RSLibrary "RS"
Utility methods for Relative Strength analysis
This is the first library test publication with ratio() method. More functions will be added.
ratio(symbol, benchmark) Simple ratio of symbol vs benchmark
Parameters:
symbol : to be compared
benchmark : to be compared
Returns: ratio of symbol to benchmark
Techindicator
SupportResitanceAndTrendLibrary "SupportResitanceAndTrend"
Contains utilities for finding key levels of support, resistance and direction of trend.
superTrendPlus(multiple, h, l, atr, closeBars) A more flexible version of SuperTrend that allows for supplying the series used and sensitivity adjustment by confirming close bars.
Parameters:
multiple : The multiple to apply to the average true range.
h : The high values.
l : The low values.
atr : The average true range values.
closeBars : The number of bars to confirm a change in trend.
Returns:
superTrend(multiple, period, mode, closeBars) superTrendPlus with simplified parameters.
Parameters:
multiple : The multiple to apply to the average true range.
period : The number of bars to measure.
mode : The type of moving average to use with the true range.
closeBars : The number of bars to confirm a change in trend.
Returns:
stochSR() Identifies support and resistance levels by when a stochastic RSI reverses. Returns:
MovingAveragesLibrary "MovingAverages"
Contains utilities for generating moving average values including getting a moving average by name and a function for generating a Volume-Adjusted WMA.
vawma(len, src, volumeDefault) VAWMA = VWMA and WMA combined. Simply put, this attempts to determine the average price per share over time weighted heavier for recent values. Uses a triangular algorithm to taper off values in the past (same as WMA does).
Parameters:
len : The number of bars to measure with.
src : The series to measure from. Default is 'hlc3'.
volumeDefault : The default value to use when a chart has no (N/A) volume.
Returns: The volume adjusted triangular weighted moving average of the series.
getMA(mode, len, src) Generates a moving average based upon a 'mode'.
Parameters:
mode : The type of moving average to generate. Values allowed are: SMA, EMA, WMA, VWMA and VAWMA.
len : The number of bars to measure with.
src : The series to measure from. Default is 'close'.
Returns: The volume adjusted triangular weighted moving average of the series.
Matrix_Functions_Lib_JDLibrary "Matrix_Functions_Lib_JD"
This is a library to add matrix / 2D array functionality to Pinescript.
once you import the library at the beginning of your script, you can add all the functions described below just by calling them like you do any other built'in function.
Enjoy,
Gr, JD.
PS. if you find functionality or calculation errors in the functions, please let me know, so I can fix them.
There are quite a lot of functions, so little mishaps may have slipped in! ;-)
get_nr_of_rows() Returns the number of rows from a 2D matrix
get_nr_of_columns() Returns the number of columns from a 2D matrix
get_size() Returns a tuple with the total number of rows and columns from a 2D matrix
init() 2D matrix init function, builds a 2D matrix with dimensional metadata in first two values and fills it with a default value, the body of the actual matrix data starts at index 2.
from_list() 2D matrix init function, builds a 2D matrix from an existing array by adding dimensional metadata in first two values, the body of the actual matrix data consists of the data of the source array and starts at index 2.
set() Sets values in 2D matrix with (row index, column index) (index for rows and columns both starts at 0 !!)
fill_val() Fills all elements in a 2D matrix with a value
randomize() Fills a 2D matrix with random values//
get() Gets values from 2D matrix with (row index, column index) (index for rows and columns both starts at 0 !!)
copy_slice_body() Cuts off the metadata header and returns the array body, WITHOUT THE DIMENSIONAL METADATA!!
do_slice This variable should be set as: - 'false' to only make a copy, changes to the new array copy will NOT ALTER the ORIGINAL - 'true' to make a slice, changes to the new array slice WILL(!) ALTER the ORIGINAL
get_record() Gets /retrieve the values from a ROW/RECORD from a certain row/lookback period, the values are returned as an array
get_row_index() Gets the row nr. in a 2D matrix from 1D index (index for rows and columns both starts at 0 !!)
get_column_index() Gets the column nr. in a 2D matrix from 1D index (index for rows and columns both starts at 0 !!)
get_row_column_index() Gets a tuple with the (row, column) coordinates in 2D matrix from 1D index (index starts at 0 and does not include the header!!)
get_array_index() Gets the 1D index from (row, column) coordinates in 2D matrix (index for row and column both starts at 0 !! Index starts at 0 and does not include the header!!)
remove_rows() Removes one or more rows/records from a 2D matrix (if from_row = to_row, only this row is removed)
remove_columns() Remove one or more columns from a 2D matrix (if from_column = to_column, only this column is removed)
insert_array_of_rows() Insert an array of rows/records at a certain row number in a 2D matrix
add_row() ADDS a ROW/RECORD on the TOP of a sheet, shift the whole list one down and gives the option to REMOVE the OLDEST row/record. (2D version of "unshift" + "pop" but with a whole row at once)
insert_array_of_columns() Insert an array of columns at a certain column number in a 2D matrix
append_array_of_rows() Appends/adds an array of rows/records to the bottom of a 2D matrix
append_array_of_columns() Appends/adds an array of columns to the right side of a 2D matrix
pop_row() Removes / pops and returns the last row/record from a 2D matrix.
pop_column() Removes / pops and returns the last (most right) column from a 2D matrix.
replace()
abs()
add_value() Returns a new matrix with the same value added to all the elements of the source matrix.
addition() Returns a new matrix with the of the elements of one 2D matrix added to every corresponding element of a source 2D matrix.
subtract_value() Returns a new matrix with the same value subtracted from every element of a 2D matrix
subtraction() Returns a new matrix with the values of the elements of one 2D matrix subtracted from every corresponding element of a source 2D matrix.
scalar_multipy() Returns a new matrix with all the elements of the source matrix scaled/multiplied by a scalar value.
transpose() Returns a new matrix with the elements of the source matrix transposed.
multiply_elem() Performs ELEMENT WISE MULTIPLICATION of 2D matrices, returns a new matrix c.
multiply() Performs DOT PROCUCT MULTIPLICATION of 2D matrices, returns a new matrix c.
determinant_2x2() Calculates the determinant of 2x2 matrices.
determinant_3x3() Calculates the determinant of 3x3 matrices.
determinant_4x4() Calculates the determinant of 4x4 matrices.
print() displays a 2D matrix in a table layout.
