HighClassCalculations

Library "HighClassCalculations"
Advanced Pine Script v6 calculation library for statistical, normalization, trend, and risk metrics.

safeDiv(numerator, denominator, fallback)
  Safe division helper that prevents division-by-zero errors.
  Parameters:
    numerator (float): Value on the top of the fraction.
    denominator (float): Value on the bottom of the fraction.
    fallback (float): Value returned when denominator is zero.
  Returns: Result of the division or fallback.

clamp(value, minValue, maxValue)
  Clamps a value into a fixed range.
  Parameters:
    value (float): Source value.
    minValue (float): Minimum allowed value.
    maxValue (float): Maximum allowed value.
  Returns: Clamped value.

rescale(value, oldMin, oldMax, newMin, newMax)
  Rescales a value from one range into another range.
  Parameters:
    value (float): Source value.
    oldMin (float): Source range minimum.
    oldMax (float): Source range maximum.
    newMin (float): Target range minimum.
    newMax (float): Target range maximum.
  Returns: Rescaled value.

normalize(src, len)
  Returns the min-max normalized position of a series within a rolling window.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
  Returns: Value between 0 and 1 when the range is valid.

rangePercent(src, len)
  Returns the source position inside its rolling range as a percentage.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
  Returns: Value between 0 and 100 when the range is valid.

zScore(src, len)
  Calculates the z-score of a series.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
  Returns: Standardized z-score.

robustZScore(src, len)
  Calculates a robust z-score using median absolute deviation.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
  Returns: Robust z-score less sensitive to outliers.

percentileRank(src, len)
  Calculates percentile rank for the latest value inside a rolling window.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
  Returns: Percentile rank from 0 to 100.

percentileValue(src, len, percentile)
  Calculates the value at a requested percentile inside a rolling window.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
    percentile (float): Requested percentile from 0 to 100.
  Returns: Percentile value.

simpleReturn(src)
  Calculates simple arithmetic return versus the previous bar.
  Parameters:
    src (float): Price or equity series.
  Returns: One-bar simple return.

logReturn(src)
  Calculates log return versus the previous bar.
  Parameters:
    src (float): Price or equity series.
  Returns: One-bar log return.

compoundedReturn(src, len)
  Calculates cumulative return over a fixed lookback.
  Parameters:
    src (float): Price or equity series.
    len (int): Lookback window.
  Returns: Return from src[len] to current src.

realizedVolatility(src, len, annualization)
  Calculates realized volatility from log returns and annualizes it.
  Parameters:
    src (float): Price or equity series.
    len (int): Rolling lookback window.
    annualization (float): Number of bars used for annualization.
  Returns: Annualized volatility.

downsideDeviation(returnSeries, len, mar, annualization)
  Calculates downside deviation from a return series.
  Parameters:
    returnSeries (float): Series of returns, not raw price.
    len (int): Rolling lookback window.
    mar (float): Minimum acceptable return.
    annualization (float): Number of bars used for annualization.
  Returns: Annualized downside deviation.

rollingSharpe(returnSeries, len, riskFreeRate, annualization)
  Calculates a rolling Sharpe ratio from a return series.
  Parameters:
    returnSeries (float): Series of returns, not raw price.
    len (int): Rolling lookback window.
    riskFreeRate (float): Per-bar risk free rate.
    annualization (float): Number of bars used for annualization.
  Returns: Annualized Sharpe ratio.

rollingSortino(returnSeries, len, mar, annualization)
  Calculates a rolling Sortino ratio from a return series.
  Parameters:
    returnSeries (float): Series of returns, not raw price.
    len (int): Rolling lookback window.
    mar (float): Minimum acceptable return.
    annualization (float): Number of bars used for annualization.
  Returns: Annualized Sortino ratio.

efficiencyRatio(src, len)
  Calculates Kaufman's efficiency ratio.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
  Returns: Efficiency ratio from 0 to 1.

regressionSlope(src, len)
  Calculates rolling linear regression slope.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
  Returns: Slope per bar.

regressionAngle(src, len)
  Converts rolling regression slope into an angle.
  Parameters:
    src (float): Source series.
    len (int): Rolling lookback window.
  Returns: Slope angle in degrees.

beta(asset, benchmark, len)
  Calculates rolling beta versus a benchmark series.
  Parameters:
    asset (float): Asset series.
    benchmark (float): Benchmark series.
    len (int): Rolling lookback window.
  Returns: Beta coefficient.

alpha(asset, benchmark, len, riskFreeRate)
  Calculates Jensen-style alpha versus a benchmark series.
  Parameters:
    asset (float): Asset return series.
    benchmark (float): Benchmark return series.
    len (int): Rolling lookback window.
    riskFreeRate (float): Per-bar risk free rate.
  Returns: Alpha over the rolling window.

ulcerIndex(src, len)
  Calculates the Ulcer Index for a series.
  Parameters:
    src (float): Price or equity series.
    len (int): Rolling lookback window.
  Returns: Ulcer Index value.

maxDrawdown(src, len)
  Calculates the maximum drawdown over a rolling window.
  Parameters:
    src (float): Price or equity series.
    len (int): Rolling lookback window.
  Returns: Maximum drawdown as a negative decimal.

atrPercent(len, src)
  Calculates ATR as a percentage of price.
  Parameters:
    len (simple int): ATR lookback window.
    src (float): Reference price used for the percentage denominator.
  Returns: ATR percent.

relativeVolume(len)
  Calculates relative volume versus its rolling average.
  Parameters:
    len (simple int): Rolling lookback window.
  Returns: Volume divided by average volume.

getAllFunctions()
  Returns a comma-separated list of all exported calculation helpers.
  Returns: Function catalog for quick reference.