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WYCKOFF_SHARED_LIB

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Library "WYCKOFF_SHARED_LIB"

EPS()

nz0(x)
  Parameters:
    x (float)

safe_div(num, den)
  Parameters:
    num (float)
    den (float)

safe_div_eps(num, den)
  Parameters:
    num (float)
    den (float)

safe_ratio(a, b)
  Parameters:
    a (float)
    b (float)

clamp(x, lo, hi)
  Parameters:
    x (float)
    lo (float)
    hi (float)

wave_dir(startPx, endPx)
  Parameters:
    startPx (float)
    endPx (float)

wave_amp(startPx, endPx)
  Parameters:
    startPx (float)
    endPx (float)

wave_amp_atr(amp, atr)
  Parameters:
    amp (float)
    atr (float)

wave_speed(ampATR, lenBars)
  Parameters:
    ampATR (float)
    lenBars (int)

wave_eff(amp, path)
  Parameters:
    amp (float)
    path (float)

build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, volRel, epr)
  Parameters:
    dir (int)
    lenBars (int)
    startPx (float)
    endPx (float)
    ampATR (float)
    speed (float)
    eff (float)
    volRel (float)
    epr (float)

compare_waves(w0, w1)
  Parameters:
    w0 (WaveMetrics)
    w1 (WaveMetrics)

strengthening_same_dir(c)
  Parameters:
    c (WaveCompare)

weakening_same_dir(c)
  Parameters:
    c (WaveCompare)

evr_by_waves(volSum0, ampATR0, volSum1, ampATR1)
  Parameters:
    volSum0 (float)
    ampATR0 (float)
    volSum1 (float)
    ampATR1 (float)

WaveMetrics
  Fields:
    dir (series int)
    lenBars (series int)
    startPx (series float)
    endPx (series float)
    amp (series float)
    ampATR (series float)
    speed (series float)
    eff (series float)
    volRel (series float)
    effortPerResult (series float)

WaveCompare
  Fields:
    amp_ratio (series float)
    speed_ratio (series float)
    eff_ratio (series float)
    volRel_ratio (series float)
    epr_ratio (series float)

EVR
  Fields:
    state (series int)
Release Notes
v2

Added:
clamp01(x)
  Parameters:
    x (float)

build_break_event(event, kind, dir, level, px, partRel, resultRel, barIndex)
  Parameters:
    event (int)
    kind (int)
    dir (int)
    level (float)
    px (float)
    partRel (float)
    resultRel (float)
    barIndex (int)

build_struct_state(bias, lastHighKind, lastLowKind, hiPx, hiIdx, loPx, loIdx)
  Parameters:
    bias (int)
    lastHighKind (int)
    lastLowKind (int)
    hiPx (float)
    hiIdx (int)
    loPx (float)
    loIdx (int)

build_range_state(state, birthIdx, hi, lo, testsH, testsL)
  Parameters:
    state (int)
    birthIdx (int)
    hi (float)
    lo (float)
    testsH (int)
    testsL (int)

improving_pullback(c)
  Parameters:
    c (WaveCompare)

worsening_pullback(c)
  Parameters:
    c (WaveCompare)

evr_by_levels(effHi, resHi)
  Parameters:
    effHi (bool)
    resHi (bool)

evr_state_from_rel(effortRel, resultRel, thrEff, thrRes)
  Parameters:
    effortRel (float)
    resultRel (float)
    thrEff (float)
    thrRes (float)

key_hc(isBreak, effortRel, thrHigh)
  Parameters:
    isBreak (bool)
    effortRel (float)
    thrHigh (float)

break_is_bos(kind)
  Parameters:
    kind (int)

break_is_choch(kind)
  Parameters:
    kind (int)

break_is_brk(kind)
  Parameters:
    kind (int)

hit_upper(high, close, hi, tol)
  Parameters:
    high (float)
    close (float)
    hi (float)
    tol (float)

hit_lower(low, close, lo, tol)
  Parameters:
    low (float)
    close (float)
    lo (float)
    tol (float)

is_spring(low, close, lo, tol)
  Parameters:
    low (float)
    close (float)
    lo (float)
    tol (float)

is_upthrust(high, close, hi, tol)
  Parameters:
    high (float)
    close (float)
    hi (float)
    tol (float)

gate_pass(cond)
  Parameters:
    cond (bool)

score3(a, b, c)
  Parameters:
    a (int)
    b (int)
    c (int)

score4(a, b, c, d)
  Parameters:
    a (int)
    b (int)
    c (int)
    d (int)

ratio_ge(a, b, minRatio)
  Parameters:
    a (float)
    b (float)
    minRatio (float)

ratio_le(a, b, maxRatio)
  Parameters:
    a (float)
    b (float)
    maxRatio (float)

epr_worse_by_ratio(eprNow, eprRef, minRatio)
  Parameters:
    eprNow (float)
    eprRef (float)
    minRatio (float)

struct_bias_update(prevBias, lastHighKind, lastLowKind)
  Parameters:
    prevBias (int)
    lastHighKind (int)
    lastLowKind (int)

BreakEvent
  Fields:
    event (series int)
    kind (series int)
    dir (series int)
    level (series float)
    px (series float)
    partRel (series float)
    resultRel (series float)
    barIndex (series int)

StructState
  Fields:
    bias (series int)
    lastHighKind (series int)
    lastLowKind (series int)
    swingHiPx (series float)
    swingHiIdx (series int)
    swingLoPx (series float)
    swingLoIdx (series int)

RangeState
  Fields:
    state (series int)
    birthIdx (series int)
    hi (series float)
    lo (series float)
    testsH (series int)
    testsL (series int)
Release Notes
v3

Added:
atr_tol(atr, mult)
  Parameters:
    atr (float)
    mult (float)

near_level(px, lvl, tol)
  Parameters:
    px (float)
    lvl (float)
    tol (float)
Release Notes
v4

Added:
nzi0(x)
  Parameters:
    x (int)

is_ok_f(x)
  Parameters:
    x (float)

is_ok_i(x)
  Parameters:
    x (int)

div_na(num, den)
  Parameters:
    num (float)
    den (float)

div_eps_na(num, den)
  Parameters:
    num (float)
    den (float)

ratio_na(a, b)
  Parameters:
    a (float)
    b (float)

div0(num, den)
  Parameters:
    num (float)
    den (float)

div_eps0(num, den)
  Parameters:
    num (float)
    den (float)

ratio0(a, b)
  Parameters:
    a (float)
    b (float)

inv_pos_int(x)
  Parameters:
    x (int)

inv_nonneg_int(x)
  Parameters:
    x (int)

inv_price_order(hi, lo)
  Parameters:
    hi (float)
    lo (float)

inv_finite(x)
  Parameters:
    x (float)

wave_epr(partRel, ampATR)
  Parameters:
    partRel (float)
    ampATR (float)

arr_has_n(a, n)
  Parameters:
    a (array<float>)
    n (int)

is_highest_in_last_n(x, a, n, latestFirst)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)

is_lowest_in_last_n(x, a, n, latestFirst)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)

rank_in_last_n(x, a, n, latestFirst, higher_is_better)
  Parameters:
    x (float)
    a (array<float>)
    n (int)
    latestFirst (bool)
    higher_is_better (bool)

rank_high(x, highs, n, latestFirst)
  Parameters:
    x (float)
    highs (array<float>)
    n (int)
    latestFirst (bool)

rank_low(x, lows, n, latestFirst)
  Parameters:
    x (float)
    lows (array<float>)
    n (int)
    latestFirst (bool)

is_highest_high(x, highs, n, latestFirst)
  Parameters:
    x (float)
    highs (array<float>)
    n (int)
    latestFirst (bool)

is_lowest_low(x, lows, n, latestFirst)
  Parameters:
    x (float)
    lows (array<float>)
    n (int)
    latestFirst (bool)

Updated:
build_wave_metrics(dir, lenBars, startPx, endPx, ampATR, speed, eff, partRel, epr)
  Parameters:
    dir (int)
    lenBars (int)
    startPx (float)
    endPx (float)
    ampATR (float)
    speed (float)
    eff (float)
    partRel (float)
    epr (float)

build_break_event(event, kind, dir, level, px, partRel, ftATR, barIndex)
  Parameters:
    event (int)
    kind (int)
    dir (int)
    level (float)
    px (float)
    partRel (float)
    ftATR (float)
    barIndex (int)

WaveMetrics
  Fields:
    dir (series int)
    lenBars (series int)
    startPx (series float)
    endPx (series float)
    amp (series float)
    ampATR (series float)
    speed (series float)
    eff (series float)
    partRel (series float)
    effortPerResult (series float)

WaveCompare
  Fields:
    amp_ratio (series float)
    speed_ratio (series float)
    eff_ratio (series float)
    partRel_ratio (series float)
    epr_ratio (series float)

BreakEvent
  Fields:
    event (series int)
    kind (series int)
    dir (series int)
    level (series float)
    px (series float)
    partRel (series float)
    ftATR (series float)
    barIndex (series int)
Release Notes
v5

Added:
sgn(x)
  Parameters:
    x (float)

bool_to_int(b)
  Parameters:
    b (bool)

inv_not_na(x)
  Parameters:
    x (float)

inv_onehot3(b1, b2, b3)
  Parameters:
    b1 (int)
    b2 (int)
    b3 (int)

get_bit(x, b)
  Parameters:
    x (int)
    b (int)

get_field(x, shift, mask)
  Parameters:
    x (int)
    shift (int)
    mask (int)

set_bit(x, b, on)
  Parameters:
    x (int)
    b (int)
    on (bool)
Release Notes
v6

Added:
fmin(a, b)
  Parameters:
    a (float)
    b (float)

fmax(a, b)
  Parameters:
    a (float)
    b (float)

imin(a, b)
  Parameters:
    a (int)
    b (int)

imax(a, b)
  Parameters:
    a (int)
    b (int)

within(x, lo, hi)
  Parameters:
    x (float)
    lo (float)
    hi (float)

inv_nonneg_float(x)
  Parameters:
    x (float)

B2_EVT_NONE()

B2_EVT_BO_UP()

B2_EVT_BO_DN()

B2_EVT_FBO_UP()

B2_EVT_FBO_DN()

b2_evt_is_bo(e)
  Parameters:
    e (int)

b2_evt_is_fbo(e)
  Parameters:
    e (int)

b2_evt_dir(e)
  Parameters:
    e (int)

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.

pedrambaghaei
market-structureprice-actiontechindicatorvolumeswyckoff

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
market-structureprice-actiontechindicatorvolumeswyckoff

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.

pedrambaghaei

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.