PINE LIBRARY
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EventFilterLib

115
🧠 EventFilterLib – Summary & Usage

📘 Purpose
EventFilterLib helps suppress trading signals around sensitive market times, improving signal quality and reducing risk during volatile or illiquid periods.

🔢 Included Event Filters
🟥 Tier 1 – High Impact Events (3h buffer default)
--FOMC Meetings
--NFP
--CPI
--Fed Chair Speeches
--US Federal Holidays

🟧 Tier 2 – Medium Impact Events (2h buffer default)
--ADP Employment Reports
--Retail Sales
--PPI Releases
--ISM Reports
--Crude Oil Inventories

🟦 Tier 3 – Session-Based Filters (built-in)
--NY Open/Close (±30min)
--Asia–London Overlap (07:00–09:00 UTC)
--NY Lunch (17:00–18:00 UTC)
--Midnight GMT Volatility Spike (00:00–00:30 UTC)

🟨 Weekend Filter
--Full-day block on Saturday/Sunday
--Optional buffer (e.g. Friday after 3pm)


The library returns 4 Booleans, [tier1, tier2, weekend, session]. You can call the function in your script using the following snippet:

//////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////
barTime = time

// === Inputs
weekendMode = input.bool(true, "Enable Weekend Filter")
bufferT1Before = input.int(180, "Tier 1 Buffer Before (min)")
bufferT1After = input.int(180, "Tier 1 Buffer After (min)")
bufferT2Before = input.int(120, "Tier 2 Buffer Before (min)")
bufferT2After = input.int(120, "Tier 2 Buffer After (min)")
bufferWBefore = input.int(180, "Weekend Buffer Before (min)")
bufferWAfter = input.int(180, "Weekend Buffer After (min)")

// === Call Function
[tier1, tier2, weekend, session] = EventFilterLib.isInQuietPeriod(
barTime, weekendMode, bufferT1Before, bufferT1After,
bufferWBefore, bufferWAfter, bufferT2Before, bufferT2After
)

// === Apply to Visualization or Signal Filter
bgcolor(tier1 ? color.red : na, title="Tier 1 Quiet")
bgcolor(tier2 ? color.orange : na, title="Tier 2 Quiet")
bgcolor(weekend ? color.blue : na, title="Weekend Quiet")
bgcolor(session ? color.purple : na, title="Session Quiet")

// Example Trade Block
allowTrade = not (tier1 or tier2 or weekend or session)
//////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////


/Novo Algo Team
Sürüm Notları
v2
Sürüm Notları
v3

Feragatname

Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, işlem veya diğer türden tavsiye veya tavsiyeler anlamına gelmez ve teşkil etmez. Kullanım Şartları'nda daha fazlasını okuyun.