Rozpocznij

Arrays

AveragesLibrary "Averages" Contains utilities for generating averages from arrays. Useful for manipulated or cleaned data. triangular(src, startingWeight) Calculates the triangular weighted average of a set of values where the last value has the highest weight.   Parameters:      src : The array to derive the average from.      startingWeight : The weight to begin with when calculating the average. Higher numbers will decrease the bias. weighted(src, weights, weightDefault) Calculates the weighted average of a set of values.   Parameters:      src : The array to derive the average from.      weights : The array containing the weights for the source.      weightDefault : The default value to use when a weight is NA. triangularWeighted(src, weights, startingWeight) Calculates the weighted average of a set of values where the last value has the highest triangular multiple.   Parameters:      src : The array to derive the average from.      weights : The array containing the weights for the source.      startingWeight : The multiple to begin with when calculating the average. Higher numbers will decrease the bias. exponential(src) Calculates the exponential average of a set of values where the last value has the highest weight.   Parameters:      src : The array to derive the average from. arrayFrom(src, len, omitNA) Creates an array from the provided series (oldest to newest).   Parameters:      src : The array to derive from.      len : The target length of the array.      omitNA : If true, NA values will not be added to the array and the resultant array may be shorter than the target length.
Biblioteka Pine Script®
od Electrified
1
arrayutilsLibrary "_arrayutils" Library contains utility functions using arrays. delete(​arr, index)   remove an item from array at specific index. Also deletes the item   Parameters:      arr : - array from which the item needs to be deleted      index : - index of item to be deleted   Returns: void pop(​arr)   remove the last item from array. Also deletes the item   Parameters:      arr : - array from which the last item needs to be removed and deleted   Returns: void shift(​arr)   remove an item from array at index 0. Also deletes the item   Parameters:      arr : - array from which the first item needs to be removed and deleted   Returns: void unshift(​arr, val, maxItems)   add an item to the beginning of an array with max items cap   Parameters:      arr : - array to which the item needs to be added at the beginning      val : - value of item which needs to be added      maxItems : - max items array can hold. After that, items are removed from the other end   Returns: resulting array clear(​arr)   remove and delete all items in an array   Parameters:      arr : - array which needs to be cleared   Returns: void push(​arr, val, maxItems)   add an item to the end of an array with max items cap   Parameters:      arr : - array to which the item needs to be added at the beginning      val : - value of item which needs to be added      maxItems : - max items array can hold. After that, items are removed from the starting index   Returns: resulting array check_overflow(pivots, barArray, dir)   finds difference between two timestamps   Parameters:      pivots : pivots array      barArray : pivot bar array      dir : direction for which overflow need to be checked   Returns: bool overflow get_trend_series(pivots, length, highLow, trend)   finds series of pivots in particular trend   Parameters:      pivots : pivots array      length : length for which trend series need to be checked      highLow : filter pivot high or low      trend : Uptrend or Downtrend   Returns: int trendIndexes get_trend_series(pivots, firstIndex, lastIndex)   finds series of pivots in particular trend   Parameters:      pivots : pivots array      firstIndex : First index of the series      lastIndex : Last index of the series   Returns: int trendIndexes sma(source)   calculates sma for elements in array   Parameters:      source : source array   Returns: float sma ema(source, length)   calculates ema for elements in array   Parameters:      source : source array      length : ema length   Returns: float ema rma(source, length)   calculates rma for elements in array   Parameters:      source : source array      length : rma length   Returns: float rma wma(source, length)   calculates wma for elements in array   Parameters:      source : source array      length : wma length   Returns: float wma hma(source, length)   calculates hma for elements in array   Parameters:      source : source array      length : hma length   Returns: float hma ma(source, matype, length)   wrapper for all moving averages based on array   Parameters:      source : source array      matype : moving average type. Valud values are: sma, ema, rma, wma and hma      length : moving average length length   Returns: float moving average getFibSeries(numberOfFibs, start)   gets fib series in array   Parameters:      numberOfFibs : number of fibs      start : starting number   Returns: float fibArray
Biblioteka Pine Script®
od Trendoscope
9
Signal_Data_2021_09_09__2021_11_18Library "Signal_Data_2021_09_09__2021_11_18" Functions to support my timing signals system import_start_time(harmonic) get the start time for each harmonic signal   Parameters:      harmonic : is an integer identifying the harmonic   Returns: the starting timestamp of the harmonic data import_signal(index, harmonic) access point for pre-processed data imported here by copy paste   Parameters:      index : is the current data index, use 0 to initialize      harmonic : is the data set to index, use 0 to initialize   Returns: the data from the indicated harmonic array starting at index, and the starting timestamp of that data
Biblioteka Pine Script®
od ubiquity
cacheLibrary "cache" A simple cache library to store key value pairs. Fed up of injecting and returning so many values all the time? Want to separate your code and keep it clean? Need to make an expensive calculation and use the results in numerous places? Want to throttle calculations or persist random values across bars or ticks? Then you've come to the right place. Or not! Up to you, I don't mind either way... ;) Check the helpers and unit tests in the script for further detail. Detailed Interface init(persistant) Initialises the syncronised cache key and value arrays   Parameters:      persistant : bool, toggles data persistance between bars and ticks   Returns: [string , float ], a tuple of both arrays set(keys, values, key, value) Sets a value into the cache   Parameters:      keys : string , the array of cache keys      values : float , the array of cache values      key : string, the cache key to create or update      value : float, the value to set has(keys, values, key) Checks if the cache has a key   Parameters:      keys : string , the array of cache keys      values : float , the array of cache values      key : string, the cache key to check   Returns: bool, true only if the key is found get(keys, values, key) Gets a keys value from the cache   Parameters:      keys : string , the array of cache keys      values : float , the array of cache values      key : string, the cache key to get   Returns: float, the stored value remove(keys, values, key) Removes a key and value from the cache   Parameters:      keys : string , the array of cache keys      values : float , the array of cache values      key : string, the cache key to remove count() Counts how many key value pairs in the cache   Returns: int, the total number of pairs loop(keys, values) Returns true for each value in the cache (use as the while loop expression)   Parameters:      keys : string , the array of cache keys      values : float , the array of cache values next(keys, values) Returns each key value pair on successive calls (use in the while loop)   Parameters:      keys : string , the array of cache keys      values : float , the array of cache values   Returns: , tuple of each key value pair clear(keys, values) Clears all key value pairs from the cache   Parameters:      keys : string , the array of cache keys      values : float , the array of cache values unittest_cache(case) Cache module unit tests, for inclusion in parent script test suite. Usage: log.unittest_cache(__ASSERTS)   Parameters:      case : string , the current test case and array of previous unit tests (__ASSERTS) unittest(verbose) Run the cache module unit tests as a stand alone. Usage: cache.unittest()   Parameters:      verbose : bool, optionally disable the full report to only display failures
Biblioteka Pine Script®
od GeoffHammond
3
ArrayMultipleDimensionPrototypeLibrary "ArrayMultipleDimensionPrototype" A prototype library for Multiple Dimensional array methods index_md_to_1d() new_float(dimensions, initial_size) Creates a variable size multiple dimension array.   Parameters:      dimensions : int array, dimensions of array.      initial_size : float, default=na, initial value of the array.   Returns: float array dimensions(id, value) set value of a element in a multiple dimensions array.   Parameters:      id : float array, multiple dimensions array.      value : float, new value.   Returns: float. get(id) get value of a multiple dimensions array.   Parameters:      id : float array, multiple dimensions array.   Returns: float. set(id) set value of a element in a multiple dimensions array.   Parameters:      id : float array, multiple dimensions array.   Returns: float.
Biblioteka Pine Script®
od RicardoSantos
5
FunctionArrayReduceLibrary "FunctionArrayReduce" A limited method to reduce a array using a mathematical formula. float_(formula, samples, arguments, initial_value) Method to reduce a array using a mathematical formula.   Parameters:      formula : string, the mathematical formula, accepts some default name codes (index, output, previous, current, integer index of arguments array).      samples : float array, the data to process.      arguments : float array, the extra arguments of the formula.      initial_value : float, default=0, a initial base value for the process.   Returns: float. Notes: ** if initial value is specified as "na" it will default to the first element of samples.
Biblioteka Pine Script®
od RicardoSantos
FunctionElementsInArrayLibrary "FunctionElementsInArray" Methods to count number of elements in arrays count_float(sample, value) Counts the number of elements equal to provided value in array.   Parameters:      sample : float array, sample data to process.      value : float value to check for equality.   Returns: int. count_int(sample, value) Counts the number of elements equal to provided value in array.   Parameters:      sample : int array, sample data to process.      value : int value to check for equality.   Returns: int. count_string(sample, value) Counts the number of elements equal to provided value in array.   Parameters:      sample : string array, sample data to process.      value : string value to check for equality.   Returns: int. count_bool(sample, value) Counts the number of elements equal to provided value in array.   Parameters:      sample : bool array, sample data to process.      value : bool value to check for equality.   Returns: int. count_color(sample, value) Counts the number of elements equal to provided value in array.   Parameters:      sample : color array, sample data to process.      value : color value to check for equality.   Returns: int. extract_indices_float(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.   Parameters:      sample : float array, sample data to process.      value : float value to check for equality.   Returns: int. extract_indices_int(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.   Parameters:      sample : int array, sample data to process.      value : int value to check for equality.   Returns: int. extract_indices_string(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.   Parameters:      sample : string array, sample data to process.      value : string value to check for equality.   Returns: int. extract_indices_bool(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.   Parameters:      sample : bool array, sample data to process.      value : bool value to check for equality.   Returns: int. extract_indices_color(sample, value) Counts the number of elements equal to provided value in array, and returns its indices.   Parameters:      sample : color array, sample data to process.      value : color value to check for equality.   Returns: int.
Biblioteka Pine Script®
od RicardoSantos
4
amibrokerLibrary "amibroker" This library consists of functions from amibroker that doesn't exist on tradingview pinescript. The example of these are the ExRem and Flip. In the example below, I used ExRem to remove the excessive buy and sell signals. Meanwhile, I used the Flip to highlight the bg color when there is an open position. exrem(series1, series2) Removes excessive signals. Pinescript version of ExRem in Amibroker (www.amibroker.com)   Parameters:      series1 : boolean      series2 : boolean   Returns: boolean flip(series1, series2) works as a flip/flop device or "latch". Pinescript version of Flip in Amibroker: (www.amibroker.com)   Parameters:      series1 : boolan      series2 : boolean   Returns: boolean.
Biblioteka Pine Script®
od yourtradingbuddy
3
FunctionCompoundInterestLibrary "FunctionCompoundInterest" Method for compound interest. simple_compound(principal, rate, duration) Computes compound interest for given duration.   Parameters:      principal : float, the principal or starting value.      rate : float, the rate of interest.      duration : float, the period of growth.   Returns: float. variable_compound(principal, rates, duration) Computes variable compound interest for given duration.   Parameters:      principal : float, the principal or starting value.      rates : float array, the rates of interest.      duration : int, the period of growth.   Returns: float array. simple_compound_array(principal, rates, duration) Computes variable compound interest for given duration.   Parameters:      principal : float, the principal or starting value.      rates : float array, the rates of interest.      duration : int, the period of growth.   Returns: float array. variable_compound_array(principal, rates, duration) Computes variable compound interest for given duration.   Parameters:      principal : float, the principal or starting value.      rates : float array, the rates of interest.      duration : int, the period of growth.   Returns: float array.
Biblioteka Pine Script®
od RicardoSantos
1
FunctionSMCMCLibrary "FunctionSMCMC" Methods to implement Markov Chain Monte Carlo Simulation (MCMC) markov_chain(weights, actions, target_path, position, last_value) a basic implementation of the markov chain algorithm   Parameters:      weights : float array, weights of the Markov Chain.      actions : float array, actions of the Markov Chain.      target_path : float array, target path array.      position : int, index of the path.      last_value : float, base value to increment.   Returns: void, updates target array mcmc(weights, actions, start_value, n_iterations) uses a monte carlo algorithm to simulate a markov chain at each step.   Parameters:      weights : float array, weights of the Markov Chain.      actions : float array, actions of the Markov Chain.      start_value : float, base value to start simulation.      n_iterations : integer, number of iterations to run.   Returns: float array with path.
Biblioteka Pine Script®
od RicardoSantos
2
FunctionGeometricLineDrawingsLibrary "FunctionGeometricLineDrawings" array_delete_all_lines(lines) deletes all lines in array.   Parameters:      lines : line array, array with line objects to delete.   Returns: void. triangle(sample_x, sample_y, xloc, extend, color, style, width) Draw a Triangle with 3 vector2D(x, y) coordinates.   Parameters:      sample_x : int array, triangle sample data X coordinate values.      sample_y : float array, triangle sample data Y coordinate values.      xloc : string, defaultoptions=xloc.bar_index, xloc.bar_time.      extend : string, default=extend.none, options=(extend.none, extend.right, extend.left, extend.both).      color : color, default=      style : options line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_left, line.style_arrow_right, line.style_arrow_both      width : width in pixels.   Returns: line array trapezoid(sample_x, sample_y, xloc, extend, color, style, width) Draw a Trapezoid with 4 vector2D(x, y) coordinates:   Parameters:      sample_x : int array, trapezoid sample data X coordinate values.      sample_y : float array, trapezoid sample data Y coordinate values.      xloc : string, defaultoptions=xloc.bar_index, xloc.bar_time.      extend : string, default=extend.none, options=(extend.none, extend.right, extend.left, extend.both).      color : color, default=      style : options line.style_solid, line.style_dotted, line.style_dashed, line.style_arrow_left, line.style_arrow_right, line.style_arrow_both      width : width in pixels.   Returns: line array
Biblioteka Pine Script®
od RicardoSantos
2
zigzagplusThis is same as existing zigzag library with respect to functionality. But, there is a small update with respect to how arrays are used internally. This also leads to issues with backward compatibility. Hence I decided to make this as new library instead of updating the older one. Below are the major changes: Earlier version uses array.unshift for adding new elements and array.pop for removing old elements. But, since array.unshift is considerably slower than alternative method array.push. Hence, this library makes use of array.push method to achieve performance. While array.push increases the performance significantly, there is also an issue with removing as we no longer will be able to remove the element using pop which is again faster than shift (which need to shit all the elements by index). Hence, have removed the logic of removing elements for zigzag pivots after certain limit. Will think further about it once I find better alternative of handling it. These implementation change also mean that zigzag pivots received by calling method will be ordered in reverse direction. Latest pivots will be stored with higher array index whereas older pivots are stored with lower array index. This is also the reason why backward compatibility is not achievable with this code change. Library "zigzagplus" Library dedicated to zigzags and related indicators zigzag(length, useAlternativeSource, source, oscillatorSource, directionBias) zigzag: Calculates zigzag pivots and generates an array   Parameters:      length : : Zigzag Length      useAlternativeSource : : If set uses the source for genrating zigzag. Default is false      source : : Alternative source used only if useAlternativeSource is set to true. Default is close      oscillatorSource : : Oscillator source for calculating divergence      directionBias : : Direction bias for calculating divergence   Returns: zigzagpivots : Array containing zigzag pivots zigzagpivotbars : Array containing zigzag pivot bars zigzagpivotdirs : Array containing zigzag pivot directions (Lower High : 1, Higher High : 2, Lower Low : -2 and Higher Low : -1) zigzagpivotratios : Array containing zigzag retracement ratios for each pivot zigzagoscillators : Array of oscillator values at pivots. Will have valid values only if valid oscillatorSource is provided as per input. zigzagoscillatordirs: Array of oscillator directions (HH, HL, LH, LL) at pivots. Will have valid values only if valid oscillatorSource is provided as per input. zigzagtrendbias : Array of trend bias at pivots. Will have valid value only if directionBias series is sent in input parameters zigzagdivergence : Array of divergence sentiment at each pivot. Will have valid values only if oscillatorSource and directionBias inputs are provided newPivot : Returns true if new pivot created doublePivot : Returns true if two new pivots are created on same bar (Happens in case of candles with long wicks and shorter zigzag lengths) drawzigzag(length, , source, linecolor, linewidth, linestyle, oscillatorSource, directionBias, showHighLow, showRatios, showDivergence) drawzigzag: Calculates and draws zigzag pivots   Parameters:      length : : Zigzag Length      : useAlternativeSource: If set uses the source for genrating zigzag. Default is false      source : : Alternative source used only if useAlternativeSource is set to true. Default is close      linecolor : : zigzag line color      linewidth : : zigzag line width      linestyle : : zigzag line style      oscillatorSource : : Oscillator source for calculating divergence      directionBias : : Direction bias for calculating divergence      showHighLow : : show highlow label      showRatios : : show retracement ratios      showDivergence : : Show divergence on label (Only works if divergence data is available - that is if we pass valid oscillatorSource and directionBias input)   Returns: zigzagpivots : Array containing zigzag pivots zigzagpivotbars : Array containing zigzag pivot bars zigzagpivotdirs : Array containing zigzag pivot directions (Lower High : 1, Higher High : 2, Lower Low : -2 and Higher Low : -1) zigzagpivotratios : Array containing zigzag retracement ratios for each pivot zigzagoscillators : Array of oscillator values at pivots. Will have valid values only if valid oscillatorSource is provided as per input. zigzagoscillatordirs: Array of oscillator directions (HH, HL, LH, LL) at pivots. Will have valid values only if valid oscillatorSource is provided as per input. zigzagtrendbias : Array of trend bias at pivots. Will have valid value only if directionBias series is sent in input parameters zigzagdivergence : Array of divergence sentiment at each pivot. Will have valid values only if oscillatorSource and directionBias inputs are provided zigzaglines : Returns array of zigzag lines zigzaglabels : Returns array of zigzag labels
Biblioteka Pine Script®
od Trendoscope
17
FunctionBoxCoxTransformLibrary "FunctionBoxCoxTransform" Methods to compute the Box-Cox Transformer. regular(sample, lambda) Regular transform.   Parameters:      sample : float array, sample data values.      lambda : float, scaling factor.   Returns: float array. inverse(sample, lambda) Regular transform.   Parameters:      sample : float array, sample data values.      lambda : float, scaling factor.   Returns: float array.
Biblioteka Pine Script®
od RicardoSantos
2
FunctionPolynomialRegressionLibrary "FunctionPolynomialRegression" TODO: polyreg(sample_x, sample_y) Method to return a polynomial regression channel using (X,Y) sample points.   Parameters:      sample_x : float array, sample data X points.      sample_y : float array, sample data Y points.   Returns: tuple with: _predictions: Array with adjusted Y values. _max_dev: Max deviation from the mean. _min_dev: Min deviation from the mean. _stdev/_sizeX: Average deviation from the mean. draw(sample_x, sample_y, extend, mid_color, mid_style, mid_width, std_color, std_style, std_width, max_color, max_style, max_width) Method for drawing the Polynomial Regression into chart.   Parameters:      sample_x : float array, sample point X value.      sample_y : float array, sample point Y value.      extend : string, default=extend.none, extend lines.      mid_color : color, default=color.blue, middle line color.      mid_style : string, default=line.style_solid, middle line style.      mid_width : int, default=2, middle line width.      std_color : color, default=color.aqua, standard deviation line color.      std_style : string, default=line.style_dashed, standard deviation line style.      std_width : int, default=1, standard deviation line width.      max_color : color, default=color.purple, max range line color.      max_style : string, default=line.style_dotted, max line style.      max_width : int, default=1, max line width.   Returns: line array.
Biblioteka Pine Script®
od RicardoSantos
1
FunctionLinearRegressionLibrary "FunctionLinearRegression" Method for Linear Regression using array sample points. linreg(sample_x, sample_y) Performs Linear Regression over the provided sample points.   Parameters:      sample_x : float array, sample points X value.      sample_y : float array, sample points Y value.   Returns: tuple with: _predictions: Array with adjusted Y values. _max_dev: Max deviation from the mean. _min_dev: Min deviation from the mean. _stdev/_sizeX: Average deviation from the mean. draw(sample_x, sample_y, extend, mid_color, mid_style, mid_width, std_color, std_style, std_width, max_color, max_style, max_width) Method for drawing the Linear Regression into chart.   Parameters:      sample_x : float array, sample point X value.      sample_y : float array, sample point Y value.      extend : string, default=extend.none, extend lines.      mid_color : color, default=color.blue, middle line color.      mid_style : string, default=line.style_solid, middle line style.      mid_width : int, default=2, middle line width.      std_color : color, default=color.aqua, standard deviation line color.      std_style : string, default=line.style_dashed, standard deviation line style.      std_width : int, default=1, standard deviation line width.      max_color : color, default=color.purple, max range line color.      max_style : string, default=line.style_dotted, max line style.      max_width : int, default=1, max line width.   Returns: line array.
Biblioteka Pine Script®
od RicardoSantos
10
CreateAndShowZigzagLibrary "CreateAndShowZigzag" Functions in this library creates/updates zigzag array and shows the zigzag getZigzag(zigzag, prd, max_array_size) calculates zigzag using period Parameters: zigzag : is the float array for the zigzag (should be defined like "var zigzag = array.new_float(0)"). each zigzag points contains 2 element: 1. price level of the zz point 2. bar_index of the zz point prd : is the length to calculate zigzag waves by highest(prd)/lowest(prd) max_array_size : is the maximum number of elements in zigzag, keep in mind each zigzag point contains 2 elements, so for example if it's 10 then zigzag has 10/2 => 5 zigzag points Returns: dir that is the current direction of the zigzag showZigzag(zigzag, oldzigzag, dir, upcol, dncol) this function shows zigzag Parameters: zigzag : is the float array for the zigzag (should be defined like "var zigzag = array.new_float(0)"). each zigzag points contains 2 element: 1. price level of the zz point 2. bar_index of the zz point oldzigzag : is the float array for the zigzag, you get copy the zigzag array to oldzigzag by "oldzigzag = array.copy(zigzay)" before calling get_zigzag() function dir : is the direction of the zigzag wave upcol : is the color of the line if zigzag direction is up dncol : is the color of the line if zigzag direction is down Returns: null
Biblioteka Pine Script®
od LonesomeTheBlue
19