OscLibrary

Library "OscLibrary"
Non‑native oscillators & math for Pine v6: Ehlers Super Smoother & Roofing, Hilbert/homodyne period,
DSP biquads (LP/HP/BP/Notch), Goertzel power, Haar detail (wavelet‑style), robust z/Fisher, FRAMA,
Laguerre filter + Laguerre RSI, Autocorrelation Periodogram dominant period, DPO, WaveTrend‑style.

clamp(x, lo, hi)
  Clamp to [lo, hi]
  Parameters:
    x (float)
    lo (float)
    hi (float)

tanh(x)
  Parameters:
    x (float)

f_atan2_custom(y, x)
  Parameters:
    y (float)
    x (float)

wrap_pi(ang)
  Wrap angle to (-pi, pi]
  Parameters:
    ang (float)

scale_minmax(x, len)
  Window min‑max scale to [0, 1]
  Parameters:
    x (float)
    len (simple int)

zscore_robust(x, len)
  Robust z‑score using rolling median & MAD
z = (x - median) / (1.4826 * MAD)
  Parameters:
    x (float)
    len (simple int)

fisher_rank(x, len)
  Fisher transform of rolling percent‑rank (no simplifications)
  Parameters:
    x (float)
    len (simple int)

ift_rsi(x, rsiLen, smoothLen)
  Classic IFT of RSI
  Parameters:
    x (float)
    rsiLen (simple int)
    smoothLen (simple int)

biquad_lp(x, f0_cpb, Q)
  2‑pole low‑pass
  Parameters:
    x (float)
    f0_cpb (float)
    Q (float)

biquad_hp(x, f0_cpb, Q)
  2‑pole high‑pass
  Parameters:
    x (float)
    f0_cpb (float)
    Q (float)

biquad_bp(x, f0_cpb, Q)
  2‑pole band‑pass (constant skirt gain)
  Parameters:
    x (float)
    f0_cpb (float)
    Q (float)

biquad_notch(x, f0_cpb, Q)
  2‑pole notch
  Parameters:
    x (float)
    f0_cpb (float)
    Q (float)

ssf(x, period)
  Ehlers Super Smoother (2‑pole low‑lag LP)
  Parameters:
    x (float)
    period (simple int)

highpass_ehlers(x, cutoffPeriod)
  Ehlers high‑pass (first stage of Roofing)
  Parameters:
    x (float)
    cutoffPeriod (simple int)

roofing(x, hpCutoff, lpPeriod)
  Roofing filter: HP (long‑cycle reject) → Super Smoother
  Parameters:
    x (float)
    hpCutoff (simple int)
    lpPeriod (simple int)

hilbert_quadrature(src)
  Short Hilbert quadrature on a smoothed series
  Parameters:
    src (float)

homodyne_period(src, floorP, ceilP)
  Homodyne instantaneous period (bars) with smoothing
  Parameters:
    src (float)
    floorP (simple int)
    ceilP (simple int)

sine_leadsine(src)
  Sine & lead‑sine oscillator from HT phase
  Parameters:
    src (float)

goertzel_power(x, f0_cpb, r)
  Goertzel single‑bin spectral power (forgetting r∈(0,1))
  Parameters:
    x (float)
    f0_cpb (float)
    r (float)

frama_alpha(x, length, fast, slow)
  FRAMA alpha via fractal dimension (Ehlers)
  Parameters:
    x (float)
    length (simple int)
    fast (simple int)
    slow (simple int)

frama(x, length, fast, slow)
  FRAMA smoother (EMA with alpha from FD)
  Parameters:
    x (float)
    length (simple int)
    fast (simple int)
    slow (simple int)

laguerre(x, gamma)
  4‑element Laguerre filter (gamma in [0,1))
  Parameters:
    x (float)
    gamma (float)

laguerre_rsi(x, gamma)
  Laguerre RSI (bounded 0..1)
  Parameters:
    x (float)
    gamma (float)

acf_dominant_period(x, minP, maxP, corrLen)
  Dominant period from normalized autocorrelation peaks
Uses Pearson correlation as normalized ACF proxy over 'corrLen' bars.
minP/maxP bound the search range. corrLen should be >= maxP*2.
  Parameters:
    x (float)
    minP (simple int)
    maxP (simple int)
    corrLen (simple int)

dpo(x, length)
  Detrended Price Oscillator (centered SMA lag)
  Parameters:
    x (float)
    length (simple int)

wavetrend(h, l, c, chLen, avgLen)
  WaveTrend‑style oscillator (inputs explicit)
  Parameters:
    h (float)
    l (float)
    c (float)
    chLen (simple int)
    avgLen (simple int)

rescale(x, fromLo, fromHi, toLo, toHi, clip)
  Rescale x from [fromLo, fromHi] to [toLo, toHi]. Handles reversed domains; optional clipping.
  Parameters:
    x (float)
    fromLo (float)
    fromHi (float)
    toLo (float)
    toHi (float)
    clip (simple bool)

zscore_std(x, len)
  Classic rolling z-score using SMA/STD (sample stdev). Guard zero-variance.
  Parameters:
    x (float)
    len (simple int)

ema_alpha(x, alpha)
  EMA with dynamic alpha ∈ [0,1]. No simplifications; stable init.
  Parameters:
    x (float)
    alpha (float)

zlema(x, length)
  Zero-Lag EMA (ZLEMA). Uses lag = round((L-1)/2) and exact 2*x - x[lag] prefilter.
  Parameters:
    x (float)
    length (simple int)

hullma(x, length)
  Hull Moving Average (HMA) with round() for half and sqrt windows per standard definition.
  Parameters:
    x (float)
    length (simple int)

pct_change(x, len)
  Relative change over len bars. Uses exact previous value (sign-preserving); guards zero.
  Parameters:
    x (float)
    len (simple int)

normalize_by_atr(delta, atrLen)
  Normalize a delta by ATR(len) → "ATR units" (volatility-normalized). Guards zero ATR.
  Parameters:
    delta (float)
    atrLen (simple int)

smoothstep(x, edge0, edge1)
  Smoothstep gate: x∈[edge0,edge1] → [0,1] with C1 continuity; robust to equal edges.
  Parameters:
    x (float)
    edge0 (float)
    edge1 (float)

biquad_lp_period(x, period_bars, Q)
  Parameters:
    x (float)
    period_bars (float)
    Q (float)

biquad_hp_period(x, period_bars, Q)
  Parameters:
    x (float)
    period_bars (float)
    Q (float)

biquad_bp_period(x, centerPeriod_bars, Q)
  Parameters:
    x (float)
    centerPeriod_bars (float)
    Q (float)

biquad_notch_period(x, centerPeriod_bars, Q)
  Parameters:
    x (float)
    centerPeriod_bars (float)
    Q (float)

biquad_bp_between(x, periodLow_bars, periodHigh_bars)
  Band-pass by specifying low/high periods (pass between 1/pHigh and 1/pLow).
Computes center f0 = sqrt(fLo*fHi) and Q = f0 / BW (constant-skirt RBJ form).
  Parameters:
    x (float)
    periodLow_bars (float)
    periodHigh_bars (float)

angle_diff(a, b)
  Parameters:
    a (float)
    b (float)

rad2deg(r)
  Parameters:
    r (float)

deg2rad(d)
  Parameters:
    d (float)