MATH

CryptonianEWCountRuntime Library "CryptonianEWCountRuntime" Cryptonian Elliott Wave CountRuntime /1. Owns candidate scanning, selected-count hard-rule validation and Primary/Alternate hysteresis selection for the thin Elliott Waves Engine host. findPivotIndex(pivotIds, wantedId) Parameters: pivotIds (array) wantedId (int) findString(values, wanted) Parameters: values (array) wanted (string) validatePrimary(primaryKey, primaryBaseId0, deadKeys, pivotIds, pivotPrices, pivotBars, hasP

Bibliothèque

PineCanvas: A Native High-Resolution Graphics Engine PineCanvas is a high-definition contour rendering engine for TradingView, powered natively by Pine Script™. Build detailed heatmaps, complex animated images, 2D/3D graphics, and tens of thousands of filled shapes through a chainable API. PineCanvas packs matching-colour regions into shared drawings instead of spending one drawing object per cell. Each cell acts like a pixel in the source image. Around 1.1 million cells is an attainable image scale, not a theoretical maximum: transparent c

Bibliothèque

par Alien_Algorithms

StrategyScorecard StrategyScorecard Overview StrategyScorecard is a Pine Script v6 library that adds a compact evaluation table to any strategy: the key figures of a backtest, each with a pass / warn / fail icon, so a strategy's weak points are visible on the chart without opening the Strategy Tester. Libraries cannot read strategy.* values, so the strategy passes its built-in figures in a Stats object and feeds its closed trades to TradeTotals. The library does the arithmetic, keeps the time-based state fo

Bibliothèque

OptionChain OptionChain Overview OptionChain is a Pine Script v6 library for reading an option chain from TradingView data inside an indicator or strategy. Each strike is requested with one call, scored with a smoothed volume put/call ratio (PCR) and a price / volume flow score, and the whole chain can be summarised into one chain PCR and one chain flow reading. Tickers use TradingView's option format, for example NSE:NIFTY260224C23500 (exchange, root symbol, expiry as YYMMDD, C or P, strike). What'

Bibliothèque

GatedStats GatedStats Overview GatedStats is a Pine Script v6 library of gated statistics: sums, means, event counts, moving averages and a rolling VWAP that sample only the bars where a condition you choose (the gate ) is true and the value is not na. Built-in functions such as ta.sma() or ta.vwap() treat every bar equally. Most real questions are conditional: "what is the average volume on up bars?", "what is the mean range of bars inside the session?", "how many buy signals fired in the last hour

Bibliothèque

ml_rs Relative Strength vs a benchmark The leadership lens: how a name performs RELATIVE to a benchmark (NIFTY or any index you feed). Raw Dorsey RS, zero-centered Mansfield RS, a leadership state, a percentile rank for scanning a basket, and an RS slope — one shared definition so “outperforming”, “leading”, and “accelerating vs the index” mean the same thing across every scan. Design (host-fed): you fetch the benchmark with request.security / input.source and pass its close in, so the library carries no hard-wired tickers and works

Bibliothèque

par Market_Logic_India

ml_levels Level-quality gates & structure classifiers The small shared decisions that separate a REAL level event from noise: sweep-vs-break, displacement-confirmed impulse, retest-holds, volume validation, and nearest-level proximity. One vocabulary so “swept”, “broke”, “retested and held” and “validated pivot” mean the same thing across every SMC / order-block / support-resistance script. Design: pure classifications over the bar geometry / volume you pass — no drawing, no persistent object state (level DETECTION and its box/line lifecycle stay

Bibliothèque

par Market_Logic_India

FT_TV_Cond FT_TV_Cond is a Pine Script® v6 library which provides reusable market-condition filters for systematic and algorithmic trading strategies. The library operates on the structured OHLC and pre-calculated market context used by other strategies framework. It evaluates configurable conditions across the current Day/Session, previous completed periods and a broader five-period market context. Available conditions cover a wide range of price-action concepts, including directional movement, OHLC rel

Bibliothèque

par FuturesTeller

XGBoostMini This advanced library implements a fully functional, optimized, and native XGBoost (Extreme Gradient Boosting) binary classification model, allowing you to train an ensemble of decision trees and perform real-time inference directly on price data and technical indicators. 🔷 XGBoost Extreme Gradient Boosting XGBoost is one of the most famous, powerful, and widely used machine learning libraries in the world. Is an ensemble learning model. It works by sequentially combining many weak decision t

Bibliothèque

par thequantscience

CryptonianEWModel Library "CryptonianEWModel" Cryptonian Elliott Wave shared data-model library. v1 contains schema only: no Elliott methodology, no trading rules and no rendering. It provides request-safe UDT contracts used by Core, Forecast, Runtime, Trade, Audit and UI libraries so the main indicator can remain a thin host. CandidateState Full diagnostic result for one motive candidate evaluated by Core. Fields: valid (series bool) key (series string) direction (series int) sta

Bibliothèque

kNNLorentzianMachineLearning A high-performance, quant-grade machine learning library written in Pine Script v6, implementing a k-Nearest Neighbors (kNN) classification engine optimized for algorithmic trading. This library features a zero-data-leakage architecture, dynamic memory pre-allocation, and a specialized distance metric designed to evaluate historical market state similarities efficiently. 🔷 Introduction For quantitative and algorithmic traders using TradingView and Pine Script v6, this library provides an ins

Bibliothèque

par thequantscience

CapitalCompassCore Capital Compass Core Capital Compass Core is the shared Pine Script framework for the Capital Compass ecosystem. It centralizes reusable calculations, state definitions, visual standards, market-context logic, risk logic, portfolio helpers, strategy utilities, panel functions, formatting tools, and alert infrastructure used across Capital Compass scripts. The library is designed to keep Market Navigator, Tactical Navigator, Strategy Lab, Portfolio Compass, and future Capital Compass tools ope

Bibliothèque

ml_knn ml_knn is a dependency-free library for Pine v6 that replaces a hand-set rule with a data-driven analog forecast. Instead of "buy when RSI < 30," it asks the empirical question: the last time conditions looked like they do right now, what happened next? It keeps a rolling library of past feature-vectors with their realized outcomes and predicts the current bar from a distance-weighted vote of its k nearest neighbours. How it works You own two persistent arrays — a flattened feature store (N ×

Bibliothèque

par Market_Logic_India

ml_india ml_india is a dependency-free library for Pine v6 that packages the two pieces of context every India-market study should gate on but generic tools ignore: the India VIX regime and the NIFTY spot–futures basis. Import one shared implementation and "fear regime" and "premium / discount" mean the same thing across every script you build. What it gives VIX regime — where India VIX sits in its own recent range: fearful (risk-off), complacent, or normal. VIX term-structure proxy — short-term vs long

Bibliothèque

par Market_Logic_India

ml_weights ml_weights is a dependency-free library for Pine v6 for the one thing most confluence engines never do: change their factor weights. A typical composite sums five or ten factors with hand-set weights that stay fixed forever, whether or not each factor actually predicts anything on your instrument. This library lets those weights learn from the forward test — and, just as importantly, gives you the guardrails to keep the learning honest. The progression It follows the standard escalation, each

Bibliothèque

par Market_Logic_India

ml_session ml_session is a dependency-free library for Pine v6 that fixes a blind spot every intraday study shares: a flat rolling average has no idea what time it is. Intraday volume and range have a strong U-shape — heavy at the open and the close, thin around lunch — so a normal open prints as a "volume spike" against a flat baseline, and a genuinely quiet mid-session bar looks average. This library judges the current bar against the same time-of-day slot on prior sessions, and lets you rank which slots

Bibliothèque

par Market_Logic_India

ml_flow ml_flow is a dependency-free library for Pine v6 that gives every order-flow study two things it usually approximates badly: measured intrabar direction and volume, and microstructure estimators specified the way the literature actually defines them. Import one shared implementation and "signed volume", "price impact" and "effective spread" mean the same, correct thing across every script you build. Measured flow (the U1 upgrade) Most indicators infer buying vs selling from a single bar's shap

Bibliothèque

par Market_Logic_India

ml_calib ml_calib is a dependency-free library for Pine v6 that supplies two things every signal study needs but usually re-implements ad-hoc: a regime lens to decide when a signal should be trusted, and an audited confidence number to say how well it has actually worked. Importing one shared implementation means "regime-filtered" and "proven edge" mean the same thing across every script you build. It splits into a regime half and a calibration half. Each function takes a series source and simple parame

Bibliothèque

par Market_Logic_India

ml_dsp Ehlers DSP smoothing toolkit ml_dsp is a small, dependency-free library of digital-signal-processing filters for Pine v6, built around John Ehlers' filter designs. It exists to solve one recurring problem: EMA and SMA reject noise only by adding lag, so a smoother oscillator or score line always turns late. The filters here reject the same bar-to-bar noise with far less phase delay, so smoothed lines keep their timing. Everything is exported for reuse via import, and every function takes a series float source and a simple

Bibliothèque

par Market_Logic_India

QuantMathematics [Achira Meegasthanne]QuantMathematics QuantMathematics is a reusable Pine Script mathematical library designed to provide a broad collection of calculation functions for quantitative analysis, trading systems, indicators, strategies, and custom Pine Script development. The library contains a large set of reusable mathematical operations that can be imported and used inside other Pine Script projects. 🔹 CORE MATHEMATICS Includes fundamental mathematical functions such as: • Addition • Subtraction • Multiplica

Bibliothèque

par achirameegasthanne

Kalman Filter Kalman Filter Joint-state Linear / EKF / UKF steps for CV and CA price filters. Helpers private; consumer owns buffers and noise inputs. Exported functions initFilter() — initialize state mean and diagonal covariance from the first measurement linearStep() — one linear joint-state KF predict/update (level observation) ekfStep() — one extended KF step with velocity damping ukfStep() — one unscented KF step with the same nonlinearity (falls back to EKF if Cholesky fails) Matrix

Bibliothèque

par igor_sinkovec

std_time std_time is a full calendar for Pine Script v6: the class of time infrastructure other ecosystems get from java.time, C++20 chrono and exchange_calendars, written natively in Pine. Civil dates, durations and periods, time zones with real daylight-saving rules, twelve exchange calendars (NYSE, LSE, CME, JPX, EUREX, HKEX, ASX, TSX, SSE, BSE, SGX, and 24/7 crypto) with holidays, half days and lunch breaks, trading-day arithmetic, sessions with on-the-bar close markers, option expiries including VIX

Bibliothèque

par The_Peaceful_Lizard

EthanLeverageMap_v2 Library "EthanLeverageMap_v2" A small utility library that converts a symbol's nominal (listed) max leverage on Bybit into a more realistic effective leverage, based on typical liquidation-distance behavior at different nominal leverage tiers. Intended as a sane default for scripts that need a per-symbol leverage value but don't have one explicitly configured. get_leverage(symbol) Returns an effective leverage multiplier for the given symbol, based on a lookup table derived from Bybit's

Bibliothèque

OptiPine: High-Performance Caching and Data Pipelines OptiPine is a high performance architecture library for Pine Script™, built for algorithms that push beyond ordinary indicator workloads. It turns caching, sparse updates, reusable storage and workload-aware data structures into practical APIs that stay small at the call site. In a small indicator, optimization is often optional. In a rendering engine, machine learning library, simulation, dashboard or object system, it can determine whether a feature runs at all. The problem is rarely one slo

Bibliothèque

par Alien_Algorithms