxDeviation, comparison, spec, res) Returns a value representing the deviation from the open (to the high or low) of the current day given number of days to measure from. Parameters: days (simple int) maxDeviation (simple float): Maximum deviation before a value is considered an outlier. A value of 0 will not filter results. comparison (float): The value use in comparison to the current open for the day. spec (simple string): session.regular (default), session.extended or other time spec. res (simple string): The resolution (default = '1440').