PINE LIBRARY
VolumeSpreadAnalysis
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Library "VolumeSpreadAnalysis"
A library for Volume Spread Analysis (VSA).
spread(_barIndex)
Calculates the spread of a bar.
Parameters:
_barIndex (int): (int) The index of the bar.
Returns: (float) The spread of the bar.
volume(_barIndex)
Retrieves the volume of a bar.
Parameters:
_barIndex (int): (int) The index of the bar.
Returns: (float) The volume of the bar.
body(_barIndex)
Calculates the body of a bar.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (float) The body size of the bar.
wickUpper(_barIndex)
Calculates the upper wick of a bar (upper shadow).
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (float) The upper wick size of the bar.
wickLower(_barIndex)
Calculates the lower wick of a bar (lower shadow).
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (float) The lower wick size of the bar.
calcForecastedSMA(_source, _length, _forecastedLevel)
Calculates the forecasted Simple Moving Average (SMA).
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the SMA.
_forecastedLevel (float): (float) The forecasted level to include in the calculation.
Returns: (float) The forecasted SMA value.
calcForecastedEMA(_source, _length, _forecastedLevel)
Calculates the forecasted Exponential Moving Average (EMA).
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the EMA.
_forecastedLevel (float): (float) The forecasted level to include in the calculation.
Returns: (float) The forecasted EMA value.
calcForecastedRMA(_source, _length, _forecastedLevel)
Calculates the forecasted Relative Moving Average (RMA).
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the RMA.
_forecastedLevel (float): (float) The forecasted level to include in the calculation.
Returns: (float) The forecasted RMA value.
calcForecastedWMA(_source, _length, _forecastedLevel)
Calculates the forecasted Weighted Moving Average (WMA).
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the WMA.
_forecastedLevel (float): (float) The forecasted level to include in the calculation.
Returns: (float) The forecasted WMA value.
calcElapsedTimePercent()
Calculates the elapsed time percent of the current bar.
Returns: (float) The elapsed time percent.
calcForecastedSpread(multiplierAtMidpoints, multiplierAtPeaks)
Calculates the forecasted spread using elapsed time and dynamic multipliers, handling spread's non-linear nature.
Parameters:
multiplierAtMidpoints (float): (float) The multiplier value at midpoints.
multiplierAtPeaks (float): (float) The multiplier value at peaks.
Returns: (float) The forecasted spread value.
calcForecastedVolume()
Calculates the forecasted volume using elapsed time, satisfying volume's linear nature.
Returns: (float) The forecasted volume value.
calcForecastedMA(_source, _length, _forecastedSource, _type)
Calculates the forecasted Moving Average (MA) based on the specified type.
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the MA.
_forecastedSource (float): (float) The forecasted level to include in the calculation.
_type (simple string): (string) The type of the MA ("SMA", "EMA", "SMMA (RMA)", "WMA").
Returns: (float) The forecasted MA value.
calcMA(_source, _length, _type)
Calculates the Moving Average (MA) based on the specified type.
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the MA.
_type (simple string): (string) The type of the MA ("SMA", "EMA", "SMMA (RMA)", "WMA").
Returns: (float) The MA value.
bullBar(_barIndex)
Determines if the bar is bullish.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (bool) True if the bar is bullish, otherwise false.
bearBar(_barIndex)
Determines if the bar is bearish.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (bool) True if the bar is bearish, otherwise false.
breakout(_barIndex)
Determines if there is a breakout above the previous bar.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (bool) True if there is a breakout, otherwise false.
breakdown(_barIndex)
Determines if there is a breakdown below the previous bar.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (bool) True if there is a breakdown, otherwise false.
rejectionWickUpper(_rejectionWick)
Determines if the upper wick is a rejection wick.
Parameters:
_rejectionWick (simple float): (float) The rejection wick percentage.
Returns: (bool) True if the upper wick is a rejection wick, otherwise false.
rejectionWickLower(_rejectionWick)
Determines if the lower wick is a rejection wick.
Parameters:
_rejectionWick (simple float): (float) The rejection wick percentage.
Returns: (bool) True if the lower wick is a rejection wick, otherwise false.
setupDataVolume(_data, _mult_Low, _mult_High, _mult_Ultra, _maLengthVolume, _maTypeVolume)
Sets up data for volume levels.
Parameters:
_data (map<string, float>): (map<string, float>) The map to store the levels.
_mult_Low (simple float): (float) The multiplier for low level.
_mult_High (simple float): (float) The multiplier for high level.
_mult_Ultra (simple float): (float) The multiplier for ultra level.
_maLengthVolume (simple int): (int) The length for MA.
_maTypeVolume (simple string): (string) The type for MA.
Returns: (void) Nothing.
setupDataSpread(_data, _mult_Low, _mult_High, _mult_Ultra, _maLengthSpread, _maTypeSpread)
Sets up data for spread levels.
Parameters:
_data (map<string, float>): (map<string, float>) The map to store the levels.
_mult_Low (simple float): (float) The multiplier for low level.
_mult_High (simple float): (float) The multiplier for high level.
_mult_Ultra (simple float): (float) The multiplier for ultra level.
_maLengthSpread (simple int): (int) The length for MA.
_maTypeSpread (simple string): (string) The type for MA.
Returns: (void) Nothing.
setupDataForecastVolume(_dataForecast, _mult_Low, _mult_High, _mult_Ultra, _maLengthVolume, _predictedLevelVolume, _maTypeVolume)
Sets up data for volume and spread levels for forecast.
Parameters:
_dataForecast (map<string, float>)
_mult_Low (simple float): (float) The multiplier for low level.
_mult_High (simple float): (float) The multiplier for high level.
_mult_Ultra (simple float): (float) The multiplier for ultra level.
_maLengthVolume (simple int): (int) The length for MA.
_predictedLevelVolume (float): (float) The predicted level for MA.
_maTypeVolume (simple string): (string) The type for MA.
Returns: (void) Nothing.
setupDataForecastSpread(_dataForecast, _mult_Low, _mult_High, _mult_Ultra, _maLengthSpread, _predictedLevelSpread, _maTypeSpread)
Sets up data for spread levels for forecast.
Parameters:
_dataForecast (map<string, float>)
_mult_Low (simple float): (float) The multiplier for low level.
_mult_High (simple float): (float) The multiplier for high level.
_mult_Ultra (simple float): (float) The multiplier for ultra level.
_maLengthSpread (simple int): (int) The length for MA.
_predictedLevelSpread (float): (float) The predicted level for MA.
_maTypeSpread (simple string): (string) The type for MA.
Returns: (void) Nothing.
isVolumeLow(_data, _barIndex)
Determines if the volume is low.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
_barIndex (int)
Returns: (bool) True if the volume is low, otherwise false.
isVolumeNormal(_data, _barIndex)
Determines if the volume is normal.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
_barIndex (int)
Returns: (bool) True if the volume is normal, otherwise false.
isVolumeHigh(_data, _barIndex)
Determines if the volume is high.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
_barIndex (int)
Returns: (bool) True if the volume is high, otherwise false.
isVolumeUltra(_data, _barIndex)
Determines if the volume is ultra.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
_barIndex (int)
Returns: (bool) True if the volume is ultra, otherwise false.
isSpreadLow(_data, _barIndex)
Determines if the spread is low.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_barIndex (int)
Returns: (bool) True if the spread is low, otherwise false.
isSpreadNormal(_data, _barIndex)
Determines if the spread is normal.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_barIndex (int)
Returns: (bool) True if the spread is normal, otherwise false.
isSpreadHigh(_data, _barIndex)
Determines if the spread is high.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_barIndex (int)
Returns: (bool) True if the spread is high, otherwise false.
isSpreadUltra(_data, _barIndex)
Determines if the spread is ultra.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_barIndex (int)
Returns: (bool) True if the spread is ultra, otherwise false.
isVolumeText(_data)
Determines text string representing the volume area level.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
Returns: (string) Text string of Low, Normal, High, or Ultra.
isSpreadText(_data)
Determines text string representing the spread area level.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
Returns: (string) Text string of Low, Normal, High, or Ultra.
calcBarColor(_value, _level)
Calculates the color based level.
Parameters:
_value (float): (float) The value to check.
_level (float): (float) The value level for comparison.
Returns: (color) The color for the bar.
bullPinBar(_maxBodyPercent, _minWickPercent)
Determines if the bar is a bull pin bar.
Parameters:
_maxBodyPercent (simple float): (float) The maximum body percentage.
_minWickPercent (simple float): (float) The minimum wick percentage.
Returns: (bool) True if the bar is a bull pin bar, otherwise false.
bearPinBar(_maxBodyPercent, _minWickPercent)
Determines if the bar is a bear pin bar.
Parameters:
_maxBodyPercent (simple float): (float) The maximum body percentage.
_minWickPercent (simple float): (float) The minimum wick percentage.
Returns: (bool) True if the bar is a bear pin bar, otherwise false.
dojiBar(_maxBodyPercent)
Determines if the bar is a doji.
Parameters:
_maxBodyPercent (simple float): (float) The maximum body percentage.
Returns: (bool) True if the bar is a doji, otherwise false.
spinningTopBar(_minWicksPercent, _emaLength)
Determines if the bar is a spinning top.
Parameters:
_minWicksPercent (simple float): (float) The minimum wicks percentage.
_emaLength (simple int): (int) The length for EMA calculation.
Returns: (bool) True if the bar is a spinning top, otherwise false.
highWaveBar(_minBodyPercent, _minWickPercent, _bars)
Determines if the bar is a high wave bar.
Parameters:
_minBodyPercent (simple float): (float) The minimum body percentage.
_minWickPercent (simple float): (float) The minimum wick percentage.
_bars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if the bar is a high wave bar, otherwise false.
consolidationBar(_data, _spread, _bars)
Determines if the bars are in consolidation.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_spread (simple float): (float) The spread percentage for comparison.
_bars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if the bars are in consolidation, otherwise false.
S_DownThrust(_data, _bullPinBarMaxBody, _bullPinBarMinWick)
Determines if there is a sign of strength (DownThrust).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_bullPinBarMaxBody (simple float): (float) The maximum body percentage for bull pin bar.
_bullPinBarMinWick (simple float): (float) The minimum wick percentage for bull pin bar.
Returns: (bool) True if there is a sign of strength (DownThrust), otherwise false.
S_SellingClimax(_data, _rejectionWick)
Determines if there is a sign of strength (Selling Climax).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_rejectionWick (simple float): (float) The rejection wick percentage.
Returns: (bool) True if there is a sign of strength (Selling Climax), otherwise false.
S_NoEffortBearishResult()
Determines if there is a sign of strength (No Effort Bearish Result).
Returns: (bool) True if there is a sign of strength (No Effort Bearish Result), otherwise false.
S_BearishEffortNoResult()
Determines if there is a sign of strength (Bearish Effort No Result).
Returns: (bool) True if there is a sign of strength (Bearish Effort No Result), otherwise false.
S_InverseDownThrust(_data, _bearPinBarMaxBody, _bearPinBarMinWick)
Determines if there is a sign of strength (Inverse DownThrust).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_bearPinBarMaxBody (simple float): (float) The maximum body percentage for bear pin bar.
_bearPinBarMinWick (simple float): (float) The minimum wick percentage for bear pin bar.
Returns: (bool) True if there is a sign of strength (Inverse DownThrust), otherwise false.
S_FailedSellingClimax()
Determines if there is a sign of strength (Failed Selling Climax).
Returns: (bool) True if there is a sign of strength (Failed Selling Climax), otherwise false.
S_BullOutsideReversal(_data)
Determines if there is a sign of strength (Bull Outside Reversal).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
Returns: (bool) True if there is a sign of strength (Bull Outside Reversal), otherwise false.
S_EndOfFallingMarket(_data)
Determines if there is a sign of strength (End of Falling Market).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
Returns: (bool) True if there is a sign of strength (End of Falling Market), otherwise false.
S_PseudoDownThrust(_bullPinBarMaxBody, _bullPinBarMinWick)
Determines if there is a sign of strength (Pseudo DownThrust).
Parameters:
_bullPinBarMaxBody (simple float): (float) The maximum body percentage for bull pin bar.
_bullPinBarMinWick (simple float): (float) The minimum wick percentage for bull pin bar.
Returns: (bool) True if there is a sign of strength (Pseudo DownThrust), otherwise false.
S_NoSupply(_bullPinBarMaxBody, _bullPinBarMinWick)
Determines if there is a sign of strength (No Supply).
Parameters:
_bullPinBarMaxBody (simple float): (float) The maximum body percentage for bull pin bar.
_bullPinBarMinWick (simple float): (float) The minimum wick percentage for bull pin bar.
Returns: (bool) True if there is a sign of strength (No Supply), otherwise false.
W_UpThrust(_data, _bearPinBarMaxBody, _bearPinBarMinWick)
Determines if there is a sign of weakness (UpThrust).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_bearPinBarMaxBody (simple float): (float) The maximum body percentage for bear pin bar.
_bearPinBarMinWick (simple float): (float) The minimum wick percentage for bear pin bar.
Returns: (bool) True if there is a sign of weakness (UpThrust), otherwise false.
W_BuyingClimax(_data, _rejectionWick)
Determines if there is a sign of weakness (Buying Climax).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_rejectionWick (simple float): (float) The rejection wick percentage.
Returns: (bool) True if there is a sign of weakness (Buying Climax), otherwise false.
W_NoEffortBullishResult()
Determines if there is a sign of weakness (No Effort Bullish Result).
Returns: (bool) True if there is a sign of weakness (No Effort Bullish Result), otherwise false.
W_BullishEffortNoResult()
Determines if there is a sign of weakness (Bullish Effort No Result).
Returns: (bool) True if there is a sign of weakness (Bullish Effort No Result), otherwise false.
W_InverseUpThrust(_data, _bullPinBarMaxBody, _bullPinBarMinWick)
Determines if there is a sign of weakness (Inverse UpThrust).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_bullPinBarMaxBody (simple float): (float) The maximum body percentage for bull pin bar.
_bullPinBarMinWick (simple float): (float) The minimum wick percentage for bull pin bar.
Returns: (bool) True if there is a sign of weakness (Inverse UpThrust), otherwise false.
W_FailedBuyingClimax()
Determines if there is a sign of weakness (Failed Buying Climax).
Returns: (bool) True if there is a sign of weakness (Failed Buying Climax), otherwise false.
W_BearOutsideReversal(_data)
Determines if there is a sign of weakness (Bear Outside Reversal).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
Returns: (bool) True if there is a sign of weakness (Bear Outside Reversal), otherwise false.
W_EndOfRisingMarket(_data)
Determines if there is a sign of weakness (End of Rising Market).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
Returns: (bool) True if there is a sign of weakness (End of Rising Market), otherwise false.
W_PseudoUpThrust(_bearPinBarMaxBody, _bearPinBarMinWick)
Determines if there is a sign of weakness (Pseudo UpThrust).
Parameters:
_bearPinBarMaxBody (simple float): (float) The maximum body percentage for bear pin bar.
_bearPinBarMinWick (simple float): (float) The minimum wick percentage for bear pin bar.
Returns: (bool) True if there is a sign of weakness (Pseudo UpThrust), otherwise false.
W_NoDemand(_bearPinBarMaxBody, _bearPinBarMinWick)
Determines if there is a sign of weakness (No Demand).
Parameters:
_bearPinBarMaxBody (simple float): (float) The maximum body percentage for bear pin bar.
_bearPinBarMinWick (simple float): (float) The minimum wick percentage for bear pin bar.
Returns: (bool) True if there is a sign of weakness (No Demand), otherwise false.
N_QuietDoji(_dojiBarMaxBody)
Determines if there is a neutral signal (Quiet Doji).
Parameters:
_dojiBarMaxBody (simple float): (float) The maximum body percentage for doji bar.
Returns: (bool) True if there is a neutral signal (Quiet Doji), otherwise false.
N_BalancedDoji(_data, _dojiBarMaxBody)
Determines if there is a neutral signal (Balanced Doji).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_dojiBarMaxBody (simple float): (float) The maximum body percentage for doji bar.
Returns: (bool) True if there is a neutral signal (Balanced Doji), otherwise false.
N_StrongDoji(_dojiBarMaxBody)
Determines if there is a neutral signal (Strong Doji).
Parameters:
_dojiBarMaxBody (simple float): (float) The maximum body percentage for doji bar.
Returns: (bool) True if there is a neutral signal (Strong Doji), otherwise false.
N_QuietSpinningTop(_spinningTopBarMinWicks, _spinningTopBarEmaLength)
Determines if there is a neutral signal (Quiet Spinning Top).
Parameters:
_spinningTopBarMinWicks (simple float): (float) The minimum wicks percentage for spinning top bar.
_spinningTopBarEmaLength (simple int): (int) The length for EMA calculation.
Returns: (bool) True if there is a neutral signal (Quiet Spinning Top), otherwise false.
N_BalancedSpinningTop(_data, _spinningTopBarMinWicks, _spinningTopBarEmaLength)
Determines if there is a neutral signal (Balanced Spinning Top).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_spinningTopBarMinWicks (simple float): (float) The minimum wicks percentage for spinning top bar.
_spinningTopBarEmaLength (simple int): (int) The length for EMA calculation.
Returns: (bool) True if there is a neutral signal (Balanced Spinning Top), otherwise false.
N_StrongSpinningTop(_spinningTopBarMinWicks, _spinningTopBarEmaLength)
Determines if there is a neutral signal (Strong Spinning Top).
Parameters:
_spinningTopBarMinWicks (simple float): (float) The minimum wicks percentage for spinning top bar.
_spinningTopBarEmaLength (simple int): (int) The length for EMA calculation.
Returns: (bool) True if there is a neutral signal (Strong Spinning Top), otherwise false.
N_QuietHighWave(_highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)
Determines if there is a neutral signal (Quiet High Wave).
Parameters:
_highWaveBarMinBody (simple float): (float) The minimum body percentage for high wave bar.
_highWaveBarMinWick (simple float): (float) The minimum wick percentage for high wave bar.
_highWaveBarBars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if there is a neutral signal (Quiet High Wave), otherwise false.
N_BalancedHighWave(_data, _highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)
Determines if there is a neutral signal (Balanced High Wave).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_highWaveBarMinBody (simple float): (float) The minimum body percentage for high wave bar.
_highWaveBarMinWick (simple float): (float) The minimum wick percentage for high wave bar.
_highWaveBarBars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if there is a neutral signal (Balanced High Wave), otherwise false.
N_StrongHighWave(_highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)
Determines if there is a neutral signal (Strong High Wave).
Parameters:
_highWaveBarMinBody (simple float): (float) The minimum body percentage for high wave bar.
_highWaveBarMinWick (simple float): (float) The minimum wick percentage for high wave bar.
_highWaveBarBars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if there is a neutral signal (Strong High Wave), otherwise false.
N_Consolidation(_data, _consolidationBarSpread, _consolidationBarBars)
Determines if there is a neutral signal (Consolidation).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_consolidationBarSpread (simple float): (float) The spread percentage for consolidation bar.
_consolidationBarBars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if there is a neutral signal (Consolidation), otherwise false.
A library for Volume Spread Analysis (VSA).
spread(_barIndex)
Calculates the spread of a bar.
Parameters:
_barIndex (int): (int) The index of the bar.
Returns: (float) The spread of the bar.
volume(_barIndex)
Retrieves the volume of a bar.
Parameters:
_barIndex (int): (int) The index of the bar.
Returns: (float) The volume of the bar.
body(_barIndex)
Calculates the body of a bar.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (float) The body size of the bar.
wickUpper(_barIndex)
Calculates the upper wick of a bar (upper shadow).
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (float) The upper wick size of the bar.
wickLower(_barIndex)
Calculates the lower wick of a bar (lower shadow).
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (float) The lower wick size of the bar.
calcForecastedSMA(_source, _length, _forecastedLevel)
Calculates the forecasted Simple Moving Average (SMA).
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the SMA.
_forecastedLevel (float): (float) The forecasted level to include in the calculation.
Returns: (float) The forecasted SMA value.
calcForecastedEMA(_source, _length, _forecastedLevel)
Calculates the forecasted Exponential Moving Average (EMA).
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the EMA.
_forecastedLevel (float): (float) The forecasted level to include in the calculation.
Returns: (float) The forecasted EMA value.
calcForecastedRMA(_source, _length, _forecastedLevel)
Calculates the forecasted Relative Moving Average (RMA).
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the RMA.
_forecastedLevel (float): (float) The forecasted level to include in the calculation.
Returns: (float) The forecasted RMA value.
calcForecastedWMA(_source, _length, _forecastedLevel)
Calculates the forecasted Weighted Moving Average (WMA).
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the WMA.
_forecastedLevel (float): (float) The forecasted level to include in the calculation.
Returns: (float) The forecasted WMA value.
calcElapsedTimePercent()
Calculates the elapsed time percent of the current bar.
Returns: (float) The elapsed time percent.
calcForecastedSpread(multiplierAtMidpoints, multiplierAtPeaks)
Calculates the forecasted spread using elapsed time and dynamic multipliers, handling spread's non-linear nature.
Parameters:
multiplierAtMidpoints (float): (float) The multiplier value at midpoints.
multiplierAtPeaks (float): (float) The multiplier value at peaks.
Returns: (float) The forecasted spread value.
calcForecastedVolume()
Calculates the forecasted volume using elapsed time, satisfying volume's linear nature.
Returns: (float) The forecasted volume value.
calcForecastedMA(_source, _length, _forecastedSource, _type)
Calculates the forecasted Moving Average (MA) based on the specified type.
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the MA.
_forecastedSource (float): (float) The forecasted level to include in the calculation.
_type (simple string): (string) The type of the MA ("SMA", "EMA", "SMMA (RMA)", "WMA").
Returns: (float) The forecasted MA value.
calcMA(_source, _length, _type)
Calculates the Moving Average (MA) based on the specified type.
Parameters:
_source (float): (series float) Source data for calculation.
_length (simple int): (int) The length of the MA.
_type (simple string): (string) The type of the MA ("SMA", "EMA", "SMMA (RMA)", "WMA").
Returns: (float) The MA value.
bullBar(_barIndex)
Determines if the bar is bullish.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (bool) True if the bar is bullish, otherwise false.
bearBar(_barIndex)
Determines if the bar is bearish.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (bool) True if the bar is bearish, otherwise false.
breakout(_barIndex)
Determines if there is a breakout above the previous bar.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (bool) True if there is a breakout, otherwise false.
breakdown(_barIndex)
Determines if there is a breakdown below the previous bar.
Parameters:
_barIndex (simple int): (int) The index of the bar.
Returns: (bool) True if there is a breakdown, otherwise false.
rejectionWickUpper(_rejectionWick)
Determines if the upper wick is a rejection wick.
Parameters:
_rejectionWick (simple float): (float) The rejection wick percentage.
Returns: (bool) True if the upper wick is a rejection wick, otherwise false.
rejectionWickLower(_rejectionWick)
Determines if the lower wick is a rejection wick.
Parameters:
_rejectionWick (simple float): (float) The rejection wick percentage.
Returns: (bool) True if the lower wick is a rejection wick, otherwise false.
setupDataVolume(_data, _mult_Low, _mult_High, _mult_Ultra, _maLengthVolume, _maTypeVolume)
Sets up data for volume levels.
Parameters:
_data (map<string, float>): (map<string, float>) The map to store the levels.
_mult_Low (simple float): (float) The multiplier for low level.
_mult_High (simple float): (float) The multiplier for high level.
_mult_Ultra (simple float): (float) The multiplier for ultra level.
_maLengthVolume (simple int): (int) The length for MA.
_maTypeVolume (simple string): (string) The type for MA.
Returns: (void) Nothing.
setupDataSpread(_data, _mult_Low, _mult_High, _mult_Ultra, _maLengthSpread, _maTypeSpread)
Sets up data for spread levels.
Parameters:
_data (map<string, float>): (map<string, float>) The map to store the levels.
_mult_Low (simple float): (float) The multiplier for low level.
_mult_High (simple float): (float) The multiplier for high level.
_mult_Ultra (simple float): (float) The multiplier for ultra level.
_maLengthSpread (simple int): (int) The length for MA.
_maTypeSpread (simple string): (string) The type for MA.
Returns: (void) Nothing.
setupDataForecastVolume(_dataForecast, _mult_Low, _mult_High, _mult_Ultra, _maLengthVolume, _predictedLevelVolume, _maTypeVolume)
Sets up data for volume and spread levels for forecast.
Parameters:
_dataForecast (map<string, float>)
_mult_Low (simple float): (float) The multiplier for low level.
_mult_High (simple float): (float) The multiplier for high level.
_mult_Ultra (simple float): (float) The multiplier for ultra level.
_maLengthVolume (simple int): (int) The length for MA.
_predictedLevelVolume (float): (float) The predicted level for MA.
_maTypeVolume (simple string): (string) The type for MA.
Returns: (void) Nothing.
setupDataForecastSpread(_dataForecast, _mult_Low, _mult_High, _mult_Ultra, _maLengthSpread, _predictedLevelSpread, _maTypeSpread)
Sets up data for spread levels for forecast.
Parameters:
_dataForecast (map<string, float>)
_mult_Low (simple float): (float) The multiplier for low level.
_mult_High (simple float): (float) The multiplier for high level.
_mult_Ultra (simple float): (float) The multiplier for ultra level.
_maLengthSpread (simple int): (int) The length for MA.
_predictedLevelSpread (float): (float) The predicted level for MA.
_maTypeSpread (simple string): (string) The type for MA.
Returns: (void) Nothing.
isVolumeLow(_data, _barIndex)
Determines if the volume is low.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
_barIndex (int)
Returns: (bool) True if the volume is low, otherwise false.
isVolumeNormal(_data, _barIndex)
Determines if the volume is normal.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
_barIndex (int)
Returns: (bool) True if the volume is normal, otherwise false.
isVolumeHigh(_data, _barIndex)
Determines if the volume is high.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
_barIndex (int)
Returns: (bool) True if the volume is high, otherwise false.
isVolumeUltra(_data, _barIndex)
Determines if the volume is ultra.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
_barIndex (int)
Returns: (bool) True if the volume is ultra, otherwise false.
isSpreadLow(_data, _barIndex)
Determines if the spread is low.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_barIndex (int)
Returns: (bool) True if the spread is low, otherwise false.
isSpreadNormal(_data, _barIndex)
Determines if the spread is normal.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_barIndex (int)
Returns: (bool) True if the spread is normal, otherwise false.
isSpreadHigh(_data, _barIndex)
Determines if the spread is high.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_barIndex (int)
Returns: (bool) True if the spread is high, otherwise false.
isSpreadUltra(_data, _barIndex)
Determines if the spread is ultra.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_barIndex (int)
Returns: (bool) True if the spread is ultra, otherwise false.
isVolumeText(_data)
Determines text string representing the volume area level.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume levels.
Returns: (string) Text string of Low, Normal, High, or Ultra.
isSpreadText(_data)
Determines text string representing the spread area level.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
Returns: (string) Text string of Low, Normal, High, or Ultra.
calcBarColor(_value, _level)
Calculates the color based level.
Parameters:
_value (float): (float) The value to check.
_level (float): (float) The value level for comparison.
Returns: (color) The color for the bar.
bullPinBar(_maxBodyPercent, _minWickPercent)
Determines if the bar is a bull pin bar.
Parameters:
_maxBodyPercent (simple float): (float) The maximum body percentage.
_minWickPercent (simple float): (float) The minimum wick percentage.
Returns: (bool) True if the bar is a bull pin bar, otherwise false.
bearPinBar(_maxBodyPercent, _minWickPercent)
Determines if the bar is a bear pin bar.
Parameters:
_maxBodyPercent (simple float): (float) The maximum body percentage.
_minWickPercent (simple float): (float) The minimum wick percentage.
Returns: (bool) True if the bar is a bear pin bar, otherwise false.
dojiBar(_maxBodyPercent)
Determines if the bar is a doji.
Parameters:
_maxBodyPercent (simple float): (float) The maximum body percentage.
Returns: (bool) True if the bar is a doji, otherwise false.
spinningTopBar(_minWicksPercent, _emaLength)
Determines if the bar is a spinning top.
Parameters:
_minWicksPercent (simple float): (float) The minimum wicks percentage.
_emaLength (simple int): (int) The length for EMA calculation.
Returns: (bool) True if the bar is a spinning top, otherwise false.
highWaveBar(_minBodyPercent, _minWickPercent, _bars)
Determines if the bar is a high wave bar.
Parameters:
_minBodyPercent (simple float): (float) The minimum body percentage.
_minWickPercent (simple float): (float) The minimum wick percentage.
_bars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if the bar is a high wave bar, otherwise false.
consolidationBar(_data, _spread, _bars)
Determines if the bars are in consolidation.
Parameters:
_data (map<string, float>): (map<string, float>) The data map with spread levels.
_spread (simple float): (float) The spread percentage for comparison.
_bars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if the bars are in consolidation, otherwise false.
S_DownThrust(_data, _bullPinBarMaxBody, _bullPinBarMinWick)
Determines if there is a sign of strength (DownThrust).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_bullPinBarMaxBody (simple float): (float) The maximum body percentage for bull pin bar.
_bullPinBarMinWick (simple float): (float) The minimum wick percentage for bull pin bar.
Returns: (bool) True if there is a sign of strength (DownThrust), otherwise false.
S_SellingClimax(_data, _rejectionWick)
Determines if there is a sign of strength (Selling Climax).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_rejectionWick (simple float): (float) The rejection wick percentage.
Returns: (bool) True if there is a sign of strength (Selling Climax), otherwise false.
S_NoEffortBearishResult()
Determines if there is a sign of strength (No Effort Bearish Result).
Returns: (bool) True if there is a sign of strength (No Effort Bearish Result), otherwise false.
S_BearishEffortNoResult()
Determines if there is a sign of strength (Bearish Effort No Result).
Returns: (bool) True if there is a sign of strength (Bearish Effort No Result), otherwise false.
S_InverseDownThrust(_data, _bearPinBarMaxBody, _bearPinBarMinWick)
Determines if there is a sign of strength (Inverse DownThrust).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_bearPinBarMaxBody (simple float): (float) The maximum body percentage for bear pin bar.
_bearPinBarMinWick (simple float): (float) The minimum wick percentage for bear pin bar.
Returns: (bool) True if there is a sign of strength (Inverse DownThrust), otherwise false.
S_FailedSellingClimax()
Determines if there is a sign of strength (Failed Selling Climax).
Returns: (bool) True if there is a sign of strength (Failed Selling Climax), otherwise false.
S_BullOutsideReversal(_data)
Determines if there is a sign of strength (Bull Outside Reversal).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
Returns: (bool) True if there is a sign of strength (Bull Outside Reversal), otherwise false.
S_EndOfFallingMarket(_data)
Determines if there is a sign of strength (End of Falling Market).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
Returns: (bool) True if there is a sign of strength (End of Falling Market), otherwise false.
S_PseudoDownThrust(_bullPinBarMaxBody, _bullPinBarMinWick)
Determines if there is a sign of strength (Pseudo DownThrust).
Parameters:
_bullPinBarMaxBody (simple float): (float) The maximum body percentage for bull pin bar.
_bullPinBarMinWick (simple float): (float) The minimum wick percentage for bull pin bar.
Returns: (bool) True if there is a sign of strength (Pseudo DownThrust), otherwise false.
S_NoSupply(_bullPinBarMaxBody, _bullPinBarMinWick)
Determines if there is a sign of strength (No Supply).
Parameters:
_bullPinBarMaxBody (simple float): (float) The maximum body percentage for bull pin bar.
_bullPinBarMinWick (simple float): (float) The minimum wick percentage for bull pin bar.
Returns: (bool) True if there is a sign of strength (No Supply), otherwise false.
W_UpThrust(_data, _bearPinBarMaxBody, _bearPinBarMinWick)
Determines if there is a sign of weakness (UpThrust).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_bearPinBarMaxBody (simple float): (float) The maximum body percentage for bear pin bar.
_bearPinBarMinWick (simple float): (float) The minimum wick percentage for bear pin bar.
Returns: (bool) True if there is a sign of weakness (UpThrust), otherwise false.
W_BuyingClimax(_data, _rejectionWick)
Determines if there is a sign of weakness (Buying Climax).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_rejectionWick (simple float): (float) The rejection wick percentage.
Returns: (bool) True if there is a sign of weakness (Buying Climax), otherwise false.
W_NoEffortBullishResult()
Determines if there is a sign of weakness (No Effort Bullish Result).
Returns: (bool) True if there is a sign of weakness (No Effort Bullish Result), otherwise false.
W_BullishEffortNoResult()
Determines if there is a sign of weakness (Bullish Effort No Result).
Returns: (bool) True if there is a sign of weakness (Bullish Effort No Result), otherwise false.
W_InverseUpThrust(_data, _bullPinBarMaxBody, _bullPinBarMinWick)
Determines if there is a sign of weakness (Inverse UpThrust).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_bullPinBarMaxBody (simple float): (float) The maximum body percentage for bull pin bar.
_bullPinBarMinWick (simple float): (float) The minimum wick percentage for bull pin bar.
Returns: (bool) True if there is a sign of weakness (Inverse UpThrust), otherwise false.
W_FailedBuyingClimax()
Determines if there is a sign of weakness (Failed Buying Climax).
Returns: (bool) True if there is a sign of weakness (Failed Buying Climax), otherwise false.
W_BearOutsideReversal(_data)
Determines if there is a sign of weakness (Bear Outside Reversal).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
Returns: (bool) True if there is a sign of weakness (Bear Outside Reversal), otherwise false.
W_EndOfRisingMarket(_data)
Determines if there is a sign of weakness (End of Rising Market).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
Returns: (bool) True if there is a sign of weakness (End of Rising Market), otherwise false.
W_PseudoUpThrust(_bearPinBarMaxBody, _bearPinBarMinWick)
Determines if there is a sign of weakness (Pseudo UpThrust).
Parameters:
_bearPinBarMaxBody (simple float): (float) The maximum body percentage for bear pin bar.
_bearPinBarMinWick (simple float): (float) The minimum wick percentage for bear pin bar.
Returns: (bool) True if there is a sign of weakness (Pseudo UpThrust), otherwise false.
W_NoDemand(_bearPinBarMaxBody, _bearPinBarMinWick)
Determines if there is a sign of weakness (No Demand).
Parameters:
_bearPinBarMaxBody (simple float): (float) The maximum body percentage for bear pin bar.
_bearPinBarMinWick (simple float): (float) The minimum wick percentage for bear pin bar.
Returns: (bool) True if there is a sign of weakness (No Demand), otherwise false.
N_QuietDoji(_dojiBarMaxBody)
Determines if there is a neutral signal (Quiet Doji).
Parameters:
_dojiBarMaxBody (simple float): (float) The maximum body percentage for doji bar.
Returns: (bool) True if there is a neutral signal (Quiet Doji), otherwise false.
N_BalancedDoji(_data, _dojiBarMaxBody)
Determines if there is a neutral signal (Balanced Doji).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_dojiBarMaxBody (simple float): (float) The maximum body percentage for doji bar.
Returns: (bool) True if there is a neutral signal (Balanced Doji), otherwise false.
N_StrongDoji(_dojiBarMaxBody)
Determines if there is a neutral signal (Strong Doji).
Parameters:
_dojiBarMaxBody (simple float): (float) The maximum body percentage for doji bar.
Returns: (bool) True if there is a neutral signal (Strong Doji), otherwise false.
N_QuietSpinningTop(_spinningTopBarMinWicks, _spinningTopBarEmaLength)
Determines if there is a neutral signal (Quiet Spinning Top).
Parameters:
_spinningTopBarMinWicks (simple float): (float) The minimum wicks percentage for spinning top bar.
_spinningTopBarEmaLength (simple int): (int) The length for EMA calculation.
Returns: (bool) True if there is a neutral signal (Quiet Spinning Top), otherwise false.
N_BalancedSpinningTop(_data, _spinningTopBarMinWicks, _spinningTopBarEmaLength)
Determines if there is a neutral signal (Balanced Spinning Top).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_spinningTopBarMinWicks (simple float): (float) The minimum wicks percentage for spinning top bar.
_spinningTopBarEmaLength (simple int): (int) The length for EMA calculation.
Returns: (bool) True if there is a neutral signal (Balanced Spinning Top), otherwise false.
N_StrongSpinningTop(_spinningTopBarMinWicks, _spinningTopBarEmaLength)
Determines if there is a neutral signal (Strong Spinning Top).
Parameters:
_spinningTopBarMinWicks (simple float): (float) The minimum wicks percentage for spinning top bar.
_spinningTopBarEmaLength (simple int): (int) The length for EMA calculation.
Returns: (bool) True if there is a neutral signal (Strong Spinning Top), otherwise false.
N_QuietHighWave(_highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)
Determines if there is a neutral signal (Quiet High Wave).
Parameters:
_highWaveBarMinBody (simple float): (float) The minimum body percentage for high wave bar.
_highWaveBarMinWick (simple float): (float) The minimum wick percentage for high wave bar.
_highWaveBarBars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if there is a neutral signal (Quiet High Wave), otherwise false.
N_BalancedHighWave(_data, _highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)
Determines if there is a neutral signal (Balanced High Wave).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_highWaveBarMinBody (simple float): (float) The minimum body percentage for high wave bar.
_highWaveBarMinWick (simple float): (float) The minimum wick percentage for high wave bar.
_highWaveBarBars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if there is a neutral signal (Balanced High Wave), otherwise false.
N_StrongHighWave(_highWaveBarMinBody, _highWaveBarMinWick, _highWaveBarBars)
Determines if there is a neutral signal (Strong High Wave).
Parameters:
_highWaveBarMinBody (simple float): (float) The minimum body percentage for high wave bar.
_highWaveBarMinWick (simple float): (float) The minimum wick percentage for high wave bar.
_highWaveBarBars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if there is a neutral signal (Strong High Wave), otherwise false.
N_Consolidation(_data, _consolidationBarSpread, _consolidationBarBars)
Determines if there is a neutral signal (Consolidation).
Parameters:
_data (map<string, float>): (map<string, float>) The data map with volume and spread levels.
_consolidationBarSpread (simple float): (float) The spread percentage for consolidation bar.
_consolidationBarBars (simple int): (int) The number of bars for comparison.
Returns: (bool) True if there is a neutral signal (Consolidation), otherwise false.
Notes de version
v2- Corrected logic for N_QuietHighWave() to ensure a larger spread than the prior candle(s) unlike other 'Quiet' VSA functions, due to the requirements of 'High Wave Bar'.
- All function parameter descriptions now include their default values where applicable. Parameters with default values are optional.
- Updated order of parameters for setupDataForecastVolume() and setupDataForecastSpread() to allow for use of use of default parameters, as seen below.
setupDataForecastVolume(_dataForecast, _predictedLevelVolume, _mult_Low, _mult_High, _mult_Ultra, _maLengthVolume, _maTypeVolume)
Sets up data for volume levels for forecast.
Parameters:
_dataForecast (map<string, float>)
_predictedLevelVolume (float): (float) The predicted level for MA.
_mult_Low (simple float): (float) The multiplier for low level. Default is 0.5.
_mult_High (simple float): (float) The multiplier for high level. Default is 1.5.
_mult_Ultra (simple float): (float) The multiplier for ultra level. Default is 3.0.
_maLengthVolume (simple int): (int) The length for MA. Default is 5.
_maTypeVolume (simple string): (string) The type for MA. Default is SMA.
Returns: (void) Nothing.
setupDataForecastSpread(_dataForecast, _predictedLevelSpread, _mult_Low, _mult_High, _mult_Ultra, _maLengthSpread, _maTypeSpread)
Sets up data for spread levels for forecast.
Parameters:
_dataForecast (map<string, float>)
_predictedLevelSpread (float): (float) The predicted level for MA.
_mult_Low (simple float): (float) The multiplier for low level. Default is 0.5.
_mult_High (simple float): (float) The multiplier for high level. Default is 1.5.
_mult_Ultra (simple float): (float) The multiplier for ultra level. Default is 3.0.
_maLengthSpread (simple int): (int) The length for MA. Default is 20.
_maTypeSpread (simple string): (string) The type for MA. Default is SMA.
Returns: (void) Nothing.
█ Initializations
Functions containing "map<string, float> _data" require the following initialization in indicator's main code:
Functions containing "map<string, float> _dataForecast" require the following initialization in indicator's main code:
Bibliothèque Pine
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Scripts and content from TanHef are solely for information and education. Past performance does not guarantee of future results.
Scripts and content from TanHef are solely for information and education. Past performance does not guarantee of future results.
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