Signal — Indicators and Strategies

signal_datagram The purpose of this library is to split and merge an integer into useful pieces of information that can easily handled and plotted. The basic piece of information is one word. Depending on the underlying numerical system a word can be a bit, octal, digit, nibble, or byte. The user can define channels. Channels are named groups of words. Multiple words can be combined to increase the value range of a channel. A datagram is a description of the user-defined channels in an also user-defined numeric system that also contains all runtime information that is necessary to split and merge the integer. This library simplifies the communication between two scripts by allowing the user to define the same datagram in both scripts. On the sender's side, the channel values can be merged into one single integer value called signal. This signal can be 'emitted' using the plot function. The other script can use the 'input.source' function to receive that signal. On the receiver's end based on the same datagram, the signal can be split into several channels. Each channel has the piece of information that the sender script put. In the example of this library, we use two channels and we have split the integer in half. However, the user can add new channels, change them, and give meaning to them according to the functionality he wants to implement and the type of information he wants to communicate. Nowadays many 'input.source' calls are allowed to pass information between the scripts, When that is not a price or a floating value, this library is very useful. The reason is that most of the time, the convention that is used is not clear enough and it is easy to do things the wrong way or break them later on. With this library validation checks are done during the initialization minimizing the possibility of error due to some misconceptions. Library "signal_datagram" Conversion of a datagram type to a signal that can be "send" as a single value from an indicator to a strategy script method init(this, positions, maxWords) init - Initialize if the word positons array with an empty array Namespace types: WordPosArray Parameters: this (WordPosArray) : - The word positions array object positions (int ) : - The array that contains all the positions of the worlds that shape the channel maxWords (int) : - The maximum words allowed based on the span Returns: The initialized object method init(this) init - Initialize if the channels word positons map with an empty map Namespace types: ChannelDesc Parameters: this (ChannelDesc) : - The channels' descriptor object Returns: The initialized object method init(this, numericSystem, channelDesc) init - Initialize if the datagram Namespace types: Datagram Parameters: this (Datagram) : - The datagram object numericSystem (simple string) : - The numeric system of the words to be used channelDesc (ChannelDesc) : - The channels descriptor that contains the positions of the words that each channel consists of Returns: The initialized object method add_channel(this, name, positions) add_channel - Add a new channel descriptopn with its name and its corresponding word positons to the map Namespace types: ChannelDesc Parameters: this (ChannelDesc) : - The channels' descriptor object to update name (simple string) positions (int ) Returns: The initialized object method set_signal(this, value) set_signal - Set the signal value Namespace types: Datagram Parameters: this (Datagram) : - The datagram object to update value (int) : - The signal value to set method get_signal(this) get_signal - Get the signal value Namespace types: Datagram Parameters: this (Datagram) : - The datagram object to query Returns: The value of the signal in digits method set_signal_sign(this, sign) set_signal_sign - Set the signal sign Namespace types: Datagram Parameters: this (Datagram) : - The datagram object to update sign (int) : - The negative -1 or positive 1 sign of the underlying value method get_signal_sign(this) get_signal_sign - Get the signal sign Namespace types: Datagram Parameters: this (Datagram) : - The datagram object to query Returns: The sign of the signal value -1 if it is negative and 1 if it is possitive method get_channel_names(this) get_channel_names - Get an array of all channel names Namespace types: Datagram Parameters: this (Datagram) Returns: An array that has all the channel names that are used by the datagram method set_channel_value(this, channelName, value) set_channel_value - Set the value of the channel Namespace types: Datagram Parameters: this (Datagram) : - The datagram object to update channelName (simple string) : - The name of the channel to set the value to. Then name should be as described int the schemas channel descriptor value (int) : - The channel value to set method set_all_channels_value(this, value) set_all_channels_value - Set the value of all the channels Namespace types: Datagram Parameters: this (Datagram) : - The datagram object to update value (int) : - The channel value to set method set_all_channels_max_value(this) set_all_channels_value - Set the value of all the channels Namespace types: Datagram Parameters: this (Datagram) : - The datagram object to update method get_channel_value(this, channelName) get_channel_value - Get the value of the channel Namespace types: Datagram Parameters: this (Datagram) : - The datagram object to query channelName (simple string) Returns: Digit group of words (bits/octals/digits/nibbles/hexes/bytes) found at the channel accodring to the schema WordDesc Fields: numericSystem (series__string) span (series__integer) WordPosArray Fields: positions (array__integer) ChannelDesc Fields: map (map__series__string:|WordPosArray|#OBJ) Schema Fields: wordDesc (|WordDesc|#OBJ) channelDesc (|ChannelDesc|#OBJ) Signal Fields: value (series__integer) isNegative (series__bool) words (array__integer) Datagram Fields: schema (|Schema|#OBJ) signal (|Signal|#OBJ)

Trade Library "Trade" A Trade Tracking Library Monitor conditions with less code by using Arrays. When your conditions are met in chronologically, a signal is returned and the scanning starts again. Create trades automatically with Stop Loss, Take Profit and Entry. The trades will automatically track based on the market movement and update when the targets are hit. Sample Usage Enter a buy trade when RSI crosses below 70 then crosses above 80 before it crosses 40. Note: If RSI crosses 40 before 80, No trade will be entered. rsi = ta.rsi(close, 21) buyConditions = array.new_bool() buyConditions.push(ta.crossunder(rsi, 70)) buyConditions.push(ta.crossover(rsi, 80)) buy = Trade.signal(buyConditions, ta.crossunder(rsi, 40)) trade = Trade.new(close-(100*syminfo.mintick), close +(200*syminfo.mintick), condition=buy) plot(trade.takeprofit, "TP", style=plot.style_circles, linewidth=4, color=color.lime) alertcondition(trade.tp_hit, "TP Hit") method signal(conditions, reset) Signal Conditions Namespace types: bool Parameters: conditions (bool ) reset (bool) Returns: Boolean: True when all the conditions have occured method update(this, stoploss, takeprofit, entry) Update Trade Parameters Namespace types: Trade Parameters: this (Trade) stoploss (float) takeprofit (float) entry (float) Returns: nothing method clear(this) Clear Trade Parameters Namespace types: Trade Parameters: this (Trade) Returns: nothing method track(this, _high, _low) Track Trade Parameters Namespace types: Trade Parameters: this (Trade) _high (float) _low (float) Returns: nothing new(stoploss, takeprofit, entry, _high, _low, condition, update) New Trade with tracking Parameters: stoploss (float) takeprofit (float) entry (float) _high (float) _low (float) condition (bool) update (bool) Returns: a Trade with targets and updates if stoploss or takeprofit is hit new() New Empty Trade Returns: an empty trade Trade Fields: stoploss (series__float) takeprofit (series__float) entry (series__float) sl_hit (series__bool) tp_hit (series__bool) open (series__integer)

SignalBuilder SignalBuilder Utility for building a collection of signal values. Provides a default view for displaying signals. Simplified API for aggregating signal values. Flexible for use with indicators and strategies. See the demo section for an example.

TurntLibrary Library "TurntLibrary" Collection of functions created for simplification/easy referencing. Includes variations of moving averages, length value oscillators, and a few other simple functions based upon HH/LL values. ma(source, length, type) Apply a moving average to a float value Parameters: source : Value to be used length : Number of bars to include in calculation type : Moving average type to use ("SMA","EMA","RMA","WMA","VWAP","SWMA","LRC") Returns: Smoothed value of initial float value curve(src, len, lb1, lb2) Exaggerates curves of a float value designed for use as an exit signal. Parameters: src : Initial value to curve len : Number of bars to include in calculation lb1 : (Default = 1) First lookback length lb2 : (Default = 2) Second lookback length Returns: Curved Average fragma(src, len, space, str) Average of a moving average and the previous value of the moving average Parameters: src : Initial float value to use len : Number of bars to include in calculation space : Lookback integer for second half of average str : Moving average type to use ("SMA","EMA","RMA","WMA","VWAP","SWMA","LRC") Returns: Fragmented Average maxmin(x, y) Difference of 2 float values, subtracting the lowest from the highest Parameters: x : Value 1 y : Value 2 Returns: The +Difference between 2 float values oscLen(val, type) Variable Length using a oscillator value and a corresponding slope shape ("Incline",Decline","Peak","Trough") Parameters: val : Oscillator Value to use type : Slope of length curve ("Incline",Decline","Peak","Trough") Returns: Variable Length Integer hlAverage(val, smooth, max, min, type, include) Average of HH,LL with variable lengths based on the slope shape ("Incline","Decline","Trough") value relative to highest and lowest Parameters: val : Source Value to use smooth max min type include : Add "val" to the averaging process, instead of more weight to highest or lowest value Returns: Variable Length Average of Highest Lowest "val" pct(val) Convert a positive float / price to a percentage of it's highest value on record Parameters: val : Value To convert to a percentage of it's highest value ever Returns: Percentage hlrange(x, len) Difference between Highest High and Lowest Low of float value Parameters: x : Value to use in calculation len : Number of bars to include in calculation Returns: Difference midpoint(x, len, smooth) The average value of the float's Highest High and Lowest Low in a number of bars Parameters: x : Value to use in calculation len smooth : (Default=na) Optional smoothing type to use ("SMA","EMA","RMA","WMA","VWAP","SWMA","LRC") Returns: Midpoint

Signal Analyzer This library contains functions that try to analyze trading signals performance. Like the % of average returns after a long or short signal is provided or the number of times that signal was correct, in the inmediate 2 candles after the signal.

TradingHook Library "TradingHook" This library is a client script for making a webhook signal formatted string to TradingHook webhook server. buy_message(password, amount, order_name) Make a buy Message for TradingHook. Parameters: password : (string) password that you set in .env file. amount : (float) amount. If not set, your strategy qty will be sent. order_name : (string) order_name. The default name is "Order". Returns: (string) A string containing the formatted webhook message. sell_message(password, percent, order_name) Make a sell message for TradingHook. Parameters: password : (string) password that you set in .env file. percent : (string) what percentage of your quantity you want to sell. order_name : (string) order_name. The default name is "Order". Returns: (string) A string containing the formatted webhook message. You can use TradingHook WebServer open source code in github(github.com)