Library "WpProbabilisticLib" Library that contains functions to calculate probabilistic based on historical candle analysis CandleType(open, close) This function check what type of candle is, based on its close and open prices Parameters: open : series float (open price) close : series float (close price) Returns: This function return the...
Library "external_input_utils" Collection of external input utilities for conversion and other hacky functions str_to_src(value) str_to_src - Convert the string value to the coresponding source series. It can be used to limit the "input.source" choices provided to the end user. The most interesting part is that it can be used to overcome the "one...
Library "ADX" adx(dilen, adxLen) Parameters: dilen : Length of the Directional Index. adxLen : Length (smoothing) of the Average Directional Index. Returns:
Library "honestpersonallibrary" thestratnumber() this will return the number 1,2 or 3 using the logic from Rob Smiths #thestrat which uses these type of bars for setups getBodySize() Gets the current candle's body size (in POINTS, divide by 10 to get pips) Returns: The current candle's body size in POINTS getTopWickSize() Gets the current candle's...
Library "IntradayHighLow" Provides functions calculating the intraday high/low of values. IntradayHigh(val) Calculates the intraday high of a series. Parameters: val : Series to use ('high' is used if no argument is supplied). Returns: The intraday high for the series. IntradayLow(val) Calculates the intraday low of a series. Parameters: ...
Library "StapleIndicators" This Library provides some common indicators commonly referenced from other studies in Pine Script squeeze(bbSrc, bbPeriod, bbDev, kcSrc, kcPeriod, kcATR, signalPeriod) Volatility Squeeze Parameters: bbSrc : (Optional) Bollinger Bands Source. By default close bbPeriod : (Optional) Bollinger Bands Period. By default...
Library "STPFunctions" These functions are used as part of the STP trading strategy and include commonly used candle patterns, trade triggers and frequently monitored stock parameters MAs() Determines if the last price is abover or below key moving averages. MAs used on the daily are SMA20, SMA50 and SMA200. SMA20 and SMA50 are used intraday. Returns: 1 if...
Library "mZigzag" Matrix implementation of zigzag to allow further possibilities. Main advantage of this library over previous zigzag methods is that you can attach any number of indicator/oscillator information to zigzag calculate(length, ohlc, indicatorHigh, indicatorLow, numberOfPivots) calculates zigzag and related information Parameters: length...
Library "LibraryCommon" A collection of custom tools & utility functions commonly used with my scripts @description TODO: add library description here getDecimals() Calculates how many decimals are on the quote price of the current market Returns: The current decimal places on the market quote price truncate(float, float) Truncates (cuts) excess decimal...
Library "OscillatorPivots" Measures pivots in an oscillator and flags if they are above a configurable size. Uses absolute size rather than just highest/lowest in a candle range. f_osc_Pivots() Uses the total change in the Y axis, instead of a simple Williams pivot over a defined number of bars. In other words, it measures the size of the actual pivot, not...
Library "ReversalCandlestickPatternWithTrendIndentifierGM" Provides functions calculating the all-time high/low of values. reversalCandlestickPatternWithTrendIndentifier(bullishcriteria, bearishcriteria, momentumOscillatorTypeInput) Calculates the Reversal Candlestick Pattern With Trend Indentifier. Parameters: bullishcriteria : Stoch RSI/RSI Bullish...
Collection of Dominant Cycle estimators. Length adaptation used in the Adaptive Moving Averages and the Adaptive Oscillators try to follow price movements and accelerate/decelerate accordingly (usually quite rapidly with a huge range). Cycle estimators, on the other hand, try to measure the cycle period of the current market, which does not reflect price movement...
Collection of dynamic length adaptation algorithms. Mostly from various Adaptive Moving Averages (they are usually just EMA otherwise). Now you can combine Adaptations with any other Moving Averages or Oscillators (see my other libraries), to get something like Deviation Scaled RSI or Fractal Adaptive VWMA. This collection is not encyclopaedic. Suggestions are...
Library "divergence" divergence: divergence algorithm with top and bottom kline tolerance regular_bull(series, series, simple, simple, simple, simple, simple) regular_bull: regular bull divergence, lower low src but higher low osc Parameters: series : float src: the source series series : float osc: the oscillator index simple : int lbL:...
Library "least_squares_regression" least_squares_regression: Least squares regression algorithm to find the optimal price interval for a given time period basic_lsr(series, series, series) basic_lsr: Basic least squares regression algorithm Parameters: series : int t: time scale value array corresponding to price series : float p: price scale...
Library "simple_squares_regression" simple_squares_regression: simple squares regression algorithm to find the optimal price interval for a given time period basic_ssr(series, series, series) basic_ssr: Basic simple squares regression algorithm Parameters: series : float src: the regression source such as close series : int region_forward: number...