footprint_type

31 mars

Library "footprint_type"
Contains all types for calculating and rendering footprints

Inputs
  Inputs objects
  Fields:
    inbalance_percent (series int): percentage coefficient to determine the Imbalance of price levels
    stacked_input (series int): minimum number of consecutive Imbalance levels required to draw extended lines
    show_summary_footprint (series bool): bool input for show summary footprint
    procent_volume_area (series int): definition size Value area
    show_vah (series bool): bool input for show VAH
    show_poc (series bool): bool input for show POC
    show_val (series bool): bool input for show VAL
    color_vah (series color): color VAH line
    color_poc (series color): color POC line
    color_val (series color): color VAL line
    show_volume_profile (series bool)
    new_imbalance_cond (series bool): bool input for setup alert on new imbalance buy and sell
    new_imbalance_line_cond (series bool): bool input for setup alert on new imbalance line buy and sell
    stop_past_imbalance_line_cond (series bool): bool input for setup alert on stop past imbalance line buy and sell

Constants
  Constants all Constants objects
  Fields:
    imbalance_high_char (series string): char for printing buy imbalance
    imbalance_low_char (series string): char for printing sell imbalance
    color_title_sell (series color): color for footprint sell
    color_title_buy (series color): color for footprint buy
    color_line_sell (series color): color for sell line
    color_line_buy (series color): color for buy line
    color_title_none (series color): color None

Calculation_data
  Calculation_data data for calculating
  Fields:
    detail_open (array<float>): array open from calculation timeframe
    detail_high (array<float>): array high from calculation timeframe
    detail_low (array<float>): array low from calculation timeframe
    detail_close (array<float>): array close from calculation timeframe
    detail_vol (array<float>): array volume from calculation timeframe
    previos_detail_close (array<float>): array close[1] from calculation timeframe
    isBuyVolume (series bool): attribute previosly bar buy or sell

Footprint_row
  Footprint_row objects one footprint row
  Fields:
    price (series float): row price
    buy_vol (series float): buy volume
    sell_vol (series float): sell volume
    imbalance_buy (series bool): attribute buy inbalance
    imbalance_sell (series bool): attribute sell imbalance
    buy_vol_box (series box): for ptinting buy volume
    sell_vol_box (series box): for printing sell volume
    buy_vp_box (series box): for ptinting volume profile buy
    sell_vp_box (series box): for ptinting volume profile sell
    row_line (series label): for ptinting row price
    empty (series bool): = true attribute row with zero volume buy and zero volume sell

Value_area
  Value_area objects for calculating and printing Value area
  Fields:
    vah_price (series float): VAH price
    poc_price (series float): POC price
    val_price (series float): VAL price
    vah_label (series label): label for VAH
    poc_label (series label): label for POC
    val_label (series label): label for VAL
    vah_line (series line): line for VAH
    poc_level (series line): line for POC
    val_line (series line): line for VAL

Imbalance_line_var_object
  Imbalance_line_var_object var objects printing and calculation imbalance line
  Fields:
    cum_buy_line (array<line>): line array for saving all history buy imbalance line
    cum_sell_line (array<line>): line array for saving all history sell imbalance line

Imbalance_line
  Imbalance_line objects printing and calculation imbalance line
  Fields:
    buy_price_line (array<float>): float array for saving buy imbalance price level
    sell_price_line (array<float>): float array for saving sell imbalance price level
    var_imba_line (Imbalance_line_var_object): var objects this type

Footprint_info_var_object
  Footprint_info_var_object var objects for info printing
  Fields:
    cum_delta (series float): var delta volume
    cum_total (series float): var total volume
    cum_buy_vol (series float): var buy volume
    cum_sell_vol (series float): var sell volume
    cum_info (series table): table for ptinting

Footprint_info
  Footprint_info objects for info printing
  Fields:
    var_info (Footprint_info_var_object): var objects this type
    total (series label): total volume
    delta (series label): delta volume
    summary_label (series label): label for ptinting

Footprint_bar
  Footprint_bar all objects one bar with footprint
  Fields:
    foot_rows (array<Footprint_row>): objects one row footprint
    val_area (Value_area): objects Value area
    imba_line (Imbalance_line): objects imbalance line
    info (Footprint_info): objects info - table,label and their variable
    row_size (series float): size rows
    total_vol (series float): total volume one footprint bar
    foot_buy_vol (series float): buy volume one footprint bar
    foot_sell_vol (series float): sell volume one footprint bar
    foot_max_price_vol (map<float, float>): map with one value - price row with max volume buy + sell
    calc_data (Calculation_data): objects with detail data from calculation resolution

Support_objects
  Support_objects support object for footprint calculation
  Fields:
    consts (Constants): all consts objects
    inp (Inputs): all input objects
    bar_index_show_condition (series bool): calculation bool value for show all objects footprint
    row_line_color (series color): calculation value - color for row price

26 août

Notes de version

v2

Updated:
Support_objects
  Support_objects support object for footprint calculation
  Fields:
    consts (Constants): all consts objects
    inp (Inputs): all input objects
    bar_index_show_condition (series bool): calculation bool value for show all objects footprint
    row_line_color (series color): calculation value - color for row price
    dop_info (series string)
    show_table_cond (series bool)