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Indicators and strategies

LibraryCOT█  OVERVIEW This library is a Pine programmer's tool that provides functions to access Commitment of Traders (​COT) data for futures. Four of our scripts use it:  • Commitment of Traders: Legacy Metrics  • Commitment of Traders: Disaggregated Metrics  • Commitment of Traders: Financial Metrics  • Commitment of Traders: Total If you do not program in Pine and want to use ​COT data, please see the indicators linked above. █  CONCEPTS Commitment of Traders ​(​COT) data is tallied by the Commodity ​Futures Trading Commission (CFTC) , a US federal agency that oversees the trading of derivative markets such as futures in the US. It is weekly data that provides traders with information about open interest for an asset. The CFTC oversees derivative markets traded on different exchanges, so ​COT data is available for assets that can be traded on CBOT, ​CME, NYMEX, COMEX, and ICEUS. Accessing ​COT data from a Pine script requires the generation of a ticker ID string for use with request.security() . The ticker string must be encoded in a special format that includes both CFTC and TradingView-specific content. The format of the ticker IDs is somewhat complex; this library's functions make their generation easier. Note that if you know the ​COT ticker ID string for specific data, you can enter it from the chart's "Symbol Search" dialog box. A ticker for ​COT data in Pine has the following structure: COT:__<_metricDirection><_metricType> where an underscore prefixing a component name inside <> is only included if the component is not a null string, and:        Is a digit representing the type of the COT report the data comes from: "" for legacy COT data, "2" for disaggregated data and "3" for financial data.        Is a six digit code that represents a commodity. Example: wheat futures (root "ZW") have the code "001602".        Is either "F" if the report data should exclude Options data, or "FO" if such data is included.        Is the TradingView code of the metric. This library's `metricNameAndDirectionToTicker()` function creates both     the and components of a ​COT ticker from the metric names and directions listed in the above chart.     The different metrics are explained in the CFTC's Explanatory Notes .        Is the direction of the metric: "Long", "Short", "Spreading" or "No direction".     Not all directions are applicable to all metrics. The valid ones are listed next to each metric in the above chart.        Is the type of the metric, possible values are "All", "Old" and "Other".     The difference between the types is explained in the "Old and Other Futures" section of the CFTC's Explanatory Notes . As an example, the Legacy report Open Interest data for ZW futures (options included) in the old standard has the ticker "COT:001602_FO_OI_OLD". The same data using the current standard without futures has the ticker "COT:001602_F_OI". █  USING THE LIBRARY The first functions in the library are helper functions that generate components of a ​COT ticker ID. The last function, `COTTickerid()`, is the one that generates the full ticker ID string by calling some of the helper functions. We use it like this in our example: exampleTicker = COTTickerid( COTType = "Legacy", CFTCCode = convertRootToCOTCode("Auto"), includeOptions = false, metricName = "Open Interest", metricDirection = "No direction", metricType = "All") This library's chart displays the valid values for the `metricName` and `metricDirection` arguments. They vary for each of the three types of ​COT data (the `COTType` argument). The chart also displays the ​COT ticker ID string in the `exampleTicker` variable. Look first. Then leap. The library's functions are: rootToCFTCCode(root)   Accepts a futures root and returns the relevant CFTC code.   Parameters:      root : Root prefix of the future's symbol, e.g. "ZC" for "ZC1!"" or "ZCU2021".   Returns: The part of a COT ticker corresponding to `root`, or "" if no CFTC code exists for the `root`. currencyToCFTCCode(curr)   Converts a currency string to its corresponding CFTC code.   Parameters:      curr : Currency code, e.g., "USD" for US Dollar.   Returns: The corresponding to the currency, if one exists. optionsToTicker(includeOptions)   Returns the part of a COT ticker using the `includeOptions` value supplied, which determines whether options data is to be included.   Parameters:      includeOptions : A "bool" value: 'true' if the symbol should include options and 'false' otherwise.   Returns: The part of a COT ticker: "FO" for data that includes options and "F" for data that doesn't. metricNameAndDirectionToTicker(metricName, metricDirection)   Returns a string corresponding to a metric name and direction, which is one component required to build a valid COT ticker ID.   Parameters:      metricName : One of the metric names listed in this library's chart. Invalid values will cause a runtime error.      metricDirection : Metric direction. Possible values are: "Long", "Short", "Spreading", and "No direction".       Valid values vary with metrics. Invalid values will cause a runtime error.   Returns: The part of a COT ticker ID string, e.g., "OI_OLD" for "Open Interest" and "No direction",     or "TC_L" for "Traders Commercial" and "Long". typeToTicker(metricType)   Converts a metric type into one component required to build a valid COT ticker ID.   See the "Old and Other Futures" section of the CFTC's Explanatory Notes for details on types.   Parameters:      metricType : Metric type. Accepted values are: "All", "Old", "Other".   Returns: The part of a COT ticker. convertRootToCOTCode(mode, convertToCOT)   Depending on the `mode`, returns a CFTC code using the chart's symbol or its currency information when `convertToCOT = true`.   Otherwise, returns the symbol's root or currency information. If no COT data exists, a runtime error is generated.   Parameters:      mode : A string determining how the function will work. Valid values are:       "Root": the function extracts the futures symbol root (e.g. "ES" in "ESH2020") and looks for its CFTC code.       "Base currency": the function extracts the first currency in a pair (e.g. "EUR" in "EURUSD") and looks for its CFTC code.       "Currency": the function extracts the quote currency ("JPY" for "TSE:9984" or "USDJPY") and looks for its CFTC code.       "Auto": the function tries the first three modes (Root -> Base Currency -> Currency) until a match is found.      convertToCOT : "bool" value that, when `true`, causes the function to return a CFTC code.       Otherwise, the root or currency information is returned. Optional. The default is `true`.   Returns: If `convertToCOT` is `true`, the part of a COT ticker ID string.     If `convertToCOT` is `false`, the root or currency extracted from the current symbol. COTTickerid(COTType, CTFCCode, includeOptions, metricName, metricDirection, metricType)   Returns a valid TradingView ticker for the COT symbol with specified parameters.   Parameters:      COTType : A string with the type of the report requested with the ticker, one of the following: "Legacy", "Disaggregated", "Financial".      CTFCCode : The for the asset, e.g., wheat futures (root "ZW") have the code "001602".      includeOptions : A boolean value. 'true' if the symbol should include options and 'false' otherwise.      metricName : One of the metric names listed in this library's chart.      metricDirection : Direction of the metric, one of the following: "Long", "Short", "Spreading", "No direction".      metricType : Type of the metric. Possible values: "All", "Old", and "Other".   Returns: A ticker ID string usable with `request.security()` to fetch the specified Commitment of Traders data. █ AVAILABLE METRICS Different COT types provide different metrics. The table of all metrics available for each of the types can be found below. +------------------------------+------------------------+ | Legacy (​COT) Metric Names | Directions | +------------------------------+------------------------+ | Open Interest | No direction | | Noncommercial Positions | Long, Short, Spreading | | Commercial Positions | Long, Short | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No direction | | Traders Noncommercial | Long, Short, Spreading | | Traders Commercial | Long, Short | | Traders Total Reportable | Long, Short | | Concentration Gross ​LT 4 TDR | Long, Short | | Concentration Gross ​LT 8 TDR | Long, Short | | Concentration Net ​LT 4 TDR | Long, Short | | Concentration Net ​LT 8 TDR | Long, Short | +------------------------------+------------------------+ +-----------------------------------+------------------------+ | Disaggregated (COT2) Metric Names | Directions | +-----------------------------------+------------------------+ | Open Interest | No Direction | | Producer Merchant Positions | Long, Short | | Swap Positions | Long, Short, Spreading | | Managed Money Positions | Long, Short, Spreading | | Other Reportable Positions | Long, Short, Spreading | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No Direction | | Traders Producer Merchant | Long, Short | | Traders Swap | Long, Short, Spreading | | Traders Managed Money | Long, Short, Spreading | | Traders Other Reportable | Long, Short, Spreading | | Traders Total Reportable | Long, Short | | Concentration Gross LE 4 TDR | Long, Short | | Concentration Gross LE 8 TDR | Long, Short | | Concentration Net LE 4 TDR | Long, Short | | Concentration Net LE 8 TDR | Long, Short | +-----------------------------------+------------------------+ +-------------------------------+------------------------+ | Financial (COT3) Metric Names | Directions | +-------------------------------+------------------------+ | Open Interest | No Direction | | Dealer Positions | Long, Short, Spreading | | Asset Manager Positions | Long, Short, Spreading | | Leveraged Funds Positions | Long, Short, Spreading | | Other Reportable Positions | Long, Short, Spreading | | Total Reportable Positions | Long, Short | | Nonreportable Positions | Long, Short | | Traders Total | No Direction | | Traders Dealer | Long, Short, Spreading | | Traders Asset Manager | Long, Short, Spreading | | Traders Leveraged Funds | Long, Short, Spreading | | Traders Other Reportable | Long, Short, Spreading | | Traders Total Reportable | Long, Short | | Concentration Gross LE 4 TDR | Long, Short | | Concentration Gross LE 8 TDR | Long, Short | | Concentration Net LE 4 TDR | Long, Short | | Concentration Net LE 8 TDR | Long, Short | +-------------------------------+------------------------+
Pine Script® library
by TradingView
22
FunctionBlackScholesLibrary "FunctionBlackScholes" Some methods for the Black Scholes Options Model, which demonstrates several approaches to the valuation of a European call. // reference: // people.math.sc.edu // people.math.sc.edu asset_path(s0, mu, sigma, t1, n) Simulates the behavior of an asset price over time.   Parameters:      s0 : float, asset price at time 0.      mu : float, growth rate.      sigma : float, volatility.      t1 : float, time to expiry date.      n : int, time steps to expiry date.   Returns: option values at each equal timed step (0 -> t1) binomial(s0, e, r, sigma, t1, m) Uses the binomial method for a European call.   Parameters:      s0 : float, asset price at time 0.      e : float, exercise price.      r : float, interest rate.      sigma : float, volatility.      t1 : float, time to expiry date.      m : int, time steps to expiry date.   Returns: option value at time 0. bsf(s0, t0, e, r, sigma, t1) Evaluates the Black-Scholes formula for a European call.   Parameters:      s0 : float, asset price at time 0.      t0 : float, time at which the price is known.      e : float, exercise price.      r : float, interest rate.      sigma : float, volatility.      t1 : float, time to expiry date.   Returns: option value at time 0. forward(e, r, sigma, t1, nx, nt, smax) Forward difference method to value a European call option.   Parameters:      e : float, exercise price.      r : float, interest rate.      sigma : float, volatility.      t1 : float, time to expiry date.      nx : int, number of space steps in interval (0, L).      nt : int, number of time steps.      smax : float, maximum value of S to consider.   Returns: option values for the european call, float array of size ((nx-1) * (nt+1)). mc(s0, e, r, sigma, t1, m) Uses Monte Carlo valuation on a European call.   Parameters:      s0 : float, asset price at time 0.      e : float, exercise price.      r : float, interest rate.      sigma : float, volatility.      t1 : float, time to expiry date.      m : int, time steps to expiry date.   Returns: confidence interval for the estimated range of valuation.
Pine Script® library
by RicardoSantos
4
ArrayExtLibrary "ArrayExt" Array extensions get(a, idx) Get element from the array at index, or na if index not found   Parameters:      a : The array      idx : The array index to get   Returns: The array item if exists or na get(a, idx) Get element from the array at index, or na if index not found   Parameters:      a : The array      idx : The array index to get   Returns: The array item if exists or na get(a, idx) Get element from the array at index, or na if index not found   Parameters:      a : The array      idx : The array index to get   Returns: The array item if exists or na get(a, idx) Get element from the array at index, or na if index not found   Parameters:      a : The array      idx : The array index to get   Returns: The array item if exists or na get(a, idx) Get element from the array at index, or na if index not found   Parameters:      a : The array      idx : The array index to get   Returns: The array item if exists or na get(a, idx) Get element from the array at index, or na if index not found   Parameters:      a : The array      idx : The array index to get   Returns: The array item if exists or na set(a, idx, val) Set array item at index, if array has no index at the specified index, the array is filled with na   Parameters:      a : The array      idx : The array index to set      val : The value to be set set(a, idx, val) Set array item at index, if array has no index at the specified index, the array is filled with na   Parameters:      a : The array      idx : The array index to set      val : The value to be set set(a, idx, val) Set array item at index, if array has no index at the specified index, the array is filled with na   Parameters:      a : The array      idx : The array index to set      val : The value to be set set(a, idx, val) Set array item at index, if array has no index at the specified index, the array is filled with na   Parameters:      a : The array      idx : The array index to set      val : The value to be set set(a, idx, val) Set array item at index, if array has no index at the specified index, the array is filled with na   Parameters:      a : The array      idx : The array index to set      val : The value to be set set(a, idx, val) Set array item at index, if array has no index at the specified index, the array is filled with na   Parameters:      a : The array      idx : The array index to set      val : The value to be set
Pine Script® library
by TheBacktestGuy
3
sar_taLevel: 3 Background The Parabolic SAR is a technical indicator developed by J. Welles Wilder to determine the direction that an asset is moving. The indicator is also referred to as a stop and reverse system, which is abbreviated as SAR. It aims to identify potential reversals in the price movement of traded assets. PINE v5 Version of SAR Library, which includes latest the Supertrend, Parabolic SAR, Gann Hilo activator, Chex indicators etc. Function This lib provides functions similar to SAR which can serve as a similar element for composite strategy. Parameters need to be tuned for the best performance and I will further inrish this collections. Bonus, If you can propose me a novel SAR source link, I would like to grant you one L4/L5 indicator with 2-month subscription for free. Library "sar_ta" tv_sar() lucid_sar() gl_activator() ltb_sar() chanex() bjorgum_sar()
Pine Script® library
by blackcat1402
4
FunctionMinkowskiDistanceLibrary "FunctionMinkowskiDistance" Method for Minkowski Distance, The Minkowski distance or Minkowski metric is a metric in a normed vector space which can be considered as a generalization of both the Euclidean distance and the Manhattan distance. It is named after the German mathematician Hermann Minkowski. reference: en.wikipedia.org double(point_ax, point_ay, point_bx, point_by, p_value) Minkowsky Distance for single points.   Parameters:      point_ax : float, x value of point a.      point_ay : float, y value of point a.      point_bx : float, x value of point b.      point_by : float, y value of point b.      p_value : float, p value, default=1.0(1: manhatan, 2: euclidean), does not support chebychev.   Returns: float ndim(point_x, point_y, p_value) Minkowsky Distance for N dimensions.   Parameters:      point_x : float array, point x dimension attributes.      point_y : float array, point y dimension attributes.      p_value : float, p value, default=1.0(1: manhatan, 2: euclidean), does not support chebychev.   Returns: float
Pine Script® library
by RicardoSantos
BE_CustomFx_LibraryLibrary "BE_CustomFx_Library" A handful collection of regular functions, Custom Tools & Utility Functions could be used in regular Scripts. hope these functions can be understood by a non programmer like me too. G_TextValOfNumber(ValueToConvert, RequiredDecimalPlaces, BeginingChar, EndChar) Function to return the String Value of Number with decimal precision with the prefix and suffix characters provided   Parameters:      ValueToConvert : = Number to Convert      RequiredDecimalPlaces : = No of Decimal values Required. supports to a max of 5 decimals else defaults to 2      BeginingChar : = Prefix character which is needed.      EndChar : = Suffix character which is needed.   Returns: Returns Out put with formated value of Given Number for the specified deicimal values with Prefix and suffix string G_TradableValue(ValueToConvert, NeedCustomization, RequiredDecimalPlaces) Function to return the Tradable Value of Number   Parameters:      ValueToConvert : = Number to Convert      NeedCustomization : = set to 1 if you want to customize the decimal percision values. default is No customization needed, which provides output equalent to round_to_mintick      RequiredDecimalPlaces : = if NeedCustomization is set to 1 mention the decimal percision value required. max supported decimal is 5 else defaults to 2   Returns: Returns Out put with formated value of Given Number G_TxtSizeForLables(SizeValue) Function to Get size Value for text values used in Lables   Parameters:      SizeValue : = auto, tiny, small, normal, large, huge. specify either of these values or default value Normal will be displayed as output   Returns: Returns Respective Text size G_Reg_LineType(LineType) Function to Get Line Style Value for text values used in Lines   Parameters:      LineType : = 'solid (─)', 'dotted (┈)', 'dashed (╌)', 'arrow left (←)', 'arrow right (→)', 'arrows both (↔)' or default line style 'dotted (┈)' will be the output   Returns: Returns Respective Line style G_ShapeTypeForLables(ShapeType) Function to Get Shape Style Value for text values used in plot shapes   Parameters:      ShapeType : = 'XCross', 'Cross', 'Triangle Up', 'Triangle Down', 'Flag', 'Circle','Arrow Up', 'Arrow Down','Lable Up', 'Lable Down' or default shpae style Triangle Up will be the output   Returns: Returns Respective Shape style G_Indicator_Val(string, float, int, int) Gets Output of the technical analyis indicator which has length Parameter. RSI, ATR, EMA, SMA, HMA, WMA, VWMA, 'CMO', 'MOM', 'ROC','VWAP'   Parameters:      string : IndicatorName to be specified      float : SrcVal for the TA indicator default is close      int : Length for the TA indicator      int : DecimalValue optional to specify if required formatted output with decimal percision   Returns: Value with the given parameters G_CandleInfo(string, bool, float, bool) function to get Candle Informarion such as both wicksize, top wick size , bottom wick size, full candle size and body size in default points   Parameters:      string : WhatCandleInfo, string input with either of these options "Wick" , "TWick" , "BWick" , "Candle", "Body" , "BearfbVal", "BullfbVal" , "CandleOpen" ,"CandleClose", "CandleHigh" , "CandleLow", "BodyPct"      bool : RepaintingVersion, set to true if required data on the realtime bar else default is set to false      float : FibValueOfCandle, set the fibo value to extract fibvalue of the candle else default is set to 38.2%      bool : AccountforGaps, set to true if required data on considering the gap between previous and current bar else default is set to false   Returns: Returns Respective values for the candles G_BullBearBarCount(int, int) Counts how many green & red bars have printed recently (ie. pullback count)   Parameters:      int : HowManyCandlesToCheck The lookback period to look back over      int : BullBear The color of the bar to count (1 = Bull, -1 = Bear), Open = close candles are ignored   Returns: The bar count of how many candles have retraced over the given lookback with specific candles BarToStartYourCalculation(Int) function to get candle co-ordinate in order to use it further for calculating your analysis work . "Heart full Thanks to 3 Pine motivators (LonesomeTheBlue, Myank & Sriki) who helped me cracking this logic"   Parameters:      Int : SelectedCandleNumber (default=450) How many candles you would need to anlysie in your script from the right.   Returns: A boolean - output is returned to say the starting point and continue to diplay true for the future candles isHammer(float, bool, bool) Checks if the current bar is a hammer candle based on the given parameters   Parameters:      float : fib (default=0.382) The fib to base candle body on      bool : colorMatch (default=false) Does the candle need to be green? (true/false)      bool : NeedRepainting (default=false) Specify True if you need them to calculate on the realtime bars   Returns: A boolean - true if the current bar matches the requirements of a hammer candle isStar(float, bool, bool) Checks if the current bar is a shooting star candle based on the given parameters   Parameters:      float : fib (default=0.382) The fib to base candle body on      bool : colorMatch (default=false) Does the candle need to be red? (true/false)      bool : NeedRepainting (default=false) Specify True if you need them to calculate on the realtime bars   Returns: A boolean - true if the current bar matches the requirements of a shooting star candle isDoji(float, float, bool) Checks if the current bar is a doji candle based on the given parameters   Parameters:      float : _wickSize (default=1.5 times) The maximum allowed times can be top wick size compared to the bottom (and vice versa)      float : _bodySize (default= 5 percent to be mentioned as 0.05) The maximum body size as a percentage compared to the entire candle size      bool : NeedRepainting (default=false) Specify true if you need them to calculate on the realtime bars   Returns: A boolean - true if the current bar matches the requirements of a doji candle isBullishEC(float, float, bool, bool) Checks if the current bar is a bullish engulfing candle   Parameters:      float : _allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)      float : _rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage      bool : _engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?      bool : NeedRepainting (default=false) Specify True if you need them to calculate on the realtime bars   Returns: A boolean - true if the current bar matches the requirements of a bullish engulfing candle isBearishEC(float, float, bool, bool) Checks if the current bar is a bearish engulfing candle   Parameters:      float : _allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)      float : _rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage      bool : _engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?      bool : NeedRepainting (default=false) Specify True if you need them to calculate on the realtime bars   Returns: A boolean - true if the current bar matches the requirements of a bearish engulfing candle Plot_TrendLineAtDegree(float, float, int, string, bool) helps you to plot the Trendlines based on the specified angle at the defined price to bar ratio   Parameters:      float : Degree (default=14) angle at which Trendline to be plot      float : price2bar_ratio (default=1e-10) The maximum rejection wick size compared to the body as a percentage      int : Bars2Plot (default=6) Does the engulfing candle require the wick to be engulfed as well?      string : LineStyle = 'solid (─)', 'dotted (┈)', 'dashed (╌)', 'arrow left (←)', 'arrow right (→)', 'arrows both (↔)' or default line style 'dotted (┈)' will be the output      bool : PlotOnOpen_Close (default=false) Specify True if you need them to calculate on the Open\Close Values   Returns: plot the Trendlines based on the specified angle at the defined price to bar ratio
Pine Script® library
by TradeWiseWithEase
globalCurrently in PineScript you cannot modify global variables in functions because of scope limitations. One way to work around that is to use arrays. This Library simplifies the use of arrays as global variables to make your code look cleaner. If you're coming from other programming languages, I'm sure you will come across this issue in your PineScript journey at some point. ------------------------------------ The code below will throw an error that says: Cannot modify global variable 'price' in function. var price = 0.0 function() => price := 5.5 ------------------------------------ To work around that you can do: var price = array.new_float(1, 0.0) function() => array.set(price, 0, 5.5) But that code does not spark joy. ------------------------------------ So I bring to you the global library: import marspumpkin/global/1 var price = global.init(0.0) function() => global.set(price, 5.5)
Pine Script® library
by marspumpkin
16
Pivots libraryLibrary "Pivots" TODO: add library description here pivots(_type, _open, _high, _low, _clsoe) Calculates the pivot point and returns its value.   Parameters:      _type : Specifies the type of pivot point.      _open : The open price      _high : The high price      _low : The low price      _clsoe : The close price   Returns: Returns the value of the calculated pivot point as a tuple. cpr(_high, _low, _clsoe) Calculate the Central Pivot Range   Parameters:      _high : The high price      _low : The low price      _clsoe : The close price   Returns: Returns the values as a tuple. htf_ohlc(_htf) Calculate the HTF values   Parameters:      _htf : Resolution   Returns: Returns the values as a tuple.
Pine Script® library
by boitoki
12
regressLibrary "regress" produces the slope (beta), y-intercept (alpha) and coefficient of determination for a linear regression regress(x, y, len) regress: computes alpha, beta, and r^2 for a linear regression of y on x   Parameters:      x : the explaining (independent) variable      y : the dependent variable      len : use the most recent "len" values of x and y   Returns: : alpha is the x-intercept, beta is the slope, an r2 is the coefficient of determination Note: the chart does not show anything, use the return values to compute model values in your own application, if you wish.
Pine Script® library
by taylor_o
Ehlers_Super_SmootherThe 2 Pole and 3 Pole Super Smoother Filters were developed by John Ehlers and described in "Chapter 13: Super Smother" of his book Cybernetic Analysis for Stocks and Futures . The 2 Pole Smoother is described as being a better approximation of price, whereas the 3 Pole Smoother has superior smoothing. Library "Ehlers_Super_Smoother" Provides the functions to calculate Double and Triple Exponentional Moving Averages (DEMA & TEMA) twoPole(_source, _length) Calculates 2 Pole Ehlers Super Smoother Filter   Parameters:      _source : -> Open, Close, High, Low, etc ('close' is used if no argument is supplied)      _length : -> Ehlers Super Smoother length   Returns: 2 Pole Ehlers Super Smoothing to an input source at the specified input length threePole(_source, _length) Calculates 3 Pole Ehlers Super Smoother Filter   Parameters:      _source : -> Open, Close, High, Low, etc ('close' is used if no argument is supplied)      _length : -> Ehlers Super Smoother length   Returns: 3 Pole Ehlers Super Smoothing to an input source at the specified input length
Pine Script® library
by KevanoTrades
2
pandas_taLibrary "pandas_ta" Level: 3 Background Today is the first day of 2022 and happy new year every tradingviewers! May health and wealth go along with you all the time. I use this chance to publish my 1st PINE v5 lib : pandas_ta This is not a piece of cake like thing, which cost me a lot of time and efforts to build this lib. Beyond 300 versions of this script was iterated in draft. Function Library "pandas_ta" PINE v5 Counterpart of Pandas TA - A Technical Analysis Library in Python 3 at github.com The Original Pandas Technical Analysis (Pandas TA) is an easy to use library that leverages the Pandas package with more than 130 Indicators and Utility functions and more than 60 TA Lib Candlestick Patterns. I realized most of indicators except Candlestick Patterns because tradingview built-in Candlestick Patterns are even more powerful! I use this to verify pandas_ta python version indicators for myself, but I realize that maybe many may need similar lib for pine v5 as well. Function Brief Descriptions (Pls find details in script comments) bton --> Binary to number wcp --> Weighted Closing Price (WCP) counter --> Condition counter xbt --> Between ebsw --> Even Better SineWave (EBSW) ao --> Awesome Oscillator (AO) apo --> Absolute Price Oscillator (APO) xrf --> Dynamic shifted values bias --> Bias (BIAS) bop --> Balance of Power (BOP) brar --> BRAR (BRAR) cci --> Commodity Channel Index (CCI) cfo --> Chande Forcast Oscillator (CFO) cg --> Center of Gravity (CG) cmo --> Chande Momentum Oscillator (CMO) coppock --> Coppock Curve (COPC) cti --> Correlation Trend Indicator (CTI) dmi --> Directional Movement Index(DMI) er --> Efficiency Ratio (ER) eri --> Elder Ray Index (ERI) fisher --> Fisher Transform (FISHT) inertia --> Inertia (INERTIA) kdj --> KDJ (KDJ) kst --> 'Know Sure Thing' (KST) macd --> Moving Average Convergence Divergence (MACD) mom --> Momentum (MOM) pgo --> Pretty Good Oscillator (PGO) ppo --> Percentage Price Oscillator (PPO) psl --> Psychological Line (PSL) pvo --> Percentage Volume Oscillator (PVO) qqe --> Quantitative Qualitative Estimation (QQE) roc --> Rate of Change (ROC) rsi --> Relative Strength Index (RSI) rsx --> Relative Strength Xtra (rsx) rvgi --> Relative Vigor Index (RVGI) slope --> Slope smi --> SMI Ergodic Indicator (SMI) sqz* --> Squeeze (SQZ) * NOTE: code sufferred from very strange error, code was commented. sqz_pro --> Squeeze PRO(SQZPRO) xfl --> Condition filter stc --> Schaff Trend Cycle (STC) stoch --> Stochastic (STOCH) stochrsi --> Stochastic RSI (STOCH RSI) trix --> Trix (TRIX) tsi --> True Strength Index (TSI) uo --> Ultimate Oscillator (UO) willr --> William's Percent R (WILLR) alma --> Arnaud Legoux Moving Average (ALMA) xll --> Dynamic rolling lowest values dema --> Double Exponential Moving Average (DEMA) ema --> Exponential Moving Average (EMA) fwma --> Fibonacci's Weighted Moving Average (FWMA) hilo --> Gann HiLo Activator(HiLo) hma --> Hull Moving Average (HMA) hwma --> HWMA (Holt-Winter Moving Average) ichimoku --> Ichimoku Kinkō Hyō (ichimoku) jma --> Jurik Moving Average Average (JMA) kama --> Kaufman's Adaptive Moving Average (KAMA) linreg --> Linear Regression Moving Average (linreg) mgcd --> McGinley Dynamic Indicator rma --> wildeR's Moving Average (RMA) sinwma --> Sine Weighted Moving Average (SWMA) ssf --> Ehler's Super Smoother Filter (SSF) © 2013 supertrend --> Supertrend (supertrend) xsa --> X simple moving average swma --> Symmetric Weighted Moving Average (SWMA) t3 --> Tim Tillson's T3 Moving Average (T3) tema --> Triple Exponential Moving Average (TEMA) trima --> Triangular Moving Average (TRIMA) vidya --> Variable Index Dynamic Average (VIDYA) vwap --> Volume Weighted Average Price (VWAP) vwma --> Volume Weighted Moving Average (VWMA) wma --> Weighted Moving Average (WMA) zlma --> Zero Lag Moving Average (ZLMA) entropy --> Entropy (ENTP) kurtosis --> Rolling Kurtosis skew --> Rolling Skew xev --> Condition all zscore --> Rolling Z Score adx --> Average Directional Movement (ADX) aroon --> Aroon & Aroon Oscillator (AROON) chop --> Choppiness Index (CHOP) xex --> Condition any cksp --> Chande Kroll Stop (CKSP) dpo --> Detrend Price Oscillator (DPO) long_run --> Long Run psar --> Parabolic Stop and Reverse (psar) short_run --> Short Run vhf --> Vertical Horizontal Filter (VHF) vortex --> Vortex accbands --> Acceleration Bands (ACCBANDS) atr --> Average True Range (ATR) bbands --> Bollinger Bands (BBANDS) donchian --> Donchian Channels (DC) kc --> Keltner Channels (KC) massi --> Mass Index (MASSI) natr --> Normalized Average True Range (NATR) pdist --> Price Distance (PDIST) rvi --> Relative Volatility Index (RVI) thermo --> Elders Thermometer (THERMO) ui --> Ulcer Index (UI) ad --> Accumulation/Distribution (AD) cmf --> Chaikin Money Flow (CMF) efi --> Elder's Force Index (EFI) ecm --> Ease of Movement (EOM) kvo --> Klinger Volume Oscillator (KVO) mfi --> Money Flow Index (MFI) nvi --> Negative Volume Index (NVI) obv --> On Balance Volume (OBV) pvi --> Positive Volume Index (PVI) dvdi --> Dual Volume Divergence Index (DVDI) xhh --> Dynamic rolling highest values pvt --> Price-Volume Trend (PVT) Remarks I also incorporated func descriptions and func test script in commented mode, you can test the functino with the embedded test script and modify them as you wish. This is a Level 3 free and open source indicator library. Feedbacks are appreciated. This is not the end of pandas_ta lib publication, but it is start point with pine v5 lib function and I will add more and more funcs into this lib for my own indicators. Function Name List: bton() wcp() count() xbt() ebsw() ao() apo() xrf() bias() bop() brar() cci() cfo() cg() cmo() coppock() cti() dmi() er() eri() fisher() inertia() kdj() kst() macd() mom() pgo() ppo() psl() pvo() qqe() roc() rsi() rsx() rvgi() slope() smi() sqz_pro() xfl() stc() stoch() stochrsi() trix() tsi() uo() willr() alma() wcx() xll() dema() ema() fwma() hilo() hma() hwma() ichimoku() jma() kama() linreg() mgcd() rma() sinwma() ssf() supertrend() xsa() swma() t3() tema() trima() vidya() vwap() vwma() wma() zlma() entropy() kurtosis() skew() xev() zscore() adx() aroon() chop() xex() cksp() dpo() long_run() psar() short_run() vhf() vortex() accbands() atr() bbands() donchian() kc() massi() natr() pdist() rvi() thermo() ui() ad() cmf() efi() ecm() kvo() mfi() nvi() obv() pvi() dvdi() xhh() pvt()
Pine Script® library
by blackcat1402
20
TimeLockedMALibrary "TimeLockedMA" Library & function(s) which generates a moving average that stays locked to users desired time preference. TODO - Add functionality for more moving average types. IE: smooth, weighted etc... Example: time_locked_ma(close, length=1, timeframe='days', type='ema') Will generate a 1 day exponential moving average that will stay consistent across all chart intervals. Error Handling On small time frames with large moving averages (IE: 1min chart with a 50 week moving average), you'll get a study error that says "(function "sma") references too many candles in history" . To fix this, make sure you have timeframe="" as an indicator() header. Next, in the indicator settings, increase the timeframe from to a higher interval until the error goes away. By default, it's set to "Chart". Bringing the interval up to 1hr will usually solve the issue. Furthermore, adding timeframe_gaps=false to your indicator() header will give you an approximation of real-time values. Misc Info For time_lock_ma() setting type='na' will return the relative length value that adjusts dynamically to user's chart time interval. This is good for plugging into other functions where a lookback or length is required. (IE: Bollinger Bands) time_locked_ma(source, length, timeframe, type) Creates a moving average that is locked to a desired timeframe   Parameters:      source : float, Moving average source      length : int, Moving average length      timeframe : string, Desired timeframe. Use: "minutes", "hours", "days", "weeks", "months", "chart"      type : string, string Moving average type. Use "SMA" (default) or "EMA". Value of "NA" will return relative lookback length.   Returns: moving average that is locked to desired timeframe. timeframe_convert(t, a, b) Converts timeframe to desired timeframe. From a --> b   Parameters:      t : int, Time interval      a : string, Time period      b : string, Time period to convert to   Returns: Converted timeframe value chart_time(timeframe_period, timeframe_multiplier) Separates timeframe.period function and returns chart interval and period   Parameters:      timeframe_period : string, timeframe.period      timeframe_multiplier : int, timeframe.multiplier Enjoy :)
Pine Script® library
by JBroadway
2
FunctionGenerateRandomPointsInShapeLibrary "FunctionGenerateRandomPointsInShape" Generate random vector points in geometric shape (parallelogram, triangle) random_parallelogram(vector_a, vector_b) Generate random vector point in a parallelogram shape.   Parameters:      vector_a : float array, vector of (x, y) shape.      vector_b : float array, vector of (x, y) shape.   Returns: float array, vector of (x, y) shape. random_triangle(vector_a, vector_b) Generate random vector point in a triangle shape.   Parameters:      vector_a : float array, vector of (x, y) shape.      vector_b : float array, vector of (x, y) shape.   Returns: float array, vector of (x, y) shape.
Pine Script® library
by RicardoSantos
1