footprint_logic

Footprint logic getting internal buy/sell volume, inbalance...
get_buy_sell_volume(previos_close, tick_close, tick_high, tick_low, row_size, global_inbalance_high, global_inbalance_low, global_line_inbalance_high, global_line_inbalance_low, footprint_price, footprint_volume, tick_close_prev, level_group, tick_vol, stacked_input, inbalance_percent)
get global_buy_vol,global_sell_vol,level_volume_buy,level_volume_sell,level_inbalance_buy,level_inbalance_sell
Parameters:
previos_close (string)
tick_close (array<float>)
tick_high (array<float>)
tick_low (array<float>)
row_size (float)
global_inbalance_high (array<float>)
global_inbalance_low (array<float>)
global_line_inbalance_high (array<float>)
global_line_inbalance_low (array<float>)
footprint_price (array<float>)
footprint_volume (array<float>)
tick_close_prev (array<float>)
level_group (array<float>)
tick_vol (array<float>)
stacked_input (int)
inbalance_percent (int)
Returns: : float global_buy_vol,float global_sell_vol,<float,float> level_volume_buy,<float,float> level_volume_sell,map.new<float,bool> level_inbalance_buy,map.new<float,bool> level_inbalance_sell
Updated:
get_buy_sell_volume(previos_close, tick_close, tick_high, tick_low, row_size, global_inbalance_high, global_inbalance_low, global_line_inbalance_high, global_line_inbalance_low, footprint_price, footprint_volume, tick_close_prev, level_group, tick_vol, stacked_input, inbalance_percent)
Calculation footprint object: buy/sell volume and inbalance
Parameters:
previos_close (string): buy or sell text value for calculation side if first element close array is equal and previosly array too
tick_close (array<float>): array close from calculation resolution
tick_high (array<float>): array high from calculation resolution
tick_low (array<float>): array low from calculation resolution
row_size (float): row (width) size in price
global_inbalance_high (array<float>): array for write inbalance level buy for line drowing
global_inbalance_low (array<float>): array for write inbalance level sell for line drowing
global_line_inbalance_high (array<float>)
global_line_inbalance_low (array<float>)
footprint_price (array<float>)
footprint_volume (array<float>)
tick_close_prev (array<float>)
level_group (array<float>): array with footprint group inside current bar
tick_vol (array<float>): array vol from calculation resolution
stacked_input (int): number of consecutive imbalance lines
inbalance_percent (int): percentage of difference between buy and sell volume for definition imbalance
Returns: global_buy_vol float all buy vol for current bar
global_sell_vol float all sell vol for current bar
level_volume_buy map <float,float> key - price for current level, value - buy volume
level_volume_sell map <float,float> key - price for current level, value - sell volume
level_inbalance_buy map <float,bool> key - price for current level, value - true/false definition buy imbalance
level_inbalance_sell map <float,bool> key - price for current level, value - true/false definition sell imbalance
Added:
method fill_va(val_area, foot_bar, sup)
fill value area
Namespace types: footprint_type.Value_area
Parameters:
val_area (Value_area type from dboichenko/footprint_type/1): instance of Value_area type
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type
Returns: Void
method fill_imba_line(imba_line, foot_bar, sup)
fill imbalance line
Namespace types: footprint_type.Imbalance_line
Parameters:
imba_line (Imbalance_line type from dboichenko/footprint_type/1): instance of Imbalance_line type
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type
Returns: Void
method fill_footprint_object(foot_bar, sup)
fill all footprint objects
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type
Returns: Void
Removed:
get_buy_sell_volume(previos_close, tick_close, tick_high, tick_low, row_size, global_inbalance_high, global_inbalance_low, global_line_inbalance_high, global_line_inbalance_low, footprint_price, footprint_volume, tick_close_prev, level_group, tick_vol, stacked_input, inbalance_percent)
Calculation footprint object: buy/sell volume and inbalance
Added:
method fill_footprint_type(foot_bar, sup)
fill footprint bar
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type
Returns: Void
Added:
method fil_price_rows(foot_bar)
fil price rows
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
Returns: Void
Updated:
method fill_va(val_area, foot_bar, sup)
fill value area
Namespace types: footprint_type.Value_area
Parameters:
val_area (Value_area type from dboichenko/footprint_type/2): instance of Value_area type
foot_bar (Footprint_bar type from dboichenko/footprint_type/2): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/2): instance of Support_objects type
Returns: Void
method fill_imba_line(imba_line, foot_bar, sup)
fill imbalance line
Namespace types: footprint_type.Imbalance_line
Parameters:
imba_line (Imbalance_line type from dboichenko/footprint_type/2): instance of Imbalance_line type
foot_bar (Footprint_bar type from dboichenko/footprint_type/2): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/2): instance of Support_objects type
Returns: Void
method fill_footprint_type(foot_bar, sup)
fill footprint bar
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/2): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/2): instance of Support_objects type
Returns: Void
method fill_footprint_object(foot_bar, sup)
fill all footprint objects
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/2): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/2): instance of Support_objects type
Returns: Void
Removed:
method fil_price_rows(foot_bar)
fil price rows
Biblioteca Pine
Siguiendo fielmente el espíritu de TradingView, el autor ha publicado este código Pine como una biblioteca de código, permitiendo que otros programadores de Pine en nuestra comunidad puedan volver a utilizarlo. ¡Un brindis por el autor! Puede utilizar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero tenga en cuenta que la reutilización de este código en publicaciones se rige por las Normas internas.
Exención de responsabilidad
Biblioteca Pine
Siguiendo fielmente el espíritu de TradingView, el autor ha publicado este código Pine como una biblioteca de código, permitiendo que otros programadores de Pine en nuestra comunidad puedan volver a utilizarlo. ¡Un brindis por el autor! Puede utilizar esta biblioteca de forma privada o en otras publicaciones de código abierto, pero tenga en cuenta que la reutilización de este código en publicaciones se rige por las Normas internas.