lib_math

Nov 6, 2023

Library "lib_math"
a collection of functions calculating without history operator to avoid max_bars_back errors

mean(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return returns average/mean of value since last reset

vwap(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return returns vwap of value and volume since last reset

variance(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return returns variance of value since last reset

trend(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return [slope, correlation, stddev, y1 , y2] where slope is the trend direction, correlation is a measurement for how well the values fit to the trendline (positive means ), stddev is how far the values deviate from the trend, x1 would be the time where reset is true and x2 would be the current time

Nov 29, 2024

Release Notes

v2 upgrade to pine v6, added in_range and range_overlap methods

Added:
in_range(value, max, min)
  checks if a given value is within a range (max, min)
  Parameters:
    value (int)
    max (int)
    min (int)

in_range(max1, min1, max2, min2)
  checks if a given range (max1, min1) is within another range (max2, min2)
  Parameters:
    max1 (int)
    min1 (int)
    max2 (int)
    min2 (int)

range_overlap(max1, min1, max2, min2)
  checks if a given range (max1, min1) overlaps another range (max2, min2)
  Parameters:
    max1 (int)
    min1 (int)
    max2 (int)
    min2 (int)

Feb 25

Release Notes

v3 added a couple of range mapping functions

Added:
mapping_linear(x, max1, min1, max2, min2)
  convert value in range A to value in range B
  Parameters:
    x (float): the input data series within range 1, to be mapped to range 2
    max1 (float): the maximum value in range 1 (origin)
    min1 (float): the minimum value in range 1 (origin)
    max2 (float): the maximum value in range 2 (target)
    min2 (float): the minimum value in range 2 (target)

mapping_sigmoid(x, speed_scale, upper_bound, lower_bound, center)
  fully customizable version of mapping_sigmoid (upper, lower, center, range_ratio, speed). This version adjusts the lower range's speed for imbalanced upper/lower range sizes, so the slope before and after crossing the center stays the same
  Parameters:
    x (float)
    speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
    upper_bound (float): the maximum value for input values towards positive infinity
    lower_bound (float): the minimum value for input values towards negative infinity
    center (float): the center value

mapping_sigmoid_fast(x, speed_scale, range_size, center)
  simplified version of mapping_sigmoid, no adjusted lower range speed, equal range size (center to edge, i.e. actually half range)
  Parameters:
    x (float)
    speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)
    range_size (float): instead of defining separate upper_bound/lower_bound, we add this value above and below the center to get balanced range sizes
    center (float): the center value

mapping_sigmoid_1_0_1(x, speed_scale)
  simplified version of mapping_sigmoid, with a fixed output range -1 | 0 | 1
  Parameters:
    x (float)
    speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)

mapping_sigmoid_0_05_1(x, speed_scale)
  simplified version of mapping_sigmoid, with a fixed output range 0 | 0,5 | 1
  Parameters:
    x (float)
    speed_scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)

mapping_sigmoid_upper_0_1(x, scale)
  simplified version of mapping_sigmoid, with a fixed positive output range 0 | 1 (negative x inputs default to 0)
  Parameters:
    x (float)
    scale (float): defines the slope of the sigmoid curve (how fast x values are approaching the bounds)

Mar 4

Release Notes

v4 added functions for continous stddev and linreg calculation

Added:
stddev(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return stddev how far the values deviate from the trend

linreg(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return [slope, y1, y2, length] where slope is the trend direction, y1 is the value a time of reset, y2 is the value on the current bar, len is the x-length of the regression line

Updated:
trend(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return [slope, correlation, stddev, y1 , y2, len] where slope is the trend direction, correlation is a measurement for how well the values fit to the trendline (positive means ), stddev is how far the values deviate from the trend, y1 is the y-coordinate at trend line start, y2 is the y-coordinate at trend line end, len is the x-length of the trend line, x1 would be the time where reset is true and x2 would be the current time