Linear Time-Invariant (LTI) filters are fundamental tools in signal processing that operate with consistent behavior over time and linearly respond to input signals. They are crucial for analyzing and manipulating signals in various applications, ensuring the output signal's integrity is maintained regardless of when an input is applied or its magnitude. The...
Library "Functions" half_candle() Half Candles Returns: half candles (difference between open and close) super_smoother(source, len) Ehlers Super Smoother Parameters: source (float) : Source len (int) Returns: super smoothed moving average quotient(length, K) Ehlers early onset trend Parameters: length (int) : Length...
Library "chrono_utils" 📝 Description Collection of objects and common functions that are related to datetime windows session days and time ranges. The main purpose of this library is to handle time-related functionality and make it easy to reason about a future bar checking if it will be part of a predefined session and/or inside a datetime window. All...
Library "two_ma_logic" The core logic for the two moving average strategy that is used as an example for the internal logic of the "Template Trailing Strategy" and the "Two MA Signal Indicator" ma(source, maType, length) ma - Calculate the moving average of the given source for the given length and type of the average Parameters: source (float) : -...
Library "Time_Filter" Time filters for trading strategies. f_isInWeekDay(_timeZone, _byWeekDay, _byMon, _byTue, _byWed, _byThu, _byFri, _bySat, _bySun) f_isInWeekDay - Filter by week day or by time delimited session. Parameters: _timeZone : - Time zone to use when filter allowed trading by days of the week. _byWeekDay : - Filter allowed trading...
This library comes with everything you need to add an On Balance Volume (OBV) filter to your strategy. getOnBalanceVolumeFilter(source, maType, fastMaLength, fastMaLength) Get the fast and slow moving average for on balance volume Parameters: source : hook this up to an 'input.source' input maType : Choose from EMA, SMA, RMA, or WMA ...
The 2 Pole and 3 Pole Super Smoother Filters were developed by John Ehlers and described in "Chapter 13: Super Smother" of his book Cybernetic Analysis for Stocks and Futures . The 2 Pole Smoother is described as being a better approximation of price, whereas the 3 Pole Smoother has superior smoothing. Library "Ehlers_Super_Smoother" Provides the functions to...
Library "FFTLibrary" contains a function for performing Fast Fourier Transform (FFT) along with a few helper functions. In general, FFT is defined for complex inputs and outputs. The real and imaginary parts of formally complex data are treated as separate arrays (denoted as x and y). For real-valued data, the array of imaginary parts should be filled with...