Prev_bar_open_RSPS_IBRARY

Library "Prev_bar_open_RSPS_IBRARY"

get_color_scheme(scheme)
  Parameters:
    scheme (string)

f_get_color(value, threshold, pos_col, neg_col)
  Parameters:
    value (float)
    threshold (float)
    pos_col (color)
    neg_col (color)

matrix_get(A, i, j, nrows)
  Parameters:
    A (array<float>)
    i (int)
    j (int)
    nrows (int)

matrix_set(A, value, i, j, nrows)
  Parameters:
    A (array<float>)
    value (float)
    i (int)
    j (int)
    nrows (int)

transpose(A, nrows, ncolumns)
  Parameters:
    A (array<float>)
    nrows (int)
    ncolumns (int)

multiply(A, B, nrowsA, ncolumnsA, ncolumnsB)
  Parameters:
    A (array<float>)
    B (array<float>)
    nrowsA (int)
    ncolumnsA (int)
    ncolumnsB (int)

vnorm(X)
  Parameters:
    X (array<float>)

qr_diag(A, nrows, ncolumns)
  Parameters:
    A (array<float>)
    nrows (int)
    ncolumns (int)

pinv(A, nrows, ncolumns)
  Parameters:
    A (array<float>)
    nrows (int)
    ncolumns (int)

calc_beta(beta_length, benchmark_symbol)
  Parameters:
    beta_length (int)
    benchmark_symbol (string)

calc_alpha(alpha_length, beta_length, benchmark_symbol, risk_free_rate)
  Parameters:
    alpha_length (int)
    beta_length (int)
    benchmark_symbol (string)
    risk_free_rate (float)

adftest(a, nLag, conf)
  Parameters:
    a (array<float>)
    nLag (int)
    conf (string)

f_bartlett_weight(lag, max_lag)
  Parameters:
    lag (int)
    max_lag (int)

f_autocovariance(x, lag)
  Parameters:
    x (array<float>)
    lag (int)

f_kpss_test(x, lags)
  Parameters:
    x (array<float>)
    lags (int)

f_get_critical_value(significance, sample_size)
  Parameters:
    significance (float)
    sample_size (int)

get_ma(type, src, len)
  Parameters:
    type (string)
    src (float)
    len (simple int)

calculate_bb_percent(src, base_len, sd_len, sd_mult, percent_mult)
  Parameters:
    src (float)
    base_len (int)
    sd_len (int)
    sd_mult (float)
    percent_mult (float)

calculate_bb_market_filter(src, enable, base_len, sd_len, sd_mult, percent_mult, long_threshold, short_threshold, return_bb_percent)
  Parameters:
    src (float)
    enable (bool)
    base_len (int)
    sd_len (int)
    sd_mult (float)
    percent_mult (float)
    long_threshold (float)
    short_threshold (float)
    return_bb_percent (bool)

calc_TPI(src, base_len, sd_len, sd_mult, percent_mult, long_threshold, short_threshold)
  Parameters:
    src (float)
    base_len (int)
    sd_len (int)
    sd_mult (float)
    percent_mult (float)
    long_threshold (float)
    short_threshold (float)

detect_market_regime(price_src, enable_adf, adf_threshold, lookback, enable_dmi, dmi_threshold, enable_kpss, kpss_lookback, kpss_significance, enable_chop, chop_period, signal_period, enable_hilbert, smoothing_period, filter_period)
  Parameters:
    price_src (float)
    enable_adf (bool)
    adf_threshold (float)
    lookback (int)
    enable_dmi (bool)
    dmi_threshold (float)
    enable_kpss (bool)
    kpss_lookback (int)
    kpss_significance (float)
    enable_chop (bool)
    chop_period (int)
    signal_period (simple int)
    enable_hilbert (bool)
    smoothing_period (int)
    filter_period (int)

aggregate_market_regime(market_regimes, threshold)
  Parameters:
    market_regimes (array<int>)
    threshold (float)

f_get_asset_name(symbol)
  Parameters:
    symbol (string)

f_get_ranks(alphas, tpis, alpha_threshold)
  Parameters:
    alphas (array<float>)
    tpis (array<float>)
    alpha_threshold (float)

calc_metrics(current_equity, max_eq, returns_array, negative_returns_array, positive_returns_array, risk_free_rate)
  Parameters:
    current_equity (float)
    max_eq (float)
    returns_array (array<float>)
    negative_returns_array (array<float>)
    positive_returns_array (array<float>)
    risk_free_rate (float)

calculateMaxDrawdown(_equityCurve)
  Parameters:
    _equityCurve (float)