Library "historicalrange" Library provices a method to calculate historical percentile range of series.
hpercentrank(source) calculates historical percentrank of the source Parameters: source: Source for which historical percentrank needs to be calculated. Source should be ranging between 0-100. If using a source which can beyond 0-100, use short term percentrank to baseline them. Returns: pArray - percentrank array which contains how many instances of source occurred at different levels. upperPercentile - percentile based on higher value lowerPercentile - percentile based on lower value median - median value of the source max - max value of the source
distancefromath(source) returns stats on historical distance from ath in terms of percentage Parameters: source: for which stats are calculated Returns: percentile and related historical stats regarding distance from ath
distancefromma(maType, length, source) returns stats on historical distance from moving average in terms of percentage Parameters: maType: Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median length: Moving Average Length source: for which stats are calculated Returns: percentile and related historical stats regarding distance from ath
bpercentb(source, maType, length, multiplier, sticky) returns percentrank and stats on historical bpercentb levels Parameters: source: Moving Average Source maType: Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median length: Moving Average Length multiplier: Standard Deviation multiplier sticky: - sticky boundaries which will only change when value is outside boundary. Returns: percentile and related historical stats regarding Bollinger Percent B
kpercentk(source, maType, length, multiplier, useTrueRange, sticky) returns percentrank and stats on historical kpercentk levels Parameters: source: Moving Average Source maType: Moving Average Type : Can be sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median length: Moving Average Length multiplier: Standard Deviation multiplier useTrueRange: - if set to false, uses high-low. sticky: - sticky boundaries which will only change when value is outside boundary. Returns: percentile and related historical stats regarding Keltener Percent K
dpercentd(useAlternateSource, alternateSource, length, sticky) returns percentrank and stats on historical dpercentd levels Parameters: useAlternateSource: - Custom source is used only if useAlternateSource is set to true alternateSource: - Custom source length: - donchian channel length sticky: - sticky boundaries which will only change when value is outside boundary. Returns: percentile and related historical stats regarding Donchian Percent D
oscillator(type, length, shortLength, longLength, source, highSource, lowSource, method, highlowLength, sticky) oscillator - returns Choice of oscillator with custom overbought/oversold range Parameters: type: - oscillator type. Valid values : cci, cmo, cog, mfi, roc, rsi, stoch, tsi, wpr length: - Oscillator length - not used for TSI shortLength: - shortLength only used for TSI longLength: - longLength only used for TSI source: - custom source if required highSource: - custom high source for stochastic oscillator lowSource: - custom low source for stochastic oscillator method: - Valid values for method are : sma, ema, hma, rma, wma, vwma, swma, highlow, linreg, median highlowLength: - length on which highlow of the oscillator is calculated sticky: - overbought, oversold levels won't change unless crossed Returns: percentile and related historical stats regarding oscillator
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