Library "LibraryCommon"
A collection of custom tools & utility functions commonly used with my scripts
@description TODO: add library description here
getDecimals() Calculates how many decimals are on the quote price of the current market
Returns: The current decimal places on the market quote price
truncate(float, float) Truncates (cuts) excess decimal places
Parameters:
float: number The number to truncate
float: decimalPlaces (default=2) The number of decimal places to truncate to
Returns: The given number truncated to the given decimalPlaces
toWhole(float) Converts pips into whole numbers
Parameters:
float: number The pip number to convert into a whole number
Returns: The converted number
toPips(float) Converts whole numbers back into pips
Parameters:
float: number The whole number to convert into pips
Returns: The converted number
getPctChange(float, float, int) Gets the percentage change between 2 float values over a given lookback period
Parameters:
float: value1 The first value to reference
float: value2 The second value to reference
int: lookback The lookback period to analyze
av_getPositionSize(float, float, float, float) Calculates OANDA forex position size for AutoView based on the given parameters
Parameters:
float: balance The account balance to use
float: risk The risk percentage amount (as a whole number - eg. 1 = 1% risk)
float: stopPoints The stop loss distance in POINTS (not pips)
float: conversionRate The conversion rate of our account balance currency
Returns: The calculated position size (in units - only compatible with OANDA)
bullFib(priceLow, priceHigh, fibRatio) Calculates a bullish fibonacci value
Parameters:
priceLow: The lowest price point
priceHigh: The highest price point
fibRatio: The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
bearFib(priceLow, priceHigh, fibRatio) Calculates a bearish fibonacci value
Parameters:
priceLow: The lowest price point
priceHigh: The highest price point
fibRatio: The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
getMA(int, string) Gets a Moving Average based on type (MUST BE CALLED ON EVERY CALCULATION)
Parameters:
int: length The MA period
string: maType The type of MA
Returns: A moving average with the given parameters
getEAP(float) Performs EAP stop loss size calculation (eg. ATR >= 20.0 and ATR < 30, returns 20)
Parameters:
float: atr The given ATR to base the EAP SL calculation on
Returns: The EAP SL converted ATR size
getEAP2(float) Performs secondary EAP stop loss size calculation (eg. ATR < 40, add 5 pips, ATR between 40-50, add 10 pips etc)
Parameters:
float: atr The given ATR to base the EAP SL calculation on
Returns: The EAP SL converted ATR size
barsAboveMA(int, float) Counts how many candles are above the MA
Parameters:
int: lookback The lookback period to look back over
float: ma The moving average to check
Returns: The bar count of how many recent bars are above the MA
barsBelowMA(int, float) Counts how many candles are below the MA
Parameters:
int: lookback The lookback period to look back over
float: ma The moving average to reference
Returns: The bar count of how many recent bars are below the EMA
barsCrossedMA(int, float) Counts how many times the EMA was crossed recently
Parameters:
int: lookback The lookback period to look back over
float: ma The moving average to reference
Returns: The bar count of how many times price recently crossed the EMA
getPullbackBarCount(int, int) Counts how many green & red bars have printed recently (ie. pullback count)
Parameters:
int: lookback The lookback period to look back over
int: direction The color of the bar to count (1 = Green, -1 = Red)
Returns: The bar count of how many candles have retraced over the given lookback & direction
getBodySize() Gets the current candle's body size (in POINTS, divide by 10 to get pips)
Returns: The current candle's body size in POINTS
getTopWickSize() Gets the current candle's top wick size (in POINTS, divide by 10 to get pips)
Returns: The current candle's top wick size in POINTS
getBottomWickSize() Gets the current candle's bottom wick size (in POINTS, divide by 10 to get pips)
Returns: The current candle's bottom wick size in POINTS
getBodyPercent() Gets the current candle's body size as a percentage of its entire size including its wicks
Returns: The current candle's body size percentage
isHammer(float, bool) Checks if the current bar is a hammer candle based on the given parameters
Parameters:
float: fib (default=0.382) The fib to base candle body on
bool: colorMatch (default=false) Does the candle need to be green? (true/false)
Returns: A boolean - true if the current bar matches the requirements of a hammer candle
isStar(float, bool) Checks if the current bar is a shooting star candle based on the given parameters
Parameters:
float: fib (default=0.382) The fib to base candle body on
bool: colorMatch (default=false) Does the candle need to be red? (true/false)
Returns: A boolean - true if the current bar matches the requirements of a shooting star candle
isDoji(float, bool) Checks if the current bar is a doji candle based on the given parameters
Parameters:
float: wickSize (default=2) The maximum top wick size compared to the bottom (and vice versa)
bool: bodySize (default=0.05) The maximum body size as a percentage compared to the entire candle size
Returns: A boolean - true if the current bar matches the requirements of a doji candle
isBullishEC(float, float, bool) Checks if the current bar is a bullish engulfing candle
Parameters:
float: allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
float: rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage
bool: engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?
Returns: A boolean - true if the current bar matches the requirements of a bullish engulfing candle
isBearishEC(float, float, bool) Checks if the current bar is a bearish engulfing candle
Parameters:
float: allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
float: rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage
bool: engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?
Returns: A boolean - true if the current bar matches the requirements of a bearish engulfing candle
isInsideBar() Detects inside bars
Returns: Returns true if the current bar is an inside bar
isOutsideBar() Detects outside bars
Returns: Returns true if the current bar is an outside bar
barInSession(string, bool) Determines if the current price bar falls inside the specified session
Parameters:
string: sess The session to check
bool: useFilter (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls within the given time session
barOutSession(string, bool) Determines if the current price bar falls outside the specified session
Parameters:
string: sess The session to check
bool: useFilter (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls outside the given time session
dateFilter(int, int) Determines if this bar's time falls within date filter range
Parameters:
int: startTime The UNIX date timestamp to begin searching from
int: endTime the UNIX date timestamp to stop searching from
Returns: A boolean - true if the current bar falls within the given dates
dayFilter(bool, bool, bool, bool, bool, bool, bool) Checks if the current bar's day is in the list of given days to analyze
Parameters:
bool: monday Should the script analyze this day? (true/false)
bool: tuesday Should the script analyze this day? (true/false)
bool: wednesday Should the script analyze this day? (true/false)
bool: thursday Should the script analyze this day? (true/false)
bool: friday Should the script analyze this day? (true/false)
bool: saturday Should the script analyze this day? (true/false)
bool: sunday Should the script analyze this day? (true/false)
Returns: A boolean - true if the current bar's day is one of the given days
atrFilter()
fillCell()
A collection of custom tools & utility functions commonly used with my scripts
@description TODO: add library description here
getDecimals() Calculates how many decimals are on the quote price of the current market
Returns: The current decimal places on the market quote price
truncate(float, float) Truncates (cuts) excess decimal places
Parameters:
float: number The number to truncate
float: decimalPlaces (default=2) The number of decimal places to truncate to
Returns: The given number truncated to the given decimalPlaces
toWhole(float) Converts pips into whole numbers
Parameters:
float: number The pip number to convert into a whole number
Returns: The converted number
toPips(float) Converts whole numbers back into pips
Parameters:
float: number The whole number to convert into pips
Returns: The converted number
getPctChange(float, float, int) Gets the percentage change between 2 float values over a given lookback period
Parameters:
float: value1 The first value to reference
float: value2 The second value to reference
int: lookback The lookback period to analyze
av_getPositionSize(float, float, float, float) Calculates OANDA forex position size for AutoView based on the given parameters
Parameters:
float: balance The account balance to use
float: risk The risk percentage amount (as a whole number - eg. 1 = 1% risk)
float: stopPoints The stop loss distance in POINTS (not pips)
float: conversionRate The conversion rate of our account balance currency
Returns: The calculated position size (in units - only compatible with OANDA)
bullFib(priceLow, priceHigh, fibRatio) Calculates a bullish fibonacci value
Parameters:
priceLow: The lowest price point
priceHigh: The highest price point
fibRatio: The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
bearFib(priceLow, priceHigh, fibRatio) Calculates a bearish fibonacci value
Parameters:
priceLow: The lowest price point
priceHigh: The highest price point
fibRatio: The fibonacci % ratio to calculate
Returns: The fibonacci value of the given ratio between the two price points
getMA(int, string) Gets a Moving Average based on type (MUST BE CALLED ON EVERY CALCULATION)
Parameters:
int: length The MA period
string: maType The type of MA
Returns: A moving average with the given parameters
getEAP(float) Performs EAP stop loss size calculation (eg. ATR >= 20.0 and ATR < 30, returns 20)
Parameters:
float: atr The given ATR to base the EAP SL calculation on
Returns: The EAP SL converted ATR size
getEAP2(float) Performs secondary EAP stop loss size calculation (eg. ATR < 40, add 5 pips, ATR between 40-50, add 10 pips etc)
Parameters:
float: atr The given ATR to base the EAP SL calculation on
Returns: The EAP SL converted ATR size
barsAboveMA(int, float) Counts how many candles are above the MA
Parameters:
int: lookback The lookback period to look back over
float: ma The moving average to check
Returns: The bar count of how many recent bars are above the MA
barsBelowMA(int, float) Counts how many candles are below the MA
Parameters:
int: lookback The lookback period to look back over
float: ma The moving average to reference
Returns: The bar count of how many recent bars are below the EMA
barsCrossedMA(int, float) Counts how many times the EMA was crossed recently
Parameters:
int: lookback The lookback period to look back over
float: ma The moving average to reference
Returns: The bar count of how many times price recently crossed the EMA
getPullbackBarCount(int, int) Counts how many green & red bars have printed recently (ie. pullback count)
Parameters:
int: lookback The lookback period to look back over
int: direction The color of the bar to count (1 = Green, -1 = Red)
Returns: The bar count of how many candles have retraced over the given lookback & direction
getBodySize() Gets the current candle's body size (in POINTS, divide by 10 to get pips)
Returns: The current candle's body size in POINTS
getTopWickSize() Gets the current candle's top wick size (in POINTS, divide by 10 to get pips)
Returns: The current candle's top wick size in POINTS
getBottomWickSize() Gets the current candle's bottom wick size (in POINTS, divide by 10 to get pips)
Returns: The current candle's bottom wick size in POINTS
getBodyPercent() Gets the current candle's body size as a percentage of its entire size including its wicks
Returns: The current candle's body size percentage
isHammer(float, bool) Checks if the current bar is a hammer candle based on the given parameters
Parameters:
float: fib (default=0.382) The fib to base candle body on
bool: colorMatch (default=false) Does the candle need to be green? (true/false)
Returns: A boolean - true if the current bar matches the requirements of a hammer candle
isStar(float, bool) Checks if the current bar is a shooting star candle based on the given parameters
Parameters:
float: fib (default=0.382) The fib to base candle body on
bool: colorMatch (default=false) Does the candle need to be red? (true/false)
Returns: A boolean - true if the current bar matches the requirements of a shooting star candle
isDoji(float, bool) Checks if the current bar is a doji candle based on the given parameters
Parameters:
float: wickSize (default=2) The maximum top wick size compared to the bottom (and vice versa)
bool: bodySize (default=0.05) The maximum body size as a percentage compared to the entire candle size
Returns: A boolean - true if the current bar matches the requirements of a doji candle
isBullishEC(float, float, bool) Checks if the current bar is a bullish engulfing candle
Parameters:
float: allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
float: rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage
bool: engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?
Returns: A boolean - true if the current bar matches the requirements of a bullish engulfing candle
isBearishEC(float, float, bool) Checks if the current bar is a bearish engulfing candle
Parameters:
float: allowance (default=0) How many POINTS to allow the open to be off by (useful for markets with micro gaps)
float: rejectionWickSize (default=disabled) The maximum rejection wick size compared to the body as a percentage
bool: engulfWick (default=false) Does the engulfing candle require the wick to be engulfed as well?
Returns: A boolean - true if the current bar matches the requirements of a bearish engulfing candle
isInsideBar() Detects inside bars
Returns: Returns true if the current bar is an inside bar
isOutsideBar() Detects outside bars
Returns: Returns true if the current bar is an outside bar
barInSession(string, bool) Determines if the current price bar falls inside the specified session
Parameters:
string: sess The session to check
bool: useFilter (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls within the given time session
barOutSession(string, bool) Determines if the current price bar falls outside the specified session
Parameters:
string: sess The session to check
bool: useFilter (default=true) Whether or not to actually use this filter
Returns: A boolean - true if the current bar falls outside the given time session
dateFilter(int, int) Determines if this bar's time falls within date filter range
Parameters:
int: startTime The UNIX date timestamp to begin searching from
int: endTime the UNIX date timestamp to stop searching from
Returns: A boolean - true if the current bar falls within the given dates
dayFilter(bool, bool, bool, bool, bool, bool, bool) Checks if the current bar's day is in the list of given days to analyze
Parameters:
bool: monday Should the script analyze this day? (true/false)
bool: tuesday Should the script analyze this day? (true/false)
bool: wednesday Should the script analyze this day? (true/false)
bool: thursday Should the script analyze this day? (true/false)
bool: friday Should the script analyze this day? (true/false)
bool: saturday Should the script analyze this day? (true/false)
bool: sunday Should the script analyze this day? (true/false)
Returns: A boolean - true if the current bar's day is one of the given days
atrFilter()
fillCell()