ZScoreAnalysis

25 may

Library "ZScoreAnalysis"
Z-score analysis for detecting statistical deviations and excess market behavior

calculate_zscore(source, lookback, threshold, switch_enabled)
  Calculate Z-score and related metrics with history tracking
  Parameters:
    source (float): Data source for Z-score calculation
    lookback (int): Lookback period for mean and standard deviation
    threshold (float): Z-score threshold for significance
    switch_enabled (string): Enable/disable switch ("Enabled"/"Disabled")
  Returns: [z_score, z_hist, z_avg] Z-score, historical significant values, and running average

get_zscore_threshold(opt, input_thr, avg)
  Get threshold based on threshold option
  Parameters:
    opt (string): Threshold option ("User Input Threshold", "Average as Threshold", or other)
    input_thr (float): User input threshold
    avg (float): Average threshold
  Returns: Calculated threshold value

is_zscore_filtered(switch_enabled, zscore, threshold)
  Check if a metric passes the Z-score filter
  Parameters:
    switch_enabled (string): Enable/disable switch
    zscore (float): Current Z-score value
    threshold (float): Z-score threshold
  Returns: True if filtered (exceeds threshold)

get_consecutive_distances(body_dir, breakout_dir, is_inside_bar)
  Calculate consecutive distances for Z-score analysis
  Parameters:
    body_dir (int): Body direction
    breakout_dir (int): Breakout direction
    is_inside_bar (bool): Inside bar flag
  Returns: [consecutive_close_dist, consecutive_hl_dist]

get_trend_to_mean_distance()
  Calculate distance from trend to mean for momentum analysis
  Returns: Distance between trend and mean

get_all_zscores(lookback, threshold, bar_dist_switch, body_dist_switch, chl_dist_switch, cc_dist_switch, m_dist_switch, body_dir, breakout_dir, is_inside_bar)
  Get all Z-score calculations for the indicator
  Parameters:
    lookback (int): Z-score lookback period
    threshold (float): Z-score threshold
    bar_dist_switch (string): Enable bar distance Z-score
    body_dist_switch (string): Enable body distance Z-score
    chl_dist_switch (string): Enable consecutive highs/lows Z-score
    cc_dist_switch (string): Enable consecutive closes Z-score
    m_dist_switch (string): Enable momentum distance Z-score
    body_dir (int): Body direction
    breakout_dir (int): Breakout direction
    is_inside_bar (bool): Inside bar flag
  Returns: [z_results] Array of Z-score results and filters

get_combined_zscore_filters(z_filters)
  Get combined Z-score filters
  Parameters:
    z_filters (map<string, bool>): Map of individual Z-score filters
  Returns: [combined_filters] Various combinations of Z-score filters

get_basic_distances()
  Calculate basic distances used in Z-score analysis
  Returns: [bar_dist, body_dist] Bar range and body range

get_individual_zscore_filter(z_filters, filter_name)
  Get individual Z-score filter by name
  Parameters:
    z_filters (map<string, bool>): Map of Z-score filters
    filter_name (string): Name of the filter ("bar_dist", "body_dist", etc.)
  Returns: Boolean filter result

has_any_zscore_signal(z_filters)
  Check if any Z-score filter is active
  Parameters:
    z_filters (map<string, bool>): Map of individual Z-score filters
  Returns: True if any Z-score exceeds threshold

25 may

Notas de prensa

v2

25 may

Notas de prensa

v3