StrengthFactors

5월 25일

Library "StrengthFactors"
Strength factor calculations for various market analysis metrics

get_threshold(opt, input_val, avg_val, lineancy)
  Calculate threshold based on options
  Parameters:
    opt (string): Threshold option ("Disabled", "User Input Threshold", "Average as Threshold")
    input_val (float): User input threshold value
    avg_val (float): Average value for threshold
    lineancy (float): Lineancy adjustment percentage
  Returns: Calculated threshold

get_percentage_of_threshold(value, threshold)
  Calculate percentage of threshold
  Parameters:
    value (float): Current value
    threshold (float): Threshold value
  Returns: Percentage of threshold

get_distance_sf(lookback, thr_opt, thr_inp, lineancy)
  Calculate Distance Strength Factor
  Parameters:
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    lineancy (float): Lineancy adjustment
  Returns: [distance_sf, distance_avg, distance_threshold, distance_prc_of_thr]

get_uniformity_sf(lookback, thr_opt, thr_inp, stddev_mult, lineancy)
  Calculate Uniformity Strength Factor
  Parameters:
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    stddev_mult (float): Standard deviation multiplier
    lineancy (float): Lineancy adjustment
  Returns: [uniformity_sf, uniformity_threshold, uniformity_prc_of_thr]

get_overlap_sf(lookback, thr_opt, thr_inp, lineancy)
  Calculate Overlap Strength Factor
  Parameters:
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    lineancy (float): Lineancy adjustment
  Returns: [overlap_sf, overlap_avg, overlap_threshold, overlap_prc_of_thr]

get_body_sf(lookback, thr_opt, thr_inp, lineancy)
  Calculate Body Strength Factor
  Parameters:
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    lineancy (float): Lineancy adjustment
  Returns: [body_sf, body_avg, body_threshold, body_prc_of_thr]

get_close_sf(lookback, thr_opt, thr_inp, lineancy)
  Calculate Close Strength Factor
  Parameters:
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    lineancy (float): Lineancy adjustment
  Returns: [close_sf, close_avg, close_threshold, close_prc_of_thr]

get_breakout_sf(lookback, thr_opt, thr_inp, lineancy, bro_dir, is_inside_bar)
  Calculate Breakout Strength Factor
  Parameters:
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    lineancy (float): Lineancy adjustment
    bro_dir (int): Breakout direction
    is_inside_bar (bool): Is inside bar flag
  Returns: [breakout_sf, breakout_avg, breakout_threshold, breakout_prc_of_thr]

get_always_in_sf(thr_opt, thr_inp, lineancy)
  Calculate Always-In Strength Factor
  Parameters:
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    lineancy (float): Lineancy adjustment
  Returns: [always_in_sf, always_in_avg, always_in_threshold, always_in_prc_of_thr]

get_directional_sf(overlap_prc, distance_prc, body_prc, close_prc, breakout_prc, lookback, thr_opt, thr_inp, lineancy)
  Calculate Directional Strength Factor (composite)
  Parameters:
    overlap_prc (float): Overlap SF as percentage of threshold
    distance_prc (float): Distance SF as percentage of threshold
    body_prc (float): Body SF as percentage of threshold
    close_prc (float): Close SF as percentage of threshold
    breakout_prc (float): Breakout SF as percentage of threshold
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    lineancy (float): Lineancy adjustment
  Returns: [directional_sf, directional_avg, directional_threshold, directional_prc_of_thr]

get_combined_direction_sf(body_prc, close_prc, breakout_prc, lookback, thr_opt, thr_inp, lineancy)
  Calculate Combined Direction Strength Factor
  Parameters:
    body_prc (float): Body SF as percentage of threshold
    close_prc (float): Close SF as percentage of threshold
    breakout_prc (float): Breakout SF as percentage of threshold
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    lineancy (float): Lineancy adjustment
  Returns: [combined_sf, combined_avg, combined_threshold, combined_prc_of_thr]

get_all_strength_factors(lookback, lineancy, dist_thr_opt, dist_thr_inp, body_thr_opt, body_thr_inp, close_thr_opt, close_thr_inp, breakout_thr_opt, breakout_thr_inp, bro_dir, is_inside_bar)
  Get all strength factors at once (convenience function)
  Parameters:
    lookback (int): Lookback period for averages
    lineancy (float): Lineancy adjustment percentage
    dist_thr_opt (string): Distance threshold option
    dist_thr_inp (float): Distance threshold input
    body_thr_opt (string): Body threshold option
    body_thr_inp (float): Body threshold input
    close_thr_opt (string): Close threshold option
    close_thr_inp (float): Close threshold input
    breakout_thr_opt (string): Breakout threshold option
    breakout_thr_inp (float): Breakout threshold input
    bro_dir (int): Breakout direction
    is_inside_bar (bool): Is inside bar flag
  Returns: Map containing all strength factor results

5월 25일

릴리즈 노트

v2

Updated:
get_uniformity_sf(lookback, thr_opt, thr_inp, stddev_mult, lineancy)
  Calculate Uniformity Strength Factor
  Parameters:
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input
    stddev_mult (float): Standard deviation multiplier
    lineancy (float): Lineancy adjustment
  Returns: [uniformity_sf, uniformity_avg, uniformity_threshold, uniformity_prc_of_thr]

5월 25일

릴리즈 노트

v3

5월 25일

릴리즈 노트

v4

Added:
get_breakout_direction(higH, loW, high_prev, low_prev)
  Calculate breakout direction based on price action
  Parameters:
    higH (float): Current high
    loW (float): Current low
    high_prev (float): Previous high
    low_prev (float): Previous low
  Returns: [bro_dir, is_outside_bar, is_inside_bar] Breakout direction and bar type flags

Updated:
get_distance_sf(lookback, thr_opt, thr_inp, lineancy)
  Calculate Distance Strength Factor
  Parameters:
    lookback (int): Lookback period for average
    thr_opt (string): Threshold option
    thr_inp (float): User threshold input (as multiplier of average)
    lineancy (float): Lineancy adjustment
  Returns: [distance_sf, distance_avg, distance_threshold, distance_prc_of_thr]

get_all_strength_factors(lookback, lineancy, dist_thr_opt, dist_thr_inp, uni_thr_opt, uni_thr_inp, uni_stddev_mult, ovl_thr_opt, ovl_thr_inp, body_thr_opt, body_thr_inp, close_thr_opt, close_thr_inp, breakout_thr_opt, breakout_thr_inp, bro_dir, is_inside_bar)
  Get all strength factors at once (convenience function)
  Parameters:
    lookback (int): Lookback period for averages
    lineancy (float): Lineancy adjustment percentage
    dist_thr_opt (string): Distance threshold option
    dist_thr_inp (float): Distance threshold input
    uni_thr_opt (string): Uniformity threshold option
    uni_thr_inp (float): Uniformity threshold input
    uni_stddev_mult (float): Uniformity standard deviation multiplier
    ovl_thr_opt (string): Overlap threshold option
    ovl_thr_inp (float): Overlap threshold input
    body_thr_opt (string): Body threshold option
    body_thr_inp (float): Body threshold input
    close_thr_opt (string): Close threshold option
    close_thr_inp (float): Close threshold input
    breakout_thr_opt (string): Breakout threshold option
    breakout_thr_inp (float): Breakout threshold input
    bro_dir (int): Breakout direction
    is_inside_bar (bool): Is inside bar flag
  Returns: Map containing all strength factor results

5월 25일

릴리즈 노트

v5