robbatt

Jul 8, 2023 6:15 AM

lib_pivot

British Pound vs Japanese YenPepperstone

Description

⋅ Jul 8, 2023 6:15 AM

Library "lib_pivot"
Object oriented implementation of Pivot methods.

method tostring(this)
Converts HLData to a json string representation
Namespace types: HLData
Parameters:
this (HLData): HLData
Returns: string representation of Pivot

method tostring(this, date_format)
Namespace types: Pivot
Parameters:
this (Pivot)
date_format (simple string)

method tostring(this, date_format)
Namespace types: Pivot[]
Parameters:
this (Pivot[])
date_format (simple string)

method get_color(this, mode)
Namespace types: PivotColors
Parameters:
this (PivotColors)
mode (int)

method get_label_text(this)
Namespace types: Pivot
Parameters:
this (Pivot)

method direction(this)
Namespace types: Pivot
Parameters:
this (Pivot)

method same_direction_as(this, other)
Namespace types: Pivot
Parameters:
this (Pivot)
other (Pivot)

method exceeds(this, price)
Namespace types: Pivot
Parameters:
this (Pivot)
price (float)

method exceeds(this, other)
Namespace types: Pivot
Parameters:
this (Pivot)
other (Pivot)

method exceeded_by(this, price)
Namespace types: Pivot
Parameters:
this (Pivot)
price (float)

method exceeded_by(this, other)
Namespace types: Pivot
Parameters:
this (Pivot)
other (Pivot)

method retracement_ratio(this, lastPivot, sec_lastPivot)
Namespace types: Pivot
Parameters:
this (Pivot)
lastPivot (Pivot)
sec_lastPivot (Pivot)

ratio_target(sec_lastPivot, lastPivot, target_ratio)
Parameters:
sec_lastPivot (Pivot)
lastPivot (Pivot)
target_ratio (float)

method update(this, ref_highest, ref_lowest)
Namespace types: HLData
Parameters:
this (HLData)
ref_highest (float)
ref_lowest (float)

method update(this, bar_time, bar_idx, price, prev)
Namespace types: Pivot
Parameters:
this (Pivot)
bar_time (int)
bar_idx (int)
price (float)
prev (Pivot)

method create_next(this, bar_time, bar_idx, price)
Namespace types: Pivot
Parameters:
this (Pivot)
bar_time (int)
bar_idx (int)
price (float)

HLData
HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
Fields:
length (series int): lookback length for pivot points
highest_offset (series int): offset to highest value bar
lowest_offset (series int): offset to lowest value bar
highest (series float): highest value within lookback bars
lowest (series float): lowest value within lookback bars
new_highest (series bool): update() will set this true if the current candle forms a new highest high at the last (current) bar of set period (length)
new_lowest (series bool): update() will set this true if the current candle forms a new lowest low at the last (current) bar of set period (length)
new_highest_fractal (series bool): update() will set this true if the current candle forms a new fractal high at the center of set period (length)
new_lowest_fractal (series bool): update() will set this true if the current candle forms a new fractal low at the center of set period (length)

PivotColors
Pivot colors for different modes
Fields:
hh (series color): Color for Pivot mode 2 (HH)
lh (series color): Color for Pivot mode 1 (LH)
hl (series color): Color for Pivot mode -1 (HL)
ll (series color): Color for Pivot mode -2 (LL)

Pivot
Pivot additional pivot data around basic Point
Fields:
point (Point type from robbatt/lib_plot_objects/5)
mode (series int): can be -2/-1/1/2 for LL/HL/LH/HH
price_movement (series float): The price difference between this and the previous pivot point in the opposite direction
retracement_ratio (series float): The ratio between this price_movement and the previous
prev (Pivot)

Release Notes

⋅ Jul 8, 2023 6:57 AM

v2 added methods to generate LineArgs and LabelArgs depending on Pivot mode

Added:
method get_line_args(this, mode, base_line_args)
Namespace types: PivotColors
Parameters:
this (PivotColors)
mode (int)
base_line_args (LineArgs type from robbatt/lib_plot_objects/5)

method get_label_args(this, mode, base_label_args, bg_colors)
Namespace types: PivotColors
Parameters:
this (PivotColors)
mode (int)
base_label_args (LabelArgs type from robbatt/lib_plot_objects/5)
bg_colors (PivotColors)

Release Notes

⋅ Jul 8, 2023 7:52 AM

v3 added reference series into HLData for use in zigzags, added functions to generate LineArgs and LabelArgs based on Pivot mode

Updated:
method get_line_args(this, mode, base_line_args)
Namespace types: PivotColors
Parameters:
this (PivotColors)
mode (int)
base_line_args (LineArgs type from robbatt/lib_plot_objects/6)

method get_label_args(this, mode, base_label_args, bg_colors)
Namespace types: PivotColors
Parameters:
this (PivotColors)
mode (int)
base_label_args (LabelArgs type from robbatt/lib_plot_objects/6)
bg_colors (PivotColors)

HLData
new Fields:
ref_highest (series float)
ref_lowest (series float)

Release Notes

⋅ Jul 8, 2023 8:01 AM

v4 fixed calculation error

Release Notes

⋅ Jul 8, 2023 10:09 AM

v5 added shortcuts for extracting and using HLData via Point Object

Updated:
method update(this, update, prev)
Namespace types: Pivot
Parameters:
this (Pivot)
update (Point type from robbatt/lib_plot_objects/6)
prev (Pivot)

method create_next(this, update)
Namespace types: Pivot
Parameters:
this (Pivot)
update (Point type from robbatt/lib_plot_objects/6)

HLData
added Fields:
h (Point type from robbatt/lib_plot_objects/6)
l (Point type from robbatt/lib_plot_objects/6)

Release Notes

⋅ Jul 8, 2023 10:45 AM

v6 update lib_plot_objects to v7

Release Notes

⋅ Jul 8, 2023 11:50 AM

v7 added default xloc to HLData

Updated:
HLData
added Fields:
xloc (series string)

Release Notes

⋅ Jul 8, 2023 4:32 PM

v8 prevent neutral mode for follow up pivots, take opposite of previous direction in case of pivot has same price level as previous

Release Notes

⋅ Jul 8, 2023 4:52 PM

v9 added variables to tostring for debugging

Release Notes

⋅ Jul 8, 2023 4:56 PM

v10 added variables to tostring

Release Notes

⋅ Jul 8, 2023 5:48 PM

v11 auto-position pivot labels depending on mode

Release Notes

⋅ Jul 8, 2023 8:28 PM

v12 update to lib_plot_objects v8

Release Notes

⋅ Jul 8, 2023 8:34 PM

v13 changed default colors for HL/LH

Release Notes

⋅ Jul 9, 2023 10:36 AM

v14 added methods
update_relation: to calculate all values relating to another pivot point
add_next: doing that automatically when adding a Pivot to an array of Pivots

Added:
method update_relation(this, prev)
Namespace types: Pivot
Parameters:
this (Pivot)
prev (Pivot)

method add_next(id, point, max)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
point (Point type from robbatt/lib_plot_objects/8)
max (int)

Release Notes

⋅ Jul 9, 2023 10:57 AM

v15 added same direction check in update_relation

Release Notes

⋅ Jul 9, 2023 11:44 AM

v16 added functions for management of Pivots in arrays, used to create Zigzag lines

Added:
method update_last(id, update)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
update (Point type from robbatt/lib_plot_objects/8)

method update_last_or_add_next(id, point)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
point (Point type from robbatt/lib_plot_objects/8)

Release Notes

⋅ Jul 9, 2023 1:18 PM

v17 simplified initialization of pivot array, updated demo

Release Notes

⋅ Jul 9, 2023 2:26 PM

v18 improved error messages

Release Notes

⋅ Jul 9, 2023 5:14 PM

v19 refactored update mechanism of last Pivot[] item

Release Notes

⋅ Jul 10, 2023 2:43 PM

v20 fine tuned zigzag demo algorithm and unit tests

Release Notes

⋅ Jul 12, 2023 2:24 PM

v21 updated demo, including dashed lines for unconfirmed last leg

Release Notes

⋅ Jul 12, 2023 2:35 PM

v22 add direction cast to integer

Release Notes

⋅ Jul 12, 2023 2:38 PM

v23 removed debug outputs

Release Notes

⋅ Jul 12, 2023 3:49 PM

v24 update to lib_plot_objects v9

Release Notes

⋅ Jul 14, 2023 3:08 PM

v25 added shortcut for lib_zig

Release Notes

⋅ Jul 14, 2023 3:23 PM

v26 updated lib_plot_objects to v10

Release Notes

⋅ Jul 15, 2023 7:28 PM

v27 added Candle data to HLData for more precise calculation of Zigzag trend change

Updated:
HLData
HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
Fields:
lowest_candle (Candle type from robbatt/lib_plot_objects/11)
highest_candle (Candle type from robbatt/lib_plot_objects/11)
h (Point type from robbatt/lib_plot_objects/11)
l (Point type from robbatt/lib_plot_objects/11)

Release Notes

⋅ Jul 15, 2023 7:42 PM

v28 renamed HLData h and l to highest_point and lowest_point, to prevent mixup with highest_candle.h and lowest_candle.l
added candle data to HLData tostring

Updated:
HLData
HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
Fields:
highest_point (Point type from robbatt/lib_plot_objects/11): data of the highest point within lookback bars
lowest_point (Point type from robbatt/lib_plot_objects/11): data of the lowest point within lookback bars

Release Notes

⋅ Jul 16, 2023 8:15 AM

v29 added manual buffer to prevent max_bars_back compiler error, updated to lib_plot_objects using Candle objects

Release Notes

⋅ Jul 16, 2023 9:11 AM

v30 optimized HLData init, made HLData candle_buffer accessible, added function to get current_candle

Added:
method current_candle(this)
Namespace types: HLData
Parameters:
this (HLData)

Updated:
HLData
HLData wraps the data received from ta.highest, ta.highestbars, ta.lowest, ta.lowestbars, as well as the reference sources
Fields:
candle_buffer (Candle[] type from robbatt/lib_plot_objects/12)

Release Notes

⋅ Jul 16, 2023 1:06 PM

v31 refactored function signature of retracement_ratio from Pivot.retracement_ration(last_pivot, sec_last_pivot) to (sec_last_pivot, last_pivot) to match other functions and more intuitive usage

Release Notes

⋅ Jul 20, 2023 8:17 AM

v32 moved runtime error for adding wrong direction Pivot to add_next instead of update_relation

Release Notes

⋅ Jul 20, 2023 8:23 AM

v33 removed additional check

Release Notes

⋅ Jul 20, 2023 4:56 PM

v34 update to lib_plot_objects v13

Release Notes

⋅ Jul 21, 2023 3:48 PM

v35 version bump lib_plot_objects v14

Release Notes

⋅ Jul 22, 2023 6:25 PM

v36 version bump to lib_plot_objects v15

Release Notes

⋅ Jul 23, 2023 1:36 PM

v37 added argument to store candle data with pivot

Updated:
method update(this, update, prev, candle)
Namespace types: Pivot
Parameters:
candle (Candle type from robbatt/lib_plot_objects/15)

method create_next(this, update, candle)
Namespace types: Pivot
Parameters:
this (Pivot)
update (Point type from robbatt/lib_plot_objects/15)
candle (Candle type from robbatt/lib_plot_objects/15)

method add_next(id, point, max, candle)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
point (Point type from robbatt/lib_plot_objects/15)
max (int)
candle (Candle type from robbatt/lib_plot_objects/15)

method update_last(id, update, candle)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
update (Point type from robbatt/lib_plot_objects/15)
candle (Candle type from robbatt/lib_plot_objects/15)

method update_last_or_add_next(id, point, max, candle)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
point (Point type from robbatt/lib_plot_objects/15)
max (int)
candle (Candle type from robbatt/lib_plot_objects/15)

Pivot
Pivot additional pivot data around basic Point
Fields:
point (Point type from robbatt/lib_plot_objects/15)
mode (series int): can be -2/-1/1/2 for LL/HL/LH/HH
price_movement (series float): The price difference between this and the previous pivot point in the opposite direction
retracement_ratio (series float): The ratio between this price_movement and the previous
prev (Pivot)
candle (Candle type from robbatt/lib_plot_objects/15)

Release Notes

⋅ Jul 23, 2023 1:57 PM

v38 version bump to lib_plot_objects v16

Release Notes

⋅ Jul 25, 2023 8:35 AM

v39 version bump lib_plot_objects v17

Release Notes

⋅ Jul 25, 2023 9:08 AM

v40 version bump lib_plot_objects v18

Release Notes

⋅ Jul 25, 2023 9:47 AM

v41 version bump lib_plot_objects v19

Release Notes

⋅ Aug 23, 2023 1:31 PM

v42 Added exceeded_by_any

Release Notes

⋅ Aug 24, 2023 11:24 AM

v43 update to lib_plot_objects v23

Release Notes

⋅ Sep 21, 2023 10:14 AM

v44 version bump to lib_plot_objects 25

Release Notes

⋅ Sep 24, 2023 12:05 PM

v45 update to lib_plot_objects v32 and switch to chart.point objects instead of calculation via x/y coordinates

Release Notes

⋅ Oct 7, 2023 8:03 PM

v46 version bump lib_plot_objects v33

Release Notes

⋅ Oct 7, 2023 8:07 PM

v47 version bump lib_plot_objects v34

Release Notes

⋅ Dec 29, 2023 9:40 PM

v48 version bump lib_plot_objects v35

Release Notes

⋅ Dec 30, 2023 3:01 PM

v49 version bump to lib_plot_objects v36

Release Notes

⋅ Jan 15, 2024 2:56 PM

v50 added init function to initialize Pivot arrays on creation, added add_next to directly add Pivot objects

Added:
method init(id)
Namespace types: Pivot[]
Parameters:
id (Pivot[])

Updated:
method add_next(id, point, candle, max)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
point (chart.point)
candle (Candle type from robbatt/lib_plot_objects/36)
max (int)

method update_last_or_add_next(id, point, candle, max)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
point (chart.point)
candle (Candle type from robbatt/lib_plot_objects/36)
max (int)

Release Notes

⋅ Jan 17, 2024 10:53 AM

v51 added force_update parameter to update_last, to allow for better control on custom zigzags

Updated:
method update_last(id, update, candle, force_update)
Namespace types: Pivot[]
Parameters:
id (Pivot[])
update (chart.point)
candle (Candle type from robbatt/lib_plot_objects/36)
force_update (bool)

Release Notes

⋅ Mar 28, 2024 12:41 PM

v52 simplified create_next functions, providing default candle parameter value