diff --git a/Projects/Foundations/Plugins/Data-Mines/Quasar.json b/Projects/Foundations/Plugins/Data-Mines/Quasar.json index e76ef4f61..e2f5331af 100644 --- a/Projects/Foundations/Plugins/Data-Mines/Quasar.json +++ b/Projects/Foundations/Plugins/Data-Mines/Quasar.json @@ -26,7 +26,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Super Trend 14-3", "project": "Foundations", - "id": "46af4a96-1f49-43b4-8f5f-df865190cfb7", + "id": "be1cb341-24fa-40f6-8f0a-18bb3c8469a6", "savedPayload": { "position": { "x": 19351.36460208024, @@ -50,13 +50,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "093dcf88-c398-4761-ad81-9dcdcf0e699a" - } + "id": "8413eb73-c5a3-4090-8072-4fe5e707a948" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Super Trend 14-3", + "Indicator Bot", + "Foundations", + "db4f70a9-f1e1-4fa9-92af-ddda4ebc4bf9" + ], + [ + "Super Trend 14-3", + "Product Definition", + "Foundations", + "a3380343-254f-448e-b3cb-64778c8267a2" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "724acb7d-19ef-4702-84f5-fe0cd2839963" + ] + ] } } ], "outputDatasetFolders": [], - "id": "0894d325-8b64-449d-9edb-a343ca1144ac", + "id": "9ef64ca4-d89a-46ac-bbca-c7b39e88146b", "savedPayload": { "position": { "x": 19390.18745884562, @@ -89,7 +115,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "8313ab2a-407f-41d4-8b21-6472d0d5eb2f", + "id": "3c9939db-3e4c-429b-95b0-1ff239c07a5a", "savedPayload": { "position": { "x": 19356.656029141755, @@ -113,8 +139,34 @@ "referenceParent": { "type": "Status Report", "name": "New Status Report", - "id": "f92cee91-916c-4220-9c96-22cf12162c13" - } + "id": "87fd7df6-a415-4205-b11c-4ed62ea963ab" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Super Trend 14-3", + "Indicator Bot", + "Foundations", + "db4f70a9-f1e1-4fa9-92af-ddda4ebc4bf9" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "daec606c-bbc2-44ee-9189-ca66dfaa80b2" + ], + [ + "New Status Report", + "Status Report", + "Foundations", + "2130d25d-e724-4be5-9636-3deb2862776f" + ] + ] } }, { @@ -122,7 +174,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{ \n\"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "9328aa34-95ab-405e-8c7f-3aba0911ef39", + "id": "03218b96-4af6-4de8-8724-0eb9829f9d9f", "savedPayload": { "position": { "x": 19584.301742672513, @@ -147,7 +199,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "Candles Volumes Multi-Time-Frame-Market Status Report", + "Status Report", + "Foundations", + "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" + ] + ] } } ], @@ -156,7 +234,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "e0f431a1-8076-4f11-b870-86f5ecf9ef2b", + "id": "bb6a32e6-4b30-465a-843e-64d4a5e5ac47", "savedPayload": { "position": { "x": 19766.463650277088, @@ -181,12 +259,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "2b03494a-67d6-47f1-89b6-53fc4c9116a8" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "2b03494a-67d6-47f1-89b6-53fc4c9116a8" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "42133616-e48e-48e8-a094-b19682e595fc", + "id": "3546b415-90c8-4d7a-badb-b11bdc2cd299", "savedPayload": { "position": { "x": 19506.656029141755, @@ -213,7 +317,7 @@ "type": "Status Report", "name": "New Status Report", "project": "Foundations", - "id": "f92cee91-916c-4220-9c96-22cf12162c13", + "id": "87fd7df6-a415-4205-b11c-4ed62ea963ab", "savedPayload": { "position": { "x": 19641.14234996696, @@ -240,7 +344,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - 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"id": "5af22159-a801-4e53-a412-ce4ecbd6db7a", + "id": "b898149c-a540-4d95-834d-3daed59e1f10", "savedPayload": { "position": { "x": 20009.829690827457, @@ -453,7 +635,33 @@ "type": "Status Report", "name": "New Status Report", "id": "2a021da8-9feb-475e-90ab-1586968c17c7" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Status Report", + "Status Report", + "Foundations", + "2a021da8-9feb-475e-90ab-1586968c17c7" + ] + ] } }, { @@ -461,7 +669,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{ \n\"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "725ee992-51d8-4480-9e9a-cb8724aeb8c2", + "id": "811ad5b9-3c79-4ceb-ad5d-0a8d14d466e1", "savedPayload": { "position": { "x": 20056.760030339527, @@ -486,7 +694,33 @@ "type": "Status Report", "name": "Exchange-Raw-Data Historic-OHLCVs Status Report", "id": "181c7c34-7243-497a-9ddb-1b0067c6d66e" - 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"id": "0e8e6d59-cf12-42c7-91d1-ccd0cd594b93", + "id": "66f29db2-0fd4-492e-8b7d-6ce0ba4d9ce7", "savedPayload": { "position": { "x": 20456.94180933459, @@ -872,7 +1158,7 @@ } } }, - "id": "279b7675-44c8-4ded-9c90-d5648dbf1018", + "id": "ee4a932d-25a6-4215-975e-9548c4018c74", "savedPayload": { "position": { "x": 20285.850467074582, @@ -905,7 +1191,7 @@ "name": "New Formula", "code": "variable.atrNPeriod", "project": "Foundations", - "id": "4dcf47d4-4e1c-48d1-9de7-4e50666739cf", + "id": "57041e2a-fa76-4cc7-939f-5e5dd4b600c4", "savedPayload": { "position": { "x": 20250.111369878763, @@ -928,7 +1214,7 @@ } } }, - "id": "b98c49fd-0899-4b2e-b419-17c27e2f8b2c", + "id": "62b73946-3c06-4604-8b75-11e6d4aa5107", "savedPayload": { "position": { "x": 20147.963507437365, @@ -961,7 +1247,7 @@ "name": "New Formula", "code": "variable.uptrend", "project": "Foundations", - "id": "f0b2bd93-521a-48d4-ba92-0384a18fe445", + "id": "f885f4f4-19b2-4466-8afe-e0daad62f503", "savedPayload": { "position": { "x": 19996.627672170867, @@ -984,7 +1270,7 @@ } } }, - 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"id": "14fb0297-2332-4a6f-9495-b3be99d8a259", + "id": "c0bdc248-748a-4356-9c22-bc77c7dd9fce", "savedPayload": { "position": { "x": 19943.66778255457, @@ -1156,7 +1442,7 @@ "name": "New Procedure Javascript Code", "code": "/* Loop Code */\n\n/* Big thanks to @rico4dev for providing the base start for ATR calcs\nI made some tweaks so now the way ATR is calculated matches TradingView :-)\n */\n\n// Set parameters to be used for ATR Period and Multiplier\nlet Nperiod = 14 // ATR Period\nlet multiplier = 3 // ATR Multiplier\n\n// Get Current and Previous Candle Data\nlet currCandle = record.current \nlet prevCandle = record.previous \n\n/* We need to build the price source\nFor current price there is no problem, we have data\nFor previous price we must check if exist\nSource price is defined as OHCL4*/\n\n// OHCL4 Source for current price\nvariable.currClose = currCandle.close\nvariable.ohcl4 = (currCandle.max + currCandle.min + currCandle.close + currCandle.open)/4\n\n// OHCL4 Source for previous candle price - make sure data exists\nif (prevCandle === undefined) {\n variable.prevClose = currCandle.close\n variable.prev_ohcl4 = 0 \n} else {\n variable.prevClose = prevCandle.close\n variable.prev_ohcl4 = (prevCandle.max + prevCandle.min + prevCandle.close + prevCandle.open)/4\n}\n\n/* Define variables we need and build functions */\n/* True Range and ATR - Average True Range */\n\nvariable.trueRange = calculateTR()\nvariable.atrNPeriod = calculateATR(Nperiod)\nvariable.prevAtrNperiod = variable.atrNPeriod // Store ATR value for calcs in RMA\n\n/* To keep lastNperiodTR array to a fixed length\nwe remove the first element of the array if length is > Nperiod */\n\nvariable.lastNPeriodTR.push(calculateTR())\nif (variable.lastNPeriodTR.length > Nperiod) {\n variable.lastNPeriodTR.splice(0, 1)\n}\n\n/* Calculate ATR */\nfunction calculateATR(length) {\n return calculateRMA(variable.trueRange, length)\n}\n\n/* Calculate True Range */\nfunction calculateTR() {\n let hl = currCandle.max - currCandle.min \n if (variable.prevClose === 0) { return hl } // Return High-Low when previous Close is 0 \n let hcp = Math.abs(currCandle.max - variable.prevClose)\n let lcp = Math.abs(currCandle.min - variable.prevClose) \n return Math.max(hl, hcp, lcp)\n}\n\n/* Calculate RMA */\nfunction calculateRMA(src, length) { \n if (src.length < length) { return 0 } // We check we have enough values to make the calcs. If not, set value to zero \n let alpha=1/length // It's a constant\n if (isNaN(variable.prevAtrNperiod)) {\n return 0 \n } else {\n return alpha * src + (1 - alpha) * variable.prevAtrNperiod \n } \n \n}\n\n// Build Up Trend function\n\nvariable.up = variable.ohcl4 - (multiplier * variable.atrNPeriod)\n\nif (variable.last2uptrend.length > 2) {\n variable.last2uptrend.splice(0, 1)\n}\n\nvariable.up1 = variable.last2uptrend[variable.last2uptrend.length - 1] // Previous Up Trend \n\nvariable.uptrend = calculateUpTrend()\n\nvariable.last2uptrend.push(variable.uptrend) \n\nfunction calculateUpTrend() {\n if (variable.prevClose > variable.up1) {\n return Math.max(variable.up, variable.up1)\n } else {\n return variable.up\n }\n}\n\n// Build Down Trend function\n\nvariable.dn = variable.ohcl4 + (multiplier * variable.atrNPeriod)\n\nif (variable.last2downtrend.length > 2) {\n variable.last2downtrend.splice(0, 1)\n}\n\nvariable.dn1 = variable.last2downtrend[variable.last2downtrend.length - 1] // Previous Down Trend\n\nvariable.downtrend = calculateDnTrend()\n\nvariable.last2downtrend.push(variable.downtrend) \n\nfunction calculateDnTrend() {\n if (variable.prevClose < variable.dn1) {\n return Math.min(variable.dn, variable.dn1)\n } else {\n return variable.dn\n }\n}\n\n\n// Build Trend function\n\nif (variable.last2Trend.length > 2) {\n variable.last2Trend.splice(0, 1)\n}\n\nvariable.prevTrend = variable.last2Trend[variable.last2Trend.length - 1]\n\nvariable.trend = calculateTrend()\n\nvariable.last2Trend.push(variable.trend)\n\nfunction calculateTrend() {\n\n if (variable.trend = -1 && variable.currClose > variable.dn1) {\n return 1\n }\n else if (variable.trend = 1 && variable.currClose < variable.up1) {\n return -1\n } \n else {\n return variable.prevTrend\n }\n}\n\n// End of code :-)", "project": "Foundations", - "id": "201ddacc-b193-4be8-a31a-5728229cc850", + "id": "bd6128a8-f854-48b4-85a8-ca3bfe14d689", "savedPayload": { "position": { "x": 19499.95917987371, @@ -1179,7 +1465,7 @@ } } }, - "id": "c3653e41-76ab-42aa-b35b-f916b5ac0ebf", + "id": "850e1f0a-babb-4aa2-9ef2-5260872501ed", "savedPayload": { "position": { "x": 19488.1997277561, @@ -1211,7 +1497,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\n//// Arrays to store past data\nvariable.lastNPeriodTR = []\nvariable.last2uptrend = [0]\nvariable.last2downtrend = [0]\nvariable.last2Trend = [0]\n\n// Initialize trend\nvariable.trend = 1", "project": "Foundations", - "id": "943a6810-d297-4105-8712-447cee7f97bc", + "id": "35025a43-142a-40db-ac72-8a2996a15a77", "savedPayload": { "position": { "x": 19327.407206482792, @@ -1234,7 +1520,7 @@ } } }, - "id": "0fa12b96-a16c-4173-9023-0fbf4e1cc839", + "id": "03ba596d-8e86-4326-acda-b401ac128f1d", "savedPayload": { "position": { "x": 19373.16507882882, @@ -1257,7 +1543,7 @@ } } }, - "id": "f4bcfc3b-aa95-45b7-a696-9f783a6d43c1", + "id": "435c630a-7ad7-4cfc-95ce-2f17a63efb07", "savedPayload": { "position": { "x": 19464.680823520877, @@ -1280,7 +1566,7 @@ } } }, - "id": "6ac53ba9-30b2-41cd-95b0-a879a86d8709", + "id": "5739c3fe-4d1f-48ea-a81b-b7ba68916c90", "savedPayload": { "position": { "x": 19535.07633278898, @@ -1304,12 +1590,32 @@ "referenceParent": { "type": "Plotter Module", "name": "Super Trend 14-3", - "id": "3378a290-da71-4912-9268-1e3777e2d127" - } + "id": "cf335e0f-f40c-403e-8124-6cbfafcb1855" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Super Trend 14-3", + "Plotter", + "Foundations", + "d21fe864-908d-4327-9b97-21ef5064ef02" + ], + [ + "Super Trend 14-3", + "Plotter Module", + "Foundations", + "f6b5038b-e6a9-4cc9-9a20-1a195b881659" + ] + ] } } ], - 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} + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "2b03494a-67d6-47f1-89b6-53fc4c9116a8" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "fa4a8b2b-97b7-43a0-ab6f-a6d4e100de12", + "id": "6425ee1b-1f47-49f0-84dc-3aae3856897c", "savedPayload": { "position": { "x": 19691.29563690495, @@ -1539,7 +1949,7 @@ "type": "Status Report", "name": "New Status Report", "project": "Foundations", - "id": "aa8767e0-cbc7-49d6-acf8-53fcfd403c91", + "id": "a745a6c6-bedb-4b48-b090-0f1d796c9768", "savedPayload": { "position": { "x": 19744.408433045777, @@ -1566,7 +1976,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - 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"id": "63ef9c28-b1b8-477a-9dc1-6ed5b5dd0d89", + "id": "baf5961e-657b-4e0e-b411-2c1867577a2f", "savedPayload": { "position": { "x": 19436.86287172777, @@ -2482,7 +3074,7 @@ "name": "New Procedure Javascript Code", "code": "/* Loop Code */\n\n/* Big thanks to @rico4dev for providing the base start for ATR calcs\nI made some tweaks so now the way ATR is calculated matches TradingView :-)\n */\n\n// Set parameters to be used for ATR Period and Multiplier\nlet Nperiod = 9 // ATR Period\nlet multiplier = 2 // ATR Multiplier\n\n// Get Current and Previous Candle Data\nlet currCandle = record.current \nlet prevCandle = record.previous \n\n/* We need to build the price source\nFor current price there is no problem, we have data\nFor previous price we must check if exist\nSource price is defined as OHCL4*/\n\n// OHCL4 Source for current price\nvariable.currClose = currCandle.close\nvariable.ohcl4 = (currCandle.max + currCandle.min + currCandle.close + currCandle.open)/4\n\n// OHCL4 Source for previous candle price - make sure data exists\nif (prevCandle === undefined) {\n variable.prevClose = currCandle.close\n variable.prev_ohcl4 = 0 \n} else {\n variable.prevClose = prevCandle.close\n variable.prev_ohcl4 = (prevCandle.max + prevCandle.min + prevCandle.close + prevCandle.open)/4\n}\n\n/* Define variables we need and build functions */\n/* True Range and ATR - Average True Range */\n\nvariable.trueRange = calculateTR()\nvariable.atrNPeriod = calculateATR(Nperiod)\nvariable.prevAtrNperiod = variable.atrNPeriod // Store ATR value for calcs in RMA\n\n/* To keep lastNperiodTR array to a fixed length\nwe remove the first element of the array if length is > Nperiod */\n\nvariable.lastNPeriodTR.push(calculateTR())\nif (variable.lastNPeriodTR.length > Nperiod) {\n variable.lastNPeriodTR.splice(0, 1)\n}\n\n/* Calculate ATR */\nfunction calculateATR(length) {\n return calculateRMA(variable.trueRange, length)\n}\n\n/* Calculate True Range */\nfunction calculateTR() {\n let hl = currCandle.max - currCandle.min \n if (variable.prevClose === 0) { return hl } // Return High-Low when previous Close is 0 \n let hcp = Math.abs(currCandle.max - variable.prevClose)\n let lcp = Math.abs(currCandle.min - variable.prevClose) \n return Math.max(hl, hcp, lcp)\n}\n\n/* Calculate RMA */\nfunction calculateRMA(src, length) { \n if (src.length < length) { return 0 } // We check we have enough values to make the calcs. If not, set value to zero \n let alpha=1/length // It's a constant\n if (isNaN(variable.prevAtrNperiod)) {\n return 0 \n } else {\n return alpha * src + (1 - alpha) * variable.prevAtrNperiod \n } \n \n}\n\n// Build Up Trend function\n\nvariable.up = variable.ohcl4 - (multiplier * variable.atrNPeriod)\n\nif (variable.last2uptrend.length > 2) {\n variable.last2uptrend.splice(0, 1)\n}\n\nvariable.up1 = variable.last2uptrend[variable.last2uptrend.length - 1] // Previous Up Trend \n\nvariable.uptrend = calculateUpTrend()\n\nvariable.last2uptrend.push(variable.uptrend) \n\nfunction calculateUpTrend() {\n if (variable.prevClose > variable.up1) {\n return Math.max(variable.up, variable.up1)\n } else {\n return variable.up\n }\n}\n\n// Build Down Trend function\n\nvariable.dn = variable.ohcl4 + (multiplier * variable.atrNPeriod)\n\nif (variable.last2downtrend.length > 2) {\n variable.last2downtrend.splice(0, 1)\n}\n\nvariable.dn1 = variable.last2downtrend[variable.last2downtrend.length - 1] // Previous Down Trend\n\nvariable.downtrend = calculateDnTrend()\n\nvariable.last2downtrend.push(variable.downtrend) \n\nfunction calculateDnTrend() {\n if (variable.prevClose < variable.dn1) {\n return Math.min(variable.dn, variable.dn1)\n } else {\n return variable.dn\n }\n}\n\n\n// Build Trend function\n\nif (variable.last2Trend.length > 2) {\n variable.last2Trend.splice(0, 1)\n}\n\nvariable.prevTrend = variable.last2Trend[variable.last2Trend.length - 1]\n\nvariable.trend = calculateTrend()\n\nvariable.last2Trend.push(variable.trend)\n\nfunction calculateTrend() {\n\n if (variable.trend = -1 && variable.currClose > variable.dn1) {\n return 1\n }\n else if (variable.trend = 1 && variable.currClose < variable.up1) {\n return -1\n } \n else {\n return variable.prevTrend\n }\n}\n\n// End of code :-)", "project": "Foundations", - "id": "1a7cca6b-3af5-4639-86ef-0c2977eaa007", + "id": "8ffba313-fe25-4b1f-980d-fb22e984cdaa", "savedPayload": { "position": { "x": 19035.27015261296, @@ -2505,7 +3097,7 @@ } } }, - "id": "6c15e7eb-da33-4001-bda7-d8e42125b52c", + "id": "f025a13d-058b-4487-9c49-f1dbb21c9003", "savedPayload": { "position": { "x": 19067.221878892153, @@ -2537,7 +3129,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\n//// Arrays to store past data\nvariable.lastNPeriodTR = []\nvariable.last2uptrend = [0]\nvariable.last2downtrend = [0]\nvariable.last2Trend = [0]\n\n// Initialize trend\nvariable.trend = 1", "project": "Foundations", - "id": "d4338ea9-742d-47b5-a353-f645d7f2aef9", + "id": "e8a7382d-dc06-41d5-983f-d90a86b46377", "savedPayload": { "position": { "x": 18886.311481233886, @@ -2560,7 +3152,7 @@ } } }, - "id": "346ccc4b-6966-4b48-921e-4c9813df3c6e", + "id": "75ed1611-8b09-4d61-a55b-3123883a345f", "savedPayload": { "position": { "x": 18967.916097972768, @@ -2583,7 +3175,7 @@ } } }, - "id": "1def7902-189f-4b11-a22f-388d5ff0ea84", + "id": "f0468e59-e0a9-4c95-af75-4153737fd0b5", "savedPayload": { "position": { "x": 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"targetPosition": { "x": 18051.878281255034, @@ -2678,7 +3290,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market FastTrend", "project": "Foundations", - "id": "8e08841c-4494-49b3-ad5e-bc8bcfe7b5fd", + "id": "2901de2a-728d-4637-8220-1ed589c084de", "savedPayload": { "position": { "x": 19780.08767759128, @@ -2702,13 +3314,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "bc0f55be-0c13-4a70-a4e0-3ee3590e2f83" - } + "id": "63acad40-cf4a-43d5-8bbb-8e150011f45a" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend", + "Indicator Bot", + "Foundations", + "b0fa188c-4c0e-40f9-a3d8-915110d43430" + ], + [ + "FastTrend", + "Product Definition", + "Foundations", + "b2c56443-329f-4e39-bd1b-292a98894ded" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "062815ea-c558-464c-ba9a-11e00dde23f6" + ] + ] } } ], 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"Foundations", - "id": "2068f5a5-92c3-45ba-b98e-1c03b855d7c2", + "id": "cf1fcb02-0204-4537-b601-953de707a2e0", "savedPayload": { "position": { "x": 18266.744335459403, @@ -3636,7 +4534,7 @@ } } }, - "id": "f58cad51-659d-4c9c-9dce-007b3933e288", + "id": "8033b6c5-56a2-42a5-97a9-30af9dbdc351", "savedPayload": { "position": { "x": 18421.91464707746, @@ -3669,7 +4567,7 @@ "name": "New Record Formula", "code": "variable.interTrend", "project": "Foundations", - "id": "1f1ce717-c149-4e51-9fd7-9ff53bea3eb4", + "id": "94c9a93e-3808-4db1-8811-e8840be0faf5", "savedPayload": { "position": { "x": 18597.574117245447, @@ -3692,7 +4590,7 @@ } } }, - "id": "f8f9edc5-2b47-4acc-9d33-87b208ab5e2d", + "id": "59e54b16-16c5-47c8-a4b1-def4cc2b5521", "savedPayload": { "position": { "x": 18642.467834934825, @@ -3716,15 +4614,15 @@ } } ], - "id": "efdb8e1f-44a4-43c0-ac94-d88e9c301cd5", + "id": "a6603915-bfde-42d8-a813-ae9499a60c80", "savedPayload": { "position": { - "x": 19031.51056117977, - "y": 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variable.lastMax.splice(0, 1)\n}\n\nif (variable.lastMin.length > FTLen) {\n variable.lastMin.splice(0, 1)\n}\n\nif (variable.lastOpens.length > FTLen) {\n variable.lastOpens.splice(0, 1)\n}\n\nif (variable.lastCloses.length > FTLen) {\n variable.lastCloses.splice(0, 1)\n}\n\nif (variable.lastEMA5s.length > FTLen) {\n variable.lastEMA5s.splice(0, 1)\n}\n// Calculate indicator values\n\n\n\n\nvariable.PositiveDisorder = CalPosEntropy () // Positive disorder\nvariable.NegativeDisorder = CalNegEntropy () // Negative disorder\nif(variable.PositiveDisorder === 0 && variable.NegativeDisorder === 0){\n\tvariable.FastTrend = 0\n}\nelse {\n\tvariable.FastTrend = ( variable.NegativeDisorder - variable.PositiveDisorder ) / ( variable.NegativeDisorder + variable.PositiveDisorder)\n}//calculation of the fast trend indicator\n\nvariable.lastFastTrend.push(variable.FastTrend)\nif(variable.lastFastTrend.length > 2 ) {\n\tvariable.lastFastTrend.splice(0,1)\n}\n\n//Determine the intermediate trend i.e. pullbacks\nif(variable.lastMax.length < FTLen) {\n\tvariable.interTrend = 0\n}\nelse {\n\tif(variable.lastFastTrend.length === 2){\n\t\tvariable.Slope = variable.lastFastTrend[1] - variable.lastFastTrend[0]\n\t\tif(variable.Slope > 0) {\n\t\t\t\tvariable.interTrend = 1\n\t\t}\n\t\t\tif(variable.Slope < 0) {\n\t\t\t\tvariable.interTrend = -1\n\t\t}\n\t\t\tif(variable.Slope = 0) {\n\t\t\t\tvariable.interTrend = 0\n\t\t}\n\t}\n\telse {\n\t\tvariable.interTrend = 0\n\t}\n}\n//functions\n//EMA5 calculation\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * (1-k)\n}\n\nfunction CalPosEntropy ()\n\n\n{variable.PosOpen = 0 // counter for values above EMA\nvariable.PosClose = 0 // counter for values above EMA\nvariable.PosMin = 0 // counter for values above EMA\nvariable.PosMax = 0 // counter for values above EMA\n\n\t\n\tif (variable.lastMax.length < FTLen) { return 0 }\n\tfor (var i = 0 ; i < FTLen ; i++) //loop over the arrays and increment counters each time a value is above EMA5 at the same index\n\t{\n\t\t\tif (variable.lastMax[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosMax = variable.PosMax + 1\n\t\t\t}\n\t\t\tif (variable.lastMin[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosMin = variable.PosMin + 1\n\t\t\t}\n\t\t\tif (variable.lastOpens[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosOpen = variable.PosOpen + 1\n\t\t\t}\n\t\t\tif (variable.lastCloses[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosClose = variable.PosClose + 1\n\t\t\t}\n\t\t\t\n\t}\n\tif (variable.PosMax > 0) // calculate entropy for Max candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosMax = (variable.PosMax / FTLen) * Math.log2(1/(variable.PosMax / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosMax = BIAS\n\t}\n\tif (variable.PosMin > 0) // calculate entropy for Min candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosMin = (variable.PosMin / FTLen) * Math.log2(1/(variable.PosMin / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosMin = BIAS\n\t}\n\tif (variable.PosOpen > 0) // calculate entropy for Open candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosOpen = (variable.PosOpen / FTLen) * Math.log2(1/(variable.PosOpen / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosOpen = BIAS\n\t}\n\tif (variable.PosClose > 0) // calculate entropy for Close candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosClose = (variable.PosClose / FTLen) * Math.log2(1/(variable.PosClose / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosClose = BIAS\n\t}\n\t\n\tvariable.PosEnt = variable.EntPosClose + variable.EntPosMax + variable.EntPosMin + variable.EntPosOpen //sum on 4 entropies\n\t\n\treturn variable.PosEnt\n}\n\nfunction CalNegEntropy ()\n\n{variable.NegOpen = 0 // counter for values below EMA\nvariable.NegClose = 0 // counter for values below EMA\nvariable.NegMin = 0 // counter for values below EMA\nvariable.NegMax = 0 // counter for values below EMA\n\t\n\tif (variable.lastMax.length < FTLen) { return 0 }\n\tfor (var j = 0 ; j < FTLen ; j++) //loop over the arrays and increment counters each time a value is above EMA5 at the same index\n\t{\n\t\t\tif (variable.lastMax[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegMax = variable.NegMax + 1\n\t\t\t}\n\t\t\tif (variable.lastMin[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegMin = variable.NegMin + 1\n\t\t\t}\n\t\t\tif (variable.lastOpens[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegOpen = variable.NegOpen + 1\n\t\t\t}\n\t\t\tif (variable.lastCloses[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegClose = variable.NegClose + 1\n\t\t\t}\n\t\t\t\n\t}\n\tif (variable.NegMax > 0) // calculate entropy for Max candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegMax = (variable.NegMax / FTLen) * Math.log2(1/(variable.NegMax / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegMax = BIAS\n\t}\n\tif (variable.NegMin > 0) // calculate entropy for Min candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegMin = (variable.NegMin / FTLen) * Math.log2(1/(variable.NegMin / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegMin = BIAS\n\t}\n\tif (variable.NegOpen > 0) // calculate entropy for Open candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegOpen = (variable.NegOpen / FTLen) * Math.log2(1/(variable.NegOpen / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegOpen = BIAS\n\t}\n\tif (variable.NegClose > 0) // calculate entropy for Close candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegClose = (variable.NegClose / FTLen) * Math.log2(1/(variable.NegClose / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegClose = BIAS\n\t}\n\t\n\tvariable.NegEnt = variable.EntNegClose + variable.EntNegMax + variable.EntNegMin + variable.EntNegOpen //sum on 4 entropies\n\t\n\treturn variable.NegEnt\n}\n\n// End of code :-)", "project": "Foundations", - "id": "972b699e-6dfb-47a0-ab42-252b512d5f54", + "id": "71dd21cd-9ce1-448d-888d-f4e0decbd90f", "savedPayload": { "position": { - "x": 17998.131717599168, - "y": 10925.153503470228 + "x": 16969.966337101825, + "y": 11443.69754874348 }, "targetPosition": { - "x": 18459.62873856219, - "y": 10717.044007910188 + "x": 17558.568741448686, + "y": 11113.28536737437 }, "floatingObject": { "isPinned": false, @@ -3775,15 +4673,15 @@ } } }, - "id": "c72678d8-77b2-4d40-891a-378ee25a9b80", + "id": "dca95a20-81d1-442d-8399-88a7719fb8a2", "savedPayload": { "position": { - "x": 18459.62873856219, - "y": 10717.044007910188 + "x": 17558.568741448686, + "y": 11113.28536737437 }, "targetPosition": { - "x": 18767.29341920421, - "y": 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volume.buy)\nvariable.VolLong.push(volume.sell + volume.buy)\nvariable.VolShortB.push(variable.buyVolume)\nvariable.VolLongB.push(variable.buyVolume)\nvariable.VolShortS.push(variable.sellVolume)\nvariable.VolLongS.push(variable.sellVolume)\n\n// Keep the array the correct size\n\nif (variable.VolShort.length > Vs) {\n variable.VolShort.splice(0, 1)\n}\n\nif (variable.VolLong.length > Vl) {\n variable.VolLong.splice(0, 1)\n}\n\nif (variable.VolShortB.length > Vs) {\n variable.VolShortB.splice(0, 1)\n}\n\nif (variable.VolLongB.length > Vl) {\n variable.VolLongB.splice(0, 1)\n}\n\nif (variable.VolShortS.length > Vs) {\n variable.VolShortS.splice(0, 1)\n}\n\nif (variable.VolLongS.length > Vl) {\n variable.VolLongS.splice(0, 1)\n}\n\n//calculate volume mobile average\n\nvariable.VolAsB = calVolAv(Vs, variable.VolShortB) //fast volume mobile average BUY\nvariable.VolAlB = calVolAv(Vl, variable.VolLongB) //slow\nvariable.VolAsS = calVolAv(Vs, variable.VolShortS) //fast volume mobile average 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((Math.pow(variable.KineticB,2) - Math.pow(variable.PotentialB,2))/(Math.pow(variable.KineticB,2) + Math.pow(variable.PotentialB,2)))\nif (isNaN(variable.VDEB)) {\nvariable.VolumeEnergyB = 0\n}\nelse\n{ \nvariable.VolumeEnergyB = variable.VDEB\n}\n//calculate Boltzman Temperature\nvariable.TEB = variable.PotentialB + variable.KineticB // total energy BUY\nvariable.TES = variable.PotentialS + variable.KineticS // total energy SELL\n\nvariable.BoltzmanTemperatureB = (variable.TEB - variable.TES) / (Math.log(variable.sellVolume / variable.buyVolume))\n\nif (typeof variable.TEB === \"undefined\" || typeof variable.TES === \"undefined\") {\nvariable.BTmp = 0\n}\nelse \n{\t\nvariable.BTmp = variable.BoltzmanTemperatureB \n}\n\nif (isNaN(variable.BTmp)) {\nvariable.TmpB = 0\n}\nelse \n{\n\tif (isFinite(variable.BTmp) === false) {\n\t\tvariable.TmpB = 25\n\t}\n\telse\n\t{\nvariable.TmpB = variable.BoltzmanTemperatureB\n}\n}\n\nvariable.BoltzmanTemperatureS = (variable.TES - variable.TEB) / (Math.log(variable.buyVolume / variable.sellVolume))\n\nif (typeof variable.TEB === \"undefined\" || typeof variable.TES === \"undefined\") {\nvariable.STmp = 0\n}\nelse \n{\t\nvariable.STmp = variable.BoltzmanTemperatureS \n}\n\nif (isNaN(variable.STmp)) {\nvariable.TmpS = 0\n}\nelse \n{\n\tif (isFinite(variable.STmp) === false) {\n\t\tvariable.TmpS = 25\n\t}\n\telse\n\t{\nvariable.TmpS = variable.BoltzmanTemperatureS\n}\n}\n\n//variable.RelativeAgitation = (Math.pow(10,18) * Math.sqrt(1/2 * (Math.pow(variable.TmpS-(variable.TmpS + variable.TmpB)/2,2) + Math.pow(variable.TmpB-(variable.TmpS + variable.TmpB)/2,2))))\nif(variable.TmpS > variable.TmpB) {\n\tvariable.RelativeAgitation = -1\n}\n\nif(variable.TmpS < variable.TmpB) {\n\tvariable.RelativeAgitation = 1\n}\n\nif(variable.TmpS === variable.TmpB) {\n\tvariable.RelativeAgitation = 0\n}\n//functions\n//Volume average\nfunction calVolAv(periods, array) {\n\tvariable.S = 0\n for(var i = 0 ; i < periods ; i++) {\n\t\tvariable.S = 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"savedPayload": { "position": { "x": 17607.48848241298, @@ -7470,7 +6282,7 @@ } } }, - "id": "14bf2aba-2fee-4b51-9bcc-7fe4fe007088", + "id": "c2228e5a-5ce1-4ef2-9af5-ef756347b13e", "savedPayload": { "position": { "x": 17660.448372029274, @@ -7503,7 +6315,7 @@ "name": "New Record Formula", "code": "variable.VEma3", "project": "Foundations", - "id": "7110d65b-f8a6-4cc7-b921-61129d7b9a01", + "id": "535c580d-7e75-4d26-a52b-e3599cd35e0f", "savedPayload": { "position": { "x": 18590.163126891315, @@ -7526,7 +6338,7 @@ } } }, - "id": "f7765b00-da3c-40fb-9fa4-24a793aeb394", + "id": "98190994-f02e-4eca-b324-4bc233c8cd82", "savedPayload": { "position": { "x": 18151.78569426844, @@ -7550,7 +6362,7 @@ } } ], - "id": "d4b38dfd-e47f-48bb-9ad9-d8bed52028e6", + "id": "8ede7407-19b4-47be-9caf-48fbc17771cd", "savedPayload": { "position": { "x": 17713.408261645567, @@ -7586,7 +6398,7 @@ "name": "New Procedure Javascript Code", "code": "/* Loop Code */\n\nlet candle = record.current\nlet volume = getElement('volumes', candle)\nlet K = 2\n\nvariable.CDL = candle.close\n\nif (variable.previousVEma20 === undefined) {\nvariable.previousVEma20 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma3 === undefined) {\nvariable.previousVEma3 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma5 === undefined) {\nvariable.previousVEma5 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma10 === undefined) {\nvariable.previousVEma10 = volume.buy + volume.sell\n}\n\n//build candle close array\nvariable.cdClose.push(candle.close)\n\n//keep the array to the right size\nif (variable.cdClose.length > K) {\n variable.cdClose.splice(0, 1)\n}\n\n//manage Previous On balance value\n\nif (variable.previousOnBV === undefined) {\n\tvariable.previousOnBV = 0\n}\n\n//procedure for OBV calculation\nif (variable.cdClose[1] > variable.cdClose[0]) {\n\tvariable.OnBV = variable.previousOnBV + volume.buy + volume.sell\n\t}\n\nif (variable.cdClose[1] === variable.cdClose[0]) {\n\tvariable.OnBV = variable.previousOnBV\n\t}\nif (variable.cdClose[1] < variable.cdClose[0]) {\n\tvariable.OnBV = variable.previousOnBV - (volume.buy + volume.sell)\n\t}\n\n//manage NaN and undefined\nif (variable.OnBV === undefined || isNaN(variable.OnBV)) {\n\tvariable.OBV = 0\n\tvariable.previousOnBV = 0\n}\nelse {\n\tvariable.OBV = variable.OnBV\n\tvariable.previousOnBV = variable.OnBV\n}\n\n// Calculate On balance Volume EMA3\nvariable.VEma3 = calculateVEMA(3, variable.OBV, variable.previousVEma3)\nvariable.previousVEma3 = variable.VEma3\n\n// Calculate On balance Volume EMA5\nvariable.VEma5 = calculateVEMA(5, variable.OBV, variable.previousVEma5)\nvariable.previousVEma5 = variable.VEma5\n\n// Calculate On balance Volume EMA10\nvariable.VEma10 = calculateVEMA(10, variable.OBV, variable.previousVEma10)\nvariable.previousVEma10 = variable.VEma10\n\n// Calculate On balance Volume EMA20\nvariable.VEma20 = calculateVEMA(20, variable.OBV, variable.previousVEma20)\nvariable.previousVEma20 = variable.VEma20\n\n\n//On Balance Volume EMA calculation\nfunction calculateVEMA(periods, price, previousVEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousVEMA * (1-k)\n}\n\n\n\n// End of code :-)", "project": "Foundations", - "id": "4f287d2b-72e6-47b8-ac7b-8036cbea4205", + "id": "6e84ca3b-9a17-4d12-8314-f3803bfca491", "savedPayload": { "position": { "x": 16944.182619638243, @@ -7609,7 +6421,7 @@ } } }, - "id": "2915c91b-5ee9-4c53-9b5b-0ffcde51612b", + "id": "74d04835-2c37-4c2e-85c8-5dba5c984cf6", "savedPayload": { "position": { "x": 17169.105517757744, @@ -7641,7 +6453,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\nvariable.cdClose = []", "project": "Foundations", - "id": "e3d55a6b-827c-4129-a4e3-e7c31e6c997c", + "id": "1c78858b-5498-4b42-84e0-77467943d1fe", "savedPayload": { "position": { "x": 17463.87471691237, @@ -7664,7 +6476,7 @@ } } }, - "id": "809f18d7-b787-4699-a55e-df3698e634a7", + "id": "1e1b7593-642b-4f7b-bc1e-28b3de5a7eee", "savedPayload": { "position": { "x": 17511.590592938333, @@ -7687,7 +6499,7 @@ } } }, - "id": "f353e7dc-a8da-42cd-9f40-ac67a5fc3288", + "id": "1b616b1e-9c67-4f95-9710-fc17dc12365d", "savedPayload": { "position": { "x": 17618.951313996746, @@ -7710,7 +6522,7 @@ } } }, - "id": "43742a6e-2fc9-4414-8924-f64a2897e252", + "id": "95262cf7-20d8-4d28-9454-41bca0382471", "savedPayload": { "position": { "x": 18386.32746191543, @@ -7734,16 +6546,36 @@ "referenceParent": { "type": "Plotter Module", "name": "On-Balance-Volume", - "id": "2b37ed9e-e434-4955-8dd8-0b1dd4d6403b" - } + "id": "84d1503a-b909-4091-aa02-e8d9d30a23d1" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume", + "Plotter", + "Foundations", + "24a55592-ac55-4376-84bf-ff50fc32fdf2" + ], + [ + "On-Balance-Volume", + "Plotter Module", + "Foundations", + "f573d5b1-0f6f-4cb1-805f-84f5cf4c505d" + ] + ] } } ], - "id": "64422c98-ad05-4475-bc88-48c118f6c341", + "id": "0b3ca57f-2513-49b5-ab62-fcb86322e0af", "savedPayload": { "position": { - "x": 18312.20852472557, - "y": 10306.383696636398 + "x": 18500.984730157696, + "y": 10163.675970839422 }, "targetPosition": { "x": 18051.878281255034, @@ -7782,7 +6614,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Volume Oscillators", "project": "Foundations", - "id": "00db2aca-d6b4-4223-aab4-d5ed93b0bc3a", + "id": "b692e8e0-82d2-42cc-8556-45c45bf7cbc4", "savedPayload": { "position": { "x": 17828.40629395643, @@ -7806,13 +6638,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "72bc0247-1366-41d9-9c83-d99ec0a554f2" - } + "id": "c286878d-98a6-4dc5-a376-382dc1eb0fcc" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Volume Oscillators", + "Indicator Bot", + "Foundations", + "4e634f77-40f9-471e-b13e-03fbd50f174d" + ], + [ + "Volume Oscillators", + "Product Definition", + "Foundations", + "a01e22f5-7c20-448b-939d-a864b1adbbce" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "8ef4a3b1-1ab0-4871-9a88-417014456fd7" + ] + ] } } ], "outputDatasetFolders": [], - "id": "04e86a3e-28d1-4b66-8fac-dc5a89ec5b12", + "id": "5fd9a5be-51a9-4829-9166-25ce739a2425", "savedPayload": { "position": { "x": 17835.54560322026, @@ -7845,7 +6703,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "4fb028d4-3e2e-4fa6-8dcf-f4998b61f28e", + "id": "fd494da9-a376-409c-995d-7f77024465c3", "savedPayload": { "position": { "x": 17781.67092746818, @@ -7870,7 +6728,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "Candles Volumes Multi-Time-Frame-Market Status Report", + "Status Report", + "Foundations", + "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" + ] + ] } }, { @@ -7878,7 +6762,7 @@ "name": "Volume Oscillators Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "6eb46614-3970-4ed1-b354-3484f151c320", + "id": "5d119a84-ddf6-4dd4-9af8-5eee4516b854", "savedPayload": { "position": { "x": 17556.470043172925, @@ -7902,8 +6786,34 @@ "referenceParent": { "type": "Status Report", "name": "Market-Volume-Energy", - "id": "1ccb0723-c543-451b-a039-7e9f5c86f219" - } + "id": "4c880063-1f00-4086-8830-5069da8785dc" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Volume Oscillators", + "Indicator Bot", + "Foundations", + "4e634f77-40f9-471e-b13e-03fbd50f174d" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "12a0a143-1b8d-436a-ae7b-57fd10366dcc" + ], + [ + "Market-Volume-Energy", + "Status Report", + "Foundations", + "6be997ad-680f-43fb-a2ff-6d1e82dfa396" + ] + ] } } ], @@ -7912,7 +6822,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "667ac6fc-0b9b-48bf-9b6a-fa7f6add980f", + "id": "2f2f96a1-bffe-4a2c-95bc-71bb2f82c5eb", "savedPayload": { "position": { "x": 17437.731319486906, @@ -7937,14 +6847,40 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "2b03494a-67d6-47f1-89b6-53fc4c9116a8" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "2b03494a-67d6-47f1-89b6-53fc4c9116a8" + ] + ] } }, { "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "41317059-6510-4523-988d-d800df99eba0", + "id": "6a7b5a9d-d139-4a88-8b74-9e3a591747e8", "savedPayload": { "position": { "x": 17384.21064879142, @@ -7969,12 +6905,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "9bf0483c-4825-4a46-9cf4-1b5262579fc1" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Volumes", + "Product Definition", + "Foundations", + "1a366aef-efef-470e-88e0-2a6fbe4dd91f" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "9bf0483c-4825-4a46-9cf4-1b5262579fc1" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "18229d57-28e2-4741-a4a1-67748b4affbc", + "id": "70757641-64ec-4580-92f9-7339b8cd19ea", "savedPayload": { "position": { "x": 17608.47439889621, @@ -8001,7 +6963,7 @@ "type": "Status Report", "name": "Market-Volume-Energy", "project": "Foundations", - "id": "1ccb0723-c543-451b-a039-7e9f5c86f219", + "id": "4c880063-1f00-4086-8830-5069da8785dc", "savedPayload": { "position": { "x": 17579.381215613914, @@ -8028,7 +6990,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "1ad48c8f-79e3-4668-b3cd-ddf34ffdad76", + "id": "a13292a0-4770-4683-b219-1e4998ad58e8", "savedPayload": { "position": { "x": 17692.72739328012, @@ -8053,14 +7015,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "1824fa00-dd30-4cdc-acc0-01c2f29056c5" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "1824fa00-dd30-4cdc-acc0-01c2f29056c5" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "3fea03f5-9d72-44a8-ba40-f075bffaa884", + "id": "1fcaf489-25f7-4ea4-b321-5f0c204945f7", "savedPayload": { "position": { "x": 17714.60271868092, @@ -8083,7 +7071,7 @@ } } }, - "id": "28002d2e-bd57-4ca5-aeba-f1f8662f6c1a", + "id": "26acb5b8-71d6-44d3-a8dd-6f5b6218ed9e", "savedPayload": { "position": { "x": 19122.511553962162, @@ -8120,7 +7108,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Volume Oscillators", "project": "Foundations", - "id": "b7624c9f-01ee-45ca-8c93-df4c15912bfa", + "id": "da97b4c8-2e46-43c2-9f8a-48b2e41532b5", "savedPayload": { "position": { "x": 17383.90029440688, @@ -8144,13 +7132,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "a6a8d993-befb-41fc-934c-dab0a925cd8a" - } + "id": "505a1a52-8c1d-4887-9d4f-480360ea9af2" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Volume Oscillators", + "Indicator Bot", + "Foundations", + "4e634f77-40f9-471e-b13e-03fbd50f174d" + ], + [ + "Volume Oscillators", + "Product Definition", + "Foundations", + "a01e22f5-7c20-448b-939d-a864b1adbbce" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "5205a59e-fc6a-4cad-9f2b-855b6fbab4a4" + ] + ] } } ], "outputDatasetFolders": [], - "id": "b51d2b2f-8394-4770-8dc1-7af5fc68caab", + "id": "f17e0228-c59b-4396-95a3-4b91f8621913", "savedPayload": { "position": { "x": 17601.0205058384, @@ -8183,7 +7197,7 @@ "name": "Volume Oscillators Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "b8f58f0e-72dd-428e-94a8-0ed14c881426", + "id": "006aaee7-923d-4529-8292-8f8b903c65df", "savedPayload": { "position": { "x": 30633.7915997511, @@ -8207,8 +7221,34 @@ "referenceParent": { "type": "Status Report", "name": "Daily-FasTrend", - "id": "ab8bc0ae-ae08-423d-aafd-947ad9020e2e" - } + "id": "f854b44f-ba17-4134-8215-093fe41cb43c" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Volume Oscillators", + "Indicator Bot", + "Foundations", + "4e634f77-40f9-471e-b13e-03fbd50f174d" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "f9ba558a-9118-4cb0-99f9-488a70a65a51" + ], + [ + "Daily-FasTrend", + "Status Report", + "Foundations", + "7b221eae-b346-40cc-a3b4-03451425819c" + ] + ] } }, { @@ -8216,7 +7256,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "301e1e20-7314-4781-97d6-9023faaec2f3", + "id": "a9bd6376-3068-4057-9dff-640acf98ce2e", "savedPayload": { "position": { "x": 30561.43731328186, @@ -8241,7 +7281,33 @@ "type": "Status Report", "name": "New Status Report", "id": "2a021da8-9feb-475e-90ab-1586968c17c7" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Status Report", + "Status Report", + "Foundations", + "2a021da8-9feb-475e-90ab-1586968c17c7" + ] + ] } }, { @@ -8249,7 +7315,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "86fa5c53-ea3a-44f9-8e9c-b4f619483591", + "id": "7c6764f3-1579-4665-8504-2b91ced07603", "savedPayload": { "position": { "x": 30483.7915997511, @@ -8274,7 +7340,33 @@ "type": "Status Report", "name": "Exchange-Raw-Data Historic-OHLCVs Status Report", "id": "181c7c34-7243-497a-9ddb-1b0067c6d66e" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Exchange Raw Data", + "Sensor Bot", + "Foundations", + "af924204-66a2-47d4-9910-66ab78acb06f" + ], + [ + "Historic-OHLCVs", + "Process Definition", + "Foundations", + "5eb11d6a-022e-4f60-97c4-d6cf90b249dc" + ], + [ + "Exchange-Raw-Data Historic-OHLCVs Status Report", + "Status Report", + "Foundations", + "181c7c34-7243-497a-9ddb-1b0067c6d66e" + ] + ] } } ], @@ -8283,7 +7375,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "bc2d7e1d-0a76-4a25-b5c0-a3278f7ee1dd", + "id": "8cd25fee-cd22-4188-b842-16222b2512ec", "savedPayload": { "position": { "x": 30406.145886220344, @@ -8308,14 +7400,40 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "678a567c-f08d-49b9-813b-4e54fd6afadb" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "678a567c-f08d-49b9-813b-4e54fd6afadb" + ] + ] } }, { "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "04158508-3101-4b70-83ee-fb993223a2e4", + "id": "f0704b65-db1c-40a7-b943-c465667b70a4", "savedPayload": { "position": { "x": 30333.7915997511, @@ -8340,12 +7458,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "2e683057-f911-4105-bc77-16f2706d1915" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Volumes", + "Product Definition", + "Foundations", + "1a366aef-efef-470e-88e0-2a6fbe4dd91f" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "2e683057-f911-4105-bc77-16f2706d1915" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "da79d2bd-6bcb-4403-af23-4662f57a828d", + 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+ "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "63f38cb3-2f45-428d-a32b-8c044e76d3e9", + "id": "53331d40-9394-4d39-8126-d119b14fbe1a", "savedPayload": { "position": { "x": 17782.776876943506, @@ -8454,7 +7624,7 @@ } } }, - "id": "1a2e7a0b-35e0-43e3-ad0b-63a0d1bd7927", + "id": "75f9a3d6-edf9-4411-92a8-6b6d51212b5b", "savedPayload": { "position": { "x": 18788.794926809074, @@ -8490,7 +7660,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n 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\"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "a6a8d993-befb-41fc-934c-dab0a925cd8a", + "id": "505a1a52-8c1d-4887-9d4f-480360ea9af2", "savedPayload": { "position": { "x": 18113.07296282163, @@ -8557,7 +7727,7 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "44873498-c5f8-4756-b65f-effb0acf43f0", + "id": "e879e695-c460-4019-b085-5bf7d2b3b9d0", "savedPayload": { "position": { "x": 18878.1558691733, @@ -8580,7 +7750,7 @@ } } }, - "id": "657cdfa2-74f2-4917-bb16-814c4744ddf3", + "id": "a043b849-547f-4cb6-89b5-a0230a170a9e", "savedPayload": { "position": { "x": 18116.124175848927, @@ -8613,7 +7783,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "7cf57e00-b098-4a65-9a05-56bbf1dcb276", + "id": "8e55686f-eb32-4c81-9ee8-7b3c6380e8a2", "savedPayload": { "position": { "x": 16961.39830140619, @@ -8636,7 +7806,7 @@ } } }, - "id": "2af989fd-4c8f-4433-b86e-e508cd97a305", + "id": "60b6e026-6dc3-4605-bd00-733fc2770069", "savedPayload": { "position": { "x": 17157.74539196537, @@ -8669,7 +7839,7 @@ "name": "New Record Formula", "code": "variable.osc", "project": "Foundations", - "id": "81a94442-e889-4ab9-ba3f-cf67a25d8c92", + "id": "259488c0-5101-4cdf-b966-e1a769f9e703", "savedPayload": { "position": { "x": 15437.334914757434, @@ -8692,7 +7862,7 @@ } } }, - "id": "cc7e059c-ae96-4163-a925-b860b194ed3a", + "id": "973ce066-4632-4ffe-8f7f-a126f4a6fc15", "savedPayload": { "position": { "x": 16395.713698640993, @@ -8725,7 +7895,7 @@ "name": "New Record Formula", "code": "variable.oscb", "project": "Foundations", - "id": "b87f7cb9-8536-4189-b456-b3cc440ceaae", + "id": "488ec8ac-38a9-4afb-a638-e1d6628d43a2", "savedPayload": { "position": { "x": 15830.029095875803, @@ -8748,7 +7918,7 @@ } } }, - "id": "4e267077-ad5c-4ebf-92af-89bbc4b7c04c", + "id": "e52a9eab-fee0-4694-ab0e-822ea2047f12", "savedPayload": { "position": { "x": 16592.06078920018, @@ -8781,7 +7951,7 @@ "name": "New Record Formula", "code": "variable.oscs", "project": "Foundations", - "id": "2186cf12-7177-4ddb-864f-a12bb02a91a2", + "id": "dbc35091-fa01-42c5-863c-aa7c74994e99", "savedPayload": { "position": { "x": 17746.786663642917, @@ -8804,7 +7974,7 @@ } } }, - "id": "05b68d8d-304f-4a89-8a95-6961925a5f7c", + "id": "95a28f7d-8e8f-49f0-940c-e88c844ef6e9", "savedPayload": { "position": { "x": 17550.439573083735, @@ -8828,7 +7998,7 @@ } } ], - "id": "d2b8cc82-5160-432f-9e55-fa16610f7a68", + "id": "3b2ac350-625b-4d18-9894-3e039f2625ec", "savedPayload": { "position": { "x": 17354.092482524553, @@ -8864,7 +8034,7 @@ "name": "New Procedure Javascript Code", "code": "\t/* Loop Code */\n\n\tlet candle = record.current\n\tlet volume = getElement('volumes', candle)\n\tlet Vl = 28 //period for slow moving average\n\tlet Vs = 14 //period for fast moving average\n\n\n\t//evaluation of sell and buy volume as per indicated in the master data mine\n\tlet totalVolume = volume.buy + volume.sell\n\tlet distanceOpenMax = candle.max - candle.open\n\tlet distanceOpenMin = candle.open - candle.min\n\tlet distanceMaxMin = candle.max - candle.min\n\n\tvariable.buyVolume = totalVolume * distanceOpenMax * 100 / distanceMaxMin\n\tvariable.sellVolume = totalVolume * distanceOpenMin * 100 / distanceMaxMin\n\n\n\t//Array building\n\tvariable.VolShort.push(volume.sell + volume.buy)\n\tvariable.VolLong.push(volume.sell + volume.buy)\n\tvariable.VolShortB.push(variable.buyVolume)\n\tvariable.VolLongB.push(variable.buyVolume)\n\tvariable.VolShortS.push(variable.sellVolume)\n\tvariable.VolLongS.push(variable.sellVolume)\n\n\t// Keep the array the correct size\n\n\tif (variable.VolShort.length > Vs) {\n\t\tvariable.VolShort.splice(0, 1)\n\t}\n\n\tif (variable.VolLong.length > Vl) {\n\t\tvariable.VolLong.splice(0, 1)\n\t}\n\n\tif (variable.VolShortB.length > Vs) {\n\t\tvariable.VolShortB.splice(0, 1)\n\t}\n\n\tif (variable.VolLongB.length > Vl) {\n\t\tvariable.VolLongB.splice(0, 1)\n\t}\n\n\tif (variable.VolShortS.length > Vs) {\n\t\tvariable.VolShortS.splice(0, 1)\n\t}\n\n\tif (variable.VolLongS.length > Vl) {\n\t\tvariable.VolLongS.splice(0, 1)\n\t}\n\n\t//calculate volume mobile average\n\n\tvariable.VolAs = calVolAv(Vs, variable.VolShort) //fast volume mobile average\n\tvariable.VolAl = calVolAv(Vl, variable.VolLong) //slow\n\tvariable.VolAsB = calVolAv(Vs, variable.VolShortB) //fast volume mobile average BUY\n\tvariable.VolAlB = calVolAv(Vl, variable.VolLongB) //slow\n\tvariable.VolAsS = calVolAv(Vs, variable.VolShortS) //fast volume mobile average SELL\n\tvariable.VolAlS = calVolAv(Vl, variable.VolLongS) //slow\n\n\t//calculate volume oscillator and put it in an array prior to velocity calculation\n\tvariable.VOscAB = (variable.VolAsB - variable.VolAlB) / variable.VolAlB\n\tvariable.VOscAS = (variable.VolAsS - variable.VolAlS) / variable.VolAlS\n\tvariable.VOscA = (variable.VolAs - variable.VolAl) / variable.VolAl\n\n\tif (isNaN(variable.VOscA)) {\n\n\tvariable.osc = 0\n\t}\n\telse {\n\tvariable.osc = variable.VOscA\n\n\t}\n\tif (isNaN(variable.VOscAB)) {\n\n\tvariable.oscb = 1\n\t}\n\telse {\n\tvariable.oscb = variable.VOscAB\n\t}\t\n\tif (isNaN(variable.VOscAS)) {\n\n\tvariable.oscs = -1\n\t}\n\telse {\n\tvariable.oscs = variable.VOscAS\n\t}\n\t\n\t\n\t//functions\n\t//Volume average\n\tfunction calVolAv(periods, array) {\n\t\tvariable.S = 0\n\t\tfor(var i = 0 ; i < periods ; i++) {\n\t\t\tvariable.S = variable.S + array[i]\n\t\t}\n\t\treturn variable.S/periods\n\t}\n\n\t// End of code :-)", "project": "Foundations", - "id": "2450333e-f745-4c2c-b067-ebe83322017c", + "id": "d2b7048b-1736-40df-b8a1-75ba036a15ec", "savedPayload": { "position": { "x": 17727.980683742957, @@ -8887,7 +8057,7 @@ } } }, - "id": "12b46dfb-a41e-48be-988f-883a8ff5754f", + "id": "4fb9731d-f2d3-4f1a-a3cb-1e79066f07a6", "savedPayload": { "position": { "x": 17825.48858380787, @@ -8919,7 +8089,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\nvariable.VolShort = []\nvariable.VolLong = []\nvariable.VOscA = []\nvariable.VolShortB = []\nvariable.VolLongB = []\nvariable.VolShortS = []\nvariable.VolLongS = []\nvariable.VOscB = []\nvariable.VOscS = []", "project": "Foundations", - "id": "b04666e1-d329-4984-a6e7-3b479b280927", + "id": "99fd605d-ae8f-4d4c-904b-8eab5667b445", "savedPayload": { "position": { "x": 17854.098343878024, @@ -8942,7 +8112,7 @@ } } }, - "id": "572deadf-cba4-4f28-b009-4e159aaa2557", + "id": "e6a7bacc-7b6b-4616-8f74-4ddcd647f7e6", "savedPayload": { "position": { "x": 17922.06575452272, @@ -8965,7 +8135,7 @@ } } }, - "id": "17c6e2bd-ba5a-48b7-ba3a-ec7827571bca", + "id": "7ac9fc6d-fcdd-4ac6-a655-9393f5615adc", "savedPayload": { "position": { "x": 17990.033165167413, @@ -8988,7 +8158,7 @@ } } }, - "id": "07aa9bc3-f094-40bd-8ebd-be4428f19ff2", + "id": "4effbee4-8778-40d7-85ff-6ca8a6fe564a", "savedPayload": { "position": { "x": 18312.471266408113, @@ -9012,16 +8182,36 @@ "referenceParent": { "type": "Plotter Module", "name": "Volume Oscillators", - "id": "56ff8ae2-3435-4a2c-9bff-76515bd9cfc8" - } + "id": "3313b77b-d4bb-4776-8df2-50709f61bb76" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Volume Oscillators", + "Plotter", + "Foundations", + "5ad09001-0b4f-4217-a83f-d4eddaef9c9a" + ], + [ + "Volume Oscillators", + "Plotter Module", + "Foundations", + "6d1c59e5-a8b7-4864-8af2-14cb56633e8d" + ] + ] } } ], - "id": "14eb101f-96aa-494c-9083-8ac83914db25", + "id": "d07d58a0-08f8-4e81-9c7b-cf3de1f67ff3", "savedPayload": { "position": { - "x": 18185.39084162882, - "y": 10350.75912320404 + "x": 18392.717129293727, + "y": 10259.59269543114 }, "targetPosition": { "x": 18051.878281255034, @@ -9060,7 +8250,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market HoltWinters", "project": "Foundations", - "id": "a4e3c6cc-d8f8-47cc-b1a0-869c9233375a", + "id": "4632361a-3750-4a96-b422-4df84a1b12f7", "savedPayload": { "position": { "x": 18156.584614518204, @@ -9084,13 +8274,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "e2d6056d-6999-4ab7-9a0a-f18aa1ca8350" - } + "id": "da667ba3-08a3-48cc-8b2b-16baf5c24f53" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Holt-Winters forecast", + "Indicator Bot", + "Foundations", + "a4fde50c-d9dd-4f49-b492-60a96b82d71f" + ], + [ + "HoltWinters", + "Product Definition", + "Foundations", + "aa587f31-1fe7-431f-a26b-601edbad53bb" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "cd38153d-a5ce-4b80-9e78-0b69dca40209" + ] + ] } } ], "outputDatasetFolders": [], - "id": "2fa38e6b-61f3-4234-b743-f32c827bb09f", + "id": "282b1d15-cacd-4861-bfcd-8dd9ebafbb89", "savedPayload": { "position": { "x": 18596.23944045225, @@ -9123,7 +8339,7 @@ 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"d6e47e3c-954b-4838-8004-de5a246e15bb", + "id": "1ec8a121-8169-4913-88e0-04001fd4687e", "savedPayload": { "position": { "x": 16994.519027706505, @@ -10283,7 +9811,7 @@ "name": "New Record Formula", "code": "variable.forecast20", "project": "Foundations", - "id": "3fe72bc9-6774-4d24-91dd-41a7aa1fc50b", + "id": "773f0e66-f3d7-4975-b95e-c2d6d5a88a4a", "savedPayload": { "position": { "x": 16786.052196272994, @@ -10306,7 +9834,7 @@ } } }, - "id": "638c8ea3-fef6-4cf6-9620-1a6b883e217d", + "id": "5e78bd60-47ba-4364-8baa-ac93e1d26efb", "savedPayload": { "position": { "x": 16886.011270118048, @@ -10339,7 +9867,7 @@ "name": "New Record Formula", "code": "variable.forecast30", "project": "Foundations", - "id": "a3f3061d-bfd7-4660-9996-71aa75c0c939", + "id": "90090318-4927-4322-94d2-a92989d71876", "savedPayload": { "position": { "x": 16638.327655956313, @@ -10362,7 +9890,7 @@ } } }, - "id": "87802614-584f-4f31-93fe-cf26f06a0537", + "id": "78354763-047c-4314-aa2c-ca112f32e408", "savedPayload": { "position": { "x": 16787.52824324026, @@ -10395,7 +9923,7 @@ "name": "New Record Formula", "code": "variable.trend", "project": "Foundations", - "id": "9fd76d01-aed7-4a81-8dd4-00a17598ed6c", + "id": "f599a991-0156-4f76-93af-61e42cd0c311", "savedPayload": { "position": { "x": 16513.047737001067, @@ -10418,7 +9946,7 @@ } } }, - "id": "a4d36914-b264-4863-9658-86bf2e6e375b", + "id": "71b0ef1e-ee95-4398-9358-b79a4cc14666", "savedPayload": { "position": { "x": 16704.0082972701, @@ -10451,7 +9979,7 @@ "name": "New Record Formula", "code": "variable.maxForecast5", "project": "Foundations", - "id": "6ac80e20-9d22-40e1-b32d-fab43025158d", + "id": "0d7c7e11-2524-4c42-9c6f-453e6d141fa3", "savedPayload": { "position": { "x": 16416.494497667063, @@ -10474,7 +10002,7 @@ } } }, - "id": "3c57eaa7-d812-4e73-8de4-b5c2258970a0", + "id": "7a168143-680a-4b92-afe3-54bdabfb9890", "savedPayload": { "position": { "x": 16639.639471047427, @@ -10507,7 +10035,7 @@ "name": "New Record Formula", "code": "variable.minForecast5", "project": "Foundations", - "id": "ad4f0e6b-a85e-4217-b081-16717f853ce3", + "id": "16d23af9-629d-4306-96ff-3e1e43b0c499", "savedPayload": { "position": { "x": 16353.50952054572, @@ -10530,7 +10058,7 @@ } } }, - "id": "b03af282-d991-40d0-a4b3-e2a24cd725e0", + "id": "22a1af79-6f81-4079-9651-7f9c777bfa3f", "savedPayload": { "position": { "x": 16597.649486299866, @@ -10563,7 +10091,7 @@ "name": "New Record Formula", "code": "variable.minForecast10", "project": "Foundations", - "id": "e1e1c521-efb6-432b-af4b-3b11faed8b2b", + "id": "883f31df-cdf8-4970-a2f3-535020af917f", "savedPayload": { "position": { "x": 16327.25113539227, @@ -10586,7 +10114,7 @@ } } }, - "id": "e0ff18a7-15f2-4010-833c-cbabc85bb495", + "id": "c7be1bb6-a6c3-4050-908f-fa58dfc2db2d", "savedPayload": { "position": { "x": 16580.143896197565, @@ -10619,7 +10147,7 @@ "name": "New Record Formula", "code": "variable.maxForecast10", "project": "Foundations", - "id": "951950ca-3421-47da-b7e0-483b9f1d1977", + "id": "662b5128-02af-476c-b077-e557b34b1f6b", "savedPayload": { "position": { "x": 16339.03604728376, @@ -10642,7 +10170,7 @@ } } }, - "id": "241137c6-c845-411f-bcab-ab281e0dba44", + "id": "4edf2492-f369-40b0-96e4-3189458e3f3b", "savedPayload": { "position": { "x": 16588.000504125226, @@ -10675,7 +10203,7 @@ "name": "New Record Formula", "code": "variable.minForecast20", "project": "Foundations", - "id": "8ae94093-7a95-48cd-b4e0-6dc86a2cf7c9", + "id": "ff7bd347-4340-4881-abff-7654b459813e", "savedPayload": { "position": { "x": 16388.27331152846, @@ -10698,7 +10226,7 @@ } } }, - "id": "43ed0657-cd3d-4c3d-8cbf-fa9a1127b911", + "id": "7b5e209c-1e0f-47f0-bb95-e2996a1888ae", "savedPayload": { "position": { "x": 16620.825346955025, @@ -10731,7 +10259,7 @@ "name": "New Record Formula", "code": "variable.maxForecast20", "project": "Foundations", - "id": "22a79807-b456-42d4-8c45-b362b7ed2c31", + "id": "1225cff5-764c-48d5-9a41-d93ada5f1676", "savedPayload": { "position": { "x": 16472.493966100217, @@ -10754,7 +10282,7 @@ } } }, - "id": "058e93e9-3cf2-49f7-9c0f-1059eb596e72", + "id": "fbeb7e70-bc3d-4f8d-a0b9-39566536ccb8", "savedPayload": { "position": { "x": 16676.972450002864, @@ -10787,7 +10315,7 @@ "name": "New Record Formula", "code": "variable.minForecast30", "project": "Foundations", - "id": "e88eb709-ff1e-4357-ab82-ea190a01c72a", + "id": "cae3da7e-31e3-4d99-9e01-3d5930d4cb94", "savedPayload": { "position": { "x": 16587.47483570399, @@ -10810,7 +10338,7 @@ } } }, - "id": "78ef2cbf-2f46-461a-8cb9-b4502f62b48f", + "id": "147d329f-6053-460a-9c8d-76e3f5bcc0ee", "savedPayload": { "position": { "x": 16753.626363072046, @@ -10843,7 +10371,7 @@ "name": "New Record Formula", "code": "variable.maxForecast30", "project": "Foundations", - "id": "ec9bbb83-f010-41db-867f-3446255733b8", + "id": "3a067c29-1219-4e7e-ac8a-656728e4ad39", "savedPayload": { "position": { "x": 16727.450299419535, @@ -10866,7 +10394,7 @@ } } }, - "id": "6d38bf5e-e7aa-4b21-bc58-1b5de87ab276", + "id": "bc21991b-3096-49b3-9526-4d6f78c7b377", "savedPayload": { "position": { "x": 16846.94333888241, @@ -10899,7 +10427,7 @@ "name": "New Record Formula", "code": "variable.T5Begin", "project": "Foundations", - "id": "066d501a-28da-444a-a599-4b814ab6907a", + "id": "5f38d3c0-6a31-46fd-9937-add5141885c3", "savedPayload": { "position": { "x": 16885.401403009524, @@ -10922,7 +10450,7 @@ } } }, - "id": "64ccd4da-62d6-44e5-8709-b3b70d60b291", + "id": "85a5ce62-6220-4326-a0ce-b12cf0f88216", "savedPayload": { "position": { "x": 16952.24407460907, @@ -10955,7 +10483,7 @@ "name": "New Record Formula", "code": "variable.T10Begin", "project": "Foundations", - "id": "44b58879-fd92-439e-a12d-0254b78f17d8", + "id": "91c15bd4-4b64-4983-a76a-22191079cb83", "savedPayload": { "position": { "x": 17053.407818593583, @@ -10978,7 +10506,7 @@ } } }, - "id": "dd71bf59-2b1d-4546-a8fe-b2bc3451a72e", + "id": "bb4ed557-7800-4fd9-b612-02ce9295de51", "savedPayload": { "position": { "x": 17064.24835166511, @@ -11011,7 +10539,7 @@ "name": "New Record Formula", "code": "variable.T20Begin", "project": "Foundations", - "id": "68e82e6b-e7c5-4c52-acf2-32060e64393c", + "id": "abfd8df0-d463-4e80-bd6a-1e236ab88ba7", "savedPayload": { "position": { "x": 17223.045002960636, @@ -11034,7 +10562,7 @@ } } }, - "id": "b526a70b-45db-4832-be5f-c5f2c63f80d1", + "id": "5c229134-0ef7-4875-a8da-85432abcbd77", "savedPayload": { "position": { "x": 17177.33980790981, @@ -11067,7 +10595,7 @@ "name": "New Record Formula", "code": "variable.T30Begin", "project": "Foundations", - "id": "5479ae11-d29e-4e20-8166-0c606c315edf", + "id": "e526247a-377b-41a4-853e-6c0409f95b94", "savedPayload": { "position": { "x": 17385.806639343322, @@ -11090,7 +10618,7 @@ } } }, - "id": "6560e96f-ab39-46e8-bebe-0b24269bb762", + "id": "5fe3be07-c5e0-4068-9858-7827f91dec74", "savedPayload": { "position": { "x": 17285.84756549827, @@ -11123,7 +10651,7 @@ "name": "New Record Formula", "code": "variable.T5End", "project": "Foundations", - "id": "b5ab64f0-9c76-4f2c-9e90-111eb940533b", + "id": "25223ee4-09e5-4f5d-921a-8edf09e8a0c3", "savedPayload": { "position": { "x": 17533.531179660004, @@ -11146,7 +10674,7 @@ } } }, - "id": "054ccfb7-7ee6-4eec-95b5-4343add37882", + "id": "7d30c913-ff50-45d2-8500-5db5c5dd616d", "savedPayload": { "position": { "x": 17384.330592376056, @@ -11179,7 +10707,7 @@ "name": "New Record Formula", "code": "variable.T10End", "project": "Foundations", - "id": "61ca5aa1-ed12-4790-92cd-84ae82da8c61", + "id": "c01409b8-4429-43b1-b1a7-76a12f0172de", "savedPayload": { "position": { "x": 17658.81109861525, @@ -11202,7 +10730,7 @@ } } }, - "id": "f5800242-f897-4fa0-994d-8927c24cefc8", + "id": "57e67f4c-bc94-405d-a915-dc245ede3210", "savedPayload": { "position": { "x": 17467.850538346218, @@ -11235,7 +10763,7 @@ "name": "New Record Formula", "code": "variable.T20End", "project": "Foundations", - "id": "15eae3e4-a90e-41ef-ad75-8f267fece453", + "id": "2984a744-0e7b-4fb7-9263-b32f1ac0fd32", "savedPayload": { "position": { "x": 17755.364337949253, @@ -11258,7 +10786,7 @@ } } }, - "id": "3a6cc00e-0bf3-4262-8798-b9dd2c22b126", + "id": "e9c9442d-a4dc-4214-95bd-fa2190f197f6", "savedPayload": { "position": { "x": 17532.21936456889, @@ -11291,7 +10819,7 @@ "name": "New Record Formula", "code": "variable.T30End", "project": "Foundations", - "id": "4847fee7-3735-4ac1-82f0-5ba2069f3ab7", + "id": "5293ba84-124c-47b4-8938-7c4eb81890e6", "savedPayload": { "position": { "x": 17818.349315070594, @@ -11314,7 +10842,7 @@ } } }, - "id": "3ff146c7-0258-453d-b0f1-9f93ec55be45", + "id": "90dd76bf-66d6-4cff-9246-24413fc64138", "savedPayload": { "position": { "x": 17574.20934931645, @@ -11338,7 +10866,7 @@ } } ], - "id": "5cb42050-b709-455c-9d82-de3a69a4abe2", + "id": "9b2fc6d1-3518-43d1-acc5-a378026a6fa7", "savedPayload": { "position": { "x": 16661.664729796892, @@ -11374,7 +10902,7 @@ "name": "New Procedure Javascript Code", "code": "\tlet candle = record.current\n\tlet Al = 0.4 //initial value for alpha factor\n\tlet Bet = 0.4 //initial value for beta factor\n\tlet Ph = 0.8 //initial value for phi factor\n\tlet Ga = 0.3 //initial value for gamma factor\n\tlet sLen = 5 //length of seasonal period ; integer only\n\tlet fLen = 6 //number of season period to forecast ; integer only ; forecast will be calculated on fLen * sLen = 30 periods\n\tlet Iter = 50 //number of loop to proceed parameters optimization\n\n\n\t//initializing Factors with fixed value or optimized value if exists\n\tif (variable.Alpha === undefined) {\n\t\tvariable.Alpha = Al\n\t }\n\t else {\n\t variable.Alpha = variable.Alpha\n\t }\n\t \n\tif (variable.Beta === undefined) {\n\t\tvariable.Beta = Bet\n\t }\n\t else {\n\t variable.Beta = variable.Beta\n\t }\n\n\tif (variable.Phi === undefined) {\n\t\tvariable.Phi = Ph\n\t }\n\t else {\n\t variable.Phi = variable.Phi\n\t }\n\n\tif (variable.Gamma === undefined) {\n\t\tvariable.Gamma = Ga\n\t }\n\t else {\n\t variable.Gamma = variable.Gamma\n\t }\n\t \n\t//Fetching candle close values for sLen length \n\tvariable.lastClose.push(candle.close)\n\tif(variable.lastClose.length > sLen) {\n\t\tvariable.lastClose.splice(0,1)\n\t}\n\tvariable.lastClose2x.push(candle.close)\n\tif(variable.lastClose2x.length > 2 * sLen) {\n\t\tvariable.lastClose2x.splice(0,1)\n\t}\n\t//Initializing A, B, S, Y variables according to Hyndman parameters https://robjhyndman.com/hyndsight/hw-initialization/\n\t\n\t//managing the undefined values until lastClose2x reach sufficient length\n\tvariable.trig = 0 //variable to indicate initialization stage is over\n\tif(variable.lastClose2x.length < 2 * sLen && variable.trig === 0) {\n\t\tvariable.Y = 0 //forecast through history variable\n\t\tvariable.A = 0 //level\n\t\tvariable.B = 0 //trend\n\t\tvariable.S[0] = 0 //season\n\t\tvariable.previousB = variable.B\n\t\tvariable.previousA = variable.A\n\t\tvariable.trend = 0\n\t}\n\tif(variable.lastClose2x.length === 2 * sLen && variable.trig === 0) {\n\t\tfor(var i = 0 ; i < sLen ; i++) {\n\t\t\tvariable.previousA = variable.previousA + variable.lastClose[i]\n\t\t}\n\t\tvariable.previousA = variable.previousA / sLen\n\t\tfor(var i = 0; i < sLen ; i++) {\n\t\t\tvariable.previousB = variable.previousB + variable.lastClose2x[i + sLen] - variable.lastClose2x[i]\n\t\t}\n\t\tvariable.previousB = variable.previousB / Math.pow(sLen,2)\n\t\tvariable.S[0] = candle.close / variable.previousA\n\t\tvariable.trig = 1 \n\t\tvariable.trend = 0\n\t}\n\tif(variable.lastClose2x.length === 2* sLen && variable.trig === 1)\n\t{\n\t\tvariable.Y = (variable.previousA + variable.Phi * variable.previousB) * variable.S[0]\n\t\tvariable.A = variable.Alpha * variable.Y / variable.S[0] + (1 - variable.Alpha) * (variable.previousA + variable.Phi * variable.previousB)\n\t\tvariable.B = variable.Beta * (variable.A - variable.previousA) + (1 - variable.Beta) * variable.Phi * variable.previousB\n\t\tvariable.S.push(variable.Gamma * variable.Y / variable.A + (1 - variable.Gamma) * variable.S[0])\n\t\tvariable.slope = variable.B - variable.previousB\n\t\tif(variable.slope < 0){\n\t\t\tvariable.trend = 1\n\t\t}\n\t\telse {\n\t\t\tvariable.trend = -1\n\t\t}\n\t\tvariable.previousA = variable.A\n\t\tvariable.previousB = variable.B\n\t}\n\n\t//keep Season array to the right size\n\tif(variable.S.length > sLen) {\n\t\tvariable.S.splice(0,1)\n\t}\n\n\t//Parameters optimization\n\t//calculation of initial mean square error\n\n\tvariable.Errors.push(Math.pow(variable.Y - candle.close, 2))\n\tif(variable.Errors.length > sLen) {\n\t\t\tvariable.Errors.splice(0,1)\n\t}\n\tif(variable.Errors.length === sLen) {\n\t\tvariable.ErrSqSum = 0\n\t\tfor (var k = 0 ; k < variable.Errors.length ; k++) {\n\t\t\t\tvariable.ErrSqSum = variable.ErrSqSum + variable.Errors[k]\n\t\t}\n\t\tvariable.MS = variable.ErrSqSum / variable.Errors.length\n\t\tif(variable.lastClose2x.length === 2*sLen && variable.trig === 1 ){\n\t\t//initialiying best parameters calculation\n\t\tvariable.bestAlpha = 0\n\t\tvariable.bestBeta = variable.Beta\n\t\tvariable.bestPhi = variable.Phi\n\t\tvariable.bestGamma = variable.Gamma\n\t\tvariable.bestError = variable.MS\n\t\t//Alpha optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.bestAlpha = variable.bestAlpha +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.previousA\n\t\t\tvariable.previoussB = variable.previousB\n\t\t\tvariable.sErrSqSum = 0\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.bestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.bestAlpha * variable.sY / variable.sS[0] + (1 - variable.bestAlpha) * (variable.previoussA + variable.bestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.bestBeta * (variable.sA - variable.previoussA) + (1 - variable.bestBeta) * variable.bestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.bestGamma * variable.sY / variable.sA + (1 - variable.bestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t\tvariable.sError.push(Math.pow(variable.sY - variable.lastClose[j],2))\n\t\t\t}\n\t\t\tfor(var k = 0 ; k < variable.sError.length ; k++) {\n\t\t\t\tvariable.sErrSqSum = variable.sErrSqSum + variable.sErrSqSum[k]\n\t\t\t}\n\t\t\tvariable.sMS = variable.sErrSqSum / variable.sError.length\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.Alpha = variable.bestAlpha\n\t\t\t}\n\t\t\n\t\t}\n\t\tvariable.bestError = variable.MS\n\t\tvariable.bestBeta = 0\n\t\t//Beta optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.bestBeta = variable.bestBeta +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.previousA\n\t\t\tvariable.previoussB = variable.previousB\n\t\t\tvariable.sErrSqSum = 0\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.bestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.bestAlpha * variable.sY / variable.sS[0] + (1 - variable.bestAlpha) * (variable.previoussA + variable.bestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.bestBeta * (variable.sA - variable.previoussA) + (1 - variable.bestBeta) * variable.bestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.bestGamma * variable.sY / variable.sA + (1 - variable.bestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t\tvariable.sError.push(Math.pow(variable.sY - variable.lastClose[j],2))\n\t\t\t}\n\t\t\tfor(var k = 0 ; k < variable.sError.length ; k++) {\n\t\t\t\tvariable.sErrSqSum = variable.sErrSqSum + variable.sErrSqSum[k]\n\t\t\t}\n\t\t\tvariable.sMS = variable.sErrSqSum / variable.sError.length\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.Beta = variable.bestBeta\n\t\t\t}\n\t\t\n\t\t}\n\t\tvariable.bestError = variable.MS\n\t\tvariable.bestPhi = 0.8\n\t\t//Phi optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.bestPhi = variable.bestPhi +(1 - (i/Iter) * 0.2)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.previousA\n\t\t\tvariable.previoussB = variable.previousB\n\t\t\tvariable.sErrSqSum = 0\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.bestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.bestAlpha * variable.sY / variable.sS[0] + (1 - variable.bestAlpha) * (variable.previoussA + variable.bestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.bestBeta * (variable.sA - variable.previoussA) + (1 - variable.bestBeta) * variable.bestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.bestGamma * variable.sY / variable.sA + (1 - variable.bestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t\tvariable.sError.push(Math.pow(variable.sY - variable.lastClose[j],2))\n\t\t\t}\n\t\t\tfor(var k = 0 ; k < variable.sError.length ; k++) {\n\t\t\t\tvariable.sErrSqSum = variable.sErrSqSum + variable.sErrSqSum[k]\n\t\t\t}\n\t\t\tvariable.sMS = variable.sErrSqSum / variable.sError.length\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.Phi = variable.bestPhi\n\t\t\t}\n\t\t\n\t\t}\n\t\tvariable.bestError = variable.MS\n\t\tvariable.bestGamma = 0\n\t\t//Gamma optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.bestGamma = variable.bestGamma +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.previousA\n\t\t\tvariable.previoussB = variable.previousB\n\t\t\tvariable.sErrSqSum = 0\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.bestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.bestAlpha * variable.sY / variable.sS[0] + (1 - variable.bestAlpha) * (variable.previoussA + variable.bestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.bestBeta * (variable.sA - variable.previoussA) + (1 - variable.bestBeta) * variable.bestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.bestGamma * variable.sY / variable.sA + (1 - variable.bestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t\tvariable.sError.push(Math.pow(variable.sY - variable.lastClose[j],2))\n\t\t\t}\n\t\t\tfor(var k = 0 ; k < variable.sError.length ; k++) {\n\t\t\t\tvariable.sErrSqSum = variable.sErrSqSum + variable.sErrSqSum[k]\n\t\t\t}\n\t\t\tvariable.sMS = variable.sErrSqSum / variable.sError.length\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.Gamma = variable.bestGamma\n\t\t\t}\n\t\t\n\t\t}\n\t}\n\t}\n\t//initializing forecast data\n\tvariable.fS = [] // purge the season array for forecast data\n\tvariable.previousfA = variable.A //equivalent A variable for the forecast calculation\n\tvariable.previousfB = variable.B //equivalent B variable for the forecast calculation\n\n\n\t//calculating forecast data\n\tif(variable.S.length === sLen && variable.trig === 1) {\n\tfor (var j = 0; j < fLen ; j++) {\n\t\tfor(var n = 0; n < sLen; n++) {\n\t\t\tvariable.fY.push((variable.previousfA + variable.Phi * variable.previousfB) * variable.S[n])\n\t\t\tvariable.fA = variable.previousfA + variable.Phi * variable.previousfB\n\t\t\tvariable.fB = variable.Phi * variable.previousfB\n\t\t\tvariable.previousfA = variable.fA\n\t\t\tvariable.previousfB = variable.fB\n\t\t\tif(variable.fY.length > fLen * sLen) {\n\t\t\t\tvariable.fY.splice(0,1)\n\t\t\t}\n\t\t}\n\t}\n\n\t\tvariable.forecast = 100 * variable.fY[0] \n\t\tvariable.forecast5 = 100 * (variable.fY[4] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast10 = 100 * (variable.fY[9] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast20 = 100 * (variable.fY[19] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast30 = 100 * (variable.fY[29] - variable.fY[0])/variable.fY[0]\n\t \n\t} else {\n\t\tvariable.forecast = 0 \n\t\tvariable.forecast5 = 0\n\t\tvariable.forecast10 = 0\n\t\tvariable.forecast20 = 0\n\t\tvariable.forecast30 = 0\n\t}\n\n\t//identifying max and min forecast value until the value used to calculate the first member of the array is out of scope\n\t//The idea is to frame the forecast value by the corresponding min and max at the same distance\nvariable.lastForecast5.push(variable.forecast5)\nif(variable.lastForecast5.length > 5){\n variable.lastForecast5.splice(0,1)\n}\nvariable.maxForecast5 = Math.max.apply(Math,variable.lastForecast5)\nvariable.minForecast5 = Math.min.apply(Math,variable.lastForecast5)\n\nvariable.lastForecast10.push(variable.forecast10)\nif(variable.lastForecast10.length > 10){\n variable.lastForecast10.splice(0,1)\n}\nvariable.maxForecast10 = Math.max.apply(Math,variable.lastForecast10)\nvariable.minForecast10 = Math.min.apply(Math,variable.lastForecast10)\n\nvariable.lastForecast20.push(variable.forecast20)\nif(variable.lastForecast20.length > 10){\n variable.lastForecast20.splice(0,1)\n}\nvariable.maxForecast20 = Math.max.apply(Math,variable.lastForecast20)\nvariable.minForecast20 = Math.min.apply(Math,variable.lastForecast20)\n\nvariable.lastForecast30.push(variable.forecast30)\nif(variable.lastForecast30.length > 30){\n variable.lastForecast30.splice(0,1)\n}\nvariable.maxForecast30 = Math.max.apply(Math,variable.lastForecast30)\nvariable.minForecast30 = Math.min.apply(Math,variable.lastForecast30)\n\n//calculate time for forecast\nvariable.T5Begin = candle.begin + (candle.end - candle.begin) * 5\nvariable.T5End = candle.end + (candle.end - candle.begin) * 5\nvariable.T10Begin = candle.begin + (candle.end - candle.begin) * 10\nvariable.T10End = candle.end + (candle.end - candle.begin) * 10\nvariable.T20Begin = candle.begin + (candle.end - candle.begin) * 20\nvariable.T20End = candle.end + (candle.end - candle.begin) * 20\nvariable.T30Begin = candle.begin + (candle.end - candle.begin) * 30\nvariable.T30End = candle.end + (candle.end - candle.begin) * 30\n\t// End of code :-)", "project": "Foundations", - "id": "6cc5ffdd-1025-4639-a753-a00eb08c706b", + "id": "0aab557b-b8d2-4ce9-a463-23ba1f0277e4", "savedPayload": { "position": { "x": 14995.177608283679, @@ -11397,7 +10925,7 @@ } } }, - "id": "bcf42744-d550-4157-8dbf-c68077c8bc7e", + "id": "d76ce4a5-3335-4259-9c18-78c7c39b971a", "savedPayload": { "position": { "x": 15442.712461199402, @@ -11429,7 +10957,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\nvariable.lastClose = []\nvariable.S = []\nvariable.fY = []\nvariable.Errors = []\nvariable.lastClose2x = []\nvariable.lastForecast5 = []\nvariable.lastForecast10 = []\nvariable.lastForecast20 = []\nvariable.lastForecast30 = []", "project": "Foundations", - "id": "db4d768e-9b1a-46d1-9dc1-bb76ab47cd86", + "id": "9172fde9-04b1-42ce-aab6-ff403b023780", "savedPayload": { "position": { "x": 16007.152962616332, @@ -11452,7 +10980,7 @@ } } }, - "id": "3db85fe3-3d91-4df7-a8a4-85a6042a1c0f", + "id": "6b414ba9-ee65-4288-8329-513a515fe679", "savedPayload": { "position": { "x": 16073.278803499235, @@ -11475,7 +11003,7 @@ } } }, - "id": "bb386668-2b00-4420-ab85-87d76ab89ee4", + "id": "6c4b8651-3cbf-4360-8a7c-2e2a22fd806b", "savedPayload": { "position": { "x": 16337.782167030848, @@ -11498,7 +11026,7 @@ } } }, - "id": "e132ec0f-ce96-4141-9c64-33bc3e8a819c", + "id": "53d0eea2-4a2a-4e49-9033-835ac6466e49", "savedPayload": { "position": { "x": 17982.16399078753, @@ -11522,16 +11050,36 @@ "referenceParent": { "type": "Plotter Module", "name": "Holt-Winters", - "id": "6fd0df65-0cbf-41c0-923b-8c0ada7c1d23" - } + "id": "1d14aa98-67ca-4dbc-ac25-e6d1ed8669cd" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Holt-Winters", + "Plotter", + "Foundations", + "051ef580-6010-4015-9de9-8072a5b993c2" + ], + [ + "Holt-Winters", + "Plotter Module", + "Foundations", + "0b596ddc-3b5d-4449-925c-b6f8aa3f1fca" + ] + ] } } ], - "id": "fb6208a3-890f-4f7a-9fce-97f1097b17f9", + "id": "4f616347-7da8-4d1f-ad63-ede33522701a", "savedPayload": { "position": { - "x": 18051.878281255034, - "y": 10365.802375894946 + "x": 18264.641213480554, + "y": 10326.812121506195 }, "targetPosition": { "x": 18051.878281255034, @@ -11570,7 +11118,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market FastTrend3", "project": "Foundations", - "id": "b5db558d-c3d0-4700-8289-fc820054e73c", + "id": "cd8e5e04-0354-4270-a8a5-86f946949b95", "savedPayload": { "position": { "x": 20254.955643235317, @@ -11594,13 +11142,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "5344d093-c482-4c64-bcdf-7ff7f85e98fb" - } + "id": "f96c3abf-0cc1-4939-9f32-5a002a7e4f47" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 3", + "Indicator Bot", + "Foundations", + "b5c0ac2e-7cf9-488d-baed-014f5fa3aaf4" + ], + [ + "FastTrend3", + "Product Definition", + "Foundations", + "de963b5d-a925-449d-b86f-063bc047cda5" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "53b4ffac-ed72-4537-9eed-cdae4d1479a8" + ] + ] } } ], "outputDatasetFolders": [], - "id": "915ca254-e9c0-480a-bd53-4454e5e667bd", + "id": "8d51a7f9-1efb-4fc3-939d-349be8203ac9", "savedPayload": { "position": { "x": 20003.35447285169, @@ -11633,7 +11207,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "b17fec5b-da73-4e61-9af2-1e9458327779", + "id": "c8e819df-298d-4269-996d-9530fb69e1fb", "savedPayload": { "position": { "x": 20482.593927030674, @@ -11658,7 +11232,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "Candles Volumes Multi-Time-Frame-Market Status Report", + "Status Report", + "Foundations", + "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" + ] + ] } }, { @@ -11666,7 +11266,7 @@ "name": "FastTrend 3 Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "a316026c-f369-4520-bbcb-88ec5a5ee2b0", + "id": "4a16ec24-9d50-4d03-8015-767b388ff12e", "savedPayload": { "position": { "x": 20362.017734697776, @@ -11690,8 +11290,34 @@ "referenceParent": { "type": "Status Report", "name": "Market-FastTrend", - "id": "b12d67b3-a7f9-4a7f-8b42-7e2cf802e4eb" - } + "id": "b5d2d1fa-0daf-42c3-ae76-1dce2422d4bb" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 3", + "Indicator Bot", + "Foundations", + "b5c0ac2e-7cf9-488d-baed-014f5fa3aaf4" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "372edf4f-17ed-4629-958d-76d1c61e22e2" + ], + [ + "Market-FastTrend", + "Status Report", + "Foundations", + "b66cb71a-7e4e-432e-a6d2-2b735947948e" + ] + ] } } ], @@ -11700,7 +11326,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "4f980f3f-3df0-41b5-acbd-554be49d8394", + "id": "20a4eeb9-2a11-4753-aa70-c7a0e69ef978", "savedPayload": { "position": { "x": 20282.501139806605, @@ -11725,12 +11351,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "2b03494a-67d6-47f1-89b6-53fc4c9116a8" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "2b03494a-67d6-47f1-89b6-53fc4c9116a8" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "59207098-0138-4ab4-83e0-b188fe401329", + "id": "c875d3c5-b16f-43a0-aa31-d3016b217fe1", "savedPayload": { "position": { "x": 20201.13659310762, @@ -11757,7 +11409,7 @@ "type": "Status Report", "name": "Market-FastTrend", "project": "Foundations", - "id": "b12d67b3-a7f9-4a7f-8b42-7e2cf802e4eb", + "id": "b5d2d1fa-0daf-42c3-ae76-1dce2422d4bb", "savedPayload": { "position": { "x": 20019.055259724573, @@ -11784,7 +11436,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "2aa3673f-c967-492e-9962-f854588b4067", + "id": "2d2b8583-e437-4d73-857f-c91f7d36c494", "savedPayload": { "position": { "x": 19833.44915772032, @@ -11809,14 +11461,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "1824fa00-dd30-4cdc-acc0-01c2f29056c5" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "1824fa00-dd30-4cdc-acc0-01c2f29056c5" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "d410c159-2a5f-4efd-abee-7300e37f95df", + "id": "aded5205-94b1-43c6-8fef-4d8981b4d0da", "savedPayload": { "position": { "x": 19759.603695904505, @@ -11839,7 +11517,7 @@ } } }, - "id": "d18b0c4c-25d4-4b5d-be32-b619d9db5c92", + "id": "3d8d5cf9-16f6-48f3-9f05-6111fc93b1af", "savedPayload": { "position": { "x": 18508.185016497053, @@ -11876,7 +11554,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily FastTrend3", "project": "Foundations", - "id": "0623fd08-8855-4946-86b7-cf4eb1ada533", + "id": "2ef318db-4690-41cb-9f93-2dd789c1e40b", "savedPayload": { "position": { "x": 20059.750725970778, @@ -11900,13 +11578,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "82b4d616-5318-4bb1-adb0-08240763de45" - } + "id": "883319e1-6ae9-4bf4-badc-554fd019d106" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 3", + "Indicator Bot", + "Foundations", + "b5c0ac2e-7cf9-488d-baed-014f5fa3aaf4" + ], + [ + "FastTrend3", + "Product Definition", + "Foundations", + "de963b5d-a925-449d-b86f-063bc047cda5" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "721d2072-ee94-4634-956a-696d4dfa8f69" + ] + ] } } ], "outputDatasetFolders": [], - "id": "f2cb9dc6-73a2-46c0-8313-44b8d8bf95c6", + "id": "4c0e06da-0446-4de4-9556-65a819f2c111", "savedPayload": { "position": { "x": 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-11972,7 +11702,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "edc47b56-da11-4fa7-93bc-dae38e6ade61", + "id": "391ef438-a9f6-4e39-ada7-2e02637352ef", "savedPayload": { "position": { "x": 19915.184310472025, @@ -11997,7 +11727,33 @@ "type": "Status Report", "name": "New Status Report", "id": "2a021da8-9feb-475e-90ab-1586968c17c7" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Status Report", + "Status Report", + "Foundations", + "2a021da8-9feb-475e-90ab-1586968c17c7" + ] + ] } }, { @@ -12005,7 +11761,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "15ba30e7-9185-4748-ba1c-5dbd1469fbb5", + "id": "a5ce4be9-758d-485d-9d95-6d401111fa36", "savedPayload": { "position": { "x": 19843.28285887821, @@ -12030,7 +11786,33 @@ "type": "Status Report", "name": "Exchange-Raw-Data Historic-OHLCVs Status Report", "id": "181c7c34-7243-497a-9ddb-1b0067c6d66e" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Exchange Raw Data", + "Sensor Bot", + "Foundations", + "af924204-66a2-47d4-9910-66ab78acb06f" + ], + [ + "Historic-OHLCVs", + "Process Definition", + "Foundations", + "5eb11d6a-022e-4f60-97c4-d6cf90b249dc" + ], + [ + "Exchange-Raw-Data Historic-OHLCVs Status Report", + "Status Report", + "Foundations", + "181c7c34-7243-497a-9ddb-1b0067c6d66e" + ] + ] } } ], @@ -12039,7 +11821,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "c3e93277-0aaf-49ee-828b-d48284cb030c", + "id": "ba2c5c93-3798-426d-9d96-720e98799153", "savedPayload": { "position": { "x": 19756.256752708352, @@ -12064,12 +11846,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "678a567c-f08d-49b9-813b-4e54fd6afadb" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "678a567c-f08d-49b9-813b-4e54fd6afadb" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "4afbfd6b-37d3-48d0-b06d-b58cbb8fe2d7", + "id": "7996fe04-d709-4223-b356-44e986e8462a", "savedPayload": { "position": { "x": 19688.771436405194, @@ -12096,7 +11904,7 @@ "type": "Status Report", "name": "Daily-FasTrend", "project": "Foundations", - "id": "3c74c620-01f5-45fe-b2ef-2f5ec22b36fc", + "id": "2370fa7e-d47e-43de-a237-14b27bbee5bd", "savedPayload": { "position": { "x": 19521.98238014927, @@ -12123,7 +11931,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "1c2d96c0-222b-4585-bd9a-0add8b6d07aa", + "id": "e14d247a-7d95-434a-b74b-8ec2b7f88d15", "savedPayload": { "position": { "x": 19444.63213200038, @@ -12148,14 +11956,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "195b7766-9a64-4d9d-9d55-61c27a869154", + "id": "0da9d357-2045-471f-b156-5862088f13bc", "savedPayload": { "position": { "x": 19381.028487031384, @@ -12178,7 +12012,7 @@ } } }, - "id": "6af4da93-e0bf-4485-a688-a7c9fa31f861", + "id": "1a5abc8d-46ad-4fea-a855-6a36693b4c68", "savedPayload": { "position": { "x": 18353.062708783487, @@ -12214,7 +12048,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "5344d093-c482-4c64-bcdf-7ff7f85e98fb", + "id": "f96c3abf-0cc1-4939-9f32-5a002a7e4f47", "savedPayload": { "position": { "x": 19590.606588684044, @@ -12242,7 +12076,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "82b4d616-5318-4bb1-adb0-08240763de45", + "id": "883319e1-6ae9-4bf4-badc-554fd019d106", "savedPayload": { "position": { "x": 19236.63199663631, @@ -12281,7 +12115,7 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "6e5c8ff9-5485-4397-b09d-cede595d101b", + "id": "c9b7af0c-525b-40a2-b5d5-23209db02e93", "savedPayload": { "position": { "x": 19712.863475894155, @@ -12304,7 +12138,7 @@ } } }, - "id": "55cf3728-aee2-4ea9-b31a-ad6024f2f4d0", + "id": "a4d22bd8-0692-4711-a5d5-e4652b94f5fa", "savedPayload": { "position": { "x": 19544.283395915307, @@ -12337,7 +12171,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "908da829-6e10-49dc-8488-b6dbd5e2060d", + "id": "e2aeae3c-33f4-450f-a38a-6d4dd93fd690", "savedPayload": { "position": { "x": 19540.20471596459, @@ -12360,7 +12194,7 @@ } } }, - "id": "6318b0d6-56de-47f9-855a-e36f9e9344eb", + "id": "d123dc31-8fd2-49ec-a077-ebf84a89f37d", "savedPayload": { "position": { "x": 19429.177555962266, @@ -12393,7 +12227,7 @@ "name": "New Formula", "code": "variable.PositiveDisorder", "project": "Foundations", - "id": "1db6d88b-95d1-40df-901f-74150fe7b4ad", + "id": "407eb4ac-a992-4a9e-9261-10e6675fef1c", "savedPayload": { "position": { "x": 19116.728807965803, @@ -12416,7 +12250,7 @@ } } }, - "id": "b2974841-8ad4-497f-b1f0-5180f5a25a84", + "id": "d96e7d1b-f239-475c-9b77-ff39c9c1a611", "savedPayload": { "position": { "x": 19146.860283963073, @@ -12449,7 +12283,7 @@ "name": "New Formula", "code": "variable.NegativeDisorder", "project": "Foundations", - "id": "8f13fa74-95dd-4eb0-917e-ba38b8b681a7", + "id": "c51e9bd9-b550-4ad2-83b1-05278ff49ad9", "savedPayload": { "position": { "x": 18761.32174795514, @@ -12472,7 +12306,7 @@ } } }, - "id": "ea42f7c7-48c2-432a-8f8b-1468f3b7ef51", + "id": "e3b4e05b-a05f-4d1f-ae76-a636305423d8", "savedPayload": { "position": { "x": 18909.922243955963, @@ -12505,7 +12339,7 @@ "name": "New Formula", "code": "variable.FastTrend", "project": "Foundations", - "id": "2dc61d34-bb88-4b1d-9812-2801e2cca6cf", + "id": "e576d5ac-8332-42a7-850e-70d415d65d95", "savedPayload": { "position": { "x": 18741.61230110344, @@ -12528,7 +12362,7 @@ } } }, - "id": "063c65e7-6ab9-48f2-8ad6-786d988fb0e7", + "id": "d63b4d20-0ce8-4664-a3ea-50678506059b", "savedPayload": { "position": { "x": 18896.782612721498, @@ -12561,7 +12395,7 @@ "name": "New Record Formula", "code": "variable.interTrend", "project": "Foundations", - "id": "e2dc57fc-ceca-42de-8b53-d49e32fe4a6f", + "id": "2695accd-4c2e-4485-9761-73adbf07d3cb", "savedPayload": { "position": { "x": 19072.442082889484, @@ -12584,7 +12418,7 @@ } } }, - "id": "e2b89b5d-4a57-4f60-b178-efb1136a9c0a", + "id": "cadabb5f-d0b3-4f95-97b6-7daae3ab13a7", "savedPayload": { "position": { "x": 19117.33580057886, @@ -12608,7 +12442,7 @@ } } ], - "id": "ab5cf3b4-02b4-4aad-b735-6d411092937a", + "id": "2c031cac-d5f8-4dc1-880a-d756754aea7f", "savedPayload": { "position": { "x": 19409.61961547587, @@ -12644,7 +12478,7 @@ "name": "New Procedure Javascript Code", "code": "/* Loop Code */\n\nlet FTLen = 3 // Channel length\nlet candle = record.current\nlet BIAS = 0.35 // biased limit value for Math.log2 (0)\n\n\nif (variable.previousEma5 === undefined) {\nvariable.previousEma5 = candle.close\n}\n\n// Calculate EMA5\nvariable.Ema5 = calculateEMA(5, candle.close, variable.previousEma5)\nvariable.previousEma5 = variable.Ema5\n\n\n// Build arrays Max, Min, Close, Open\n\nvariable.lastMax.push(candle.max) \nvariable.lastMin.push(candle.min)\nvariable.lastOpens.push(candle.open)\nvariable.lastCloses.push(candle.close)\nvariable.lastEMA5s.push(variable.Ema5)\n\n\n\n// Keep the array the correct size\n\nif (variable.lastMax.length > FTLen) {\n variable.lastMax.splice(0, 1)\n}\n\nif (variable.lastMin.length > FTLen) {\n variable.lastMin.splice(0, 1)\n}\n\nif (variable.lastOpens.length > FTLen) {\n variable.lastOpens.splice(0, 1)\n}\n\nif (variable.lastCloses.length > FTLen) {\n variable.lastCloses.splice(0, 1)\n}\n\nif (variable.lastEMA5s.length > FTLen) {\n variable.lastEMA5s.splice(0, 1)\n}\n// Calculate indicator values\n\n\n\n\nvariable.PositiveDisorder = CalPosEntropy () // Positive disorder\nvariable.NegativeDisorder = CalNegEntropy () // Negative disorder\nif(variable.PositiveDisorder === 0 && variable.NegativeDisorder === 0){\n\tvariable.FastTrend = 0\n}\nelse {\n\tvariable.FastTrend = ( variable.NegativeDisorder - variable.PositiveDisorder ) / ( variable.NegativeDisorder + variable.PositiveDisorder)\n}//calculation of the fast trend indicator\n\nvariable.lastFastTrend.push(variable.FastTrend)\nif(variable.lastFastTrend.length > 2 ) {\n\tvariable.lastFastTrend.splice(0,1)\n}\n\n//Determine the intermediate trend i.e. pullbacks\nif(variable.lastMax.length < FTLen) {\n\tvariable.interTrend = 0\n}\nelse {\n\tif(variable.lastFastTrend.length === 2){\n\t\tvariable.Slope = variable.lastFastTrend[1] - variable.lastFastTrend[0]\n\t\tif(variable.Slope > 0) {\n\t\t\t\tvariable.interTrend = 1\n\t\t}\n\t\t\tif(variable.Slope < 0) {\n\t\t\t\tvariable.interTrend = -1\n\t\t}\n\t\t\tif(variable.Slope = 0) {\n\t\t\t\tvariable.interTrend = 0\n\t\t}\n\t}\n\telse {\n\t\tvariable.interTrend = 0\n\t}\n}\n//functions\n//EMA5 calculation\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * (1-k)\n}\n\nfunction CalPosEntropy ()\n\n\n{variable.PosOpen = 0 // counter for values above EMA\nvariable.PosClose = 0 // counter for values above EMA\nvariable.PosMin = 0 // counter for values above EMA\nvariable.PosMax = 0 // counter for values above EMA\n\n\t\n\tif (variable.lastMax.length < FTLen) { return 0 }\n\tfor (var i = 0 ; i < FTLen ; i++) //loop over the arrays and increment counters each time a value is above EMA5 at the same index\n\t{\n\t\t\tif (variable.lastMax[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosMax = variable.PosMax + 1\n\t\t\t}\n\t\t\tif (variable.lastMin[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosMin = variable.PosMin + 1\n\t\t\t}\n\t\t\tif (variable.lastOpens[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosOpen = variable.PosOpen + 1\n\t\t\t}\n\t\t\tif (variable.lastCloses[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosClose = variable.PosClose + 1\n\t\t\t}\n\t\t\t\n\t}\n\tif (variable.PosMax > 0) // calculate entropy for Max candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosMax = (variable.PosMax / FTLen) * Math.log2(1/(variable.PosMax / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosMax = BIAS\n\t}\n\tif (variable.PosMin > 0) // calculate entropy for Min candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosMin = (variable.PosMin / FTLen) * Math.log2(1/(variable.PosMin / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosMin = BIAS\n\t}\n\tif (variable.PosOpen > 0) // calculate entropy for Open candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosOpen = (variable.PosOpen / FTLen) * Math.log2(1/(variable.PosOpen / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosOpen = BIAS\n\t}\n\tif (variable.PosClose > 0) // calculate entropy for Close candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosClose = (variable.PosClose / FTLen) * Math.log2(1/(variable.PosClose / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosClose = BIAS\n\t}\n\t\n\tvariable.PosEnt = variable.EntPosClose + variable.EntPosMax + variable.EntPosMin + variable.EntPosOpen //sum on 4 entropies\n\t\n\treturn variable.PosEnt\n}\n\nfunction CalNegEntropy ()\n\n{variable.NegOpen = 0 // counter for values below EMA\nvariable.NegClose = 0 // counter for values below EMA\nvariable.NegMin = 0 // counter for values below EMA\nvariable.NegMax = 0 // counter for values below EMA\n\t\n\tif (variable.lastMax.length < FTLen) { return 0 }\n\tfor (var j = 0 ; j < FTLen ; j++) //loop over the arrays and increment counters each time a value is above EMA5 at the same index\n\t{\n\t\t\tif (variable.lastMax[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegMax = variable.NegMax + 1\n\t\t\t}\n\t\t\tif (variable.lastMin[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegMin = variable.NegMin + 1\n\t\t\t}\n\t\t\tif (variable.lastOpens[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegOpen = variable.NegOpen + 1\n\t\t\t}\n\t\t\tif (variable.lastCloses[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegClose = variable.NegClose + 1\n\t\t\t}\n\t\t\t\n\t}\n\tif (variable.NegMax > 0) // calculate entropy for Max candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegMax = (variable.NegMax / FTLen) * Math.log2(1/(variable.NegMax / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegMax = BIAS\n\t}\n\tif (variable.NegMin > 0) // calculate entropy for Min candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegMin = (variable.NegMin / FTLen) * Math.log2(1/(variable.NegMin / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegMin = BIAS\n\t}\n\tif (variable.NegOpen > 0) // calculate entropy for Open candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegOpen = (variable.NegOpen / FTLen) * Math.log2(1/(variable.NegOpen / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegOpen = BIAS\n\t}\n\tif (variable.NegClose > 0) // calculate entropy for Close candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegClose = (variable.NegClose / FTLen) * Math.log2(1/(variable.NegClose / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegClose = BIAS\n\t}\n\t\n\tvariable.NegEnt = variable.EntNegClose + variable.EntNegMax + variable.EntNegMin + variable.EntNegOpen //sum on 4 entropies\n\t\n\treturn variable.NegEnt\n}\n\n// End of code :-)", "project": "Foundations", - "id": "811d48e3-3048-4e40-9578-5beb46bc8d31", + "id": "723fa1e3-8ded-47e6-b439-d9b83fa8d1eb", "savedPayload": { "position": { "x": 20192.40408035277, @@ -12667,7 +12501,7 @@ } } }, - "id": "1d3c36ad-0307-439c-9526-31ce5d4e74ad", + "id": "8a6090a2-414c-4c5c-b047-6de2d2b82b99", "savedPayload": { "position": { "x": 20088.110844751227, @@ -12699,7 +12533,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\nvariable.lastMax = []\nvariable.lastMin = []\nvariable.lastOpens = []\nvariable.lastCloses = []\nvariable.lastEMA5s = []\nvariable.NegOpen = 0 // counter for values below EMA\nvariable.NegClose = 0 // counter for values below EMA\nvariable.NegMin = 0 // counter for values below EMA\nvariable.NegMax = 0 // counter for values below EMA\nvariable.PosOpen = 0 // counter for values above EMA\nvariable.PosClose = 0 // counter for values above EMA\nvariable.PosMin = 0 // counter for values above EMA\nvariable.PosMax = 0 // counter for values above EMA\nvariable.lastFastTrend = []", "project": "Foundations", - "id": "078f712f-87ba-40b5-9899-cc95d5ce3a45", + "id": "9baacf5a-80ac-4f64-bca0-ceb538f445cf", "savedPayload": { "position": { "x": 20568.79004642963, @@ -12722,7 +12556,7 @@ } } }, - "id": "b227ac5b-b096-448b-bea8-dc6d6453df88", + "id": "f7c65553-44e1-4c9b-804c-c6a942794c53", "savedPayload": { "position": { "x": 20238.66523118197, @@ -12745,7 +12579,7 @@ } } }, - "id": "fee8d146-cf19-43ed-a61b-e7f1c8cf577a", + "id": "5fd40805-38ba-4493-8749-98be06743278", "savedPayload": { "position": { "x": 20018.582021016864, @@ -12768,7 +12602,7 @@ } } }, - "id": "9f71f31c-37c4-4413-a3ce-323832386847", + "id": "4e965d32-913d-45bc-be75-658a98c1530f", "savedPayload": { "position": { "x": 18227.13199085277, @@ -12792,16 +12626,36 @@ "referenceParent": { "type": "Plotter Module", "name": "FastTrend3", - "id": "02d137ca-2a9f-4a09-a894-dd954e5df998" - } + "id": "1bae1920-29ec-4a8a-986a-27a9eda83be4" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend3", + "Plotter", + "Foundations", + "01c7b6fc-2531-4567-a589-4df488364664" + ], + [ + "FastTrend3", + "Plotter Module", + "Foundations", + "1c605dbd-43b0-4797-ba15-207747be17e5" + ] + ] } } ], - "id": "d07f5b0f-b93d-4630-9c46-5ebfe917b5a7", + "id": "fae03000-8d33-4675-9477-937d197e1fcf", "savedPayload": { "position": { - "x": 17918.365720881247, - "y": 10350.75912320404 + "x": 18124.20028940823, + "y": 10361.427700353779 }, "targetPosition": { "x": 18051.878281255034, @@ -12840,7 +12694,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market FastTrend5", "project": "Foundations", - "id": "602e00f0-a4ba-4b23-af93-f978e5fbb162", + "id": "5c0b5af7-111f-492f-be41-d10c5d94398b", "savedPayload": { "position": { "x": 19947.36342947109, @@ -12864,13 +12718,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "4f3f4dec-c194-4945-80da-288392dc7545" - } + "id": "1cc85605-e5e3-4359-b0e8-ac90088b8d16" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 5", + "Indicator Bot", + "Foundations", + "d2abd767-e301-4832-88df-9fe3963f73d2" + ], + [ + "FastTrend5", + "Product Definition", + "Foundations", + "2a018b90-9af4-49a8-9662-e1521cb58d72" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "bb285d6d-0934-4869-a6a1-1fbdd0542671" + ] + ] } } ], "outputDatasetFolders": [], - "id": "b631b03b-143c-4796-bfb3-098f00019fde", + "id": "c66fee84-6e48-4b08-9f12-149d95a694e4", "savedPayload": { "position": { "x": 19695.762259087463, @@ -12903,7 +12783,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "1766b7ae-5c5b-431a-8d9d-120c1ab1e078", + "id": "f83c36ac-685f-4b9d-95dc-55183f100422", "savedPayload": { "position": { "x": 20175.001713266447, @@ -12928,7 +12808,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "Candles Volumes Multi-Time-Frame-Market Status Report", + "Status Report", + "Foundations", + "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" + ] + ] } }, { @@ -12936,7 +12842,7 @@ "name": "FastTrend 5 Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "a59f83bf-e493-4071-ae97-09ee64e3b606", + "id": "232f7baa-0741-4a13-8d9e-07bb9d21b22c", "savedPayload": { "position": { "x": 20054.42552093355, @@ -12960,8 +12866,34 @@ "referenceParent": { "type": "Status Report", "name": "Market-FastTrend", - "id": "cf1fbdfb-8f9c-472f-b132-36ffe501c595" - } + "id": "c4e7de8a-55ad-41c7-93d1-12f220266a2e" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 5", + "Indicator Bot", + "Foundations", + "d2abd767-e301-4832-88df-9fe3963f73d2" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "742171aa-7061-4acc-bfb5-92751ffc9d61" + ], + [ + "Market-FastTrend", + "Status Report", + "Foundations", + "51ea72c5-4411-4f2a-86e5-75b317085986" + ] + ] } } ], @@ -12970,7 +12902,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "08728807-a172-4fa9-a168-2da4e04f03d9", + "id": "6db6c822-f64f-4dfc-9e02-4cde6bf83d81", "savedPayload": { "position": { "x": 19974.90892604238, @@ -12995,12 +12927,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "2b03494a-67d6-47f1-89b6-53fc4c9116a8" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "2b03494a-67d6-47f1-89b6-53fc4c9116a8" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "b45458fe-32f2-4bfa-a5c2-9f2581108009", + "id": "ca2862c8-f930-4f44-8f90-90f455955740", "savedPayload": { "position": { "x": 19893.544379343395, @@ -13027,7 +12985,7 @@ "type": "Status Report", "name": "Market-FastTrend", "project": "Foundations", - "id": "cf1fbdfb-8f9c-472f-b132-36ffe501c595", + "id": "c4e7de8a-55ad-41c7-93d1-12f220266a2e", "savedPayload": { "position": { "x": 19711.463045960347, @@ -13054,7 +13012,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "2572df47-203a-4bbe-8887-851591760ca3", + "id": "eea1df41-16cc-479c-b5bb-22d7fb67223b", "savedPayload": { "position": { "x": 19525.856943956092, @@ -13079,14 +13037,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "1824fa00-dd30-4cdc-acc0-01c2f29056c5" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "1824fa00-dd30-4cdc-acc0-01c2f29056c5" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "69c4904b-d056-44e6-a725-d4afdc7d3b5d", + "id": "197ea7a0-785a-4147-9677-89184e180c64", "savedPayload": { "position": { "x": 19452.01148214028, @@ -13109,7 +13093,7 @@ } } }, - "id": "df42dd1a-a087-4fd0-b340-79bcbd62ca44", + "id": "0f14bfc7-0243-4c1f-9a92-af16707c3fb2", "savedPayload": { "position": { "x": 18442.659811182166, @@ -13146,7 +13130,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily FastTrend5", "project": "Foundations", - "id": "922b3498-9f3c-42b4-9515-4f281085549b", + "id": "7076d36a-b184-4cb7-81c9-69d50c982266", "savedPayload": { "position": { "x": 19752.15851220655, @@ -13170,13 +13154,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "9a5122a8-d6f0-4b88-9374-ace8f37ab122" - } + "id": "39bab61c-259e-42ba-a1e3-89bb1f1fc036" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 5", + "Indicator Bot", + "Foundations", + "d2abd767-e301-4832-88df-9fe3963f73d2" + ], + [ + "FastTrend5", + "Product Definition", + "Foundations", + "2a018b90-9af4-49a8-9662-e1521cb58d72" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "8d1ec48a-2301-4eb1-b2c8-f5d242bfb7a0" + ] + ] } } ], "outputDatasetFolders": [], - "id": "89bc26b1-1c15-48bb-804a-262a717fa246", + "id": "62b65214-0234-46d5-995d-7efba759efd1", "savedPayload": { "position": { "x": 18181.161963827657, @@ -13209,7 +13219,7 @@ "name": "FastTrend 5 Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "4e30fd1a-fe84-44d1-8830-663d074b89b7", + "id": "8837dac5-cb21-4e3a-ad03-bab6e47b9f04", "savedPayload": { "position": { "x": 17951.406180027254, @@ -13233,8 +13243,34 @@ "referenceParent": { "type": "Status Report", "name": "Daily-FasTrend", - "id": "8241592d-022a-4c44-961e-c8d1d6c7cb26" - } + "id": "398b8248-2fe9-4fbe-95ac-820fae0af4bc" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 5", + "Indicator Bot", + "Foundations", + "d2abd767-e301-4832-88df-9fe3963f73d2" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "e012aa19-5741-40f6-bd2b-0f032311e548" + ], + [ + "Daily-FasTrend", + "Status Report", + "Foundations", + "c28cf464-5fc0-4648-a99f-483fe12a5020" + ] + ] } }, { @@ -13242,7 +13278,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "4dfc3625-1a3e-4db4-8388-02942edaaf5f", + "id": "07d8f8d6-0aef-4212-bd09-1c959f91f4b6", "savedPayload": { "position": { "x": 17812.454944205514, @@ -13267,7 +13303,33 @@ "type": "Status Report", "name": "New Status Report", "id": "2a021da8-9feb-475e-90ab-1586968c17c7" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Status Report", + "Status Report", + "Foundations", + "2a021da8-9feb-475e-90ab-1586968c17c7" + ] + ] } }, { @@ -13275,7 +13337,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "19796f1a-a5ac-444b-89db-5b43df395647", + "id": "156a1637-7637-48cf-bce1-04806b8cbba6", "savedPayload": { "position": { "x": 17687.3148960783, @@ -13300,7 +13362,33 @@ "type": "Status Report", "name": "Exchange-Raw-Data Historic-OHLCVs Status Report", "id": "181c7c34-7243-497a-9ddb-1b0067c6d66e" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Exchange Raw Data", + "Sensor Bot", + "Foundations", + "af924204-66a2-47d4-9910-66ab78acb06f" + ], + [ + "Historic-OHLCVs", + "Process Definition", + "Foundations", + "5eb11d6a-022e-4f60-97c4-d6cf90b249dc" + ], + [ + "Exchange-Raw-Data Historic-OHLCVs Status Report", + "Status Report", + "Foundations", + "181c7c34-7243-497a-9ddb-1b0067c6d66e" + ] + ] } } ], @@ -13309,7 +13397,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "9951f48e-c9b5-4fac-a208-5f89518ac1c1", + "id": "1b978f04-9fce-4e27-8154-599bf9c20457", "savedPayload": { "position": { "x": 17588.235615458285, @@ -13334,12 +13422,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "678a567c-f08d-49b9-813b-4e54fd6afadb" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "678a567c-f08d-49b9-813b-4e54fd6afadb" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "07b436d3-0fda-4146-81b9-b92624d7e01e", + "id": "84b83329-8e86-46ed-b57c-af96b6b7a48b", "savedPayload": { "position": { "x": 17953.54816692964, @@ -13366,7 +13480,7 @@ "type": "Status Report", "name": "Daily-FasTrend", "project": "Foundations", - "id": "8241592d-022a-4c44-961e-c8d1d6c7cb26", + "id": "398b8248-2fe9-4fbe-95ac-820fae0af4bc", "savedPayload": { "position": { "x": 17970.46805681996, @@ -13393,7 +13507,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "c8881068-a4cb-4ac8-b39d-0d984939c4a9", + "id": 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"position": { "x": 17959.762125759615, @@ -13448,7 +13588,7 @@ } } }, - "id": "466234b7-830d-47a2-99c0-2dc6918f47c0", + "id": "88023675-1fde-4547-9d03-6f6108e3e43e", "savedPayload": { "position": { "x": 18159.750101706974, @@ -13484,7 +13624,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "4f3f4dec-c194-4945-80da-288392dc7545", + "id": "1cc85605-e5e3-4359-b0e8-ac90088b8d16", "savedPayload": { "position": { "x": 18160.21288121362, @@ -13512,7 +13652,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "9a5122a8-d6f0-4b88-9374-ace8f37ab122", + "id": "39bab61c-259e-42ba-a1e3-89bb1f1fc036", "savedPayload": { "position": { "x": 17786.14863721391, @@ -13551,7 +13691,7 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "9956a120-2ccc-4844-832d-fffe4425e13d", + "id": "9a28bb04-7c0c-45b6-afab-85ef6f4802e4", "savedPayload": { "position": { "x": 19405.27126212993, @@ -13574,7 +13714,7 @@ } } }, - "id": "ef722b6a-3018-40d3-b0f9-d0faffe6f5b3", + "id": "6e5fb93a-533a-4e22-a717-a6c8c58218db", "savedPayload": { "position": { "x": 19236.69118215108, @@ -13607,7 +13747,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "f2960333-6a78-409f-ac08-dacb071ca072", + "id": "faf4a491-15ed-4aa3-b075-d57bc8ddfb5b", "savedPayload": { "position": { "x": 19232.612502200365, @@ -13630,7 +13770,7 @@ } } }, - "id": "d376abab-99be-4f1c-bf05-7291eb19a651", + "id": "009e9a0b-5cce-45be-bcb5-a4d8bcdecca7", "savedPayload": { "position": { "x": 19121.58534219804, @@ -13663,7 +13803,7 @@ "name": "New Formula", "code": "variable.PositiveDisorder", "project": "Foundations", - "id": "9cc40f85-fd46-4ad8-a104-7a4fec714ea8", + "id": "e0fdc849-29f7-4e85-aa95-20c3273d40e2", "savedPayload": { "position": { "x": 18809.136594201576, @@ -13686,7 +13826,7 @@ } } }, - "id": "b6b70ddc-69c0-4c4a-a397-68d34a7e627f", + "id": "2f623364-49a5-43f2-972b-59a2bbe82026", "savedPayload": { "position": { "x": 18839.268070198847, @@ -13719,7 +13859,7 @@ "name": "New Formula", "code": "variable.NegativeDisorder", "project": "Foundations", - "id": "7dafd586-5e66-4231-8235-bfb735afdbd2", + "id": "1643bc98-f978-46d9-9ddc-12ad4e6a2992", "savedPayload": { "position": { "x": 18453.729534190912, @@ -13742,7 +13882,7 @@ } } }, - "id": "e54fcd40-1aa6-4ef8-a1e3-c930b40d9e16", + "id": "da9d7d56-5b5e-43f5-9746-3df99c190c59", "savedPayload": { "position": { "x": 18602.330030191737, @@ -13775,7 +13915,7 @@ "name": "New Formula", "code": "variable.FastTrend", "project": "Foundations", - "id": "94acabdf-aa79-461c-bfed-5b9a14d31a27", + "id": "bc2b444f-2220-4325-8bc0-3eb04a58e1ed", "savedPayload": { "position": { "x": 18434.020087339213, @@ -13798,7 +13938,7 @@ } } }, - "id": "45169a78-ddb9-40ac-a8b2-0dc946299d11", + "id": "ee22c182-8b7b-402c-8537-0765dbc6fd10", "savedPayload": { "position": { "x": 18589.19039895727, @@ -13831,7 +13971,7 @@ "name": "New Record Formula", "code": "variable.interTrend", "project": "Foundations", - "id": "64124a4f-00bd-41c0-abaa-c225a0d7d1df", + "id": "c7b368bf-3919-4e95-8770-44b8d7384f60", "savedPayload": { "position": { "x": 18764.849869125257, @@ -13854,7 +13994,7 @@ } } }, - "id": "94455c31-28a5-43b9-8fbc-f0ebd88da0a0", + "id": "cc824cbf-9040-4002-8d26-3b33a81d5749", "savedPayload": { "position": { "x": 18809.743586814635, @@ -13878,7 +14018,7 @@ } } ], - "id": "ffd87efe-04c2-4a7e-95e3-949f9bc1579e", + "id": "f889f3dd-8b3c-4c06-a128-5f7b4c842d40", "savedPayload": { "position": { "x": 17924.16480315753, @@ -13914,7 +14054,7 @@ "name": "New Procedure Javascript Code", "code": "/* Loop Code */\n\nlet FTLen = 5 // Channel length\nlet candle = record.current\nlet BIAS = 0.35 // biased limit value for Math.log2 (0)\n\n\nif (variable.previousEma5 === undefined) {\nvariable.previousEma5 = candle.close\n}\n\n// Calculate EMA5\nvariable.Ema5 = calculateEMA(5, candle.close, variable.previousEma5)\nvariable.previousEma5 = variable.Ema5\n\n\n// Build arrays Max, Min, Close, Open\n\nvariable.lastMax.push(candle.max) \nvariable.lastMin.push(candle.min)\nvariable.lastOpens.push(candle.open)\nvariable.lastCloses.push(candle.close)\nvariable.lastEMA5s.push(variable.Ema5)\n\n\n\n// Keep the array the correct size\n\nif (variable.lastMax.length > FTLen) {\n variable.lastMax.splice(0, 1)\n}\n\nif (variable.lastMin.length > FTLen) {\n variable.lastMin.splice(0, 1)\n}\n\nif (variable.lastOpens.length > FTLen) {\n variable.lastOpens.splice(0, 1)\n}\n\nif (variable.lastCloses.length > FTLen) {\n variable.lastCloses.splice(0, 1)\n}\n\nif (variable.lastEMA5s.length > FTLen) {\n variable.lastEMA5s.splice(0, 1)\n}\n// Calculate indicator values\n\n\n\n\nvariable.PositiveDisorder = CalPosEntropy () // Positive disorder\nvariable.NegativeDisorder = CalNegEntropy () // Negative disorder\nif(variable.PositiveDisorder === 0 && variable.NegativeDisorder === 0){\n\tvariable.FastTrend = 0\n}\nelse {\n\tvariable.FastTrend = ( variable.NegativeDisorder - variable.PositiveDisorder ) / ( variable.NegativeDisorder + variable.PositiveDisorder)\n}//calculation of the fast trend indicator\n\nvariable.lastFastTrend.push(variable.FastTrend)\nif(variable.lastFastTrend.length > 2 ) {\n\tvariable.lastFastTrend.splice(0,1)\n}\n\n//Determine the intermediate trend i.e. pullbacks\nif(variable.lastMax.length < FTLen) {\n\tvariable.interTrend = 0\n}\nelse {\n\tif(variable.lastFastTrend.length === 2){\n\t\tvariable.Slope = variable.lastFastTrend[1] - variable.lastFastTrend[0]\n\t\tif(variable.Slope > 0) {\n\t\t\t\tvariable.interTrend = 1\n\t\t}\n\t\t\tif(variable.Slope < 0) {\n\t\t\t\tvariable.interTrend = -1\n\t\t}\n\t\t\tif(variable.Slope = 0) {\n\t\t\t\tvariable.interTrend = 0\n\t\t}\n\t}\n\telse {\n\t\tvariable.interTrend = 0\n\t}\n}\n//functions\n//EMA5 calculation\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * (1-k)\n}\n\nfunction CalPosEntropy ()\n\n\n{variable.PosOpen = 0 // counter for values above EMA\nvariable.PosClose = 0 // counter for values above EMA\nvariable.PosMin = 0 // counter for values above EMA\nvariable.PosMax = 0 // counter for values above EMA\n\n\t\n\tif (variable.lastMax.length < FTLen) { return 0 }\n\tfor (var i = 0 ; i < FTLen ; i++) //loop over the arrays and increment counters each time a value is above EMA5 at the same index\n\t{\n\t\t\tif (variable.lastMax[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosMax = variable.PosMax + 1\n\t\t\t}\n\t\t\tif (variable.lastMin[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosMin = variable.PosMin + 1\n\t\t\t}\n\t\t\tif (variable.lastOpens[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosOpen = variable.PosOpen + 1\n\t\t\t}\n\t\t\tif (variable.lastCloses[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosClose = variable.PosClose + 1\n\t\t\t}\n\t\t\t\n\t}\n\tif (variable.PosMax > 0) // calculate entropy for Max candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosMax = (variable.PosMax / FTLen) * Math.log2(1/(variable.PosMax / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosMax = BIAS\n\t}\n\tif (variable.PosMin > 0) // calculate entropy for Min candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosMin = (variable.PosMin / FTLen) * Math.log2(1/(variable.PosMin / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosMin = BIAS\n\t}\n\tif (variable.PosOpen > 0) // calculate entropy for Open candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosOpen = (variable.PosOpen / FTLen) * Math.log2(1/(variable.PosOpen / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosOpen = BIAS\n\t}\n\tif (variable.PosClose > 0) // calculate entropy for Close candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosClose = (variable.PosClose / FTLen) * Math.log2(1/(variable.PosClose / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosClose = BIAS\n\t}\n\t\n\tvariable.PosEnt = variable.EntPosClose + variable.EntPosMax + variable.EntPosMin + variable.EntPosOpen //sum on 4 entropies\n\t\n\treturn variable.PosEnt\n}\n\nfunction CalNegEntropy ()\n\n{variable.NegOpen = 0 // counter for values below EMA\nvariable.NegClose = 0 // counter for values below EMA\nvariable.NegMin = 0 // counter for values below EMA\nvariable.NegMax = 0 // counter for values below EMA\n\t\n\tif (variable.lastMax.length < FTLen) { return 0 }\n\tfor (var j = 0 ; j < FTLen ; j++) //loop over the arrays and increment counters each time a value is above EMA5 at the same index\n\t{\n\t\t\tif (variable.lastMax[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegMax = variable.NegMax + 1\n\t\t\t}\n\t\t\tif (variable.lastMin[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegMin = variable.NegMin + 1\n\t\t\t}\n\t\t\tif (variable.lastOpens[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegOpen = variable.NegOpen + 1\n\t\t\t}\n\t\t\tif (variable.lastCloses[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegClose = variable.NegClose + 1\n\t\t\t}\n\t\t\t\n\t}\n\tif (variable.NegMax > 0) // calculate entropy for Max candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegMax = (variable.NegMax / FTLen) * Math.log2(1/(variable.NegMax / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegMax = BIAS\n\t}\n\tif (variable.NegMin > 0) // calculate entropy for Min candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegMin = (variable.NegMin / FTLen) * Math.log2(1/(variable.NegMin / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegMin = BIAS\n\t}\n\tif (variable.NegOpen > 0) // calculate entropy for Open candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegOpen = (variable.NegOpen / FTLen) * Math.log2(1/(variable.NegOpen / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegOpen = BIAS\n\t}\n\tif (variable.NegClose > 0) // calculate entropy for Close candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegClose = (variable.NegClose / FTLen) * Math.log2(1/(variable.NegClose / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegClose = BIAS\n\t}\n\t\n\tvariable.NegEnt = variable.EntNegClose + variable.EntNegMax + variable.EntNegMin + variable.EntNegOpen //sum on 4 entropies\n\t\n\treturn variable.NegEnt\n}\n\n// End of code :-)", "project": "Foundations", - "id": "308354d7-6915-4715-969e-7300ab069721", + "id": "e9003df2-f326-44bb-a36a-c344503afd15", "savedPayload": { "position": { "x": 18694.392154885838, @@ -13937,7 +14077,7 @@ } } }, - "id": "f0992d24-e685-48cd-b348-e6510e16d0ba", + "id": "0dff7a49-bbdc-4ac0-ab1d-f24b33b6d62c", "savedPayload": { "position": { "x": 18607.040727163738, @@ -13969,7 +14109,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\nvariable.lastMax = []\nvariable.lastMin = []\nvariable.lastOpens = []\nvariable.lastCloses = []\nvariable.lastEMA5s = []\nvariable.NegOpen = 0 // counter for values below EMA\nvariable.NegClose = 0 // counter for values below EMA\nvariable.NegMin = 0 // counter for values below EMA\nvariable.NegMax = 0 // counter for values below EMA\nvariable.PosOpen = 0 // counter for values above EMA\nvariable.PosClose = 0 // counter for values above EMA\nvariable.PosMin = 0 // counter for values above EMA\nvariable.PosMax = 0 // counter for values above EMA\nvariable.lastFastTrend = []", "project": "Foundations", - "id": "175f9a23-26ba-468e-ae5d-b70f7e1bd0de", + "id": "865d7901-6899-4d10-9691-bce3ca8c49c5", "savedPayload": { "position": { "x": 19092.13971930327, @@ -13992,7 +14132,7 @@ } } }, - "id": "7a484b40-b28a-41a2-b286-600b11ecc45d", + "id": "7b7af19e-892c-4690-9e0b-7cd081b58501", "savedPayload": { "position": { "x": 18766.13975293071, @@ -14015,7 +14155,7 @@ } } }, - "id": "a404a297-94f1-4f89-8c3d-62ab2e4d1432", + "id": "1d627a78-c9d2-4218-a3b7-82d86db2c258", "savedPayload": { "position": { "x": 18548.80644201567, @@ -14038,7 +14178,7 @@ } } }, - "id": "f38bf256-2761-46ba-8ef1-ee91c210b67b", + "id": "b79afe25-18df-4a9a-91d1-880632ec3527", "savedPayload": { "position": { "x": 17878.74005695047, @@ -14062,16 +14202,36 @@ "referenceParent": { "type": "Plotter Module", "name": "FastTrend5", - "id": "c7d21245-fe05-41e8-9033-53ee4ac3867b" - } + "id": "7cf963a8-f1cb-48a7-aeb5-6d9de74a6db0" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend5", + "Plotter", + "Foundations", + "5b43a422-6c2b-408d-bb0f-1475077f2459" + ], + [ + "FastTrend5", + "Plotter Module", + "Foundations", + "77a0c03b-a624-4a4f-82de-5efee7325a11" + ] + ] } } ], - "id": "d2b45d8a-f9f6-469f-aeee-fc06edb3d473", + "id": "77a98d77-e11f-49f6-b043-1f952833cac9", "savedPayload": { "position": { - "x": 17791.548037784498, - "y": 10306.383696636398 + "x": 17979.55627310184, + "y": 10361.427700353779 }, "targetPosition": { "x": 18051.878281255034, @@ -14110,7 +14270,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market FastTrend20", "project": "Foundations", - "id": "b062548c-e132-4cb6-8c15-19f62e580491", + "id": "d74d71b8-706d-44c1-9a0d-cd8ac6068b61", "savedPayload": { "position": { "x": 18737.86542628025, @@ -14134,13 +14294,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "8d56d050-f0cb-48c6-8410-71028331b8aa" - } + "id": "fc86dfd2-a173-49e4-9eda-2e4df62ace17" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 20", + "Indicator Bot", + "Foundations", + "8ba12cec-1319-46b1-9f80-c688f54fdc92" + ], + [ + "FastTrend20", + "Product Definition", + "Foundations", + "7b6cc21d-518e-4c97-94ea-b616c0374cba" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "82c35636-fca5-4ce3-be8a-25f155d03bd4" + ] + ] } } ], "outputDatasetFolders": [], - "id": "e8f7010f-fde0-433d-806b-4c238f99438a", + "id": "38bf9e07-9445-467f-a2a4-a273f92b016f", "savedPayload": { "position": { "x": 18503.654912692367, @@ -14173,7 +14359,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "61602d5d-cf6d-43cd-971e-25d3812f1979", + "id": "8b049c60-eec0-449d-9736-1eb42229c793", "savedPayload": { "position": { "x": 18774.02832066903, @@ -14198,7 +14384,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "Candles Volumes Multi-Time-Frame-Market Status Report", + "Status Report", + "Foundations", + "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" + ] + ] } }, { @@ -14206,7 +14418,7 @@ "name": "FastTrend 20 Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "a71db2e5-4ffb-46bc-8234-404221348a21", + "id": "f808d2c2-bea7-4553-983b-a3752c143a64", "savedPayload": { "position": { "x": 18293.53956786992, @@ -14230,8 +14442,34 @@ "referenceParent": { "type": "Status Report", "name": "Market-FastTrend", - "id": "70cb1c5c-a5af-4b7d-a38c-c476dd008c73" - } + "id": "176272be-de7e-4e10-8fd3-af8c051a5bb1" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend 20", + "Indicator Bot", + "Foundations", + "8ba12cec-1319-46b1-9f80-c688f54fdc92" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "2820bd32-3795-4883-bf85-f07841c7fe74" + ], + [ + "Market-FastTrend", + "Status Report", + "Foundations", + "63b34176-fd7c-4370-94e0-9f61713ea41b" + ] + ] } } ], @@ -14240,7 +14478,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "1e04ecce-96d3-4975-ae4c-78e5973c35f2", + "id": "6c6e5081-1a08-44a1-8fc3-189ac4eafff1", "savedPayload": { "position": { "x": 18052.606178572896, @@ -14265,12 +14503,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "2b03494a-67d6-47f1-89b6-53fc4c9116a8" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + 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"Foundations", + "7b6cc21d-518e-4c97-94ea-b616c0374cba" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "c9a2a5cb-c3b8-4ef8-97f1-d550e604136b" + ] + ] } } ], "outputDatasetFolders": [], - "id": "ecd6635f-b6b8-4a85-8359-25991ed3911e", + "id": "0c8aba9b-f128-4be5-b9a2-0ff1af693fe3", "savedPayload": { "position": { "x": 17947.243084022746, @@ -14479,7 +14795,7 @@ "name": "FastTrend 20 Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "c080e3c7-096f-4d81-9f17-10aeddcd21b7", + "id": "2a1b1d4f-c301-42b1-bce0-e2884e3035fd", "savedPayload": { "position": { "x": 17613.96561412586, @@ -14503,8 +14819,34 @@ "referenceParent": { "type": "Status Report", "name": "Daily-FasTrend", - "id": "64d6e359-2068-42b4-8525-10deb3789e22" - } + "id": "afc9261e-b523-41f3-b733-29455e0d85bf" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + 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"285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Status Report", + "Status Report", + "Foundations", + "2a021da8-9feb-475e-90ab-1586968c17c7" + ] + ] } }, { @@ -14545,7 +14913,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "be6d5c95-767b-4719-802a-aaa69822a41c", + "id": "a2bb669f-4071-4b44-b764-23328fdbbafa", "savedPayload": { "position": { "x": 17385.13907646934, @@ -14570,7 +14938,33 @@ "type": "Status Report", "name": "Exchange-Raw-Data Historic-OHLCVs Status Report", "id": "181c7c34-7243-497a-9ddb-1b0067c6d66e" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Exchange Raw Data", + "Sensor Bot", + "Foundations", + "af924204-66a2-47d4-9910-66ab78acb06f" + ], + [ + "Historic-OHLCVs", + "Process Definition", + "Foundations", + "5eb11d6a-022e-4f60-97c4-d6cf90b249dc" + ], + [ + "Exchange-Raw-Data Historic-OHLCVs Status Report", + "Status Report", + "Foundations", + "181c7c34-7243-497a-9ddb-1b0067c6d66e" + ] + ] } } ], @@ -14579,7 +14973,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "a0677104-b45c-42a3-aae0-c399ab87278f", + "id": "436dab64-993a-41a0-b9b0-1577dfabad8a", "savedPayload": { "position": { "x": 17318.254074251803, @@ -14604,12 +14998,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "678a567c-f08d-49b9-813b-4e54fd6afadb" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "678a567c-f08d-49b9-813b-4e54fd6afadb" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "991db3d7-21dc-4014-b2ae-53b5ba8b729b", + "id": "c9a9054c-c5ae-482f-a647-909d828c1a98", "savedPayload": { "position": { "x": 17742.79904983504, @@ -14636,7 +15056,7 @@ "type": "Status Report", "name": "Daily-FasTrend", "project": "Foundations", - "id": "64d6e359-2068-42b4-8525-10deb3789e22", + "id": "afc9261e-b523-41f3-b733-29455e0d85bf", "savedPayload": { "position": { "x": 17837.44868593873, @@ -14663,7 +15083,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "dfd41f7d-7a9a-41f8-b465-b9c372be7714", + "id": "87098ae0-9cfb-454b-a334-e2c0dc8d61e3", "savedPayload": { "position": { "x": 17834.677002129192, @@ -14688,14 +15108,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "3017daa8-438a-412f-bf7b-8d5281705c62", + "id": "2e4371e7-7bb2-4ab7-9a46-d7332cc90de5", "savedPayload": { "position": { "x": 17890.49444642835, @@ -14718,7 +15164,7 @@ } } }, - "id": "fadc1726-53d7-472e-9e07-0406d2514dee", + "id": "12ae73bd-3724-4a11-8be7-578808db25e2", "savedPayload": { "position": { "x": 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"name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "06235007-e34f-4945-b8ef-70ed6c74763a", + "id": "53ada103-f54f-46b4-bb84-5c622ae2546b", "savedPayload": { "position": { "x": 16717.600723575317, @@ -14900,7 +15346,7 @@ } } }, - "id": "048d8dc8-e9a6-4a18-9cda-37f1944beef5", + "id": "eaabacc0-fc41-478b-9836-2a61da2c2e46", "savedPayload": { "position": { "x": 16964.719439693574, @@ -14933,7 +15379,7 @@ "name": "New Formula", "code": "variable.PositiveDisorder", "project": "Foundations", - "id": "ff4c28fc-cac6-46f8-a92f-c482519b6227", + "id": "68883712-1984-4657-bf77-0dc0c4f5cb57", "savedPayload": { "position": { "x": 16868.16227429867, @@ -14956,7 +15402,7 @@ } } }, - "id": "d5975638-4cab-47f3-8bbe-33781a2f86dc", + "id": "13ddf32e-c624-42d7-b0bb-12d4cca40b80", "savedPayload": { "position": { "x": 17065.093806842477, @@ -14989,7 +15435,7 @@ "name": "New Formula", "code": "variable.NegativeDisorder", "project": "Foundations", - "id": "9eb3abb9-cd1b-4206-bf59-3e5b1c1f0aee", + "id": "0376d0d1-6434-411f-a3c4-c1a72ddaac2b", "savedPayload": { "position": { "x": 17463.604207052012, @@ -15012,7 +15458,7 @@ } } }, - "id": "83e01d0c-f15d-44fa-a3f0-c3443b13978a", + "id": "b3839a7b-0d81-4d50-a9fc-c18bf15e83f2", "savedPayload": { "position": { "x": 17462.055095344705, @@ -15045,7 +15491,7 @@ "name": "New Formula", "code": "variable.FastTrend", "project": "Foundations", - "id": "51ab795c-ddeb-44e1-8714-bd2ea835028f", + "id": "fdc20451-dbf0-4a8b-bb76-391cc3a6576d", "savedPayload": { "position": { "x": 18055.546601670187, @@ -15068,7 +15514,7 @@ } } }, - "id": "fac6de97-037c-4920-a3b1-07c007f362b3", + "id": "c20041e6-c95d-4a9d-86e8-9e7f600f8fc7", "savedPayload": { "position": { "x": 17856.68335842349, @@ -15101,7 +15547,7 @@ "name": "New Record Formula", "code": "variable.interTrend", "project": "Foundations", - "id": "17aec8ba-4364-4d04-9786-8e11040e4a68", + "id": "94a09505-509b-4ce9-8749-2224b1b3ead5", "savedPayload": { "position": { "x": 18198.244761581384, @@ -15124,7 +15570,7 @@ } } }, - "id": "085a9511-2311-404b-a469-9db8be7f3330", + "id": "c5440b1a-0b0f-4252-8a64-5c7a53aa1860", "savedPayload": { "position": { "x": 17951.81546503095, @@ -15148,7 +15594,7 @@ } } ], - "id": "20a4a2eb-f7af-4a05-9de7-88d768bd501f", + "id": "a915a0d4-a815-48e4-92fb-8df9104bd821", "savedPayload": { "position": { "x": 17458.956871930088, @@ -15184,7 +15630,7 @@ "name": "New Procedure Javascript Code", "code": "/* Loop Code */\n\nlet FTLen = 20 // Channel length\nlet candle = record.current\nlet BIAS = 0.35 // biased limit value for Math.log2 (0)\n\n\nif (variable.previousEma5 === undefined) {\nvariable.previousEma5 = candle.close\n}\n\n// Calculate EMA5\nvariable.Ema5 = calculateEMA(5, candle.close, variable.previousEma5)\nvariable.previousEma5 = variable.Ema5\n\n\n// Build arrays Max, Min, Close, Open\n\nvariable.lastMax.push(candle.max) \nvariable.lastMin.push(candle.min)\nvariable.lastOpens.push(candle.open)\nvariable.lastCloses.push(candle.close)\nvariable.lastEMA5s.push(variable.Ema5)\n\n\n\n// Keep the array the correct size\n\nif (variable.lastMax.length > FTLen) {\n variable.lastMax.splice(0, 1)\n}\n\nif (variable.lastMin.length > FTLen) {\n variable.lastMin.splice(0, 1)\n}\n\nif (variable.lastOpens.length > FTLen) {\n variable.lastOpens.splice(0, 1)\n}\n\nif (variable.lastCloses.length > FTLen) {\n variable.lastCloses.splice(0, 1)\n}\n\nif (variable.lastEMA5s.length > FTLen) {\n variable.lastEMA5s.splice(0, 1)\n}\n// Calculate indicator values\n\n\n\n\nvariable.PositiveDisorder = CalPosEntropy () // Positive disorder\nvariable.NegativeDisorder = CalNegEntropy () // Negative disorder\nif(variable.PositiveDisorder === 0 && variable.NegativeDisorder === 0){\n\tvariable.FastTrend = 0\n}\nelse {\n\tvariable.FastTrend = ( variable.NegativeDisorder - variable.PositiveDisorder ) / ( variable.NegativeDisorder + variable.PositiveDisorder)\n}//calculation of the fast trend indicator\n\nvariable.lastFastTrend.push(variable.FastTrend)\nif(variable.lastFastTrend.length > 2 ) {\n\tvariable.lastFastTrend.splice(0,1)\n}\n\n//Determine the intermediate trend i.e. pullbacks\nif(variable.lastMax.length < FTLen) {\n\tvariable.interTrend = 0\n}\nelse {\n\tif(variable.lastFastTrend.length === 2){\n\t\tvariable.Slope = variable.lastFastTrend[1] - variable.lastFastTrend[0]\n\t\tif(variable.Slope > 0) {\n\t\t\t\tvariable.interTrend = 1\n\t\t}\n\t\t\tif(variable.Slope < 0) {\n\t\t\t\tvariable.interTrend = -1\n\t\t}\n\t\t\tif(variable.Slope = 0) {\n\t\t\t\tvariable.interTrend = 0\n\t\t}\n\t}\n\telse {\n\t\tvariable.interTrend = 0\n\t}\n}\n//functions\n//EMA5 calculation\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * (1-k)\n}\n\nfunction CalPosEntropy ()\n\n\n{variable.PosOpen = 0 // counter for values above EMA\nvariable.PosClose = 0 // counter for values above EMA\nvariable.PosMin = 0 // counter for values above EMA\nvariable.PosMax = 0 // counter for values above EMA\n\n\t\n\tif (variable.lastMax.length < FTLen) { return 0 }\n\tfor (var i = 0 ; i < FTLen ; i++) //loop over the arrays and increment counters each time a value is above EMA5 at the same index\n\t{\n\t\t\tif (variable.lastMax[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosMax = variable.PosMax + 1\n\t\t\t}\n\t\t\tif (variable.lastMin[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosMin = variable.PosMin + 1\n\t\t\t}\n\t\t\tif (variable.lastOpens[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosOpen = variable.PosOpen + 1\n\t\t\t}\n\t\t\tif (variable.lastCloses[i] > variable.lastEMA5s[i])\n\t\t\t{\n\t\t\t\tvariable.PosClose = variable.PosClose + 1\n\t\t\t}\n\t\t\t\n\t}\n\tif (variable.PosMax > 0) // calculate entropy for Max candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosMax = (variable.PosMax / FTLen) * Math.log2(1/(variable.PosMax / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosMax = BIAS\n\t}\n\tif (variable.PosMin > 0) // calculate entropy for Min candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosMin = (variable.PosMin / FTLen) * Math.log2(1/(variable.PosMin / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosMin = BIAS\n\t}\n\tif (variable.PosOpen > 0) // calculate entropy for Open candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosOpen = (variable.PosOpen / FTLen) * Math.log2(1/(variable.PosOpen / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosOpen = BIAS\n\t}\n\tif (variable.PosClose > 0) // calculate entropy for Close candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntPosClose = (variable.PosClose / FTLen) * Math.log2(1/(variable.PosClose / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntPosClose = BIAS\n\t}\n\t\n\tvariable.PosEnt = variable.EntPosClose + variable.EntPosMax + variable.EntPosMin + variable.EntPosOpen //sum on 4 entropies\n\t\n\treturn variable.PosEnt\n}\n\nfunction CalNegEntropy ()\n\n{variable.NegOpen = 0 // counter for values below EMA\nvariable.NegClose = 0 // counter for values below EMA\nvariable.NegMin = 0 // counter for values below EMA\nvariable.NegMax = 0 // counter for values below EMA\n\t\n\tif (variable.lastMax.length < FTLen) { return 0 }\n\tfor (var j = 0 ; j < FTLen ; j++) //loop over the arrays and increment counters each time a value is above EMA5 at the same index\n\t{\n\t\t\tif (variable.lastMax[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegMax = variable.NegMax + 1\n\t\t\t}\n\t\t\tif (variable.lastMin[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegMin = variable.NegMin + 1\n\t\t\t}\n\t\t\tif (variable.lastOpens[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegOpen = variable.NegOpen + 1\n\t\t\t}\n\t\t\tif (variable.lastCloses[j] < variable.lastEMA5s[j])\n\t\t\t{\n\t\t\t\tvariable.NegClose = variable.NegClose + 1\n\t\t\t}\n\t\t\t\n\t}\n\tif (variable.NegMax > 0) // calculate entropy for Max candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegMax = (variable.NegMax / FTLen) * Math.log2(1/(variable.NegMax / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegMax = BIAS\n\t}\n\tif (variable.NegMin > 0) // calculate entropy for Min candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegMin = (variable.NegMin / FTLen) * Math.log2(1/(variable.NegMin / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegMin = BIAS\n\t}\n\tif (variable.NegOpen > 0) // calculate entropy for Open candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegOpen = (variable.NegOpen / FTLen) * Math.log2(1/(variable.NegOpen / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegOpen = BIAS\n\t}\n\tif (variable.NegClose > 0) // calculate entropy for Close candles above EMA5 ; return Bias value if count is 0 because of LOG function\n\t{\n\t\tvariable.EntNegClose = (variable.NegClose / FTLen) * Math.log2(1/(variable.NegClose / FTLen))\n\t}\n\telse\n\t{\n\t\tvariable.EntNegClose = BIAS\n\t}\n\t\n\tvariable.NegEnt = variable.EntNegClose + variable.EntNegMax + variable.EntNegMin + variable.EntNegOpen //sum on 4 entropies\n\t\n\treturn variable.NegEnt\n}\n\n// End of code :-)", "project": "Foundations", - "id": "1a8876d8-d7a9-4e57-a871-c0e761cecf7d", + "id": "a72726f3-9cd8-4571-bdcd-199af449acbb", "savedPayload": { "position": { "x": 18624.96796883813, @@ -15207,7 +15653,7 @@ } } }, - "id": "ddc3b668-610e-4d96-bc36-b8a343fa766b", + "id": "b59ae338-90ab-4a97-81dc-78586e3789e4", "savedPayload": { "position": { "x": 18480.0303536653, @@ -15239,7 +15685,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\nvariable.lastMax = []\nvariable.lastMin = []\nvariable.lastOpens = []\nvariable.lastCloses = []\nvariable.lastEMA5s = []\nvariable.NegOpen = 0 // counter for values below EMA\nvariable.NegClose = 0 // counter for values below EMA\nvariable.NegMin = 0 // counter for values below EMA\nvariable.NegMax = 0 // counter for values below EMA\nvariable.PosOpen = 0 // counter for values above EMA\nvariable.PosClose = 0 // counter for values above EMA\nvariable.PosMin = 0 // counter for values above EMA\nvariable.PosMax = 0 // counter for values above EMA\nvariable.lastFastTrend = []", "project": "Foundations", - "id": "773991e3-4d00-4754-9cee-942720008451", + "id": "965d8c29-97dd-4f47-9e1f-584c81905848", "savedPayload": { "position": { "x": 19204.30885952141, @@ -15262,7 +15708,7 @@ } } }, - "id": "e808bcc5-3b39-45e8-b9bc-8c6bf99a7943", + "id": "bbac102a-e0d4-468d-b66d-0085a6439a67", "savedPayload": { "position": { "x": 18711.766709938613, @@ -15285,7 +15731,7 @@ } } }, - "id": "2f2a0e44-2bbe-46e7-bc5a-42095dcafed6", + "id": "22ed1afe-dd26-4463-aef0-4ddad6328c63", "savedPayload": { "position": { "x": 18383.405276883415, @@ -15308,7 +15754,7 @@ } } }, - "id": "71ee43d3-c583-4d91-80ed-77af0701b203", + "id": "03003c2b-dcb6-46af-ad51-bce3503e73a6", "savedPayload": { "position": { "x": 17892.673125170615, @@ -15332,16 +15778,36 @@ "referenceParent": { "type": "Plotter Module", "name": "FastTrend20", - "id": "e7421eef-db1a-443b-a0bd-3ee1e5bcff9d" - } + "id": "14f239ba-c715-4a9d-a5d8-3a6b02abcf0f" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "FastTrend20", + "Plotter", + "Foundations", + "79a11454-0fc9-469e-a3c1-9110ccdeb42b" + ], + [ + "FastTrend20", + "Plotter Module", + "Foundations", + "9311917f-0bf5-4904-8d8c-638d82d79d23" + ] + ] } } ], - "id": "9a955fdf-6110-41f7-ad90-23849e9a0eab", + "id": "dcadfbeb-a23b-456e-b969-9deb88ca2cb9", "savedPayload": { "position": { - "x": 17677.784400139793, - "y": 10234.901265375764 + "x": 17839.115349029515, + "y": 10326.812121506195 }, "targetPosition": { "x": 18051.878281255034, @@ -15380,7 +15846,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market HoltWinters2", "project": "Foundations", - "id": "eabfd986-358d-4074-a2e6-517253618032", + "id": "0c1e7428-c760-440c-973a-a1d368ce479e", "savedPayload": { "position": { "x": 17686.021370369053, @@ -15404,13 +15870,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "041c7762-73c9-4458-895f-dc14d3c8aa29" - } + "id": "cf95888e-9dd2-43df-b5d2-40bf1b4da1e2" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Holt-Winters forecast 2", + "Indicator Bot", + "Foundations", + "241b8616-bb55-4741-b079-02192f8f8836" + ], + [ + "HoltWinters2", + "Product Definition", + "Foundations", + "41244e90-3b58-4808-8f42-d6c254b3412e" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "320de56e-79b4-4562-8cd3-8a0a8b09a76b" + ] + ] } } ], "outputDatasetFolders": [], - "id": "6fc22427-24ad-46eb-aa9a-1fb088c26c73", + "id": "6ec3ff51-c8d4-4b41-9103-1d61033feab0", "savedPayload": { "position": { "x": 18125.6761963031, @@ -15443,7 +15935,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "81a77f04-1e9b-4b4c-9f4e-0383266b7dc0", + "id": "989db5d5-1104-4173-922d-694faf659c2e", "savedPayload": { "position": { "x": 18315.64354872755, @@ -15468,7 +15960,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "Candles Volumes Multi-Time-Frame-Market Status Report", + "Status Report", + "Foundations", + "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" + ] + ] } }, { @@ -15476,7 +15994,7 @@ "name": "Holt-Winters forecast 2 Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "52748175-b2df-476c-adce-f9979b4b3744", + "id": "1b73997d-1d4b-465a-9071-512d82bdcdaf", "savedPayload": { "position": { "x": 18024.162151219978, @@ -15500,8 +16018,34 @@ "referenceParent": { "type": "Status Report", "name": "HoltWinters", - "id": "c1a92996-add5-4e19-b53f-b6b6cd8e682f" - } + "id": "269f4afe-44e5-4bc4-93de-9b2b73bc67c6" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Holt-Winters forecast 2", + "Indicator Bot", + "Foundations", + "241b8616-bb55-4741-b079-02192f8f8836" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "2c2993cd-22af-4518-90c5-6360269615ec" + ], + [ + "HoltWinters", + "Status Report", + "Foundations", + "8b9b24e8-1be4-403d-b578-be37c3b73ba4" + ] + ] } } ], @@ -15510,7 +16054,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "04644d23-226a-4fe3-8d48-fd373e340082", + "id": "18abecd8-f448-4ce9-b1f2-bfb7d0a7e4af", "savedPayload": { "position": { "x": 17885.295077424216, @@ -15535,14 +16079,40 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "2b03494a-67d6-47f1-89b6-53fc4c9116a8" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "2b03494a-67d6-47f1-89b6-53fc4c9116a8" + ] + ] } }, { "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "f3e799a4-65c5-49e2-a79f-695ecdee2bbf", + "id": "f97d4384-760c-48bd-8068-fcd5c42cc297", "savedPayload": { "position": { "x": 17777.22698828419, @@ -15567,12 +16137,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "9bf0483c-4825-4a46-9cf4-1b5262579fc1" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Volumes", + "Product Definition", + "Foundations", + "1a366aef-efef-470e-88e0-2a6fbe4dd91f" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "9bf0483c-4825-4a46-9cf4-1b5262579fc1" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "57baa141-cb03-4f0c-ba29-328d0b1c3366", + "id": "eaf0d9fe-2c42-4a25-a781-c439c5023b8b", "savedPayload": { "position": { "x": 17965.92786607191, @@ -15599,7 +16195,7 @@ "type": "Status Report", "name": "HoltWinters", "project": "Foundations", - "id": "c1a92996-add5-4e19-b53f-b6b6cd8e682f", + "id": "269f4afe-44e5-4bc4-93de-9b2b73bc67c6", "savedPayload": { "position": { "x": 17826.087335876728, @@ -15626,7 +16222,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "6837eb13-fcc6-447b-afb8-d08b3423cf53", + "id": "aaeef38b-1e9b-4f00-9c2b-79867cb7619b", "savedPayload": { "position": { "x": 17855.82806775298, @@ -15651,14 +16247,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "1824fa00-dd30-4cdc-acc0-01c2f29056c5" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "1824fa00-dd30-4cdc-acc0-01c2f29056c5" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "5dfcc30f-c283-4b1b-a9d6-0f1142b17811", + "id": "31872387-8941-4338-a547-7da13aecd9e8", "savedPayload": { "position": { "x": 17839.684616168048, @@ -15681,7 +16303,7 @@ } } }, - "id": "c09a01a8-925e-4a05-a294-772315d39d02", + "id": "c4067c6b-f644-416d-bf44-b453a1d147f8", "savedPayload": { "position": { "x": 18037.322785481592, @@ -15718,7 +16340,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily HoltWinters2", "project": "Foundations", - "id": "a29fe83a-f339-443a-bf7c-ce6527757631", + "id": "05b76466-a2c8-43ab-98c5-56d327c944b3", "savedPayload": { "position": { "x": 17674.016280040636, @@ -15742,13 +16364,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "b0b631d3-23ee-4334-96fb-2e6066bc54ee" - } + "id": "8e24dd66-d8f0-488d-ba4b-ed9c9ccf8822" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Holt-Winters forecast 2", + "Indicator Bot", + "Foundations", + "241b8616-bb55-4741-b079-02192f8f8836" + ], + [ + "HoltWinters2", + "Product Definition", + "Foundations", + "41244e90-3b58-4808-8f42-d6c254b3412e" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "cddd4449-0c4e-45e9-96e6-9875177ba65e" + ] + ] } } ], 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Formula", "code": "variable.minForecast20", "project": "Foundations", - "id": "a1b26719-6727-45e1-9182-2fa5e70019e4", + "id": "e37a22c6-ced7-4653-8764-3a38d08d0987", "savedPayload": { "position": { "x": 16370.64087181881, @@ -17018,7 +17822,7 @@ } } }, - "id": "d4b48282-ede5-4111-84ad-d61e0f6bc885", + "id": "7a7b75bb-2e7e-460f-8969-999eb83d5b27", "savedPayload": { "position": { "x": 16465.285115709587, @@ -17051,7 +17855,7 @@ "name": "New Record Formula", "code": "variable.maxForecast20", "project": "Foundations", - "id": "2844668d-7e89-47d5-9672-37e016266f93", + "id": "83d7f066-a72f-4f8d-a129-80d3fab44f3b", "savedPayload": { "position": { "x": 16594.02189762179, @@ -17074,7 +17878,7 @@ } } }, - "id": "63ac1e47-cf0c-4f27-85bd-023be3472aa4", + "id": "9920ce96-4547-42dd-ae56-2e2bce491aab", "savedPayload": { "position": { "x": 16614.20579957824, @@ -17107,7 +17911,7 @@ "name": "New Record Formula", "code": "variable.minForecast30", "project": "Foundations", - "id": "04cb4c47-9a87-4a02-a294-77692234fd47", + "id": "f8b7ea78-c77d-413f-afdf-fe3e7618b945", "savedPayload": { "position": { "x": 16820.439238798965, @@ -17130,7 +17934,7 @@ } } }, - "id": "4faa4a7e-269a-4b58-9a37-27c53221ce9b", + "id": "2feb46e4-0aea-4ddc-ad1f-90cf76ef8373", "savedPayload": { "position": { "x": 16765.150693696356, @@ -17163,7 +17967,7 @@ "name": "New Record Formula", "code": "variable.maxForecast30", "project": "Foundations", - "id": "63763d13-8996-4033-b7f6-efe02090d5f8", + "id": "e08c894e-b4b5-4ba9-bcb5-8706609b8369", "savedPayload": { "position": { "x": 17038.53938442723, @@ -17186,7 +17990,7 @@ } } }, - "id": "e69926a6-5faa-4c54-afe5-90649e765999", + "id": "6556950d-a84d-4e65-8c19-54c326345622", "savedPayload": { "position": { "x": 16910.550790781865, @@ -17219,7 +18023,7 @@ "name": "New Record Formula", "code": "variable.T5Begin", "project": "Foundations", - "id": "9d767539-4784-4f78-9168-7445eb5a9ce7", + "id": "d1393a1c-32e4-4371-a6de-f6b037405927", "savedPayload": { "position": { "x": 17237.38588249788, @@ -17242,7 +18046,7 @@ } } }, - "id": "f5d734bf-eae8-47b0-9d75-c28b7f768cd5", + "id": "1d60b464-f6cd-4576-9081-936bc18b28d6", "savedPayload": { "position": { "x": 17043.115122828967, @@ -17275,7 +18079,7 @@ "name": "New Record Formula", "code": "variable.T10Begin", "project": "Foundations", - "id": "a224ac5c-958a-4c11-84aa-2ade84d199f8", + "id": "4a15c02e-6f96-4334-9542-e54844942c45", "savedPayload": { "position": { "x": 17407.007739287, @@ -17298,7 +18102,7 @@ } } }, - "id": "4b6a34ab-ab9a-491f-aba0-cff611c9ce47", + "id": "c1c00ec8-6878-493e-87ec-fef0f25cf1b0", "savedPayload": { "position": { "x": 17156.19636068838, @@ -17331,7 +18135,7 @@ "name": "New Record Formula", "code": "variable.T20Begin", "project": "Foundations", - "id": "e0293a19-4176-4e10-bc8e-a09bd105e576", + "id": "faeb61ed-b484-46a4-a964-18ee503000ea", "savedPayload": { "position": { "x": 17538.899406615983, @@ -17354,7 +18158,7 @@ } } }, - "id": "aa8941d8-8cc5-4f14-be4c-b308085e65a2", + "id": "d57cc7dc-2c0c-4a4e-bb8c-ca3f9312c924", "savedPayload": { "position": { "x": 17244.1241389077, @@ -17387,7 +18191,7 @@ "name": "New Record Formula", "code": "variable.T30Begin", "project": "Foundations", - "id": "3a102b56-c267-46be-991c-0fd3414d5519", + "id": "cd91e488-dd4a-494f-a7d8-2b8f1628e952", "savedPayload": { "position": { "x": 17626.447285553313, @@ -17410,7 +18214,7 @@ } } }, - "id": "66d6716c-ccda-41f1-a9ee-9cf2a1bc913d", + "id": "3073015e-c260-4d63-aa29-4341c4a204ab", "savedPayload": { "position": { "x": 17302.48939153259, @@ -17443,7 +18247,7 @@ "name": "New Record Formula", "code": "variable.T5End", "project": "Foundations", - "id": "d7f6dbde-d781-4a51-8214-0c4ad278039d", + "id": "6c2b4b7b-0ce6-4d23-bc48-02f028b767f4", "savedPayload": { "position": { "x": 17665.26135988097, @@ -17466,7 +18270,7 @@ } } }, - "id": "20326fc9-83ba-4240-b3f4-9b36d40578d8", + "id": "ac52eb03-2d42-4e82-afd2-a457cf159289", "savedPayload": { "position": { "x": 17328.36544108436, @@ -17499,7 +18303,7 @@ "name": "New Record Formula", "code": "variable.T10End", "project": "Foundations", - "id": "ac74395a-4a6f-40d4-8810-9a7f53deff20", + "id": "f65dc4c9-3f2e-4a28-83e2-31e725f1d291", "savedPayload": { "position": { "x": 17653.395329838706, @@ -17522,7 +18326,7 @@ } } }, - "id": "e51eed63-fb11-491d-829e-db050439b262", + "id": "6699f8b6-eb26-4e62-bce7-917c760434df", "savedPayload": { "position": { "x": 17320.454754389517, @@ -17555,7 +18359,7 @@ "name": "New Record Formula", "code": "variable.T20End", "project": "Foundations", - "id": "5f21e99e-e4d1-42e6-81ae-83ef6a485157", + "id": "dcfb5515-72a0-4d0c-9b0f-e9b8f8bc267b", "savedPayload": { "position": { "x": 17591.444207721062, @@ -17578,7 +18382,7 @@ } } }, - "id": "5152d7ff-8e88-4f44-a0aa-b5b3eee332a1", + "id": "1faf1aef-f94d-4b35-98d3-5c080eaa818e", "savedPayload": { "position": { "x": 17279.154006311088, @@ -17611,7 +18415,7 @@ "name": "New Record Formula", "code": "variable.T30End", "project": "Foundations", - "id": "2915cf88-707a-4506-9e80-5e12629ef8c7", + "id": "2803f154-36ab-435c-91bd-d51596054171", "savedPayload": { "position": { "x": 17482.514481476373, @@ -17634,7 +18438,7 @@ } } }, - "id": "06d03fc4-4c77-49b9-afdb-546574be6f06", + "id": "0f57c6ac-da3c-4d4a-9c48-c802a77cac83", "savedPayload": { "position": { "x": 17206.53418881463, @@ -17658,7 +18462,7 @@ } } ], - "id": "16edd125-0562-49f2-957b-6f8d993d222c", + "id": "1f8a13df-b371-49cc-a884-2bde9f66965f", "savedPayload": { "position": { "x": 16654.57360349114, @@ -17694,7 +18498,7 @@ "name": "New Procedure Javascript Code", "code": "\tlet candle = record.current\n\tlet Al = 0.4 //initial value for alpha factor\n\tlet Bet = 0.4 //initial value for beta factor\n\tlet Ph = 0.8 //initial value for phi factor\n\tlet Ga = 0.3 //initial value for gamma factor\n\tlet sLen = 5 //length of seasonal period ; integer only\n\tlet fLen = 6 //number of season period to forecast ; integer only ; forecast will be calculated on fLen * sLen = 30 periods\n\tlet Iter = 20 //number of loop to proceed parameters optimization\n\n\n\t//initializing Factors with fixed value or optimized value if exists\n\tif (variable.Alpha === undefined) {\n\t\tvariable.Alpha = Al\n\t }\n\t else {\n\t variable.Alpha = variable.Alpha\n\t }\n\t \n\tif (variable.Beta === undefined) {\n\t\tvariable.Beta = Bet\n\t }\n\t else {\n\t variable.Beta = variable.Beta\n\t }\n\n\tif (variable.Phi === undefined) {\n\t\tvariable.Phi = Ph\n\t }\n\t else {\n\t variable.Phi = variable.Phi\n\t }\n\n\tif (variable.Gamma === undefined) {\n\t\tvariable.Gamma = Ga\n\t }\n\t else {\n\t variable.Gamma = variable.Gamma\n\t }\n\t \n\t//Fetching candle close values for sLen length \n\tvariable.lastClose.push(candle.close)\n\tif(variable.lastClose.length > sLen) {\n\t\tvariable.lastClose.splice(0,1)\n\t}\n\tvariable.lastClose2x.push(candle.close)\n\tif(variable.lastClose2x.length > 2 * sLen) {\n\t\tvariable.lastClose2x.splice(0,1)\n\t}\n\t\n\t//fetching candle values for sLen * fLen length\n\tvariable.last30Candles.push(candle.close)\n\tif(variable.last30Candles.length > sLen * fLen) {\n\t\tvariable.last30Candles.splice(0,1)\n\t\tvariable.forecastTrig = 1 //trigger to switch to the next step of forecast optimization as soon as there is enough values\n\t}\n\t\n\t//Initializing A, B, S, Y variables according to Hyndman parameters https://robjhyndman.com/hyndsight/hw-initialization/\n\t\n\t//managing the undefined values until lastClose2x reach sufficient length\n\tif(variable.trig === undefined) {\n\tvariable.trig = 0 //variable to indicate initialization stage is over\n\t}\n\tif(variable.lastClose2x.length < 2 * sLen && variable.trig === 0) {\n\t\tvariable.Y = 0 //forecast through history variable\n\t\tvariable.A = 0 //level\n\t\tvariable.B = 0 //trend\n\t\tvariable.S[0] = 0 //season\n\t\tvariable.previousB = variable.B\n\t\tvariable.previousA = variable.A\n\t\tvariable.trend = 0\n\t\tvariable.last31A.push(variable.A)\n\t\tvariable.last31B.push(variable.B)\n\t\tif(variable.last31A.length > sLen * fLen +1){\n\t\t\tvariable.last31A.splice(0,1)\n\t\t\tvariable.last31B.splice(0,1)\n\t\t}\n\t}\n\tif(variable.lastClose2x.length === 2 * sLen && variable.trig === 0) {\n\t\tfor(var i = 0 ; i < sLen ; i++) {\n\t\t\tvariable.previousA = variable.previousA + variable.lastClose[i]\n\t\t}\n\t\tvariable.previousA = variable.previousA / sLen\n\t\tvariable.last31A.push(variable.A)\n\t\tif(variable.last31A.length > sLen * fLen +1){\n\t\t\tvariable.last31A.splice(0,1)\n\t\t}\n\t\tfor(var i = 0; i < sLen ; i++) {\n\t\t\tvariable.previousB = variable.previousB + variable.lastClose2x[i + sLen] - variable.lastClose2x[i]\n\t\t}\n\t\tvariable.previousB = variable.previousB / Math.pow(sLen,2)\n\t\tvariable.last31B.push(variable.B)\n\t\tif(variable.last31B.length > sLen * fLen +1){\n\t\t\tvariable.last31B.splice(0,1)\n\t\t}\n\t\tvariable.S[0] = candle.close / variable.previousA\n\t\tvariable.trig = 1 \n\t\tvariable.trend = 0\n\n\t}\n\tif(variable.lastClose2x.length === 2* sLen && variable.trig === 1)\n\t{\n\t\tvariable.Y = (variable.previousA + variable.Phi * variable.previousB) * variable.S[0]\n\t\tvariable.A = variable.Alpha * variable.Y / variable.S[0] + (1 - variable.Alpha) * (variable.previousA + variable.Phi * variable.previousB)\n\t\tvariable.B = variable.Beta * (variable.A - variable.previousA) + (1 - variable.Beta) * variable.Phi * variable.previousB\n\t\tvariable.S.push(variable.Gamma * variable.Y / variable.A + (1 - variable.Gamma) * variable.S[0])\n\t\tvariable.slope = variable.B - variable.previousB\n\t\tif(variable.slope < 0){\n\t\t\tvariable.trend = 1\n\t\t}\n\t\telse {\n\t\t\tvariable.trend = -1\n\t\t}\n\t\tvariable.previousA = variable.A\n\t\tvariable.previousB = variable.B\n\t\t//store last sLen*flen +1 values of variable.A and variable.B for the min MASE forecast optimization \n\t\tvariable.last31A.push(variable.A)\n\t\tvariable.last31B.push(variable.B)\n\t\tif(variable.last31A.length > sLen * fLen +1){\n\t\t\tvariable.last31A.splice(0,1)\n\t\t\tvariable.last31B.splice(0,1)\n\t\t}\n\t}\n\n\t//keep Season array to the right size\n\tif(variable.S.length > sLen) {\n\t\tvariable.S.splice(0,1)\n\t}\n\n\t//Parameters optimization\n\t//calculation of initial mean square error\n\n\tvariable.Errors.push(Math.pow(variable.Y - candle.close, 2))\n\tif(variable.Errors.length > sLen) {\n\t\t\tvariable.Errors.splice(0,1)\n\t}\n\tif(variable.Errors.length === sLen) {\n\t\tvariable.ErrSqSum = 0\n\t\tfor (var k = 0 ; k < variable.Errors.length ; k++) {\n\t\t\t\tvariable.ErrSqSum = variable.ErrSqSum + variable.Errors[k]\n\t\t}\n\t\tvariable.MS = variable.ErrSqSum / variable.Errors.length\n\t\tif(variable.lastClose2x.length === 2*sLen && variable.trig === 1 ){\n\t\t//initialiying best parameters calculation\n\t\tvariable.bestAlpha = 0\n\t\tvariable.bestBeta = variable.Beta\n\t\tvariable.bestPhi = variable.Phi\n\t\tvariable.bestGamma = variable.Gamma\n\t\tvariable.bestError = variable.MS\n\t\t//Alpha optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.bestAlpha = variable.bestAlpha +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.previousA\n\t\t\tvariable.previoussB = variable.previousB\n\t\t\tvariable.sErrSqSum = 0\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.bestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.bestAlpha * variable.sY / variable.sS[0] + (1 - variable.bestAlpha) * (variable.previoussA + variable.bestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.bestBeta * (variable.sA - variable.previoussA) + (1 - variable.bestBeta) * variable.bestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.bestGamma * variable.sY / variable.sA + (1 - variable.bestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t\tvariable.sError.push(Math.pow(variable.sY - variable.lastClose[j],2))\n\t\t\t}\n\t\t\tfor(var k = 0 ; k < variable.sError.length ; k++) {\n\t\t\t\tvariable.sErrSqSum = variable.sErrSqSum + variable.sErrSqSum[k]\n\t\t\t}\n\t\t\tvariable.sMS = variable.sErrSqSum / variable.sError.length\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.Alpha = variable.bestAlpha\n\t\t\t}\n\t\t\n\t\t}\n\t\tvariable.bestError = variable.MS\n\t\tvariable.bestBeta = 0\n\t\t//Beta optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.bestBeta = variable.bestBeta +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.previousA\n\t\t\tvariable.previoussB = variable.previousB\n\t\t\tvariable.sErrSqSum = 0\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.bestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.bestAlpha * variable.sY / variable.sS[0] + (1 - variable.bestAlpha) * (variable.previoussA + variable.bestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.bestBeta * (variable.sA - variable.previoussA) + (1 - variable.bestBeta) * variable.bestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.bestGamma * variable.sY / variable.sA + (1 - variable.bestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t\tvariable.sError.push(Math.pow(variable.sY - variable.lastClose[j],2))\n\t\t\t}\n\t\t\tfor(var k = 0 ; k < variable.sError.length ; k++) {\n\t\t\t\tvariable.sErrSqSum = variable.sErrSqSum + variable.sErrSqSum[k]\n\t\t\t}\n\t\t\tvariable.sMS = variable.sErrSqSum / variable.sError.length\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.Beta = variable.bestBeta\n\t\t\t}\n\t\t\n\t\t}\n\t\tvariable.bestError = variable.MS\n\t\tvariable.bestPhi = 0.8\n\t\t//Phi optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\t\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.bestPhi = variable.bestPhi +(1 - (i/Iter) * 0.2)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.previousA\n\t\t\tvariable.previoussB = variable.previousB\n\t\t\tvariable.sErrSqSum = 0\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.bestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.bestAlpha * variable.sY / variable.sS[0] + (1 - variable.bestAlpha) * (variable.previoussA + variable.bestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.bestBeta * (variable.sA - variable.previoussA) + (1 - variable.bestBeta) * variable.bestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.bestGamma * variable.sY / variable.sA + (1 - variable.bestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t\tvariable.sError.push(Math.pow(variable.sY - variable.lastClose[j],2))\n\t\t\t}\n\t\t\tfor(var k = 0 ; k < variable.sError.length ; k++) {\n\t\t\t\tvariable.sErrSqSum = variable.sErrSqSum + variable.sErrSqSum[k]\n\t\t\t}\n\t\t\tvariable.sMS = variable.sErrSqSum / variable.sError.length\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.Phi = variable.bestPhi\n\t\t\t}\n\t\t\n\t\t}\n\t\tvariable.bestError = variable.MS\n\t\tvariable.bestGamma = 0\n\t\t//Gamma optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.bestGamma = variable.bestGamma +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.previousA\n\t\t\tvariable.previoussB = variable.previousB\n\t\t\tvariable.sErrSqSum = 0\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.bestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.bestAlpha * variable.sY / variable.sS[0] + (1 - variable.bestAlpha) * (variable.previoussA + variable.bestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.bestBeta * (variable.sA - variable.previoussA) + (1 - variable.bestBeta) * variable.bestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.bestGamma * variable.sY / variable.sA + (1 - variable.bestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t\tvariable.sError.push(Math.pow(variable.sY - variable.lastClose[j],2))\n\t\t\t}\n\t\t\tfor(var k = 0 ; k < variable.sError.length ; k++) {\n\t\t\t\tvariable.sErrSqSum = variable.sErrSqSum + variable.sErrSqSum[k]\n\t\t\t}\n\t\t\tvariable.sMS = variable.sErrSqSum / variable.sError.length\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.Gamma = variable.bestGamma\n\t\t\t}\n\t\t\n\t\t}\n\t}\n\t}\n\t//initializing forecast data\n\tvariable.fS = [] // purge the season array for forecast data\n\tvariable.previousfA = variable.A //equivalent A variable for the forecast calculation\n\tvariable.previousfB = variable.B //equivalent B variable for the forecast calculation\n\n\n\t//calculating forecast data 1st set\n\tif(variable.forecastTrig === undefined) {\n\t\tvariable.forecastTrig = 0\n\t}\n\tif(variable.S.length === sLen && variable.trig === 1 && variable.forecastTrig === 0) {\n\tfor (var j = 0; j < fLen ; j++) {\n\t\tfor(var n = 0; n < sLen; n++) {\n\t\t\tvariable.fY.push((variable.previousfA + variable.Phi * variable.previousfB) * variable.S[n])\n\t\t\tvariable.fA = variable.previousfA + variable.Phi * variable.previousfB\n\t\t\tvariable.fB = variable.Phi * variable.previousfB\n\t\t\tvariable.previousfA = variable.fA\n\t\t\tvariable.previousfB = variable.fB\n\t\t\tif(variable.fY.length > fLen * sLen) {\n\t\t\t\tvariable.fY.splice(0,1)\n\t\t\t}\n\t\t\tvariable.prevfY.push(variable.fY[0])\n\t\t\tif(variable.prevfY.length > fLen * sLen){\n\t\t\tvariable.prevfY.splice(0,1)\n\t\t\t}\n\n\t\t}\n\t}\n\n\t\tvariable.forecast = variable.fY[0] \n\t\tvariable.forecast5 = 100 * (variable.fY[4] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast10 = 100 * (variable.fY[9] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast20 = 100 * (variable.fY[19] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast30 = 100 * (variable.fY[29] - variable.fY[0])/variable.fY[0]\n\t\tvariable.SW = 1\n\n\t \n\t} else {\n\t\tvariable.forecast = 0 \n\t\tvariable.forecast5 = 0\n\t\tvariable.forecast10 = 0\n\t\tvariable.forecast20 = 0\n\t\tvariable.forecast30 = 0\n\t}\n//Forecast optimization after 1st data set\n\n\tif(variable.prevfY.length === sLen * fLen && variable.trig === 1 && variable.forecastTrig === 1 && variable.SW === 1) {\n\t\t//initialising best parameters calculation\n\t\t//calculate the value for Mean Absolute Scale Error with seasonal period influence\n\t\t//Calculation of the stable measure of the scale of the training time serie i.e. candle.close on the desired forecast number of periods minus season number of periods\n\t\tvariable.sumY = 0\n\t\tvariable.totalQT = 0\n\t\tfor(var i = sLen + 1 ; i < fLen * sLen ; i++) {\n\t\t\tvariable.sumY = variable.sumY + Math.abs(variable.last30Candles[i] - variable.last30Candles[i-sLen])\n\t\t}\n\t\tvariable.Q = variable.sumY / (fLen * sLen - sLen)\n\t\tfor(var i = 0 ; i < variable.prevfY.length ; i++) {\n\t\t\tvariable.totalQT = variable.totalQT + (variable.last30Candles[i] - variable.prevfY[i])/variable.Q\n\t\t}\n\t\tvariable.MASE = Math.abs(variable.totalQT / variable.prevfY.length)\n\t\t\n\t\tvariable.MbestAlpha = 0\n\t\tvariable.MbestBeta = variable.Beta\n\t\tvariable.MbestPhi = variable.Phi\n\t\tvariable.MbestGamma = variable.Gamma\n\t\tvariable.bestError = variable.MASE\n\t//Alpha optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.MbestAlpha = variable.MbestAlpha +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.last31A[0]\n\t\t\tvariable.previoussB = variable.last31B[0]\n\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.MbestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.MbestAlpha * variable.sY / variable.sS[0] + (1 - variable.MbestAlpha) * (variable.previoussA + variable.MbestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.MbestBeta * (variable.sA - variable.previoussA) + (1 - variable.MbestBeta) * variable.MbestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.MbestGamma * variable.sY / variable.sA + (1 - variable.MbestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t}\n\t\tvariable.sumY = 0\n\t\tvariable.totalQT = 0\n\t\tfor(var i = sLen + 1 ; i < fLen * sLen ; i++) {\n\t\t\tvariable.sumY = variable.sumY + Math.abs(variable.last30Candles[i] - variable.last30Candles[i-sLen])\n\t\t}\n\t\tvariable.Q = variable.sumY / (fLen * sLen - sLen)\n\t\tfor(var i = 0 ; i < variable.prevfY.length ; i++) {\n\t\t\tvariable.totalQT = variable.totalQT + (variable.last30Candles[i] - variable.prevfY[i])/variable.Q\n\t\t}\n\t\t\tvariable.sMS = Math.abs(variable.totalQT / variable.prevfY.length)\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.MAlpha = variable.MbestAlpha\n\t\t\t\tvariable.Alpha = variable.MbestAlpha\n\t\t\t}\n\t\t\n\t\t}\n\tvariable.bestError = variable.MS\n\tvariable.MbestBeta = 0\n\t//Beta optimization\n\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.MbestBeta = variable.MbestBeta +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.last31A[0]\n\t\t\tvariable.previoussB = variable.last31B[0]\n\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.MbestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.MbestAlpha * variable.sY / variable.sS[0] + (1 - variable.MbestAlpha) * (variable.previoussA + variable.MbestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.MbestBeta * (variable.sA - variable.previoussA) + (1 - variable.MbestBeta) * variable.MbestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.MbestGamma * variable.sY / variable.sA + (1 - variable.MbestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t}\n\t\tvariable.sumY = 0\n\t\tvariable.totalQT = 0\n\t\tfor(var i = sLen + 1 ; i < fLen * sLen ; i++) {\n\t\t\tvariable.sumY = variable.sumY + Math.abs(variable.last30Candles[i] - variable.last30Candles[i-sLen])\n\t\t}\n\t\tvariable.Q = variable.sumY / (fLen * sLen - sLen)\n\t\tfor(var i = 0 ; i < variable.prevfY.length ; i++) {\n\t\t\tvariable.totalQT = variable.totalQT + (variable.last30Candles[i] - variable.prevfY[i])/variable.Q\n\t\t}\n\t\t\tvariable.sMS = Math.abs(variable.totalQT / variable.prevfY.length)\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.MBeta = variable.MbestBeta\n\t\t\t\tvariable.Beta = variable.MbestBeta\n\t\t\t}\n\t\t\n\t\t}\n\tvariable.bestError = variable.MS\n\tvariable.MbestGamma = 0\n\t//Gamma optimization\n\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.MbestGamma = variable.MbestGamma +(1 - i/Iter)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.last31A[0]\n\t\t\tvariable.previoussB = variable.last31B[0]\n\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.MbestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.MbestAlpha * variable.sY / variable.sS[0] + (1 - variable.MbestAlpha) * (variable.previoussA + variable.MbestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.MbestBeta * (variable.sA - variable.previoussA) + (1 - variable.MbestBeta) * variable.MbestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.MbestGamma * variable.sY / variable.sA + (1 - variable.MbestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t}\n\t\tvariable.sumY = 0\n\t\tvariable.totalQT = 0\n\t\tfor(var i = sLen + 1 ; i < fLen * sLen ; i++) {\n\t\t\tvariable.sumY = variable.sumY + Math.abs(variable.last30Candles[i] - variable.last30Candles[i-sLen])\n\t\t}\n\t\tvariable.Q = variable.sumY / (fLen * sLen - sLen)\n\t\tfor(var i = 0 ; i < variable.prevfY.length ; i++) {\n\t\t\tvariable.totalQT = variable.totalQT + (variable.last30Candles[i] - variable.prevfY[i])/variable.Q\n\t\t}\n\t\t\tvariable.sMS = Math.abs(variable.totalQT / variable.prevfY.length)\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.MGamma = variable.MbestGamma\n\t\t\t\tvariable.Gamme = variable.MbestGamma\n\t\t\t}\n\t\t\n\t\t}\n\tvariable.bestError = variable.MS\n\tvariable.MbestPhi = 0.8\n\t\t\t\n\t\t//Phi optimization\n\t\tfor(var i = 0 ; i < Iter ; i++) {\n\t\t\n\t\t\tvariable.sS = []\n\t\t\tvariable.sError = []\n\t\t\tvariable.MbestPhi = variable.MbestPhi +(1 - (i/Iter) * 0.2)\n\t\t\tvariable.sS[0] = variable.S[0]\n\t\t\tvariable.previoussA = variable.last31A[0]\n\t\t\tvariable.previoussB = variable.last31B[0]\n\n\t\t\tfor(var j=0 ; j < sLen ; j++) {\n\t\t\t\tvariable.sY = (variable.previoussA + variable.MbestPhi * variable.previoussB) * variable.sS[0]\n\t\t\t\tvariable.sA = variable.MbestAlpha * variable.sY / variable.sS[0] + (1 - variable.MbestAlpha) * (variable.previoussA + variable.MbestPhi * variable.previoussB)\n\t\t\t\tvariable.sB = variable.MbestBeta * (variable.sA - variable.previoussA) + (1 - variable.MbestBeta) * variable.MbestPhi * variable.previoussB\n\t\t\t\tvariable.sS.push(variable.MbestGamma * variable.sY / variable.sA + (1 - variable.MbestGamma) * variable.sS[0])\n\t\t\t\tvariable.previoussA = variable.sA\n\t\t\t\tvariable.previoussB = variable.sB\n\t\t\t}\n\t\tvariable.sumY = 0\n\t\tvariable.totalQT = 0\n\t\tfor(var i = sLen + 1 ; i < fLen * sLen ; i++) {\n\t\t\tvariable.sumY = variable.sumY + Math.abs(variable.last30Candles[i] - variable.last30Candles[i-sLen])\n\t\t}\n\t\tvariable.Q = variable.sumY / (fLen * sLen - sLen)\n\t\tfor(var i = 0 ; i < variable.prevfY.length ; i++) {\n\t\t\tvariable.totalQT = variable.totalQT + (variable.last30Candles[i] - variable.prevfY[i])/variable.Q\n\t\t}\n\t\t\tvariable.sMS = Math.abs(variable.totalQT / variable.prevfY.length)\n\t\t\tif(variable.sMS < variable.bestError){\n\t\t\t\tvariable.bestError = variable.sMs\n\t\t\t\tvariable.MPhi = variable.MbestPhi\n\t\t\t\tvariable.Phi = variable.MbestPhi\n\t\t\t}\n\t\t\n\t\t}\n\t}\n\t//calculating forecast data after 1st set\n\tif(variable.S.length === sLen && variable.trig === 1 && variable.forecastTrig === 1) {\n\tfor (var j = 0; j < fLen ; j++) {\n\t\tfor(var n = 0; n < sLen; n++) {\n\t\t\tvariable.fY.push((variable.previousfA + variable.MPhi * variable.previousfB) * variable.S[n])\n\t\t\tvariable.fA = variable.previousfA + variable.MPhi * variable.previousfB\n\t\t\tvariable.fB = variable.MPhi * variable.previousfB\n\t\t\tvariable.previousfA = variable.fA\n\t\t\tvariable.previousfB = variable.fB\n\t\t\tif(variable.fY.length > fLen * sLen) {\n\t\t\t\tvariable.fY.splice(0,1)\n\t\t\t}\n\t\t\tvariable.prevfY.push(variable.fY[0])\n\t\t\tif(variable.prevfY.length > fLen * sLen){\n\t\t\tvariable.prevfY.splice(0,1)\n\t\t\t}\n\t\t}\n\t}\n\n\t\tvariable.forecast = variable.fY[0] \n\t\tvariable.forecast5 = 100 * (variable.fY[4] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast10 = 100 * (variable.fY[9] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast20 = 100 * (variable.fY[19] - variable.fY[0])/variable.fY[0]\n\t\tvariable.forecast30 = 100 * (variable.fY[29] - variable.fY[0])/variable.fY[0]\n\t\t\n\n\t \n\t} else {\n\t\tvariable.forecast = 0 \n\t\tvariable.forecast5 = 0\n\t\tvariable.forecast10 = 0\n\t\tvariable.forecast20 = 0\n\t\tvariable.forecast30 = 0\n\t}\n\t//identifying max and min forecast value until the value used to calculate the first member of the array is out of scope\n\t//The idea is to frame the forecast value by the corresponding min and max at the same distance\nvariable.lastForecast5.push(variable.forecast5)\nif(variable.lastForecast5.length > 5){\n variable.lastForecast5.splice(0,1)\n}\nvariable.maxForecast5 = Math.max.apply(Math,variable.lastForecast5)\nvariable.minForecast5 = Math.min.apply(Math,variable.lastForecast5)\n\nvariable.lastForecast10.push(variable.forecast10)\nif(variable.lastForecast10.length > 10){\n variable.lastForecast10.splice(0,1)\n}\nvariable.maxForecast10 = Math.max.apply(Math,variable.lastForecast10)\nvariable.minForecast10 = Math.min.apply(Math,variable.lastForecast10)\n\nvariable.lastForecast20.push(variable.forecast20)\nif(variable.lastForecast20.length > 10){\n variable.lastForecast20.splice(0,1)\n}\nvariable.maxForecast20 = Math.max.apply(Math,variable.lastForecast20)\nvariable.minForecast20 = Math.min.apply(Math,variable.lastForecast20)\n\nvariable.lastForecast30.push(variable.forecast30)\nif(variable.lastForecast30.length > 30){\n variable.lastForecast30.splice(0,1)\n}\nvariable.maxForecast30 = Math.max.apply(Math,variable.lastForecast30)\nvariable.minForecast30 = Math.min.apply(Math,variable.lastForecast30)\n\n//calculate time for forecast\nvariable.T5Begin = candle.begin + (candle.end - candle.begin) * 5\nvariable.T5End = candle.end + (candle.end - candle.begin) * 5\nvariable.T10Begin = candle.begin + (candle.end - candle.begin) * 10\nvariable.T10End = candle.end + (candle.end - candle.begin) * 10\nvariable.T20Begin = candle.begin + (candle.end - candle.begin) * 20\nvariable.T20End = candle.end + (candle.end - candle.begin) * 20\nvariable.T30Begin = candle.begin + (candle.end - candle.begin) * 30\nvariable.T30End = candle.end + (candle.end - candle.begin) * 30\n\t// End of code :-)", "project": "Foundations", - "id": "dafb0d30-5303-4a9d-b7ea-f4a10cf502db", + "id": "f13637a0-b82d-4aff-87bb-a1244a298338", "savedPayload": { "position": { "x": 16576.238597598982, @@ -17717,7 +18521,7 @@ } } }, - "id": "d745ff81-8028-4c08-a7df-d271577b24b8", + "id": "fb1f7e0c-8357-4cbf-be97-d4a0be6a4344", "savedPayload": { "position": { "x": 16840.741961130596, @@ -17749,7 +18553,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\nvariable.lastClose = []\nvariable.S = []\nvariable.fY = []\nvariable.Errors = []\nvariable.lastClose2x = []\nvariable.lastForecast5 = []\nvariable.lastForecast10 = []\nvariable.lastForecast20 = []\nvariable.lastForecast30 = []\nvariable.prevfY = []\nvariable.last30Candles = []\nvariable.last31A = []\nvariable.last31B = []", "project": "Foundations", - "id": "fe5023a3-8d5e-4004-9106-906565202dcc", + "id": "2269bfe2-b9b7-467f-ac20-169c426b8a47", "savedPayload": { "position": { "x": 17598.538049923958, @@ -17772,7 +18576,7 @@ } } }, - "id": "d0b01cb3-553b-452c-b625-7a63c77812d8", + "id": "61d2b495-0319-42be-9430-ca71641827f4", "savedPayload": { "position": { "x": 17552.78017757793, @@ -17795,7 +18599,7 @@ } } }, - "id": "4d1cce4d-b20b-44a8-82b5-6dbfd8bee0e3", + "id": "c4e9811e-cc60-438f-a378-1112cc3f3308", "savedPayload": { "position": { "x": 17369.74868819382, @@ -17818,7 +18622,7 @@ } } }, - "id": "753834c8-b913-43b6-a231-f469fc7114cc", + "id": "1b812dae-bbd1-4d6c-a8a3-ca7a305d293a", "savedPayload": { "position": { "x": 17557.899922075598, @@ -17842,16 +18646,36 @@ "referenceParent": { "type": "Plotter Module", "name": "Holt-Winters 2", - "id": "304017a6-6d95-4565-818f-d59169dfc6ac" - } + "id": "d8b82f20-e85a-4fbd-8732-cbd6233afdfe" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "Holt-Winters 2", + "Plotter", + "Foundations", + "4c1f5b98-8c0e-4777-86fd-03c3ef0651e2" + ], + [ + "Holt-Winters 2", + "Plotter Module", + "Foundations", + "ed55dd2c-5c47-45d0-8a74-12d8c152d56f" + ] + ] } } ], - "id": "236d6fec-c7fe-4c75-8622-91168bcc40a9", + "id": "81bedfb2-ea94-4632-9ab1-ea1114cd95b8", "savedPayload": { "position": { - "x": 17582.779391774216, - "y": 10139.896257010185 + "x": 17711.03943321634, + "y": 10259.59269543114 }, "targetPosition": { "x": 18051.878281255034, @@ -17890,7 +18714,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market On-Balance-Volume Integral", "project": "Foundations", - "id": "e351d686-63dc-4a45-9cc4-051d8c6f973a", + "id": "19f93efe-e43b-4b09-9019-5dc8475c70c5", "savedPayload": { "position": { "x": 17737.86180006144, @@ -17914,13 +18738,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "49d71fdc-024c-47a6-b260-8cd6c46d86bb" - } + "id": "01e17295-3ab8-4b09-bdf4-ab423b22e434" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume Integral", + "Indicator Bot", + "Foundations", + "b307f7b6-a8bc-4bdd-833d-f1f41d71003b" + ], + [ + "On-Balance-Volume Integral", + "Product Definition", + "Foundations", + "beb2277f-ccc6-4e1d-84b6-482a01f16458" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "604ad46b-4097-4aec-91b3-8ab8503dd000" + ] + ] } } ], "outputDatasetFolders": [], - "id": "1645d54a-e859-42c0-a138-78cda8191732", + "id": "b8135bdf-596a-4e0d-8c10-a64daa971a8f", "savedPayload": { "position": { "x": 17448.386151177125, @@ -17953,7 +18803,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "d37e257f-b55f-442b-96b1-4e2e8ac37073", + "id": "f6575b40-4f4c-4988-9c2a-075e86037103", "savedPayload": { "position": { "x": 18159.43397724719, @@ -17978,7 +18828,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + 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"savedPayload": { "position": { "x": 16713.762513192876, @@ -18880,15 +20042,15 @@ } } ], - "id": "e71166dc-eb69-4de1-81cd-c7970b59ae86", + "id": "a93be716-c7bd-4e17-bd74-ce7b44d646c1", "savedPayload": { "position": { - "x": 16303.77091623925, - "y": 9456.275943877463 + "x": 16285.615310997853, + "y": 9944.690865290371 }, "targetPosition": { - "x": 16661.801963236052, - "y": 9728.88146360583 + "x": 16704.41383355139, + "y": 10109.335323159366 }, "floatingObject": { "isPinned": false, @@ -18916,15 +20078,15 @@ "name": "New Procedure Javascript Code", "code": "/* Loop Code */\n\nlet candle = record.current\nlet volume = getElement('volumes', candle)\nlet K = 2\nlet Len = 10 //number of period for integral calculation\nlet Len3 = 3\nlet Len5 = 5\nlet Len15 = 15\nlet Len20 = 20\n\nvariable.CDL = candle.close\n\nif (variable.previousVEma20 === undefined) {\nvariable.previousVEma20 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma3 === undefined) {\nvariable.previousVEma3 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma5 === undefined) {\nvariable.previousVEma5 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma10 === undefined) {\nvariable.previousVEma10 = volume.buy + volume.sell\n}\n\n//build candle close array\nvariable.cdClose.push(candle.close)\n\n//keep the array to the right size\nif (variable.cdClose.length > K) {\n variable.cdClose.splice(0, 1)\n}\n\n//manage Previous On balance value\n\nif (variable.previousOnBV === undefined) {\n\tvariable.previousOnBV = 0\n}\n\n//procedure for OBV calculation\nif (variable.cdClose[1] > variable.cdClose[0]) {\n\tvariable.OnBV = variable.previousOnBV + volume.buy + volume.sell\n\t}\n\nif (variable.cdClose[1] === variable.cdClose[0]) {\n\tvariable.OnBV = variable.previousOnBV\n\t}\nif (variable.cdClose[1] < variable.cdClose[0]) {\n\tvariable.OnBV = variable.previousOnBV - (volume.buy + volume.sell)\n\t}\n\n//manage NaN and undefined\nif (variable.OnBV === undefined || isNaN(variable.OnBV)) {\n\tvariable.OBV = 0\n\tvariable.previousOnBV = 0\n}\nelse {\n\tvariable.OBV = variable.OnBV\n\tvariable.previousOnBV = variable.OnBV\n}\n\n// Calculate On balance Volume EMA3\nvariable.VEma3 = calculateVEMA(3, variable.OBV, variable.previousVEma3)\n\n\n// Calculate On balance Volume EMA5\nvariable.VEma5 = calculateVEMA(5, variable.OBV, variable.previousVEma5)\n\n\n// Calculate On balance Volume EMA10\nvariable.VEma10 = calculateVEMA(10, variable.OBV, variable.previousVEma10)\n\n\n// Calculate On balance Volume EMA20\nvariable.VEma20 = calculateVEMA(20, variable.OBV, variable.previousVEma20)\n\nif(variable.VEma3 > variable.previousVEma3) {\n\tvariable.IntVEma3 = (variable.VEma3 - variable.previousVEma3)/2 + variable.previousVEma3\n}\nif(variable.VEma3 < variable.previousVEma3) {\n\tvariable.IntVEma3 = (variable.previousVEma3 - variable.VEma3)/2 + variable.VEma3\n}\nif(variable.VEma3 === variable.previousVEma3){\n\tvariable.IntVEma3 = variable.VEma3\n}\nif(variable.VEma20 > variable.previousVEma20) {\n\tvariable.IntVEma20 = (variable.VEma20 - variable.previousVEma20)/2 + variable.previousVEma20\n}\nif(variable.VEma20 < variable.previousVEma20) {\n\tvariable.IntVEma20 = (variable.previousVEma20 - variable.VEma20)/2 + variable.VEma20\n}\nif(variable.VEma20 === variable.previousVEma20){\n\tvariable.IntVEma20 = variable.VEma20\n}\n\nif(variable.VEma3 > variable.VEma20){\n\tvariable.IntPos.push(variable.IntVEma3 - variable.IntVEma20)\n\tvariable.IntNeg.push(0)\n\tif(variable.IntPos.length > Len) {\n\t\tvariable.IntPos.splice(0,1)\n\t}\n\tif(variable.IntNeg.length > Len) {\n\t\tvariable.IntNeg.splice(0,1)\n\t}\n\tvariable.IntPos3.push(variable.IntVEma3 - variable.IntVEma20)\n\tvariable.IntNeg3.push(0)\n\tif(variable.IntPos3.length > Len3) {\n\t\tvariable.IntPos3.splice(0,1)\n\t}\n\tif(variable.IntNeg3.length > Len3) {\n\t\tvariable.IntNeg3.splice(0,1)\n\t}\n}\n\nif(variable.VEma3 < variable.VEma20){\n\tvariable.IntPos.push(0)\n\tvariable.IntNeg.push(variable.IntVEma20- variable.IntVEma3)\n\tif(variable.IntPos.length > Len) {\n\t\tvariable.IntPos.splice(0,1)\n\t}\n\tif(variable.IntNeg.length > Len) {\n\t\tvariable.IntNeg.splice(0,1)\n\t}\n\tvariable.IntPos3.push(0)\n\tvariable.IntNeg3.push(variable.IntVEma20- variable.IntVEma3)\n\tif(variable.IntPos3.length > Len3) {\n\t\tvariable.IntPos3.splice(0,1)\n\t}\n\tif(variable.IntNeg3.length > Len3) {\n\t\tvariable.IntNeg3.splice(0,1)\n\t}\n}\nvariable.tNeg = 0\nvariable.tPos = 0\nfor(var i = 0 ; i < Len ; i++) {\n\tvariable.tNeg = variable.tNeg + variable.IntNeg[i]\n\tvariable.tPos = variable.tPos + variable.IntPos[i]\n}\n\nif(variable.IntNeg.length < Len || variable.IntPos.length < Len){\n\tvariable.Norm = 0\n}\nelse {\nvariable.Norm = (variable.tPos - variable.tNeg) / (variable.tPos + variable.tNeg)\n}\n\nvariable.tNeg3 = 0\nvariable.tPos3 = 0\nfor(var i = 0 ; i < Len3 ; i++) {\n\tvariable.tNeg3 = variable.tNeg3 + variable.IntNeg3[i]\n\tvariable.tPos3 = variable.tPos3 + variable.IntPos3[i]\n}\n\nif(variable.IntNeg3.length < Len3 || variable.IntPos3.length < Len3){\n\tvariable.Norm3 = 0\n}\nelse {\nvariable.Norm3 = (variable.tPos3 - variable.tNeg3) / (variable.tPos3 + variable.tNeg3)\n}\n\nvariable.previousVEma3 = variable.VEma3\nvariable.previousVEma5 = variable.VEma5\nvariable.previousVEma10 = variable.VEma10\nvariable.previousVEma20 = variable.VEma20\n\n//On Balance Volume EMA calculation\nfunction calculateVEMA(periods, price, previousVEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousVEMA * (1-k)\n}\n\n\n\n// End of code :-)", "project": "Foundations", - "id": "9b4b8600-416c-4b3c-8d7d-a2eec54e2297", + "id": "ea2a38a1-6b9e-4e45-ba78-a83290146ca3", "savedPayload": { "position": { - "x": 15161.399135645037, - "y": 7079.320213634571 + "x": 14538.372877737627, + "y": 7969.323631572197 }, "targetPosition": { - "x": 15488.973815049498, - "y": 7387.856806947366 + "x": 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"targetPosition": { - "x": 16247.536361962178, - "y": 7566.973702915753 + "x": 15716.325173943726, + "y": 8142.321862380431 }, "floatingObject": { "isPinned": false, @@ -18994,15 +20156,15 @@ } } }, - "id": "4289480c-9f64-4109-923d-2412b6b8d03d", + "id": "e8718a60-cc74-43c4-ba3c-5e57bd30827a", "savedPayload": { "position": { - "x": 16247.536361962178, - "y": 7566.973702915753 + "x": 15716.325173943726, + "y": 8142.321862380431 }, "targetPosition": { - "x": 16144.12317385842, - "y": 8004.929993572956 + "x": 15736.255682520006, + "y": 8591.880284421317 }, "floatingObject": { "isPinned": false, @@ -19017,15 +20179,15 @@ } } }, - "id": "2f9110d6-4ba0-48bf-a96e-5b61c9217d6f", + "id": "0c5823dc-2228-47fb-bc5f-13d7f676095d", "savedPayload": { "position": { - "x": 16144.12317385842, - "y": 8004.929993572956 + "x": 15736.255682520006, + "y": 8591.880284421317 }, "targetPosition": { - "x": 16661.801963236052, - "y": 9728.88146360583 + "x": 16704.41383355139, + "y": 10109.335323159366 }, "floatingObject": { "isPinned": false, @@ -19040,15 +20202,15 @@ } } }, - "id": "f2204fb8-0793-47a1-a86a-a0bd746c592a", + "id": "f69e716f-e474-4cd2-ad96-5790dbd26c37", "savedPayload": { "position": { - "x": 16661.801963236052, - "y": 9728.88146360583 + "x": 16704.41383355139, + "y": 10109.335323159366 }, "targetPosition": { - "x": 17511.296960513584, - "y": 10026.13261936548 + "x": 17602.771832352373, + "y": 10163.675970839424 }, "floatingObject": { "isPinned": false, @@ -19064,16 +20226,36 @@ "referenceParent": { "type": "Plotter Module", "name": "OBV-Integral", - "id": "cc58fb7e-710d-4a94-ab49-a90a8f14d253" - } + "id": "2fbcf5a2-317a-48dc-b9f8-0e1e4e58594b" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "OBV-Extras", + "Plotter", + "Foundations", + "2efdcfe2-82d3-4852-b85e-97600e6a174d" + ], + [ + "OBV-Integral", + "Plotter Module", + "Foundations", + "baa39ecc-f8da-4740-a16d-d6cee2ff4c51" + ] + ] } } ], - "id": "19eb5439-4f57-42fe-b971-ccce0de6cb9e", + "id": "9ce82476-bea8-48d7-bd02-f74bbd606aa7", "savedPayload": { "position": { - "x": 17511.296960513584, - "y": 10026.13261936548 + "x": 17602.771832352373, + "y": 10163.675970839424 }, "targetPosition": { "x": 18051.878281255034, @@ -19112,7 +20294,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market On-Balance-Volume Span", "project": "Foundations", - "id": "10c8fde1-f772-4487-8b7e-eede0706b9c3", + "id": "dd126dd0-3347-4746-85df-3cfa83cd39d1", "savedPayload": { "position": { "x": 17526.84134862413, @@ -19136,13 +20318,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "bac40f39-39d9-4a63-a047-de47e779d97d" - } + "id": "43532065-13d7-4077-85d1-7991a6e2225b" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume Span", + "Indicator Bot", + "Foundations", + "c660f262-e742-4694-97cf-e0b020f26022" + ], + [ + "On-Balance-Volume Span", + "Product Definition", + "Foundations", + "790fc16d-3889-461b-8b58-711a8ff6534a" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "363fe2b8-c606-48ad-bb44-d08f959693f6" + ] + ] } } ], "outputDatasetFolders": [], - "id": "51ced189-70ab-4ffe-a713-082cff113b33", + "id": "bae62ec9-4457-4f3c-a66f-bdcafb73306e", "savedPayload": { "position": { "x": 17305.31766023652, @@ -19175,7 +20383,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "9d4fe681-7a60-4042-ac41-53b1da53ad01", + "id": "e7866b1c-f47e-4889-b445-aa5efb837264", "savedPayload": { "position": { "x": 17597.112960431834, @@ -19200,7 +20408,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "Candles Volumes Multi-Time-Frame-Market Status Report", + "Status Report", + "Foundations", + "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" + ] + ] } }, { @@ -19208,7 +20442,7 @@ "name": "On-Balance-Volume Span Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "e99817ff-7b22-4ef4-8c88-1cde92967262", + "id": "29a63e82-e6a8-4d5d-9c10-c4d5bcf80fcf", "savedPayload": { "position": { "x": 17028.917449895234, @@ -19232,8 +20466,34 @@ "referenceParent": { "type": "Status Report", "name": "Market-OBV Integral", - "id": "8cf927d6-f952-44b0-ae43-2ce7449b7e19" - } + "id": "828f52af-8b7b-478b-bfc3-b59b6334a557" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume Span", + "Indicator Bot", + "Foundations", + "c660f262-e742-4694-97cf-e0b020f26022" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "1c173cc6-4a5b-4cc7-bf36-720092dd463a" + ], + [ + "Market-OBV Integral", + "Status Report", + "Foundations", + "00d5b58d-3ddd-4199-a7c7-eed4c49abd6a" + ] + ] } } ], @@ -19242,7 +20502,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "c05a8d30-1ee3-4de9-8900-f8d30a5df97a", + "id": "ecadd593-7a41-47d2-8724-3fc82768f443", "savedPayload": { "position": { "x": 16753.7385967579, @@ -19267,14 +20527,40 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "2b03494a-67d6-47f1-89b6-53fc4c9116a8" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "2b03494a-67d6-47f1-89b6-53fc4c9116a8" + ] + ] } }, { "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "32aa2cff-7221-43be-8b61-9b76561d62de", + "id": "be45dbb6-6fdd-4dfa-baa6-3155392dd2b7", "savedPayload": { "position": { "x": 16554.806538953348, @@ -19299,12 +20585,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "9bf0483c-4825-4a46-9cf4-1b5262579fc1" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Volumes", + "Product Definition", + "Foundations", + "1a366aef-efef-470e-88e0-2a6fbe4dd91f" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "9bf0483c-4825-4a46-9cf4-1b5262579fc1" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "f82130e3-cc5e-4f38-90dc-7857c198f4e5", + "id": "50d5d2db-cdc4-4c3a-ad7a-47cf91f36b73", "savedPayload": { "position": { "x": 16953.355298472386, @@ -19331,7 +20643,7 @@ "type": "Status Report", "name": "Market-OBV Integral", "project": "Foundations", - "id": "8cf927d6-f952-44b0-ae43-2ce7449b7e19", + "id": "828f52af-8b7b-478b-bfc3-b59b6334a557", "savedPayload": { "position": { "x": 16711.652677087954, @@ -19358,7 +20670,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "72e61c0d-b88e-4a0f-8b8e-c8607b7df812", + "id": "676a839c-6cd1-4469-ac64-23be77a342e3", "savedPayload": { "position": { "x": 16804.989714580865, @@ -19383,14 +20695,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "1824fa00-dd30-4cdc-acc0-01c2f29056c5" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "1824fa00-dd30-4cdc-acc0-01c2f29056c5" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "94194ad2-4f99-462c-a085-3c5605a8ee16", + "id": "8440bd72-9487-464b-89d6-c98cade9717c", "savedPayload": { "position": { "x": 16786.961480274626, @@ -19413,7 +20751,7 @@ } } }, - "id": "d9d3d0a4-c919-42b0-9a1f-ed3327bf8ee8", + "id": "af1a8cc8-1cc3-4e73-b419-6264d3d59ab6", "savedPayload": { "position": { "x": 17147.70228803674, @@ -19450,7 +20788,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily On-Balance-Volume Span", "project": "Foundations", - "id": "0b8078cf-b75b-4d10-bb46-92035aff697f", + "id": "b406792c-77f3-4959-b3c1-051d2bd53b6d", "savedPayload": { "position": { "x": 16586.828475853326, @@ -19474,13 +20812,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "bf64ecf6-0dd7-4e54-9967-b5a47a5c290c" - } + "id": "e71283f7-b5db-4b87-906b-a39525ad380f" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume Span", + "Indicator Bot", + "Foundations", + "c660f262-e742-4694-97cf-e0b020f26022" + ], + [ + "On-Balance-Volume Span", + "Product Definition", + "Foundations", + "790fc16d-3889-461b-8b58-711a8ff6534a" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "fd711d2b-ba94-4937-834e-511513bbde5e" + ] + ] } } ], "outputDatasetFolders": [], - "id": "b500527a-01b8-428e-a8c8-a9b2b9d070d0", + "id": "5fe44391-f584-4f5f-8fbb-532f26c3a2da", "savedPayload": { "position": { "x": 16586.828475853326, @@ -19513,7 +20877,7 @@ "name": "On-Balance-Volume Span Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "798cbf03-36b1-4130-bf55-0245ccc4cb66", + "id": "b938648c-422f-4aa2-aabf-be25ade12004", "savedPayload": { "position": { "x": 16073.180454974761, @@ -19537,8 +20901,34 @@ "referenceParent": { "type": "Status Report", "name": "Daily OBV Span", - "id": "4a98c572-794a-409e-a665-f66223f4ec0e" - } + "id": "b4b6ae54-24c7-47ce-b9ea-9eb2e3f60b02" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume Span", + "Indicator Bot", + "Foundations", + "c660f262-e742-4694-97cf-e0b020f26022" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "06bd3aa2-ee66-4483-8f6f-f83b066d1b5e" + ], + [ + "Daily OBV Span", + "Status Report", + "Foundations", + "68961b4a-69fd-4728-8549-6c66de0a22b0" + ] + ] } }, { @@ -19546,7 +20936,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "b7a641eb-a5c7-47a0-bc9d-ece757e87a4a", + "id": "efe1a121-cdfc-456a-961c-e7ad3e7a9a53", "savedPayload": { "position": { "x": 15917.310996623903, @@ -19571,7 +20961,33 @@ "type": "Status Report", "name": "New Status Report", "id": "2a021da8-9feb-475e-90ab-1586968c17c7" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Status Report", + "Status Report", + "Foundations", + "2a021da8-9feb-475e-90ab-1586968c17c7" + ] + ] } }, { @@ -19579,7 +20995,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "7afedffa-cc98-4988-88d9-57f437913e94", + "id": "ea402755-5985-40a8-9997-775fbadfbeb2", "savedPayload": { "position": { "x": 15770.746508560766, @@ -19604,7 +21020,33 @@ "type": "Status Report", "name": "Exchange-Raw-Data Historic-OHLCVs Status Report", "id": "181c7c34-7243-497a-9ddb-1b0067c6d66e" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Exchange Raw Data", + "Sensor Bot", + "Foundations", + "af924204-66a2-47d4-9910-66ab78acb06f" + ], + [ + "Historic-OHLCVs", + "Process Definition", + "Foundations", + "5eb11d6a-022e-4f60-97c4-d6cf90b249dc" + ], + [ + "Exchange-Raw-Data Historic-OHLCVs Status Report", + "Status Report", + "Foundations", + "181c7c34-7243-497a-9ddb-1b0067c6d66e" + ] + ] } } ], @@ -19613,7 +21055,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "4715cae4-306a-4ddf-b1ea-7506c6bb2d8b", + "id": "9f013473-38e9-4691-ba42-1dba621c4bbd", "savedPayload": { "position": { "x": 15643.475118437587, @@ -19638,14 +21080,40 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "678a567c-f08d-49b9-813b-4e54fd6afadb" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "678a567c-f08d-49b9-813b-4e54fd6afadb" + ] + ] } }, { "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "57ad2fa6-195f-4bf0-9b9c-4e12b2eae3fc", + "id": "7f89e365-3d8e-4833-838a-b60cd6cad28e", "savedPayload": { "position": { "x": 15544.170161165344, @@ -19670,12 +21138,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "2e683057-f911-4105-bc77-16f2706d1915" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Volumes", + "Product Definition", + "Foundations", + "1a366aef-efef-470e-88e0-2a6fbe4dd91f" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "2e683057-f911-4105-bc77-16f2706d1915" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "06331524-ce84-4411-afbd-101354586ed2", + "id": "ac0047ae-fc13-42c4-990f-25e24958b420", "savedPayload": { "position": { "x": 16436.828475853326, @@ -19702,7 +21196,7 @@ "type": "Status Report", "name": "Daily OBV Span", "project": "Foundations", - "id": "4a98c572-794a-409e-a665-f66223f4ec0e", + "id": "b4b6ae54-24c7-47ce-b9ea-9eb2e3f60b02", "savedPayload": { "position": { "x": 16456.92466528566, @@ -19729,7 +21223,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "8eedab32-346b-49a6-8e9d-f84d13ce1b03", + "id": "dbf0229a-9df4-405e-a6d8-5faa47a85e13", "savedPayload": { "position": { "x": 16436.828475853326, @@ -19754,14 +21248,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "68abe943-17f3-4009-b568-d0db24870711", + "id": "d73162d8-67eb-42be-89e2-a6d5ecb10497", "savedPayload": { "position": { "x": 16456.92466528566, @@ -19784,7 +21304,7 @@ } } }, - "id": "c57068e7-f2e0-4780-8b9b-7c405cbb9236", + "id": "0779c024-8244-4ff5-bec9-483eed292a7a", "savedPayload": { "position": { "x": 16881.964786636847, @@ -19820,7 +21340,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "bac40f39-39d9-4a63-a047-de47e779d97d", + "id": "43532065-13d7-4077-85d1-7991a6e2225b", "savedPayload": { "position": { "x": 16812.282770726233, @@ -19848,7 +21368,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "bf64ecf6-0dd7-4e54-9967-b5a47a5c290c", + "id": "e71283f7-b5db-4b87-906b-a39525ad380f", "savedPayload": { "position": { "x": 16360.246089381097, @@ -19887,7 +21407,7 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "c128d8b1-84c8-4d55-b898-4712669e0793", + "id": "8e30ac31-a751-450a-95ac-4553bcc93332", "savedPayload": { "position": { "x": 16447.40508430426, @@ -19910,7 +21430,7 @@ } } }, - "id": "affce466-ae98-4353-93ca-7fb8d09fe5ac", + "id": "e58f07c8-5742-41f0-ad46-b19719934a30", "savedPayload": { "position": { "x": 16607.014707258862, @@ -19943,7 +21463,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "af1404e9-1717-4da3-9210-0529d3a85e86", + "id": "8a02f2f2-6723-4048-80b0-e2c5c23c4657", "savedPayload": { "position": { "x": 16184.810617987454, @@ -19966,7 +21486,7 @@ } } }, - "id": "40b8e6c2-b56c-404c-8eb8-88dff3d0ccfd", + "id": "f9eae8b7-937e-41a8-8c27-4c0b957047ed", "savedPayload": { "position": { "x": 16475.71747410046, @@ -19999,7 +21519,7 @@ "name": "New Record Formula", "code": "variable.Pos", "project": "Foundations", - "id": "9839db63-d577-4551-b91f-e1c600a29fba", + "id": "ab3d1cd0-38bf-43b6-8a7f-1b934d4f9f91", "savedPayload": { "position": { "x": 16726.262926846237, @@ -20022,7 +21542,7 @@ } } }, - "id": "66d9dec4-ec9c-402c-9fb0-64380853d9ba", + "id": "3d4eaa16-e93a-422e-9079-16ef13d6fb2a", "savedPayload": { "position": { "x": 16746.44362852985, @@ -20055,7 +21575,7 @@ "name": "New Record Formula", "code": "variable.Neg", "project": "Foundations", - "id": "67b57e6c-5561-46bc-aa5d-bad18fa1773d", + "id": "f5f8707f-37ce-40e3-bd0a-01a17ac3e5c2", "savedPayload": { "position": { "x": 17323.493323324885, @@ -20078,7 +21598,7 @@ } } }, - "id": "6377366d-dc07-49a9-afcf-812b927c936b", + "id": "42ff21e1-a637-48d4-814f-0b856b3d66b2", "savedPayload": { "position": { "x": 17045.058826769175, @@ -20102,7 +21622,7 @@ } } ], - "id": "7fee951e-3bea-436b-b237-8fc4acd512c6", + "id": "e9ab7f02-5535-457f-a604-134a8f79f1b8", "savedPayload": { "position": { "x": 16766.624330213464, @@ -20138,7 +21658,7 @@ "name": "New Procedure Javascript Code", "code": "/* Loop Code */\n\nlet candle = record.current\nlet volume = getElement('volumes', candle)\nlet K = 2\nlet Len = 10 //number of period for integral calculation\nlet Len3 = 3\nlet Len5 = 5\nlet Len15 = 15\nlet Len20 = 20\n\nvariable.CDL = candle.close\n\nif (variable.previousVEma20 === undefined) {\nvariable.previousVEma20 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma3 === undefined) {\nvariable.previousVEma3 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma5 === undefined) {\nvariable.previousVEma5 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma10 === undefined) {\nvariable.previousVEma10 = volume.buy + volume.sell\n}\n\n//build candle close array\nvariable.candleClose.push(candle.close)\n\n//keep the array to the right size\nif (variable.candleClose.length > K) {\n variable.candleClose.splice(0, 1)\n}\n\n//manage Previous On balance value\n\nif (variable.previousOnBV === undefined) {\n\tvariable.previousOnBV = 0\n}\n\n//procedure for OBV calculation\nif (variable.candleClose[1] > variable.candleClose[0]) {\n\tvariable.OnBV = variable.previousOnBV + volume.buy + volume.sell\n\t}\n\nif (variable.candleClose[1] === variable.candleClose[0]) {\n\tvariable.OnBV = variable.previousOnBV\n\t}\nif (variable.candleClose[1] < variable.candleClose[0]) {\n\tvariable.OnBV = variable.previousOnBV - (volume.buy + volume.sell)\n\t}\n\n//manage NaN and undefined\nif (variable.OnBV === undefined || isNaN(variable.OnBV)) {\n\tvariable.OBV = 0\n\tvariable.previousOnBV = 0\n}\nelse {\n\tvariable.OBV = variable.OnBV\n\tvariable.previousOnBV = variable.OnBV\n}\n\n// Calculate On balance Volume EMA3\nvariable.VEma3 = calculateVEMA(3, variable.OBV, variable.previousVEma3)\n\n\n// Calculate On balance Volume EMA5\nvariable.VEma5 = calculateVEMA(5, variable.OBV, variable.previousVEma5)\n\n\n// Calculate On balance Volume EMA10\nvariable.VEma10 = calculateVEMA(10, variable.OBV, variable.previousVEma10)\n\n\n// Calculate On balance Volume EMA20\nvariable.VEma20 = calculateVEMA(20, variable.OBV, variable.previousVEma20)\n\n//Calculate integral between VEMA20 and VEMA3\n\nif(variable.VEma3 > variable.previousVEma3) {\n\tvariable.IntVEma3 = (variable.VEma3 - variable.previousVEma3)/2 + variable.previousVEma3\n}\nif(variable.VEma3 < variable.previousVEma3) {\n\tvariable.IntVEma3 = (variable.previousVEma3 - variable.VEma3)/2 + variable.VEma3\n}\nif(variable.VEma3 === variable.previousVEma3){\n\tvariable.IntVEma3 = variable.VEma3\n}\nif(variable.VEma20 > variable.previousVEma20) {\n\tvariable.IntVEma20 = (variable.VEma20 - variable.previousVEma20)/2 + variable.previousVEma20\n}\nif(variable.VEma20 < variable.previousVEma20) {\n\tvariable.IntVEma20 = (variable.previousVEma20 - variable.VEma20)/2 + variable.VEma20\n}\nif(variable.VEma20 === variable.previousVEma20){\n\tvariable.IntVEma20 = variable.VEma20\n}\n\nif(variable.Pos === undefined){\n\tvariable.Pos = 0\n}\nif(variable.Neg === undefined){\n\tvariable.Neg = 0\n}\n\nif(variable.VEma3 > variable.VEma20 && variable.previousVEma3 < variable.previousVEma20){\n\tvariable.IntP = []\n\tvariable.Pos = 0\n}\n\nif(variable.NegS === undefined || variable.PosS === undefined){\n\tvariable.Neg = 0\n\n}\n\nif(variable.VEma3 > variable.VEma20){\n\tvariable.Neg = 0\t\n\tvariable.IntP.push(variable.IntVEma3 - variable.IntVEma20)\n \n\tfor (var i = 0 ; i 2){\n\t\t\tvariable.lastPos.splice(0,1)\n\t\t}\n\t\tif(variable.lastPos.length === 2){\n\t\t\t\tvariable.derivP = variable.lastPos[1] - variable.lastPos[0]\n\t\t\t\tvariable.derivPos.push(variable.derivP)\t\t\t\t\n\t\t\t\tif (variable.derivPos.length > 2){\n\t\t\t\t\tvariable.derivPos.splice(0,1)\n\t\t\t\t}\n\t\t\t\tif(variable.derivPos.length === 2){\n\t\t\t\tvariable.deriv2ndPos = variable.derivPos[1] - variable.derivPos[0]\n\t\t\t\t}\n\t\t}\n\t}\n \n\tvariable.mPos = variable.Pos / variable.IntP.length\n\n}\n\nif(variable.Pos === undefined || isNaN(variable.Pos)){\n\tvariable.mPos = 0\n}\n\nif(variable.VEma3 < variable.VEma20 && variable.previousVEma3 > variable.previousVEma20){\n\tvariable.IntN = []\n\tvariable.Neg = 0\n}\n\nif(variable.NegS === undefined || variable.PosS === undefined){\n\tvariable.Neg = 0\n\n}\n\nif(variable.VEma3 < variable.VEma20){\n\tvariable.Pos = 0\n\tvariable.IntN.push(variable.IntVEma20 - variable.IntVEma3)\n\tfor (var i =0 ; i 2){\n\t\t\tvariable.lastNeg.splice(0,1)\n\t\t}\n\t\tif(variable.lastNeg.length === 2){\n\t\t\t\tvariable.derivN = variable.lastNeg[1] - variable.lastNeg[0]\n\t\t\t\tvariable.derivNeg.push(variable.derivN)\t\t\t\t\n\t\t\t\tif (variable.derivNeg.length > 2){\n\t\t\t\t\tvariable.derivNeg.splice(0,1)\n\t\t\t\t}\n\t\t\t\tif(variable.derivNeg.length === 2){\n\t\t\t\tvariable.deriv2ndNeg = variable.derivNeg[1] - variable.derivNeg[0]\n\t\t\t\t}\n\t\t}\n\t\t\n\t}\n\tvariable.mNeg = variable.Neg / variable.IntN.length\n\t\n}\nif(variable.derivN === undefined || isNaN(variable.derivN)){\n\tvariable.derivN = 0\n}\nif(variable.deriv2ndNeg === undefined || isNaN(variable.deriv2ndNeg)){\n\tvariable.deriv2ndNeg = 0\n}\nif(variable.derivP === undefined || isNaN(variable.derivP)){\n\tvariable.derivP = 0\n}\nif(variable.deriv2ndPos === undefined || isNaN(variable.deriv2ndPos)){\n\tvariable.deriv2ndPos = 0\n}\n\n\nvariable.previousVEma3 = variable.VEma3\nvariable.previousVEma5 = variable.VEma5\nvariable.previousVEma10 = variable.VEma10\nvariable.previousVEma20 = variable.VEma20\n\n//On Balance Volume EMA calculation\nfunction calculateVEMA(periods, price, previousVEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousVEMA * (1-k)\n}\n\n\n\n// End of code :-)\n", "project": "Foundations", - "id": "9766fce6-bda8-4c2e-90d3-77a978e3b05e", + "id": "e360dd6a-1be4-497b-be05-f952b9f43a9d", "savedPayload": { "position": { "x": 16667.819763669988, @@ -20161,7 +21681,7 @@ } } }, - "id": "6557c040-afd8-4227-97fd-b43679cf9378", + "id": "328fbc6a-e7fb-4f23-9fc2-04560c98b3ec", "savedPayload": { "position": { "x": 16751.388379460575, @@ -20193,7 +21713,7 @@ "name": "New Procedure Javascript Code", "code": "/* Initialization Code*/\n\nvariable.candleClose = []\nvariable.IntP = []\nvariable.IntN = []\nvariable.derivNeg = []\nvariable.derivPos = []\nvariable.lastNeg = []\nvariable.lastPos = []", "project": "Foundations", - "id": "20ab74a5-0131-400a-8100-faf12b5f0a77", + "id": "aeda5eab-b223-4c03-996d-faead2d54565", "savedPayload": { "position": { "x": 17028.678303485718, @@ -20216,7 +21736,7 @@ } } }, - "id": "caa3c62c-101a-4030-b4c6-1934de0bcc48", + "id": "3d5f927b-292c-43ae-aaa9-61ae678f50a3", "savedPayload": { "position": { "x": 16984.61722650813, @@ -20239,7 +21759,7 @@ } } }, - "id": "e82bbead-75fc-41ff-8556-94f75b0cc52b", + "id": "9abd29e8-9b56-4524-aa9a-2027f3d4e4ae", "savedPayload": { "position": { "x": 16918.525611041747, @@ -20262,7 +21782,7 @@ } } }, - "id": "4fbb6a9a-f30b-418b-8ba1-869bae1dfdcc", + "id": "729ee7f5-17b6-4507-a137-cd496b46c046", "savedPayload": { "position": { "x": 16958.88701440897, @@ -20286,16 +21806,36 @@ "referenceParent": { "type": "Plotter Module", "name": "OBV-Span", - "id": "fe058bb9-88fc-4330-b97f-5552aff192ff" - } + "id": "e38b5ddd-f4cd-469e-82fb-6a20f7db4d4b" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "OBV-Extras", + "Plotter", + "Foundations", + "2efdcfe2-82d3-4852-b85e-97600e6a174d" + ], + [ + "OBV-Span", + "Plotter Module", + "Foundations", + "ddc76a9e-ac9c-4773-bda2-a46ddc498ebf" + ] + ] } } ], - "id": "5608b986-ea7c-4eab-a619-24c36d643df1", + "id": 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"On-Balance-Volume Trend Span", + "Product Definition", + "Foundations", + "e302f4ec-d3ea-4248-87c3-820954dc2281" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "caafbb70-98bf-44d4-87b4-f361740fbb8a" + ] + ] } } ], "outputDatasetFolders": [], - "id": "60d6e336-45e5-4774-b137-5e6aad5b5933", + "id": "b7a3b825-2c65-44d0-b5b0-987572ac9afd", "savedPayload": { "position": { "x": 17182.905639604618, @@ -20397,7 +21963,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "fd5f4ae1-3eef-4873-b4c7-957f625bcea2", + "id": "5e6f2562-beb3-4640-b59d-2ca0f37333f0", "savedPayload": { "position": { "x": 17361.065423895692, @@ -20422,7 +21988,33 @@ "type": "Status Report", "name": "Candles Volumes Multi-Time-Frame-Market Status Report", "id": "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "Candles Volumes Multi-Time-Frame-Market Status Report", + "Status Report", + "Foundations", + "a0a61ba9-91cb-4ec7-92fe-134ff079de2d" + ] + ] } }, { @@ -20430,7 +22022,7 @@ "name": "On-Balance-Volume Trend Span Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "1ca3ebec-acbf-4a0f-afa8-7f2b2ee3f20d", + "id": "ab33d607-d712-42ec-bd5e-63a63021d423", "savedPayload": { "position": { "x": 16818.228252260164, @@ -20454,8 +22046,34 @@ "referenceParent": { "type": "Status Report", "name": "Market-OBV Trend Span", - "id": "209a4219-24b1-4f0b-b424-91d89717a5c7" - } + "id": "75c6798c-d96b-4bad-8c40-257ce89b5499" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume Trend Span", + "Indicator Bot", + "Foundations", + "6be2c9b7-d70a-4041-8967-af7d55dbf2df" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "87f8bb89-8724-42e1-8b56-54541e18ec6d" + ], + [ + "Market-OBV Trend Span", + "Status Report", + "Foundations", + "9428c958-89d9-4836-aae1-1e2a1d3fe351" + ] + ] } } ], @@ -20464,7 +22082,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "7d1fea8a-d2c4-4f4f-b4a8-5fa2adcb96d3", + "id": "555d2bf6-3e1b-4700-b811-ee1ef5663e58", "savedPayload": { "position": { "x": 16549.589506194076, @@ -20489,14 +22107,40 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "2b03494a-67d6-47f1-89b6-53fc4c9116a8" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "2b03494a-67d6-47f1-89b6-53fc4c9116a8" + ] + ] } }, { "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "eed04543-d219-4149-b0fa-0066350bb65f", + "id": "23279e7e-b454-4076-b4f3-6735d805525a", "savedPayload": { "position": { "x": 16374.565880027098, @@ -20521,12 +22165,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", "id": "9bf0483c-4825-4a46-9cf4-1b5262579fc1" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Volumes", + "Product Definition", + "Foundations", + "1a366aef-efef-470e-88e0-2a6fbe4dd91f" + ], + [ + "Multi-Time-Frame-Market", + "Dataset Definition", + "Foundations", + "9bf0483c-4825-4a46-9cf4-1b5262579fc1" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "61c79657-e47e-44f4-86af-de4715ba52c0", + "id": "5e07c795-bc4c-4c32-a3b4-a7231a2a4945", "savedPayload": { "position": { "x": 16794.67707195084, @@ -20553,7 +22223,7 @@ "type": "Status Report", "name": "Market-OBV Trend Span", "project": "Foundations", - "id": "209a4219-24b1-4f0b-b424-91d89717a5c7", + "id": "75c6798c-d96b-4bad-8c40-257ce89b5499", "savedPayload": { "position": { "x": 16603.35014383118, @@ -20580,7 +22250,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "5b161a65-9ac3-4f98-9d32-106cc45978ad", + "id": "9a91c9e6-82c4-461b-9b25-e67afcd53330", "savedPayload": { "position": { "x": 16737.836464656386, @@ -20605,14 +22275,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "1824fa00-dd30-4cdc-acc0-01c2f29056c5" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Market", + "Process Definition", + "Foundations", + "9f683143-a33f-42c1-9fa8-c601f01ee4e1" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "1824fa00-dd30-4cdc-acc0-01c2f29056c5" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "74f69ceb-b64a-4395-8a0e-37a85c8f9ab8", + "id": "adde4185-b961-4496-9916-e24c4018b976", "savedPayload": { "position": { "x": 16737.836464656386, @@ -20635,15 +22331,15 @@ } } }, - "id": "397e9294-549e-4278-8e26-371e45f2b887", + "id": "b21cd3ed-518e-4090-ac44-c6ba1e7f3058", "savedPayload": { "position": { - "x": 17027.614212543107, - "y": 10190.066444606875 + "x": 17158.91050229281, + "y": 10422.860537848348 }, "targetPosition": { - "x": 17451.878281255034, - "y": 9765.802375894946 + "x": 17469.313190799403, + "y": 9909.39177446748 }, "floatingObject": { "isPinned": false, @@ -20672,7 +22368,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily On-Balance-Volume Trend Span", "project": "Foundations", - "id": "94457a31-ed52-4f32-8d49-9d3f666fb2b6", + "id": "54f7d03f-1ae4-4401-85eb-b3e10f4bef43", "savedPayload": { "position": { "x": 16251.878281255034, @@ -20696,13 +22392,39 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "5e92e409-01c9-46c8-a228-501287039ee6" - } + "id": "24f9441b-8fba-4977-838b-1f2163412b1c" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume Trend Span", + "Indicator Bot", + "Foundations", + "6be2c9b7-d70a-4041-8967-af7d55dbf2df" + ], + [ + "On-Balance-Volume Trend Span", + "Product Definition", + "Foundations", + "e302f4ec-d3ea-4248-87c3-820954dc2281" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "89bc3dbf-464c-4004-8246-b89ac9cf3d87" + ] + ] } } ], "outputDatasetFolders": [], - "id": "a90bb1d4-4b30-405a-a911-5209ddc7b8f7", + "id": "0aeb957c-17f5-44bb-a2f1-4b51c46dba79", "savedPayload": { "position": { "x": 16551.878281255034, @@ -20735,7 +22457,7 @@ "name": "On-Balance-Volume Trend Span Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "4d858e90-8e55-4ebe-a0e2-ee9c072b25b9", + "id": "fd44e19d-0316-4597-b8d6-26f11cd93702", "savedPayload": { "position": { "x": 16032.26303898437, @@ -20759,8 +22481,34 @@ "referenceParent": { "type": "Status Report", "name": "Daily OBV Trend Span", - "id": "7c3e4cf6-6136-4c13-8836-8f822fd175cf" - } + "id": "dde0971f-e28e-46e2-822c-c6947ad8d9f6" + }, + "referenceParentCombinedNodePath": [ + [ + "Quasar", + "Data Mine", + "Foundations", + "a65781fb-5d0b-416f-9a54-ff74c4bc67b1" + ], + [ + "On-Balance-Volume Trend Span", + "Indicator Bot", + "Foundations", + "6be2c9b7-d70a-4041-8967-af7d55dbf2df" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "10f5c42b-6fdb-4538-86f5-6e0d6e17234d" + ], + [ + "Daily OBV Trend Span", + "Status Report", + "Foundations", + "cd8970c7-8f0a-48a5-b9e5-d73158e7cff1" + ] + ] } }, { @@ -20768,7 +22516,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "87f14bbd-c289-462f-82e0-8338c8950d43", + "id": "57aa3cbf-dfe0-4257-a0ca-a560a3141fba", "savedPayload": { "position": { "x": 15907.998970272442, @@ -20793,7 +22541,33 @@ "type": "Status Report", "name": "New Status Report", "id": "2a021da8-9feb-475e-90ab-1586968c17c7" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Status Report", + "Status Report", + "Foundations", + "2a021da8-9feb-475e-90ab-1586968c17c7" + ] + ] } }, { @@ -20801,7 +22575,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "954c2cc4-5e5a-4836-a2d9-e3cae87807b6", + "id": "2998c3a3-273c-46dc-8f43-109457ea2a1b", "savedPayload": { "position": { "x": 15812.647796713707, @@ -20826,7 +22600,33 @@ "type": "Status Report", "name": "Exchange-Raw-Data Historic-OHLCVs Status Report", "id": "181c7c34-7243-497a-9ddb-1b0067c6d66e" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Exchange Raw Data", + "Sensor Bot", + "Foundations", + "af924204-66a2-47d4-9910-66ab78acb06f" + ], + [ + "Historic-OHLCVs", + "Process Definition", + "Foundations", + "5eb11d6a-022e-4f60-97c4-d6cf90b249dc" + ], + [ + "Exchange-Raw-Data Historic-OHLCVs Status Report", + "Status Report", + "Foundations", + "181c7c34-7243-497a-9ddb-1b0067c6d66e" + ] + ] } } ], @@ -20835,7 +22635,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "de02a431-fce1-4b61-afcb-c37601281f3f", + "id": "edf5b7e2-b575-4a20-ad4f-e77eb53d4b95", "savedPayload": { "position": { "x": 15752.70754321093, @@ -20860,14 +22660,40 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "678a567c-f08d-49b9-813b-4e54fd6afadb" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Candles", + "Product Definition", + "Foundations", + "fe6065ec-4d2d-47a0-bae0-8647f0e195d7" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "678a567c-f08d-49b9-813b-4e54fd6afadb" + ] + ] } }, { "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "9ab0c8d2-1820-47a3-a211-c43a174832ba", + "id": "66253c69-54bb-47d5-9301-4f9a35b60964", "savedPayload": { "position": { "x": 15732.26303898437, @@ -20892,12 +22718,38 @@ "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", "id": "2e683057-f911-4105-bc77-16f2706d1915" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Volumes", + "Product Definition", + "Foundations", + "1a366aef-efef-470e-88e0-2a6fbe4dd91f" + ], + [ + "Multi-Time-Frame-Daily", + "Dataset Definition", + "Foundations", + "2e683057-f911-4105-bc77-16f2706d1915" + ] + ] } } ], "dataMineDataDependencies": [], - "id": "6462abc7-06ae-4261-9c6d-b3006405f878", + "id": "d03995e5-b14a-4a9c-8314-34a8f205ac87", "savedPayload": { "position": { "x": 16332.26303898437, @@ -20924,7 +22776,7 @@ "type": "Status Report", "name": "Daily OBV Trend Span", "project": "Foundations", - "id": "7c3e4cf6-6136-4c13-8836-8f822fd175cf", + "id": "dde0971f-e28e-46e2-822c-c6947ad8d9f6", "savedPayload": { "position": { "x": 16551.878281255034, @@ -20951,7 +22803,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "6ded33ae-fa55-4f2f-923f-50fbe86120bc", + "id": "c56a5de2-477c-4ed7-87d6-b1614251e1b0", "savedPayload": { "position": { "x": 16592.0706601197, @@ -20976,14 +22828,40 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "id": "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" - } + }, + "referenceParentCombinedNodePath": [ + [ + "Candles", + "Data Mine", + "Foundations", + "70c7eea3-a786-4dda-b526-0514e2cb14cc" + ], + [ + "Candles Volumes", + "Indicator Bot", + "Foundations", + "285a4618-0423-4ac9-9df9-7a78be6fd915" + ], + [ + "Multi-Time-Frame-Daily", + "Process Definition", + "Foundations", + "980ceb1d-7be6-454f-90d9-01ba1fd4a65d" + ], + [ + "New Execution Finished Event", + "Execution Finished Event", + "Foundations", + "f29d08f9-e7c8-490c-8fca-14851a0d3dc3" + ] + ] } }, "executionFinishedEvent": { "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "91f1fa62-ada0-409d-9b1e-cb194af5c96d", + "id": "150d2501-7ad7-4a6a-93d7-d4fcd387b6d6", "savedPayload": { "position": { "x": 16701.878281255034, @@ -21006,15 +22884,15 @@ } } }, - "id": "dcccfd0d-ac5c-46dc-845a-44d7b83bc121", + "id": "a50f67e8-7d9c-465c-8bc5-80b869407110", "savedPayload": { 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undefined){\n\tvariable.z = 0\n}\n\nif(variable.TrendSpan === undefined){\n\tvariable.TrendSpan = 1\n}\n\nif (variable.previousVEma20 === undefined) {\nvariable.previousVEma20 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma3 === undefined) {\nvariable.previousVEma3 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma5 === undefined) {\nvariable.previousVEma5 = volume.buy + volume.sell\n}\n\nif (variable.previousVEma10 === undefined) {\nvariable.previousVEma10 = volume.buy + volume.sell\n}\n\n//build candle close array\nvariable.candleClose.push(candle.close)\n\n//keep the array to the right size\nif (variable.candleClose.length > K) {\n variable.candleClose.splice(0, 1)\n}\n\n//manage Previous On balance value\n\nif (variable.previousOnBV === undefined) {\n\tvariable.previousOnBV = 0\n}\n\n//procedure for OBV calculation\nif (variable.candleClose[1] > variable.candleClose[0]) {\n\tvariable.OnBV = variable.previousOnBV + volume.buy + volume.sell\n\t}\n\nif (variable.candleClose[1] === variable.candleClose[0]) {\n\tvariable.OnBV = variable.previousOnBV\n\t}\nif (variable.candleClose[1] < variable.candleClose[0]) {\n\tvariable.OnBV = variable.previousOnBV - (volume.buy + volume.sell)\n\t}\n\n//manage NaN and undefined\nif (variable.OnBV === undefined || isNaN(variable.OnBV)) {\n\tvariable.OBV = 0\n\tvariable.previousOnBV = 0\n}\nelse {\n\tvariable.OBV = variable.OnBV\n\tvariable.previousOnBV = variable.OnBV\n}\n\n// Calculate On balance Volume EMA3\nvariable.VEma3 = calculateVEMA(3, variable.OBV, variable.previousVEma3)\n\n\n// Calculate On balance Volume EMA5\nvariable.VEma5 = calculateVEMA(5, variable.OBV, variable.previousVEma5)\n\n\n// Calculate On balance Volume EMA10\nvariable.VEma10 = calculateVEMA(10, variable.OBV, variable.previousVEma10)\n\n\n// Calculate On balance Volume EMA20\nvariable.VEma20 = calculateVEMA(20, variable.OBV, variable.previousVEma20)\n\n//Calculate integral between VEMA20 and VEMA10\n\nif(variable.VEma10 > 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variable.VEma3\nvariable.previousVEma5 = variable.VEma5\nvariable.previousVEma10 = variable.VEma10\nvariable.previousVEma20 = variable.VEma20\n\n//On Balance Volume EMA calculation\nfunction calculateVEMA(periods, price, previousVEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousVEMA * (1-k)\n}\n\n\n\n// End of code :-)\n", "project": "Foundations", - "id": "d23180ff-1cf9-41d7-acc1-d368370f6a83", + "id": "50484716-9bb3-4432-989e-0ad71cd6b12c", "savedPayload": { "position": { - "x": 16892.804416000614, - "y": 7316.08991462137 + "x": 16340.230431010677, + "y": 7664.658638596442 }, "targetPosition": { - "x": 17000.314800864206, - "y": 7596.16404257053 + "x": 16511.642885462217, + "y": 7910.865402229975 }, "floatingObject": { "isPinned": false, @@ -21327,15 +23205,15 @@ } } }, - "id": "af1f10a7-9cd8-458a-b0fd-fa9811aa3152", + "id": "abb7ac63-8b2c-4ed5-8376-dfd706a1237c", "savedPayload": { "position": { - "x": 17000.314800864206, - "y": 7596.16404257053 + "x": 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