VolumaticDataLibrary

May 4

Library "VolumaticDataLibrary"

norm(src)
  Normalizes a value if mean is 0
This function does not access global variables.
  Parameters:
    src (float)

addVolumeNodeIfSignificant(level, line_amount, node_prices, node_volumes, node_colors, color_up, color_dn, src_open, src_high, src_low, src_close, src_volume)
  Processes the current bar's data to see if it represents a significant volume node,
and if so, updates the provided arrays with the node data.
This function should be called on every bar from the consuming indicator/strategy.
  Parameters:
    level (float): The sensitivity level for detecting nodes.
    line_amount (int): The maximum number of nodes to store.
    node_prices (array<float>): Array to store node prices (passed by reference).
    node_volumes (array<float>): Array to store node absolute volumes (passed by reference).
    node_colors (array<color>): Array to store node colors (passed by reference).
    color_up (color): The color to use for upward significant volume.
    color_dn (color): The color to use for downward significant volume.
    src_open (float): The open price series from the calling script.
    src_high (float): The high price series from the calling script.
    src_low (float): The low price series from the calling script.
    src_close (float): The close price series from the calling script.
    src_volume (float): The volume series from the calling script.

createVolumeNodeArray(node_prices, node_volumes, node_colors)
  Creates an array of VolumeNode objects from the provided separate arrays.
This function can be called on the last bar from the consuming indicator/strategy
to get the current list of significant volume nodes.
  Parameters:
    node_prices (array<float>): Array containing the prices of the nodes.
    node_volumes (array<float>): Array containing the absolute volumes of the nodes.
    node_colors (array<color>): Array containing the colors of the nodes.
  Returns: An array of VolumeNode objects representing the stored volume nodes.

VolumeNode
  Fields:
    price (series float)
    volume (series float)
    node_color (series color)

May 4

Release Notes

v2

Added:
calculateVolumePercentages(node_volumes, vol_perc)
  Calculates the volume percentages for the stored volume nodes.
Populates the provided vol_perc array.
  Parameters:
    node_volumes (array<float>): Array containing the absolute volumes of the nodes.
    vol_perc (array<float>): Array to populate with volume percentages.

Updated:
addVolumeNodeIfSignificant(level, line_amount, node_prices, node_volumes, node_signed_volumes, node_colors, node_bar_indices, color_up, color_dn, src_open, src_high, src_low, src_close, src_volume)
  Processes the current bar's data to see if it represents a significant volume node,
and if so, updates the provided arrays with the node data.
This function should be called on every bar from the consuming indicator/strategy.
  Parameters:
    level (float): The sensitivity level for detecting nodes.
    line_amount (int): The maximum number of nodes to store.
    node_prices (array<float>): Array to store node prices (passed by reference).
    node_volumes (array<float>): Array to store node absolute volumes (passed by reference).
    node_signed_volumes (array<float>): Array to store node signed volumes (passed by reference).
    node_colors (array<color>): Array to store node colors (passed by reference).
    node_bar_indices (array<int>): Array to store node bar indices (passed by reference).
    color_up (color): The color to use for upward significant volume.
    color_dn (color): The color to use for downward significant volume.
    src_open (float): The open price series from the calling script.
    src_high (float): The high price series from the calling script.
    src_low (float): The low price series from the calling script.
    src_close (float): The close price series from the calling script.
    src_volume (float): The volume series from the calling script.

createVolumeNodeArray(node_prices, node_volumes, node_signed_volumes, node_colors, node_bar_indices)
  Creates an array of VolumeNode objects from the provided separate arrays.
This function can be called on the last bar from the consuming indicator/strategy
to get the current list of significant volume nodes.
  Parameters:
    node_prices (array<float>): Array containing the prices of the nodes.
    node_volumes (array<float>): Array containing the absolute volumes of the nodes.
    node_signed_volumes (array<float>): Array containing the signed volumes of the nodes.
    node_colors (array<color>): Array containing the colors of the nodes.
    node_bar_indices (array<int>): Array containing the bar indices of the nodes.
  Returns: An array of VolumeNode objects representing the stored volume nodes.

VolumeNode
  Fields:
    price (series float)
    volume (series float)
    signed_volume (series float)
    node_color (series color)
    bar_index (series int)

May 4

Release Notes

v3

Added:
getVolatilityLevelString(atr_delta, low_threshold, medium_threshold, high_threshold)
  Determines the volatility level string based on the ATR Delta value and thresholds.
  Parameters:
    atr_delta (float): The current ATR Delta value.
    low_threshold (float): The upper bound for "Low Volatility".
    medium_threshold (float): The upper bound for "Medium Volatility".
    high_threshold (float): The upper bound for "High Volatility".
  Returns: A string representing the volatility level ("Low", "Medium", "High", "Very High").

getSignalsOnCrossings(nodes_array, current_close, prev_close, current_atr_delta, current_signal_line, alert_volatility_condition)
  Checks if the current price has crossed any of the provided volume node levels
and if the specified volatility condition is met, returns signal information.
  Parameters:
    nodes_array (array<VolumeNode>): Array of VolumeNode objects to check crossings against.
    current_close (float): The current bar's close price.
    prev_close (float): The previous bar's close price.
    current_atr_delta (float): The current ATR Delta value from the calling script.
    current_signal_line (float): The current ATR Delta signal line value from the calling script.
    alert_volatility_condition (string): The type of volatility condition to check for signals.
  Returns: An array of SignalInfo objects for any levels crossed that meet the signal criteria.

SignalInfo
  Fields:
    node (VolumeNode)
    direction (series string)
    volatility_condition_met (series string)

Updated:
addVolumeNodeIfSignificant(level, line_amount, node_prices, node_volumes, node_signed_volumes, node_colors, node_bar_indices, node_atr_deltas, node_volatility_levels, color_up, color_dn, current_atr_delta, current_volatility_level_string, src_open, src_high, src_low, src_close, src_volume)
  Processes the current bar's data to see if it represents a significant volume node,
and if so, updates the provided arrays with the node data.
This function should be called on every bar from the consuming indicator/strategy.
  Parameters:
    level (float): The sensitivity level for detecting nodes.
    line_amount (int): The maximum number of nodes to store.
    node_prices (array<float>): Array to store node prices (passed by reference).
    node_volumes (array<float>): Array to store node absolute volumes (passed by reference).
    node_signed_volumes (array<float>): Array to store node signed volumes (passed by reference).
    node_colors (array<color>): Array to store node colors (passed by reference).
    node_bar_indices (array<int>): Array to store node bar indices (passed by reference).
    node_atr_deltas (array<float>): Array to store node ATR Delta values (passed by reference).
    node_volatility_levels (array<string>): Array to store node volatility level strings (passed by reference).
    color_up (color): The color to use for upward significant volume.
    color_dn (color): The color to use for downward significant volume.
    current_atr_delta (float): The current ATR Delta value from the calling script.
    current_volatility_level_string (string): The current volatility level string from the calling script.
    src_open (float): The open price series from the calling script.
    src_high (float): The high price series from the calling script.
    src_low (float): The low price series from the calling script.
    src_close (float): The close price series from the calling script.
    src_volume (float): The volume series from the calling script.

createVolumeNodeArray(node_prices, node_volumes, node_signed_volumes, node_colors, node_bar_indices, node_atr_deltas, node_volatility_levels)
  Creates an array of VolumeNode objects from the provided separate arrays.
This function can be called from the consuming indicator/strategy
to get the current list of significant volume nodes.
  Parameters:
    node_prices (array<float>): Array containing the prices of the nodes.
    node_volumes (array<float>): Array containing the absolute volumes of the nodes.
    node_signed_volumes (array<float>): Array containing the signed volumes of the nodes.
    node_colors (array<color>): Array containing the colors of the nodes.
    node_bar_indices (array<int>): Array containing the bar indices of the nodes.
    node_atr_deltas (array<float>): Array to store node ATR Delta values.
    node_volatility_levels (array<string>): Array to store node volatility level strings.
  Returns: An array of VolumeNode objects representing the stored volume nodes.

VolumeNode
  Fields:
    price (series float)
    volume (series float)
    signed_volume (series float)
    node_color (series color)
    bar_index (series int)
    atr_delta (series float)
    volatility_level (series string)

May 4

Release Notes

v4

May 5

Release Notes

v5

May 5

Release Notes

v6

Updated:
addVolumeNodeIfSignificant(level, line_amount, node_prices, node_volumes, node_signed_volumes, node_colors, node_bar_indices, node_atr_deltas, node_volatility_levels, color_up, color_dn, current_atr_delta, current_volatility_level_string, src_open, src_high, src_low, src_close, src_volume)
  Processes a potential volume node and adds it to the provided arrays
if it meets the criteria and there is space or it's more significant
than an existing node. Uses a LIFO buffer management approach on the passed arrays.
This function should be called on every bar from the consuming indicator/strategy.
  Parameters:
    level (float): The sensitivity level for detecting nodes.
    line_amount (int): The maximum number of nodes to store in the buffer.
    node_prices (array<float>): Array to store node prices (passed by reference from indicator).
    node_volumes (array<float>): Array to store node absolute volumes (passed by reference from indicator).
    node_signed_volumes (array<float>): Array to store node signed volumes (passed by reference from indicator).
    node_colors (array<color>): Array to store node colors (passed by reference from indicator).
    node_bar_indices (array<int>): Array to store node bar indices (passed by reference from indicator).
    node_atr_deltas (array<float>): Array to store node ATR Delta values (passed by reference from indicator).
    node_volatility_levels (array<string>): Array to store node volatility level strings (passed by reference from indicator).
    color_up (color): The color to use for upward significant volume.
    color_dn (color): The color to use for downward significant volume.
    current_atr_delta (float): The current ATR Delta value from the calling script.
    current_volatility_level_string (string): The current volatility level string from the calling script.
    src_open (float): The open price series from the calling script.
    src_high (float): The high price series from the calling script.
    src_low (float): The low price series from the calling script.
    src_close (float): The close price series from the calling script.
    src_volume (float): The volume series from the calling script.
Modified function signature to accept arrays

createVolumeNodeArray(node_prices, node_volumes, node_signed_volumes, node_colors, node_bar_indices, node_atr_deltas, node_volatility_levels)
  Creates and returns an array of VolumeNode objects from the provided separate arrays.
This function is called by the consuming indicator/strategy
to get the current list of significant volume nodes managed by the indicator.
  Parameters:
    node_prices (array<float>): Array containing the prices of the nodes (passed by reference from indicator).
    node_volumes (array<float>): Array containing the absolute volumes of the nodes (passed by reference from indicator).
    node_signed_volumes (array<float>): Array containing the signed volumes of the nodes (passed by reference from indicator).
    node_colors (array<color>): Array containing the colors of the nodes (passed by reference from indicator).
    node_bar_indices (array<int>): Array containing the bar indices of the nodes (passed by reference from indicator).
    node_atr_deltas (array<float>): Array to store node ATR Delta values (passed by reference from indicator).
    node_volatility_levels (array<string>): Array to store node volatility level strings (passed by reference from indicator).
  Returns: An array of VolumeNode objects representing the stored volume nodes.
Modified function signature to accept arrays

calculateVolumePercentages(nodes_array)
  Calculates the volume percentages for a provided array of VolumeNode objects.
  Parameters:
    nodes_array (array<VolumeNode>): Array of VolumeNode objects.
  Returns: An array of floats representing the volume percentage for each node.

May 5

Release Notes

v7

Added:
lorentzianTrend(src, length, smoothing)
  Calculates the Lorentzian Trend.
  Parameters:
    src (float): The source series (e.g., close).
    length (int): The length for the SMA and difference calculation.
    smoothing (simple int): The length for the EMA smoothing.
  Returns: The Lorentzian Trend series.

mlTrendControl(src, length)
  Calculates the ML Trend Control value.
  Parameters:
    src (float): The source series (e.g., close).
    length (int): The length for the SMA and standard deviation.
  Returns: The ML Trend Control value (0 to 1).