DeepSignalFilterHelpers

Nov 23, 2024

Library "DeepSignalFilterHelpers"

filter_intraday_intensity(useIiiFilter)
  Parameters:
    useIiiFilter (bool)

filter_vwma(src, length, useVwmaFilter)
  Parameters:
    src (float)
    length (int)
    useVwmaFilter (bool)

filter_nvi(useNviFilter)
  Parameters:
    useNviFilter (bool)

filter_emv(length, emvThreshold, useEmvFilter, useMovingAvg)
  EMV filter for filtering signals based on Ease of Movement
  Parameters:
    length (int): <int> The length of the EMV calculation
    emvThreshold (float): <float> The EMV threshold
    useEmvFilter (bool): <bool> Whether to apply the EMV filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_adi(length, threshold, useAdiFilter, useMovingAvg)
  ADI filter for filtering signals based on Accumulation/Distribution Index
  Parameters:
    length (int): <int> The length of the ADI moving average calculation
    threshold (float): <float> The ADI threshold
    useAdiFilter (bool): <bool> Whether to apply the ADI filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_mfi(length, mfiThreshold, useMfiFilter, useMovingAvg)
  MFI filter for filtering signals based on Money Flow Index
  Parameters:
    length (int): <int> The length of the MFI calculation
    mfiThreshold (float): <float> The MFI threshold
    useMfiFilter (bool): <bool> Whether to apply the MFI filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

detect_obv_states(obvThresholdStrong, obvThresholdModerate, lookbackPeriod, obvMode)
  detect_obv_states: Identify OBV states with three levels (Strong, Moderate, Weak) over a configurable period
  Parameters:
    obvThresholdStrong (float): <float> Threshold for strong OBV movements
    obvThresholdModerate (float): <float> Threshold for moderate OBV movements
    lookbackPeriod (int): <int> Number of periods to analyze OBV trends
    obvMode (string): <string> OBV mode to filter ("Strong", "Moderate", "Weak")
  Returns: <string> OBV state ("Strong Up", "Moderate Up", "Weak Up", "Positive Divergence", "Negative Divergence", "Consolidation", "Weak Down", "Moderate Down", "Strong Down")

filter_obv(src, length, obvMode, threshold, useObvFilter, useMovingAvg)
  filter_obv: Filter signals based on OBV states
  Parameters:
    src (float): <series float> The source series (default: close)
    length (int): <int> The length of the OBV moving average calculation
    obvMode (string): <string> OBV mode to filter ("Strong", "Moderate", "Weak")
    threshold (float): <float> Optional threshold for additional filtering
    useObvFilter (bool): <bool> Whether to apply the OBV filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_cmf(length, cmfThreshold, useCmfFilter, useMovingAvg)
  CMF filter for filtering signals based on Chaikin Money Flow
  Parameters:
    length (int): <int> The length of the CMF calculation
    cmfThreshold (float): <float> The CMF threshold
    useCmfFilter (bool): <bool> Whether to apply the CMF filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_vwap(useVwapFilter)
  VWAP filter for filtering signals based on Volume-Weighted Average Price
  Parameters:
    useVwapFilter (bool): <bool> Whether to apply the VWAP filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_pvt(length, pvtThreshold, usePvtFilter, useMovingAvg)
  PVT filter for filtering signals based on Price Volume Trend
  Parameters:
    length (int): <int> The length of the PVT moving average calculation
    pvtThreshold (float): <float> The PVT threshold
    usePvtFilter (bool): <bool> Whether to apply the PVT filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_vo(shortLength, longLength, voThreshold, useVoFilter, useMovingAvg)
  VO filter for filtering signals based on Volume Oscillator
  Parameters:
    shortLength (int): <int> The length of the short-term volume moving average
    longLength (int): <int> The length of the long-term volume moving average
    voThreshold (float): <float> The Volume Oscillator threshold
    useVoFilter (bool): <bool> Whether to apply the VO filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_cho(shortLength, longLength, choThreshold, useChoFilter, useMovingAvg)
  CHO filter for filtering signals based on Chaikin Oscillator
  Parameters:
    shortLength (int): <int> The length of the short-term ADI moving average
    longLength (int): <int> The length of the long-term ADI moving average
    choThreshold (float): <float> The Chaikin Oscillator threshold
    useChoFilter (bool): <bool> Whether to apply the CHO filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_fi(length, fiThreshold, useFiFilter, useMovingAvg)
  FI filter for filtering signals based on Force Index
  Parameters:
    length (int): <int> The length of the FI calculation
    fiThreshold (float): <float> The Force Index threshold
    useFiFilter (bool): <bool> Whether to apply the FI filter
    useMovingAvg (bool): <bool> Whether to use moving average as threshold
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_garman_klass_volatility(length, useGkFilter)
  Parameters:
    length (int)
    useGkFilter (bool)

filter_frama(src, length, useFramaFilter)
  Parameters:
    src (float)
    length (int)
    useFramaFilter (bool)

filter_bollinger_bands(src, length, stdDev, useBollingerFilter)
  Parameters:
    src (float)
    length (int)
    stdDev (float)
    useBollingerFilter (bool)

filter_keltner_channel(src, length, atrMult, useKeltnerFilter)
  Parameters:
    src (float)
    length (simple int)
    atrMult (float)
    useKeltnerFilter (bool)

regime_filter(src, threshold, useRegimeFilter)
  Regime filter for filtering signals based on trend strength
  Parameters:
    src (float): <series float> The source series
    threshold (float): <float> The threshold for the filter
    useRegimeFilter (bool): <bool> Whether to apply the regime filter
  Returns: <bool> Filtered result indicating whether the signal should be used

regime_filter_v2(src, threshold, useRegimeFilter)
  Regime filter for filtering signals based on trend strength
  Parameters:
    src (float): <series float> The source series
    threshold (float): <float> The threshold for the filter
    useRegimeFilter (bool): <bool> Whether to apply the regime filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_adx(src, length, adxThreshold, useAdxFilter)
  ADX filter for filtering signals based on ADX strength
  Parameters:
    src (float): <series float> The source series
    length (simple int): <int> The length of the ADX calculation
    adxThreshold (int): <int> The ADX threshold
    useAdxFilter (bool): <bool> Whether to apply the ADX filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_volatility(minLength, maxLength, useVolatilityFilter)
  Volatility filter for filtering signals based on volatility
  Parameters:
    minLength (simple int): <int> The minimum length for ATR calculation
    maxLength (simple int): <int> The maximum length for ATR calculation
    useVolatilityFilter (bool): <bool> Whether to apply the volatility filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_ulcer(src, length, ulcerThreshold, useUlcerFilter)
  Ulcer Index filter for filtering signals based on Ulcer Index
  Parameters:
    src (float): <series float> The source series
    length (int): <int> The length of the Ulcer Index calculation
    ulcerThreshold (float): <float> The Ulcer Index threshold (default: average Ulcer Index)
    useUlcerFilter (bool): <bool> Whether to apply the Ulcer Index filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_stddev(src, length, stdDevThreshold, useStdDevFilter)
  Standard Deviation filter for filtering signals based on Standard Deviation
  Parameters:
    src (float): <series float> The source series
    length (int): <int> The length of the Standard Deviation calculation
    stdDevThreshold (float): <float> The Standard Deviation threshold (default: average Standard Deviation)
    useStdDevFilter (bool): <bool> Whether to apply the Standard Deviation filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_macdv(src, shortLength, longLength, signalSmoothing, macdVThreshold, useMacdVFilter)
  MACD-V filter for filtering signals based on MACD-V
  Parameters:
    src (float): <series float> The source series
    shortLength (simple int): <int> The short length for MACD calculation
    longLength (simple int): <int> The long length for MACD calculation
    signalSmoothing (simple int): <int> The signal smoothing length for MACD
    macdVThreshold (float): <float> The MACD-V threshold (default: average MACD-V)
    useMacdVFilter (bool): <bool> Whether to apply the MACD-V filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_atr(length, atrThreshold, useAtrFilter)
  ATR filter for filtering signals based on Average True Range (ATR)
  Parameters:
    length (simple int): <int> The length of the ATR calculation
    atrThreshold (float): <float> The ATR threshold (default: average ATR)
    useAtrFilter (bool): <bool> Whether to apply the ATR filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_candle_body_and_atr(length, bodyThreshold, atrThreshold, useFilter)
  Candle Body and ATR filter for filtering signals
  Parameters:
    length (simple int): <int> The length of the ATR calculation
    bodyThreshold (float): <float> The threshold for candle body size (relative to ATR)
    atrThreshold (float): <float> The ATR threshold (default: average ATR)
    useFilter (bool): <bool> Whether to apply the candle body and ATR filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_atrp(length, atrpThreshold, useAtrpFilter)
  ATRP filter for filtering signals based on ATR Percentage (ATRP)
  Parameters:
    length (simple int): <int> The length of the ATR calculation
    atrpThreshold (float): <float> The ATRP threshold (default: average ATRP)
    useAtrpFilter (bool): <bool> Whether to apply the ATRP filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_jma(src, length, phase, useJmaFilter)
  Parameters:
    src (float)
    length (simple int)
    phase (float)
    useJmaFilter (bool)

filter_cidi(src, rsiLength, shortMaLength, longMaLength, useCidiFilter)
  Parameters:
    src (float)
    rsiLength (simple int)
    shortMaLength (int)
    longMaLength (int)
    useCidiFilter (bool)

filter_rsi(src, length, rsiThreshold, useRsiFilter)
  Parameters:
    src (float)
    length (simple int)
    rsiThreshold (float)
    useRsiFilter (bool)

filter_ichimoku_oscillator(length, threshold, useFilter)
  Ichimoku Oscillator filter for filtering signals based on Ichimoku Oscillator
  Parameters:
    length (int): <int> The length of the Ichimoku Oscillator calculation
    threshold (float): <float> The threshold for the filter (default: average Ichimoku Oscillator)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_cmb_composite_index(src, shortLength, longLength, threshold, useFilter)
  CMB Composite Index filter for filtering signals based on CMB Composite Index
  Parameters:
    src (float): <series float> The source series
    shortLength (simple int): <int> The short length for CMB calculation
    longLength (simple int): <int> The long length for CMB calculation
    threshold (float): <float> The threshold for the filter (default: average CMB Composite Index)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_connors_rsi(src, rsiLength, rocLength, streakLength, threshold, useFilter)
  Connors RSI filter for filtering signals based on Connors RSI
  Parameters:
    src (float): <series float> The source series
    rsiLength (simple int): <int> The length for RSI calculation
    rocLength (int): <int> The length for ROC calculation
    streakLength (simple int): <int> The length for streak calculation
    threshold (float): <float> The threshold for the filter (default: average Connors RSI)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_coppock_curve(src, roc1Length, roc2Length, wmaLength, threshold, useFilter)
  Coppock Curve filter for filtering signals based on Coppock Curve
  Parameters:
    src (float): <series float> The source series
    roc1Length (int): <int> The length for the first ROC calculation
    roc2Length (int): <int> The length for the second ROC calculation
    wmaLength (int): <int> The length for the WMA calculation
    threshold (float): <float> The threshold for the filter (default: average Coppock Curve)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_pmo(src, pmoLength, smoothingLength, threshold, useFilter)
  DecisionPoint Price Momentum Oscillator filter for filtering signals based on PMO
  Parameters:
    src (float): <series float> The source series
    pmoLength (simple int): <int> The length for PMO calculation
    smoothingLength (simple int): <int> The smoothing length for PMO
    threshold (float): <float> The threshold for the filter (default: average PMO Oscillator)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_macd(src, shortLength, longLength, signalSmoothing, threshold, useFilter)
  MACD filter for filtering signals based on MACD
  Parameters:
    src (float): <series float> The source series
    shortLength (simple int): <int> The short length for MACD calculation
    longLength (simple int): <int> The long length for MACD calculation
    signalSmoothing (simple int): <int> The signal smoothing length for MACD
    threshold (float): <float> The threshold for the filter (default: average MACD)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_macd_histogram(src, shortLength, longLength, signalSmoothing, threshold, useFilter)
  MACD-Histogram filter for filtering signals based on MACD-Histogram
  Parameters:
    src (float): <series float> The source series
    shortLength (simple int): <int> The short length for MACD calculation
    longLength (simple int): <int> The long length for MACD calculation
    signalSmoothing (simple int): <int> The signal smoothing length for MACD
    threshold (float): <float> The threshold for the filter (default: average MACD-Histogram)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_kst(src, r1, r2, r3, r4, sm1, sm2, sm3, sm4, signalLength, threshold, useFilter)
  Pring's Know Sure Thing filter for filtering signals based on KST
  Parameters:
    src (float): <series float> The source series
    r1 (int): <int> The first ROC length
    r2 (int): <int> The second ROC length
    r3 (int): <int> The third ROC length
    r4 (int): <int> The fourth ROC length
    sm1 (int): <int> The first smoothing length
    sm2 (int): <int> The second smoothing length
    sm3 (int): <int> The third smoothing length
    sm4 (int): <int> The fourth smoothing length
    signalLength (int): <int> The signal line smoothing length
    threshold (float): <float> The threshold for the filter (default: average KST Oscillator)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_special_k(src, r1, r2, r3, r4, sm1, sm2, sm3, sm4, threshold, useFilter)
  Pring's Special K filter for filtering signals based on Special K
  Parameters:
    src (float): <series float> The source series
    r1 (int): <int> The first ROC length
    r2 (int): <int> The second ROC length
    r3 (int): <int> The third ROC length
    r4 (int): <int> The fourth ROC length
    sm1 (int): <int> The first smoothing length
    sm2 (int): <int> The second smoothing length
    sm3 (int): <int> The third smoothing length
    sm4 (int): <int> The fourth smoothing length
    threshold (float): <float> The threshold for the filter (default: average Special K)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_roc_momentum(src, rocLength, momentumLength, threshold, useFilter)
  ROC and Momentum filter for filtering signals based on ROC and Momentum
  Parameters:
    src (float): <series float> The source series
    rocLength (int): <int> The length for ROC calculation
    momentumLength (int): <int> The length for Momentum calculation
    threshold (float): <float> The threshold for the filter (default: average ROC and Momentum)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_rrg_relative_strength(src, length, threshold, useFilter)
  RRG Relative Strength filter for filtering signals based on RRG Relative Strength
  Parameters:
    src (float): <series float> The source series
    length (int): <int> The length for RRG Relative Strength calculation
    threshold (float): <float> The threshold for the filter (default: average RRG Relative Strength)
    useFilter (bool): <bool> Whether to apply the filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_alligator(useFilter)
  Parameters:
    useFilter (bool)

filter_wyckoff(useFilter)
  Parameters:
    useFilter (bool)

filter_squeeze_momentum(bbLength, bbStdDev, kcLength, kcMult, useFilter)
  Parameters:
    bbLength (int)
    bbStdDev (float)
    kcLength (simple int)
    kcMult (float)
    useFilter (bool)

filter_atr_compression(length, atrThreshold, useFilter)
  Parameters:
    length (simple int)
    atrThreshold (float)
    useFilter (bool)

filter_low_volume(length, useFilter)
  Parameters:
    length (int)
    useFilter (bool)

filter_nvi_accumulation(useFilter)
  Parameters:
    useFilter (bool)

filter_ma_slope(src, length, slopeThreshold, useFilter)
  Parameters:
    src (float)
    length (int)
    slopeThreshold (float)
    useFilter (bool)

filter_adx_low(len, lensig, adxThreshold, useFilter)
  Parameters:
    len (simple int)
    lensig (simple int)
    adxThreshold (int)
    useFilter (bool)

filter_choppiness_index(length, chopThreshold, useFilter)
  Parameters:
    length (int)
    chopThreshold (float)
    useFilter (bool)

filter_range_detection(length, useFilter)
  Parameters:
    length (int)
    useFilter (bool)

Nov 25, 2024

Release Notes

v2

Added:
filter_price_action(lookback, minDistance, useFilter)
  Price Action Filter for filtering signals based on price position relative to local high/low
  Parameters:
    lookback (simple int): <int> Number of candles to check for local high/low
    minDistance (float): <float> Minimum distance percentage from local high/low (default: SMA of the percentage distance)
    useFilter (bool): <bool> Whether to apply the Price Action filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_momentum(lookback, momentumThreshold, useFilter)
  Momentum Filter for filtering signals based on momentum over a specified lookback period
  Parameters:
    lookback (simple int): <int> Number of candles to check for momentum
    momentumThreshold (float): <float> Minimum momentum percentage (default: SMA of recent momentum)
    useFilter (bool): <bool> Whether to apply the Momentum filter
  Returns: <bool> Filtered result indicating whether the signal should be used

filter_candle_structure(bodyThreshold, lookback, useFilter)
  Candle Structure Filter for filtering signals based on the body size of previous candles
  Parameters:
    bodyThreshold (simple float): <float> Minimum body percentage of the previous candle (default: SMA of recent body percentages)
    lookback (simple int): <int> Number of candles for SMA calculation of body size (default: 5)
    useFilter (bool): <bool> Whether to apply the Candle Structure filter
  Returns: <bool> Filtered result indicating whether the signal should be used

Nov 27, 2024

Release Notes

Code clean