TPOSmartMoneyLib

5시간 전

Library "TPOSmartMoneyLib"
Library for TPO (Time Price Opportunity) and Smart Money concepts including session management, PDH/PDL detection, sweeping logic, and volume profile utilities

f_price_to_tick(p)
  Convert price to tick
  Parameters:
    p (float): Price value
  Returns: Tick value

f_tick_to_row(t, row_ticks_in)
  Convert tick to row
  Parameters:
    t (int): Tick value
    row_ticks_in (int): Number of ticks per row
  Returns: Row index

f_row_to_price(row, row_ticks_in)
  Convert row to price (midpoint)
  Parameters:
    row (int): Row index
    row_ticks_in (int): Number of ticks per row
  Returns: Price at row midpoint

f_calc_row_ticks(natr_ref, row_gran_mult)
  Calculate dynamic row size based on normalized ATR
  Parameters:
    natr_ref (float): Daily normalized ATR reference value
    row_gran_mult (float): Row granularity multiplier
  Returns: Number of ticks per row

f_more_transp_pct(c, pct)
  Increase color transparency by percentage
  Parameters:
    c (color): Input color
    pct (float): Percentage to increase transparency (0.0 to 1.0)
  Returns: Color with increased transparency

f_dom_color(dom, buy_col, sell_col, gamma, transp_weak, transp_strong)
  Calculate dominance color based on buy/sell ratio
  Parameters:
    dom (float): Dominance ratio (-1 to 1, negative = sell, positive = buy)
    buy_col (color): Buy dominant color
    sell_col (color): Sell dominant color
    gamma (float): Gamma correction for color intensity
    transp_weak (int): Transparency for weak dominance
    transp_strong (int): Transparency for strong dominance
  Returns: Blended color

f_sess_part(sess_str, get_start)
  Parse session string to get start or end time
  Parameters:
    sess_str (string): Session string in format "HHMM-HHMM"
    get_start (bool): True to get start time, false to get end time
  Returns: Time string in HHMM format

f_hhmm_to_h(hhmm)
  Convert HHMM string to hours
  Parameters:
    hhmm (string): Time string in HHMM format
  Returns: Hours (0-23)

f_hhmm_to_m(hhmm)
  Convert HHMM string to minutes
  Parameters:
    hhmm (string): Time string in HHMM format
  Returns: Minutes (0-59)

f_prev_day_window_bounds(today_day_rth, win_start, win_end, session_tz)
  Calculate previous day window bounds
  Parameters:
    today_day_rth (int): Today's RTH start timestamp
    win_start (string): Window start time in HHMM format
    win_end (string): Window end time in HHMM format
    session_tz (string): Session timezone
  Returns: Tuple of [window_start_ms, window_end_ms]

f_default_session_colors()
  Get default session colors
  Returns: Array of 4 colors [Asia, Frankfurt, London, NY]

f_session_names()
  Get session names
  Returns: Array of 4 session names

f_process_hl(arr, rng, keep_bars, lock_to_live)
  Process high/low lines with sweeping detection
  Parameters:
    arr (array<HLLine>): Array of HLLine objects
    rng (float): Price range for visibility filtering
    keep_bars (int): Maximum bars to keep lines
    lock_to_live (bool): Whether to lock line end to current bar
  Returns: 0 (for chaining)

f_process_naked_lines(arr, calc_bars, bars_per_day, keep_to_day_end)
  Process naked lines (POC/VAH/VAL) with sweeping detection
  Parameters:
    arr (array<NakedLine>): Array of NakedLine objects
    calc_bars (int): Maximum calculation bars
    bars_per_day (int): Bars per day for scope calculation
    keep_to_day_end (bool): Whether to extend to day end
  Returns: 0 (for chaining)

f_update_pdhl_lines(pd_hl, pdh, pdl, new_day, pd_rng, bars_per_day, pdh_color, pdl_color)
  Detect and create PDH/PDL lines
  Parameters:
    pd_hl (array<HLLine>): Array to store HLLine objects
    pdh (float): Previous day high
    pdl (float): Previous day low
    new_day (bool): Whether it's a new day
    pd_rng (float): Price range for visibility
    bars_per_day (int): Bars per day
    pdh_color (color): PDH line color
    pdl_color (color): PDL line color
  Returns: 0 (for chaining)

f_poc_from_vals(keys, vals)
  Calculate POC from sorted keys and values
  Parameters:
    keys (array<int>): Sorted array of row keys
    vals (array<float>): Array of volume values
  Returns: POC row key

f_value_area(keys, vals, poc_key, va_pct)
  Calculate Value Area from volume distribution
  Parameters:
    keys (array<int>): Sorted array of row keys
    vals (array<float>): Array of volume values
    poc_key (int): POC row key
    va_pct (float): Value Area percentage (typically 0.70)
  Returns: Tuple of [VAL_key, VAH_key]

f_find_key_sorted(keys, target)
  Find key in sorted array using binary search
  Parameters:
    keys (array<int>): Sorted array of keys
    target (int): Target key to find
  Returns: Index of key, or -1 if not found

f_zscore_safe(x, len)
  Safe z-score calculation using built-in functions
  Parameters:
    x (float): Input series
    len (int): Lookback length
  Returns: Z-score

HLLine
  Represents a high/low line with sweeping detection
  Fields:
    ln (series line): Line object
    lb (series label): Label object
    lvl (series float): Price level
    startBar (series int): Bar index where line starts
    swept (series bool): Whether the level has been swept
    isHigh (series bool): True if this is a high, false if low
    col (series color): Line color

NakedLine
  Represents a naked POC/VAH/VAL line
  Fields:
    ln (series line): Line object
    lb (series label): Label object
    lvl (series float): Price level
    startBar (series int): Bar index where line starts
    swept (series bool): Whether the level has been swept
    sweptBar (series int): Bar index where swept occurred
    endBar (series int): Bar index where line should end

4시간 전

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