NR_Versatilities

4월 10일

Library "NR_Versatilities"
Versatilities (aka, Versatile Utilities) includes:
- Seventeen Price Variants returned as a tuple,
- Eight Smoothing functions rolled into one,
- Pick any Past Value from any series with offset,
- Or just the previous value from any series.

pastVal(src, len)
  Fetches past value from src that came len distance ago
  Parameters:
    src (float): source series
    len (int): lookback distance - (optional) default is 1
  Returns: latest src if len <= 0, else src[len]

previous(src)
  Fetches past value from src that came len distance ago
  Parameters:
    src (float): source series
  Returns: previous value in the series if found, else current value

price_variants()
  Computes Several different averages using current and previous OHLC values
  Returns: Seventeen Uncommon Average Price Combinations

dynamic_MA(matyp, masrc, malen, lsmaoff, almasgm, almaoff, almaflr)
  Dynamically computes Eight different MAs on-demand individually, or an average of all taken together
  Parameters:
    matyp (string): pick one of these MAs - ALMA, EMA, HMA, LSMA, RMA, SMA, SWMA, WMA, ALL [= average of all MAs]
    masrc (float): source series to compute MA
    malen (simple int): lookback distance for MA
    lsmaoff (simple int): optional LSMA offset - default is 0
    almasgm (simple float): optional ALMA sigma - default is 5
    almaoff (simple float): optional ALMA offset - default is 0.5
    almaflr (simple bool): optional ALMA floor flag - default is false
  Returns: MA series for chosen type or, an average of all of them, if chosen so

4월 11일

릴리즈 노트

v2

Updated:
pastVal(src, len)
  Fetches past value from src that came len distance ago
  Parameters:
    src (float): source series
    len (int): lookback distance - (optional) default is 1
  Returns: latest src if len <= 0, else src[len] (rounded-to-mintick)

price_variants()
  Computes Several different averages using current and previous OHLC values
  Returns: Map of Eighteen Uncommon Combinations of single and two-bar OHLC averages (rounded-to-mintick)

dynamic_MA(matyp, masrc, malen, lsmaoff, almasgm, almaoff, almaflr)
  Dynamically computes Eight different MAs on-demand individually, or an average of all taken together
  Parameters:
    matyp (string): pick one of these MAs - ALMA, EMA, HMA, LSMA, RMA, SMA, SWMA, WMA, ALL [= average of all MAs]
    masrc (float): source series to compute MA
    malen (simple int): lookback distance for MA
    lsmaoff (simple int): optional LSMA offset - default is 0
    almasgm (simple float): optional ALMA sigma - default is 5
    almaoff (simple float): optional ALMA offset - default is 0.5
    almaflr (simple bool): optional ALMA floor flag - default is false
  Returns: MA series for chosen type or, an average of all of them, if chosen so (rounded-to-mintick)

4월 11일

릴리즈 노트

v3

Updated:
dynamic_MA(masrc, malen, lsmaoff, almasgm, almaoff, almaflr)
  Dynamically computes Eight different MAs and returns a Map containing Nine MAs
  Parameters:
    masrc (float): source series to compute MA
    malen (simple int): lookback distance for MA
    lsmaoff (simple int): optional LSMA offset - default is 0
    almasgm (simple float): optional ALMA sigma - default is 5
    almaoff (simple float): optional ALMA offset - default is 0.5
    almaflr (simple bool): optional ALMA floor flag - default is false
  Returns: Map of MAs - 'ALMA', 'EMA', 'HMA', 'LSMA', 'RMA', 'SMA', 'SWMA', 'WMA', 'ALL' (rounded-to-mintick)