lib_math

2023년 11월 6일

Library "lib_math"
a collection of functions calculating without history operator to avoid max_bars_back errors

mean(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return returns average/mean of value since last reset

vwap(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return returns vwap of value and volume since last reset

variance(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return returns variance of value since last reset

trend(value, reset)
  Parameters:
    value (float): series to track
    reset (bool): flag to reset tracking
return [slope, correlation, stddev, y1 , y2] where slope is the trend direction, correlation is a measurement for how well the values fit to the trendline (positive means ), stddev is how far the values deviate from the trend, x1 would be the time where reset is true and x2 would be the current time