lib_math

a collection of functions calculating without history operator to avoid max_bars_back errors
mean(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return returns average/mean of value since last reset
vwap(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return returns vwap of value and volume since last reset
variance(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return returns variance of value since last reset
trend(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return [slope, correlation, stddev, y1 , y2] where slope is the trend direction, correlation is a measurement for how well the values fit to the trendline (positive means ), stddev is how far the values deviate from the trend, x1 would be the time where reset is true and x2 would be the current time
Added:
in_range(value, max, min)
checks if a given value is within a range (max, min)
Parameters:
value (int)
max (int)
min (int)
in_range(max1, min1, max2, min2)
checks if a given range (max1, min1) is within another range (max2, min2)
Parameters:
max1 (int)
min1 (int)
max2 (int)
min2 (int)
range_overlap(max1, min1, max2, min2)
checks if a given range (max1, min1) overlaps another range (max2, min2)
Parameters:
max1 (int)
min1 (int)
max2 (int)
min2 (int)
Added:
mapping_linear(x, max1, min1, max2, min2)
convert value in range A to value in range B
Parameters:
x (float): the input data series within range 1, to be mapped to range 2
max1 (float): the maximum value in range 1 (origin)
min1 (float): the minimum value in range 1 (origin)
max2 (float): the maximum value in range 2 (target)
min2 (float): the minimum value in range 2 (target)
mapping_sigmoid(x, speed_scale, upper_bound, lower_bound, center)
fully customizable version of mapping_sigmoid (upper, lower, center, range_ratio, speed). This version adjusts the lower range's speed for imbalanced upper/lower range sizes, so the slope before and after crossing the center stays the same
Parameters:
x (float)
speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
upper_bound (float): the maximum value for input values towards positive infinity
lower_bound (float): the minimum value for input values towards negative infinity
center (float): the center value
mapping_sigmoid_fast(x, speed_scale, range_size, center)
simplified version of mapping_sigmoid, no adjusted lower range speed, equal range size (center to edge, i.e. actually half range)
Parameters:
x (float)
speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
range_size (float): instead of defining separate upper_bound/lower_bound, we add this value above and below the center to get balanced range sizes
center (float): the center value
mapping_sigmoid_1_0_1(x, speed_scale)
simplified version of mapping_sigmoid, with a fixed output range -1 | 0 | 1
Parameters:
x (float)
speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
mapping_sigmoid_0_05_1(x, speed_scale)
simplified version of mapping_sigmoid, with a fixed output range 0 | 0,5 | 1
Parameters:
x (float)
speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
mapping_sigmoid_upper_0_1(x, scale)
simplified version of mapping_sigmoid, with a fixed positive output range 0 | 1 (negative x inputs default to 0)
Parameters:
x (float)
scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
Added:
stddev(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return stddev how far the values deviate from the trend
linreg(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return [slope, y1, y2, length] where slope is the trend direction, y1 is the value a time of reset, y2 is the value on the current bar, len is the x-length of the regression line
Updated:
trend(value, reset)
Parameters:
value (float): series to track
reset (bool): flag to reset tracking
return [slope, correlation, stddev, y1 , y2, len] where slope is the trend direction, correlation is a measurement for how well the values fit to the trendline (positive means ), stddev is how far the values deviate from the trend, y1 is the y-coordinate at trend line start, y2 is the y-coordinate at trend line end, len is the x-length of the trend line, x1 would be the time where reset is true and x2 would be the current time
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.