Kelly criterion methods.
the kelly criterion helps with the decision of how much one should invest in
a asset as long as you know the odds and expected return of said asset.
simplified version of the kelly criterion formula.
win_p : float, probability of winning.
rr : float,...
Provides a data set of the monthly mean air temperature (°C) for the city of Tokyo in Japan.
this was just for fun, no financial implications in this.
TOKYO WMO Station ID:47662 Lat 35o41.5'N Lon 139o45.0'E
the years of the data set.
Returns: array : year values.
"In time series analysis, dynamic time warping (DTW) is an algorithm for
measuring similarity between two temporal sequences, which may vary in
speed. For instance, similarities in walking could be detected using DTW,
even if one person was walking faster than the other, or if there were
accelerations and decelerations...
Counts the word or integer number pattern frequency on a array.
counts the number a pattern is repeated.
pattern : : array : array with patterns to be counted.
array : list of unique patterns.
array : list of counters per...
Matrix Global Registry.
Get, Set, automatic growing, universal get/set,
multi-matrix dictionaries, multi-dictionary matrixes..
add slice matrixes of any type, share one common global key registry
pull up an item from a category, and item name ie a table of info.
same cell needs a color, a size, a string, a value, etc..
all of which can be...
pta_plot: This library will help you to plot different value. I will keep updating with your requirement
Display array element as a table.
array_id : Id of your array.
border_color : Color for border (`color.black` is used if no argument is supplied).
Returns: Display array...
Method for retrieving the unique elements in a array.
for example would retrieve a array with ,
the elements retrieved will be sorted by its first seen index in
note: float values have no precision option.
method for retrieving the unique elements in a array.
source : array...
Dataframe depends on the following two libraries:
Dataframe is designed for Data2D and Data3D libraries exclusively. It is sort of a mini framework, with easy to manipulate the data for display. Out of the box, it comes with default settings, and have the ability to fully customize almost every detail. To get...
Provides unbound methods (no error checking) to parse a string into a float or int matrix.
to_matrix_float(str, interval_sep, start_tk, end_tk)
Parse a string into a float matrix.
str : , string, the formated string to parse.
interval_sep : , string, cell interval separator token.
start_tk : ,...
This library is a Pine programmer’s tool containing functions that build an array of values meeting specific conditions. Its functions use concepts from our ConditionalAverages library , but instead of returning a single value, they return an array containing all the values meeting the conditions, which can then be processed as needed. This...
Few essentials captured together (subset of arrayutils)
finds difference between two timestamps
timeStart : start timestamp
endTime : end timestamp
check_overflow(pivots, barArray, dir)
finds difference between two timestamps
pivots : pivots array
Recursive Zigzag Using Matrix allows to create zigzags recursively on multiple levels. After bit of consideration, decided to make this public.
zigzag(length, ohlc, numberOfPivots, offset)
calculates plain zigzag based on input
length : Zigzag Length
ohlc : Array containing ohlc values. Can also contain custom...
Experimental attemt of applying Logistic Map Equation for some of widly used indicators.
With this study "Awesome Oscillator (AO)", "Rate of Change (ROC)", "Relative Strength Index (RSI)", "Stochastic (STOCH)" and a custom interpretation of Logistic Map Equation is presented
Calculations with Logistic Map Equation makes sense when the calculated results...
This is an experimental study designed to filter out minor price action for a clearer view of trends.
Inspired by the QQE's volatility filter, this filter applies the process directly to price rather than to a smoothed RSI.
First, a smooth average price range is calculated for the basis of the filter and multiplied by a specified amount.
Next, the filter is...
Hash map's in Pinescript?? Absolutely
This Library is the first step towards bringing a much needed data structure to the Pine Script community.
"Object" allows Pine coders to finally create objects full or unique key:value pairs, which are converted to strings and stored in an array. Data can be stored and accessed using dedicated get and set methods.
Library contains utility functions using arrays.
remove an item from array at specific index. Also deletes the item
arr : - array from which the item needs to be deleted
index : - index of item to be deleted
remove the last item from array. Also deletes the...
simple utility to draw different candles using box and lines. Quite useful for drawing candles such as zigzag candles or MTF candles
draw(o, h, l, c, oBar, cBar)
draws candles based on ohlc values
o : Open Price
h : High Price
l : Low Price
c : Close Price
oBar : Open Time
cBar : Close...