DailyDeviation

4 thg 12, 2021

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').

5 thg 12, 2021

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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').