DailyDeviation

2021년 12월 4일

Library "DailyDeviation"
Helps in determining the relative deviation from the open of the day compared to the high or low values.

hlcDeltaArrays(daysPrior, maxDeviation, spec, res) Retuns a set of arrays representing the daily deviation of price for a given number of days.
  Parameters:
    daysPrior: Number of days back to get the close from.
    maxDeviation: Maximum deviation before a value is considered an outlier. A value of 0 will not filter results.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').
  Returns: [OH, OL, OC] Where OH = Open vs High, OL = Open vs Low, and OC = Open vs Close

fromOpen(daysPrior, maxDeviation, comparison, spec, res) Retuns a value representing the deviation from the open (to the high or low) of the current day given number of days to measure from.
  Parameters:
    daysPrior: Number of days back to get the close from.
    maxDeviation: Maximum deviation before a value is considered an outlier. A value of 0 will not filter results.
    comparison: The value use in comparison to the current open for the day.
    spec: session.regular (default), session.extended or other time spec.
    res: The resolution (default = '1440').

2021년 12월 5일

릴리즈 노트

v2

2024년 2월 7일

릴리즈 노트

Library "DailyDeviation"
Helps in determining the relative deviation from the open of the day compared to the high or low values.

hlcDeltaArrays(days, maxDeviation, spec, res)
  Returns a set of arrays representing the daily deviation of price for a given number of days.
  Parameters:
    days (simple int)
    maxDeviation (simple float): Maximum deviation before a value is considered an outlier. A value of 0 will not filter results.
    spec (simple string): session.regular (default), session.extended or other time spec.
    res (simple string): The resolution (default = '1440').
  Returns: [OH, OL, OC] Where OH = Open vs High, OL = Open vs Low, and OC = Open vs Close

fromOpen(days, maxDeviation, comparison, spec, res)
  Returns a value representing the deviation from the open (to the high or low) of the current day given number of days to measure from.
  Parameters:
    days (simple int)
    maxDeviation (simple float): Maximum deviation before a value is considered an outlier. A value of 0 will not filter results.
    comparison (float): The value use in comparison to the current open for the day.
    spec (simple string): session.regular (default), session.extended or other time spec.
    res (simple string): The resolution (default = '1440').