From e0c1b7ab6b82e433e4f67ae1a7148b5752357a35 Mon Sep 17 00:00:00 2001 From: Raplh2502 Date: Wed, 20 Oct 2021 00:36:58 +0200 Subject: [PATCH] add volatility adapted moving average to Polus datamine --- .../Data-Mining/Plugins/Data-Mines/Polus.json | 3915 +++++++++++------ 1 file changed, 2565 insertions(+), 1350 deletions(-) diff --git a/Projects/Data-Mining/Plugins/Data-Mines/Polus.json b/Projects/Data-Mining/Plugins/Data-Mines/Polus.json index 4f5382d4e..52005f247 100644 --- a/Projects/Data-Mining/Plugins/Data-Mines/Polus.json +++ b/Projects/Data-Mining/Plugins/Data-Mines/Polus.json @@ -26,7 +26,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Fisher MFI", "project": "Foundations", - "id": "f91db393-b0c0-4708-92a6-cbf51e46947a", + "id": "67e10a24-e439-4274-ad87-b935cf5a0fd7", "savedPayload": { "position": { "x": 37508.751212252304, @@ -50,7 +50,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "c5723151-4307-4b5f-9466-55aa61f5e9aa" + "id": "208fe692-2b50-4623-a156-387066001f55" }, "referenceParentCombinedNodePath": [ [ @@ -82,7 +82,7 @@ } ], "outputDatasetFolders": [], - "id": "f8c27bc5-a7b5-4b9f-8f1d-57e7d209e9e6", + "id": "9b860ae4-527e-4e6e-bc3d-a640e0af53ce", "savedPayload": { "position": { "x": 37547.57406901768, @@ -115,7 +115,7 @@ "name": "Fisher MFI Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "b24abd84-f6aa-4524-bab8-ee1b43f1894e", + "id": "0dbdbcaf-9504-4f8d-8645-1a5a42527ae0", "savedPayload": { "position": { "x": 37475.246521998866, @@ -139,7 +139,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "7d8b2d0a-e21f-4587-903d-9300250f8da4" + "id": "f723577a-3aec-4157-8148-084895ab37a8" }, "referenceParentCombinedNodePath": [ [ @@ -174,7 +174,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "ec830261-d0f1-4b86-b13c-527841512b1c", + "id": "982c077b-ac94-481a-b7cf-f1816ee6515e", "savedPayload": { "position": { "x": 37648.341852440935, @@ -234,7 +234,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "f56dec04-45b9-4f90-9a5a-566a19603ec7", + "id": "681caeaa-2bbf-4edc-9d64-ac87b62b65a0", "savedPayload": { "position": { "x": 37827.43434981832, @@ -292,7 +292,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "ebedfa5d-e009-4bdc-9048-adc9ff76d3ab", + "id": "7dec77eb-a206-48c4-b058-e4b9b311d9ff", "savedPayload": { "position": { "x": 37944.11676726298, @@ -348,7 +348,7 @@ } ], "dataMineDataDependencies": [], - "id": "8a873457-ba55-44c3-96d1-7818a1fa2f51", + "id": "94e85226-3ca5-473e-a006-aac494163b1c", "savedPayload": { "position": { "x": 37664.04263931382, @@ -375,7 +375,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "7d8b2d0a-e21f-4587-903d-9300250f8da4", + "id": "f723577a-3aec-4157-8148-084895ab37a8", "savedPayload": { "position": { "x": 37798.528960139025, @@ -402,7 +402,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "a55736b7-a69f-464b-b7df-53691670dd5d", + "id": "d2377c81-9c22-4f2e-b5d0-6748c72d2fdf", "savedPayload": { "position": { "x": 37876.17467366978, @@ -460,7 +460,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "e4f636b8-ee28-4e90-8c81-850f4a2000aa", + "id": "d6ba68b7-cbc7-4216-9b24-a5108b9650a4", "savedPayload": { "position": { "x": 37876.17467366978, @@ -483,7 +483,7 @@ } } }, - "id": "60bee5b8-75cb-4441-9c2c-5877dfc09567", + "id": "da864582-1bfe-454f-b30d-33fc95f8f2d0", "savedPayload": { "position": { "x": 37586.39692578306, @@ -520,7 +520,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Fisher MFI", "project": "Foundations", - "id": "e274d758-9c6d-4e0f-9006-356bfbfaeff1", + "id": "d8deb1fb-bc31-450f-8ed0-d2d6ad789a6f", "savedPayload": { "position": { "x": 37974.2648914271, @@ -544,7 +544,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "a857c7fe-c7f4-4809-b7bd-2bfedb523eee" + "id": "e1a410c1-6441-4fb0-ab1b-f9790ec6870f" }, "referenceParentCombinedNodePath": [ [ @@ -576,7 +576,7 @@ } ], "outputDatasetFolders": [], - "id": "c36ccce0-88bf-40bb-9622-fb0f82fd9865", + "id": "e53faed1-f7d0-4cc9-b3ba-d7f9cf34bbcf", "savedPayload": { "position": { "x": 38274.2648914271, @@ -609,7 +609,7 @@ "name": "Fisher MFI Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "39096379-51a5-4e15-8f92-b9879ca7d404", + "id": "49d3ce70-0a6b-42a2-ae90-a29f46481fba", "savedPayload": { "position": { "x": 38793.88013369776, @@ -633,7 +633,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "d5146864-b4f9-4a74-b6de-6ffa6f6a04ac" + "id": "28bc5759-b134-4649-bdf9-c8ee354d7554" }, "referenceParentCombinedNodePath": [ [ @@ -668,7 +668,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "9094a687-d5bf-493e-8831-578002b4682c", + "id": "474fade3-df84-49e3-9ae1-510cb5e8567e", "savedPayload": { "position": { "x": 38918.14420240969, @@ -727,7 +727,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "4e4a5050-275c-4e6e-809a-7b87e2745cb3", + "id": "0e41df0a-398e-447a-99bb-e0e1614f9771", "savedPayload": { "position": { "x": 39013.49537596843, @@ -787,7 +787,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "a1859fea-518e-4113-8ba2-e6a8c47ee9ce", + "id": "c3daae95-111e-434b-a4ae-84c3ad58451d", "savedPayload": { "position": { "x": 39073.435629471205, @@ -845,7 +845,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "bc6c5098-3ac9-423f-83a7-4113617ab6c9", + "id": "3642f36f-b1cc-4453-b98b-6afee672face", "savedPayload": { "position": { "x": 39093.88013369776, @@ -901,7 +901,7 @@ } ], "dataMineDataDependencies": [], - "id": "b2d6d7ae-12d5-44d1-bb0e-ec4933295fa2", + "id": "6e213573-2a84-46be-9b52-6ee80c7f09fd", "savedPayload": { "position": { "x": 38493.88013369776, @@ -928,7 +928,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "d5146864-b4f9-4a74-b6de-6ffa6f6a04ac", + "id": "28bc5759-b134-4649-bdf9-c8ee354d7554", "savedPayload": { "position": { "x": 38274.2648914271, @@ -955,7 +955,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "78ab0a2b-2ecd-418f-a875-3aa30a40e5fd", + "id": "e0a6f88e-8fb5-4c40-a6d1-4f39e131448c", "savedPayload": { "position": { "x": 38234.07251256243, @@ -1013,7 +1013,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "ca253bf2-1599-48b3-aa35-8fe7ca617951", + "id": "6d11b3a2-6aff-482b-ab3f-69ff269653bb", "savedPayload": { "position": { "x": 38124.2648914271, @@ -1036,7 +1036,7 @@ } } }, - "id": "eb6b35b4-862a-4dd7-b7cd-17314a811963", + "id": "858de434-b6e7-4093-82b9-bbb558399ce3", "savedPayload": { "position": { "x": 37974.2648914271, @@ -1072,7 +1072,7 @@ "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": "c5723151-4307-4b5f-9466-55aa61f5e9aa", + "id": "208fe692-2b50-4623-a156-387066001f55", "savedPayload": { "position": { "x": 37628.48415969435, @@ -1100,7 +1100,7 @@ "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": "a857c7fe-c7f4-4809-b7bd-2bfedb523eee", + "id": "e1a410c1-6441-4fb0-ab1b-f9790ec6870f", "savedPayload": { "position": { "x": 37613.981887233334, @@ -1139,7 +1139,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "cb1e391b-2bc6-4863-bfa1-2e731d1ad7b5", + "id": "9ab2bf3b-04b0-4c92-bfb9-af04124e51b5", "savedPayload": { "position": { "x": 37863.45014367573, @@ -1162,7 +1162,7 @@ } } }, - "id": "871cea22-38f2-4f36-973e-95b215e806d7", + "id": "2acc3dbe-b314-4325-9175-03665d40d263", "savedPayload": { "position": { "x": 37764.681309616215, @@ -1195,7 +1195,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "67833185-62c6-4aff-8b3a-f086e6e7f69e", + "id": "4d872ea2-f359-4ea8-bace-5f6f34796254", "savedPayload": { "position": { "x": 37793.30475382358, @@ -1218,7 +1218,7 @@ } } }, - "id": "a6fe7ad9-6e47-464e-8b44-161b439f8729", + "id": "f259393b-9e14-43a0-954f-6fbcf2f2e00d", "savedPayload": { "position": { "x": 37722.594075704925, @@ -1251,7 +1251,7 @@ "name": "New Record Formula", "code": "variable.Fisher", "project": "Foundations", - "id": "00dfd64d-78d9-48a5-ae47-9988e27c6ac1", + "id": "638c8567-a1b6-401c-9471-4bd464d0732b", "savedPayload": { "position": { "x": 37655.636674787005, @@ -1274,7 +1274,7 @@ } } }, - "id": "6d9d1d6f-c283-4047-8282-9a095dff73a1", + "id": "e1c4330b-54ab-4b29-bacc-fb138df9af1d", "savedPayload": { "position": { "x": 37639.993228282976, @@ -1307,7 +1307,7 @@ "name": "New Record Formula", "code": "variable.Trigger", "project": "Foundations", - "id": "c26ac511-b6a1-4e2e-9fb8-e7c165a978f5", + "id": "d2d0f0ed-5ef3-4c7f-b1da-ecb36fbb21bb", "savedPayload": { "position": { "x": 37503.03043359206, @@ -1330,7 +1330,7 @@ } } }, - "id": "45d825d7-3472-41f7-8931-a4c1e4e8663d", + "id": "fbca5047-5cee-4ce3-babd-7e017296f3e3", "savedPayload": { "position": { "x": 37548.42948356601, @@ -1354,7 +1354,7 @@ } } ], - "id": "d62b9244-cf1a-4a79-961f-09503cfe113a", + "id": "1a6e26da-9f3e-4965-98ea-5e85e57fd429", "savedPayload": { "position": { "x": 37616.52805852694, @@ -1390,7 +1390,7 @@ "name": "New Procedure Javascript Code", "code": "\nlet candle = record.current\nlet volume = getElement('volumes', candle)\nlet len = 14 //length for sma calculation at Money Flow Ratio calculation\nlet FTs = 10 //sampling for the Fisher Transform\n\n\n//calculate and store High Low Close average\nvariable.HLC.push((candle.max + candle.min + candle.close)/3)\nif(variable.HLC.length > 2){\n\tvariable.HLC.splice(0,1)\n}\n\n//raw moneyflow calculation\nvariable.RMF = (candle.max + candle.min + candle.close)/3 * (volume.buy + volume.sell)\n\n//initializing Positive and Negative mone flow\nif(variable.posMF === undefined){\n\t\tvariable.posMF =0\n}\nif(variable.negMF === undefined){\n\t\tvariable.negMF =0\n}\n\n//Positive Money flow calculation\nif (variable.HLC[1] > variable.HLC[0]){\n\tvariable.posMF = variable.posMF + variable.RMF\n}\nvariable.PMF.push(variable.posMF) //store Positive money FLow for SMA calculation\nif(variable.PMF.length > len){\n\tvariable.PMF.splice(0,1)\n}\n\n//Negative Money flow calculation\nif (variable.HLC[1] < variable.HLC[0]){\n\tvariable.negMF = variable.negMF + variable.RMF\n}\nvariable.NMF.push(variable.negMF) //store Negative money FLow for SMA calculation\nif(variable.NMF.length > len){\n\tvariable.NMF.splice(0,1)\n}\n\n//calculating SMA of nef and pos money flow\nvariable.sPMF = 0\nvariable.sNMF = 0\nif(variable.NMF.length === len && variable.PMF.length === len){\n\tfor(var i = 0 ; i < len ; i++) {\n\t\tvariable.sPMF = variable.sPMF + variable.PMF[i]\n\t\tvariable.sNMF = variable.sNMF + variable.NMF[i]\n\t}\n\tvariable.smaPMF = variable.sPMF / len\n\tvariable.smaNMF = variable.sNMF / len\n\t\n\tvariable.MFR = variable.smaPMF / variable.smaNMF //Money FLow ratio\n\tvariable.MFI = 100 - 100 /(1 + variable.MFR) //Money Flow Index\n}\n\n//handle initialization, undefined and NaN values at MFI\nif(variable.MFI === undefined || isNaN(variable.MFI)){\n\tvariable.MFI = 100\n}\n//store MFI values on th sampling range\nvariable.allMFI.push(variable.MFI)\nif(variable.allMFI.length > FTs){\n\tvariable.allMFI.splice(0,1)\n}\n\n//Procedure for Fisher Transform\n//finding max and min MFI on the sampling range\nvariable.High = Math.max.apply(Math,variable.allMFI)\nvariable.Low = Math.min.apply(Math,variable.allMFI)\n\nif(variable.prevValue === undefined) {\n\tvariable.prevValue = 0\n}\nvariable.Value = round(0.66 * ((variable.MFI - variable.Low)/ Math.max(variable.High - variable.Low, 0.001) - 0.5) + 0.67 + variable.prevValue)\nvariable.preValue = variable.Value\n\nif(variable.prevFisher === undefined){\n\tvariable.prevFisher = 0\n}\nvariable.Fisher = 0.5 * Math.log((1 + variable.Value) / Math.max(1 - variable.Value,0.001)) + 0.5 * variable.prevFisher\nif (isNaN(variable.Fisher)){\n\tvariable.Fisher = 0\n}\nvariable.Trigger = variable.prevFisher\nvariable.prevFisher = variable.Fisher\n\n\n//Functions definition\n//Round Function\nfunction round(val){\n\tif(val > 0.99) {\n\t\tvariable.v = 0.999\n\t}\n\telse {\n\t\tvariable.v=val\n\t}\n\tif(val < -0.99){\n\t\tvariable.v = -0.999\n\t}\n\telse {\n\t\tvariable.v=val\n\t}\n\treturn variable.v\n\n}", "project": "Foundations", - "id": "150db6d0-f988-419d-b390-6235e6ff35b1", + "id": "77ee8e0a-73b5-4785-ab07-3b6e52860c64", "savedPayload": { "position": { "x": 37480.438377563456, @@ -1413,7 +1413,7 @@ } } }, - "id": "08c7cc12-734b-4e41-a7fc-eda176d0a543", + "id": "3e5184a9-12a0-4ee5-8264-73eba2a91023", "savedPayload": { "position": { "x": 37464.759108073304, @@ -1445,7 +1445,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.HLC = []\nvariable.PMF = []\nvariable.NMF = []\nvariable.allMFI = []", "project": "Foundations", - "id": "7afdbcb0-1984-463d-8bc4-6f83f951c311", + "id": "5e176c93-a16b-45e9-9602-402647da1edf", "savedPayload": { "position": { "x": 37250.3690797089, @@ -1468,7 +1468,7 @@ } } }, - "id": "7dfe20d0-40e2-4c47-9be6-30c3f56c3b3d", + "id": "a102bf91-5390-4f03-adc7-be6a6e5edf07", "savedPayload": { "position": { "x": 37311.37957617027, @@ -1491,7 +1491,7 @@ } } }, - "id": "8d5298aa-c342-4a63-a079-b92e7fa68f13", + "id": "a23741fa-6084-4a17-8c61-955914d37dee", "savedPayload": { "position": { "x": 37433.400569093006, @@ -1514,7 +1514,7 @@ } } }, - "id": "e6f74813-e23b-4f21-adf4-bc589a7e5b13", + "id": "5990c949-3846-4d2e-932b-365630105f72", "savedPayload": { "position": { "x": 37480.33090860508, @@ -1538,7 +1538,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Fisher-MFI", - "id": "68ec90e2-66f2-4f55-9d37-d2893e0d4d2a" + "id": "b3ba1033-2f74-4944-b253-2fba2c17feb4" }, "referenceParentCombinedNodePath": [ [ @@ -1563,7 +1563,7 @@ } } ], - "id": "fbdd37bf-5b3b-45a8-aadd-16374bac84b7", + "id": "7fdc2c02-0154-405a-b387-7aebfe97c26c", "savedPayload": { "position": { "x": 37374.2648914271, @@ -1606,7 +1606,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Monte Carlo Forecast", "project": "Foundations", - "id": "c865ef06-1d37-4ffb-87cf-1c03b811d148", + "id": "f8a3f485-3168-428f-8029-d8c76d6a4bda", "savedPayload": { "position": { "x": 37736.39692578306, @@ -1630,7 +1630,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "edcddae4-8eb1-41fc-a93f-05192d74acf6" + "id": "b868d9cf-6682-4e8d-868d-7faae5c0db13" }, "referenceParentCombinedNodePath": [ [ @@ -1662,7 +1662,7 @@ } ], "outputDatasetFolders": [], - "id": "2ba0e5f2-4e06-4cb4-a53e-8a8bb34f6ff0", + "id": "3ebef911-9751-47c5-8de0-26435dff5dc8", "savedPayload": { "position": { "x": 37661.39692578306, @@ -1695,7 +1695,7 @@ "name": "Monte Carlo Forecast Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "23d994da-e9e7-4993-936b-caeee9f3b539", + "id": "de47398d-22cd-4e9a-9a00-531fa1206f37", "savedPayload": { "position": { "x": 37877.56308589869, @@ -1719,7 +1719,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "a8ed2a46-1955-4c5e-bbc8-497545eca719" + "id": "241d6d3d-7284-4a9f-920d-0565ec29d0c5" }, "referenceParentCombinedNodePath": [ [ @@ -1754,7 +1754,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "307a0dfb-0200-4f32-a20f-1de50bcd7eb2", + "id": "29aceab3-0328-4402-aaa3-b57663245fb4", "savedPayload": { "position": { "x": 38046.94372882605, @@ -1814,7 +1814,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - 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"id": "a393795c-4157-4044-9ab6-f0a971872af4", + "id": "a2924a09-bd4a-4194-8f91-ba9abdc756ed", "savedPayload": { "position": { "x": 36579.88485056977, @@ -3694,7 +3694,7 @@ } } }, - "id": "2383c795-da89-4e93-8a7f-1356f42462ae", + "id": "dd101490-0649-4ea8-8322-62f8b88437f3", "savedPayload": { "position": { "x": 36802.114727203676, @@ -3727,7 +3727,7 @@ "name": "New Record Formula", "code": "variable.price1d", "project": "Foundations", - "id": "4468e6f8-8e1a-48b6-8097-7227da65198c", + "id": "6424f4f3-b67d-4e3d-8e5b-cd5a33e96267", "savedPayload": { "position": { "x": 36571.574480471485, @@ -3750,7 +3750,7 @@ } } }, - "id": "8a1afd5f-83cf-474d-925f-eae355d4817b", + "id": "2e9261d1-3cd6-4b14-8db8-83644f1088de", "savedPayload": { "position": { "x": 36796.574480471485, @@ -3774,7 +3774,7 @@ } } ], - "id": "bf005645-cfc9-472d-a0d2-b25205fdccd7", + "id": "c05c21de-55a2-4d12-b542-34b2b49de9a2", "savedPayload": { "position": { "x": 37246.574480471485, @@ -3810,7 +3810,7 @@ "name": "New Procedure Javascript Code", "code": "\tlet candle = record.current //define candle pointer\n\tlet v = 1 // variance for the gaussian distributed random number -- higer is better but in order to keep reasonable computing time it should not exceed 5\n\tlet iter = 10000 // number of iteration of the Monte Carlo simulation\n\n\t//initialize lastClose array to avoid undefined or 0 value\n\tif(variable.lastClose.length === 0 ){\n\t\tvariable.lastClose.push(candle.close)\n\t}\n\n\t//fetch candle clos and previous candle close in an array\n\tvariable.lastClose.push(candle.close) \n\tif(variable.lastClose.length > 2) {\n\t\tvariable.lastClose.splice(0,1)\n\t}\n\n\t//calculate and store Periode Daily Return on all time periods\n\tvariable.PDR.push(Math.log(variable.lastClose[1] / variable.lastClose[0]))\n\n\t//statistic calculations of PDR\n\tvariable.totalPDR = 0\n\tfor(j=0 ; j < variable.PDR.length ; j++){\n\t\tvariable.totalPDR += variable.PDR[j]\n\t}\n\tvariable.avgPDR = variable.totalPDR / variable.PDR.length //average PDR\n\n\tvariable.prodvar = 0\n\t\t\t//variance and standard deviation calculations\n\tfor( var j = 0 ; j < variable.PDR.length ; j++){\n\t\tvariable.prodvar = variable.prodvar + Math.pow(variable.PDR[j] - variable.avgPDR,2)\n\t}\n\n\tvariable.varPDR = variable.prodvar / variable.PDR.length //variance\n\tvariable.sigPDR = Math.sqrt(variable.varPDR) //standard deviation\n\n\t//Drift calculation\n\tvariable.drift = variable.avgPDR - variable.varPDR / 2\n\t\n\t//Futur price array over iter number of values\n\tvariable.frct = []\n\tfor(var j = 0 ; j < iter ; j++){\n\t\tvariable.frct.push(candle.close * Math.exp(variable.drift + random(v) * variable.sigPDR))\n\t}\n\n\t//average of futur price\n\tvariable.totalFRCT = 0\n\tfor(j=0 ; j < variable.frct.length ; j++){\n\t\tvariable.totalFRCT += variable.frct[j]\n\t}\n\tvariable.futur = variable.totalFRCT / variable.frct.length\n\t\n\t//standard deviation of futur price\n\tvariable.prodvar = 0\n\tfor(var j = 0 ; j < variable.frct.length ; j++){\n\t\tvariable.prodvar = variable.prodvar + Math.pow(variable.frct[j] - variable.futur,2)\n\t}\n\tvariable.varFRCT = variable.prodvar / variable.PDR.length //variance\n\tvariable.stdF = Math.sqrt(variable.varFRCT) //standard deviation\n\t\n\t//price at 1% probability\n\tvariable.price1 = variable.stdF * 2.34 + variable.futur\n\tvariable.price1d = variable.futur - variable.stdF * 2.34 \n\t//price at 5% probability\n\tvariable.price5 = variable.stdF * 1.64 + variable.futur\n\tvariable.price5d = variable.futur - variable.stdF * 1.64 \n\t//price at 10% probability\n\tvariable.price10 = variable.stdF * 1.28 + variable.futur\n\tvariable.price10d = variable.futur - variable.stdF * 1.28 \n\t//price at 20% probability\n\tvariable.price20 = variable.stdF * 0.84 + variable.futur\n\tvariable.price20d = variable.futur - variable.stdF * 0.84 \n\t//price at 30% probability\n\tvariable.price30 = variable.stdF * 0.525 + variable.futur\n\tvariable.price30d = variable.futur - variable.stdF * 0.525 \n\t//price at 40% probability\n\tvariable.price40 = variable.stdF * 0.25 + variable.futur\n\tvariable.price40d = variable.futur - variable.stdF * 0.25 \n\t//price at 45% probability\n\tvariable.price45 = variable.stdF * 0.125 + variable.futur\n\tvariable.price45d = variable.futur - variable.stdF * 0.125 \n\n\t//Futur Begin and End\n\tvariable.BeginF = candle.begin + (candle.end - candle.begin)\n\tvariable.EndF = candle.end + (candle.end - candle.begin)\n\n\t//function declaration\n\t //gaussian distributed random number generation\n\t function random(va){\n\t\t var r = 0\n\t\t for(var i = va ; i>0 ; i--){\n\t\t\t r += Math.random()\n\t\t }\n\t\t return r/va\n\t }", "project": "Foundations", - "id": "2d2bec7e-2f22-4e40-8b76-733c2a692b43", + "id": "f835395c-4427-4dc0-b5c3-32b9f273296c", "savedPayload": { "position": { "x": 36075.9693959398, @@ -3833,7 +3833,7 @@ } } }, - "id": "cb43e145-8519-40b3-8e58-636dd0f1d6d1", + "id": "f5f40b09-8fea-4131-9b4f-fd4b46d32fa6", "savedPayload": { "position": { "x": 36300.9693959398, @@ -3865,7 +3865,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.lastClose = []\nvariable.PDR = []\nvariable.frct = []", "project": "Foundations", - "id": "f6591cf7-05e1-4b51-9a60-a438b2831911", + "id": "effd4793-1534-4d3a-b6a3-e73020a1b97d", "savedPayload": { "position": { "x": 35581.8351008308, @@ -3888,7 +3888,7 @@ } } }, - "id": "d52f6218-abcc-4cd1-81df-281e402c56d9", + "id": "7cfbcdd8-84cc-4d4b-ab0e-7bef95f504cb", "savedPayload": { "position": { "x": 35971.5465325338, @@ -3911,7 +3911,7 @@ } } }, - "id": "f5865232-93a7-4a8a-b48d-2a6d8faff41b", + "id": "354d4567-6faf-4cc1-8ade-0c09f2d9589c", "savedPayload": { "position": { "x": 36750.9693959398, @@ -3934,7 +3934,7 @@ } } }, - "id": "1d3c8d81-8116-4319-b901-1b692b66b4d4", + "id": "be492cfc-9c0c-438a-b5bb-cbc309f965f4", "savedPayload": { "position": { "x": 37387.36549900769, @@ -3958,7 +3958,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Monte Carlo Forecast", - "id": "3689d6a4-2206-4496-afe2-ac47c285cde9" + "id": "2bd8880a-40de-4c13-99c4-d21b0d3694f6" }, "referenceParentCombinedNodePath": [ [ @@ -3983,7 +3983,7 @@ } } ], - "id": "2809f92c-a657-4b9e-93fd-192e017e8533", + "id": "1f575059-b365-478a-9e28-ee3b560345c5", "savedPayload": { "position": { "x": 37316.969989739584, @@ -4026,7 +4026,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market MAMA_PLUV", "project": "Foundations", - "id": "0f322d9c-eef7-4e4b-80e9-ebc03f0ae9ec", + "id": "70fbece3-afb2-401c-a861-824768e85704", "savedPayload": { "position": { "x": 37590.48321076812, @@ -4050,7 +4050,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "82a8db6d-dcbf-4d54-b0f3-581c8e4a0a1e" + "id": "0646eb90-e030-4d26-b732-14368f00a5f5" }, "referenceParentCombinedNodePath": [ [ @@ -4084,7 +4084,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Keltner MAMA", "project": "Foundations", - "id": "b15cab49-8a1c-4038-a7e0-726ce513868e", + "id": "0c225bfb-0af8-4ad4-aecf-77d42d5ed9fd", "savedPayload": { "position": { "x": 37908.24518293128, @@ -4108,7 +4108,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "7847f1d2-40ee-4243-bb82-e08057bd0272" + "id": "ea2215a5-eba2-4b9b-a8cf-e133066e2ebd" }, "referenceParentCombinedNodePath": [ [ @@ -4142,7 +4142,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Keltner EMA", "project": "Foundations", - "id": "9de0900b-8eb7-46da-a446-e102fd1a61ca", + "id": "207e0c34-6fa1-40e2-888e-17e8bc328bea", "savedPayload": { "position": { "x": 37924.898382232954, @@ -4166,7 +4166,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "db65869a-9d39-49a0-8692-1d3bf079828c" + "id": "ea12efca-5cc8-41fc-bda2-6736810c9ad2" }, "referenceParentCombinedNodePath": [ [ @@ -4198,7 +4198,7 @@ } ], "outputDatasetFolders": [], - "id": "368da04f-b457-4b9c-bfb2-cf988379ce0d", + "id": "e055545d-e11d-4410-9c84-8747e630bf96", "savedPayload": { "position": { "x": 37757.69079650054, @@ -4231,7 +4231,7 @@ "name": "Monte Carlo Forecast Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "64eba3a3-963c-41a1-a99d-665ff7e39d26", + "id": "796ec3e4-cf7f-4786-aa89-17085eedf7c3", "savedPayload": { "position": { "x": 37608.13614985521, @@ -4255,7 +4255,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "a8ed2a46-1955-4c5e-bbc8-497545eca719" + "id": "241d6d3d-7284-4a9f-920d-0565ec29d0c5" }, "referenceParentCombinedNodePath": [ [ @@ -4290,7 +4290,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "3cbf1ec1-993e-4ff2-aa33-e5191a842be4", + "id": "6e42c698-a86a-4c2e-8176-61ef05dd1868", "savedPayload": { "position": { "x": 37627.51679278257, @@ -4350,7 +4350,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "45ae25dd-177b-4f8a-82e4-8cd99435e268", + "id": "fa314274-cea4-4a15-ae0f-75f1fc0bf057", "savedPayload": { "position": { "x": 37534.81169447009, @@ -4408,7 +4408,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "daebb7d7-60b5-4338-86c3-90de1d5d4ec2", + "id": "7143ba9d-1767-4c19-939e-bf2ca49891a8", "savedPayload": { "position": { "x": 37365.43105154272, @@ -4464,7 +4464,7 @@ } ], "dataMineDataDependencies": [], - "id": "539f39a3-42fb-42ba-8da7-f763aa787fd4", + "id": "ccd3bcb0-7bd3-4cb2-a2a3-35574ac6fc30", "savedPayload": { "position": { "x": 38035.11184240261, @@ -4491,7 +4491,7 @@ "type": "Status Report", "name": "KBS", "project": "Foundations", - "id": "5d14396e-3028-438a-8a72-73d6a29b5780", + "id": "d11405cd-9b9b-4f13-8a06-fc6ddae47b78", "savedPayload": { "position": { "x": 38047.30283040001, @@ -4518,7 +4518,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "d4fd6774-667a-4ef2-94b0-77b779623d7c", + "id": "e880f34e-4c2b-468d-bdb9-86dc031dc26d", "savedPayload": { "position": { "x": 37941.55158153462, @@ -4576,7 +4576,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "66b871fa-cc53-49a9-8103-95e1bb35d1bf", + "id": "5e19b0e3-05dd-4dc6-aa13-8e640db38593", "savedPayload": { "position": { "x": 37746.19405753852, @@ -4599,7 +4599,7 @@ } } }, - "id": "fb35af34-b5d8-48c2-91db-8375ef85c363", + "id": "7947b7e9-d85f-49b3-9067-4fe023d3eeba", "savedPayload": { "position": { "x": 37607.1364100698, @@ -4636,7 +4636,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily MAMA_PLUV", "project": "Foundations", - "id": "743a752c-1501-47d4-ae52-46475fb7ad75", + "id": "f2962752-2877-4362-8fe7-51f661af8549", "savedPayload": { "position": { "x": 38023.435629471205, @@ -4660,7 +4660,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "ce6d2b4c-cd17-414a-82f6-e64a392423f2" + "id": "b57a9e46-0f52-4555-8d9e-d3ae8e19e929" }, "referenceParentCombinedNodePath": [ [ @@ -4694,7 +4694,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Keltner MAMA", "project": "Foundations", - "id": "0369d319-b713-4330-9483-f06b3bd5d5fa", + "id": "4838d03c-d3e6-4213-9a91-a99074bb573b", "savedPayload": { "position": { "x": 37963.49537596843, @@ -4718,7 +4718,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "dca60783-dcc3-44b9-a957-2323b16b7c84" + "id": "03bb5167-53f7-44c9-ba36-9f6f26c99d50" }, "referenceParentCombinedNodePath": [ [ @@ -4752,7 +4752,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Keltner EMA", "project": "Foundations", - "id": "b30776e0-e61e-4c23-8410-6b47268a8abb", + "id": "5a7e01cb-32f3-4c9e-a1f8-7e1a829e000f", "savedPayload": { "position": { "x": 37599.17156075928, @@ -4776,7 +4776,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "531a477a-534c-4735-9ac0-bb692704149d" + "id": "8fd1c44b-d9b4-461b-9622-914c1a4d8908" }, "referenceParentCombinedNodePath": [ [ @@ -4808,7 +4808,7 @@ } ], "outputDatasetFolders": [], - "id": "a0b45f6a-ada7-46d0-b672-a141f22082ce", + "id": "a49f8ff1-2f6e-4ff8-91a4-0079ce920f21", "savedPayload": { "position": { "x": 37443.88013369776, @@ -4841,7 +4841,7 @@ "name": "Keltner Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "a6c1a500-eb4a-4ccc-92c5-df863779169a", + "id": "3f262101-83a0-4519-9e37-28b2c99e8855", "savedPayload": { "position": { "x": 37743.88013369776, @@ -4865,7 +4865,7 @@ "referenceParent": { "type": "Status Report", "name": "KBS", - "id": "e10746b1-3ffb-4367-a819-cf5f4477c907" + "id": "c5eb56da-07d5-4c9e-b0ab-e51fd28c44fc" }, "referenceParentCombinedNodePath": [ [ @@ -4900,7 +4900,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "740c132f-c52d-4dbb-816a-26b50c60091f", + "id": "4f9c493b-424d-423c-8b49-e0d8b330e317", "savedPayload": { "position": { "x": 37648.528960139025, @@ -4959,7 +4959,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "57a30217-4bcd-4543-8498-74fe5d501e64", + "id": "8967f7bc-5c77-4a0d-a5e1-c949ffc9733a", "savedPayload": { "position": { "x": 37524.2648914271, @@ -5019,7 +5019,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "42c12222-adfc-4ae2-be14-f982c0a848fe", + "id": "ac38ae25-cd4a-4720-a159-e73cb0d2e5d5", "savedPayload": { "position": { "x": 37379.55631848861, @@ -5077,7 +5077,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "428387f0-1b1d-4ad8-826f-b09d095ddd3d", + "id": "4e6e4b37-ea69-459f-a9ad-c8fa761be7fd", "savedPayload": { "position": { "x": 37224.2648914271, @@ -5133,7 +5133,7 @@ } ], "dataMineDataDependencies": [], - "id": "7ad2f88d-a412-40c0-960d-18c73e0814fb", + "id": "ad94590a-225a-4dae-8bda-579958354905", "savedPayload": { "position": { "x": 37224.2648914271, @@ -5160,7 +5160,7 @@ "type": "Status Report", "name": "KBS", "project": "Foundations", - "id": "e10746b1-3ffb-4367-a819-cf5f4477c907", + "id": "c5eb56da-07d5-4c9e-b0ab-e51fd28c44fc", "savedPayload": { "position": { "x": 36924.2648914271, @@ -5187,7 +5187,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "9ea89a0f-f0bf-4a32-985c-032d2a084a39", + "id": "4a6a80f7-00b9-4d73-9088-7c06baff566e", "savedPayload": { "position": { "x": 36774.2648914271, @@ -5245,7 +5245,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "d6b8d29c-3c76-41f4-9418-229fafe33a5b", + "id": "b3cd46e1-d890-4067-a0a4-2107ca994414", "savedPayload": { "position": { "x": 36664.457270291765, @@ -5268,7 +5268,7 @@ } } }, - "id": "6e4d4a5c-d52e-40ef-8dc1-c82b8dc3e43f", + "id": "895f291b-2b0c-4137-a5dd-43395e149c15", "savedPayload": { "position": { "x": 37612.85688502602, @@ -5304,7 +5304,7 @@ "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": "82a8db6d-dcbf-4d54-b0f3-581c8e4a0a1e", + "id": "0646eb90-e030-4d26-b732-14368f00a5f5", "savedPayload": { "position": { "x": 36264.52671331307, @@ -5332,7 +5332,7 @@ "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": "ce6d2b4c-cd17-414a-82f6-e64a392423f2", + "id": "b57a9e46-0f52-4555-8d9e-d3ae8e19e929", "savedPayload": { "position": { "x": 36039.52671331307, @@ -5370,7 +5370,7 @@ "type": "Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "9c6d67a7-a30a-4e2d-bf3b-aec8b9fbdc46", + "id": "3eaf9473-907e-47f0-8732-84da3a29482b", "savedPayload": { "position": { "x": 35559.834360781795, @@ -5393,7 +5393,7 @@ } } }, - "id": "00dd625e-4bfb-490b-9e69-7d7b13e46eaa", + "id": "891734a8-bbed-4d74-b7e7-bf814526197a", "savedPayload": { "position": { "x": 35644.209360781795, @@ -5425,7 +5425,7 @@ "type": "Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "95204dd1-a603-4325-9146-eaf9469a2eb3", + "id": "9457008a-5884-46c0-b4d3-cf45c723db15", "savedPayload": { "position": { "x": 35436.30078700455, @@ -5448,7 +5448,7 @@ } } }, - "id": "0e6a52a1-9939-4de3-b5a8-62a5133a5278", + "id": "1b854811-c99e-4d5c-a11f-9cbf6783a4aa", "savedPayload": { "position": { "x": 35582.44257389317, @@ -5480,7 +5480,7 @@ "type": "Record Formula", "code": "variable.mama", "project": "Foundations", - "id": "4d063414-b170-4479-b607-87da47e21cd6", + "id": "86187100-545d-4210-8ccf-804e64269a65", "savedPayload": { "position": { "x": 35391.084360781795, @@ -5503,7 +5503,7 @@ } } }, - "id": "3ab228b1-ea3b-437a-aa1e-ce71bd446c60", + "id": "6d7641a6-b368-471f-9ca7-cebffca63806", "savedPayload": { "position": { "x": 35559.834360781795, @@ -5536,7 +5536,7 @@ "name": "New Record Formula", "code": "variable.fama", "project": "Foundations", - "id": "3fcb9086-cfca-4e7a-91e8-3be6fbadfae6", + "id": "370ebbe1-a4c0-4ee2-874c-08c97d82b4a0", "savedPayload": { "position": { "x": 35495.84003351472, @@ -5559,7 +5559,7 @@ } } }, - "id": "9352b2d1-8bae-43f0-a9f0-e9aa4325640f", + "id": "84470fb2-1392-4552-9dca-b76f7da31f97", "savedPayload": { "position": { "x": 35582.44257389317, @@ -5592,7 +5592,7 @@ "name": "New Record Formula", "code": "variable.closePrice", "project": "Foundations", - "id": "78b4aedf-a9fe-4d50-a7c0-fc08d53d0b5c", + "id": "59ba7fb1-91ab-4c10-a338-4899b91f341b", "savedPayload": { "position": { "x": 35594.209360781795, @@ -5615,7 +5615,7 @@ } } }, - "id": "8a3cfa3f-0676-46bb-906a-e7c215c4b457", + "id": "0af56274-c7b1-4647-b1f7-000b7bc15e50", "savedPayload": { "position": { "x": 35644.209360781795, @@ -5639,7 +5639,7 @@ } } ], - "id": "e5fbb1a8-2c71-4c5a-8775-e615a767c546", + "id": "388b6739-0e19-4afd-9566-c01c8302be91", "savedPayload": { "position": { "x": 35728.584360781795, @@ -5674,7 +5674,7 @@ "type": "Procedure Javascript Code", "code": "/* Loop Code */\n// * NOTE * - Lookback to start is 6 - That means 6 previous before current.\nlet candle = record.current;\n\nlet hl2 = (candle.max + candle.min) / 2; // (high + low) / 2\nlet hl2ArrLen = variable.hl2Arr.push(hl2);\nif (hl2ArrLen > 16) {\n variable.hl2Arr.splice(0, 13); // Bring back to length == 4\n hl2ArrLen = variable.hl2Arr.length;\n}\n\nif (hl2ArrLen < 4) {\n variable.mama = 0;\n variable.fama = 0;\n} else {\n let sp = ( (4 * hl2) +\n (3 * variable.hl2Arr[hl2ArrLen-2]) +\n (2 * variable.hl2Arr[hl2ArrLen-3]) +\n (variable.hl2Arr[hl2ArrLen-4])) / 10;\n \n let spArrLen = variable.spArr.push(sp);\n if (spArrLen > 16) {\n variable.spArr.splice(0,10);\n spArrLen = variable.spArr.length;\n }\n\n let dt = (.0962 * sp +\n .5769 * variable.spArr[spArrLen-3] -\n .5769 * variable.spArr[spArrLen-5] -\n .0962 * variable.spArr[spArrLen-7]) *\n (.075 * variable.pPrev + .54);\n let dtArrLen = variable.dtArr.push(dt);\n if (dtArrLen > 16) {\n variable.dtArr.splice(0,10);\n dtArrLen = variable.dtArr.length;\n }\n\n let q1 = (.0962 * dt +\n .5769 * variable.dtArr[dtArrLen-3] -\n .5769 * variable.dtArr[dtArrLen-5] -\n .0962 * variable.dtArr[dtArrLen-7]) *\n (.075 * variable.pPrev + .54);\n let q1ArrLen = variable.q1Arr.push(q1);\n if (q1ArrLen > 16) {\n variable.q1Arr.splice(0,10);\n q1ArrLen = variable.q1Arr.length;\n }\n\n let i1 = variable.dtArr[dtArrLen-4];\n let i1ArrLen = variable.i1Arr.push(i1);\n if (i1ArrLen > 16) {\n variable.i1Arr.splice(0,10);\n i1ArrLen = variable.i1Arr.length;\n }\n\n let jI = (.0962 * i1 +\n .5769 * variable.i1Arr[i1ArrLen-3] -\n .5769 * variable.i1Arr[i1ArrLen-5] -\n .0962 * variable.i1Arr[i1ArrLen-7]) *\n (.075 * variable.pPrev + .54);\n \n let jq = (.0962 * q1 +\n .5769 * variable.q1Arr[q1ArrLen-3] -\n .5769 * variable.q1Arr[q1ArrLen-5] -\n .5769 * variable.q1Arr[q1ArrLen-7]) *\n (.075 * variable.pPrev + .54);\n \n let i2_ = i1 - jq;\n let q2_ = q1 + jI;\n let i2 = .2 * i2_ + .8 * variable.i2Prev;\n let q2 = .2 * q2_ + .8 * variable.q2Prev;\n let re_ = i2 * variable.i2Prev + q2 * variable.q2Prev;\n let im_ = i2 * variable.q2Prev - q2 * variable.i2Prev;\n let re = .2 * re_ + .8 * variable.rePrev;\n let im = .2 * im_ + .8 * variable.imPrev;\n\n let p1 = (im != 0 && re != 0) ? (360/Math.atan(im/re)) : variable.pPrev;\n\n let p2 = (p1 > (1.5 * variable.p1Prev)) ? \n (1.5 * variable.p1Prev) :\n (p1 < 0.67 * variable.p1Prev) ?\n (0.67 * variable.p1Prev) : p1;\n \n let p3 = (p2 < 6) ? 6 :\n (p2 > 50) ? 50 : p2;\n \n let p = .2 * p3 + .8 * variable.p3Prev;\n\n let spp = .33 * p + .67 * variable.sppPrev;\n let phase = Math.atan(q1 / i1);\n let dphase_ = variable.phasePrev - phase;\n let dphase = (dphase_ < 1) ? 1 : dphase_;\n let alpha_ = variable.fastLimit / dphase;\n\n let alpha = (alpha_ < variable.slowLimit) ?\n variable.slowLimit :\n (alpha_ > variable.fastLimit) ?\n variable.fastLimit : alpha_;\n \n /* mama && fama variable declarations: */ \n variable.mama = alpha * hl2 + (1 - alpha) * variable.mamaPrev;\n variable.fama = .5 * alpha * variable.mama + (1 - .5 * alpha) * variable.famaPrev;\n\n /* Load up variable.Prevs */\n variable.pPrev = p;\n variable.i2Prev = i2;\n variable.q2Prev = q2;\n variable.rePrev = re;\n variable.imPrev = im;\n variable.p1Prev = p1;\n variable.p3Prev = p3;\n variable.sppPrev = spp;\n variable.phasePrev = phase;\n variable.mamaPrev = variable.mama;\n variable.famaPrev = variable.fama;\n}\n\nif (!isFinite(variable.mama)) {\n variable.mama = (isFinite(variable.mamaPrev) ? variable.mamaPrev :\n ((candle.close + candle.max + candle.min) / 3));\n}\nif (!isFinite(variable.fama)) {\n variable.fama = (isFinite(variable.famaPrev) ? variable.famaPrev :\n ((candle.close + candle.max + candle.min) / 3));\n}\nvariable.closePrice = candle.close;", "project": "Foundations", - "id": "e51552c7-d43a-4081-987e-7437feca2578", + "id": "e67bdb7c-0011-46df-bcb5-3e5cd5337a95", "savedPayload": { "position": { "x": 35591.99186039734, @@ -5698,7 +5698,7 @@ } } }, - "id": "efd35b38-5102-464d-9bca-a4a8fcdd07c0", + "id": "de8a2613-e81f-4894-a386-809c007f91b9", "savedPayload": { "position": { "x": 35815.7592868552, @@ -5729,7 +5729,7 @@ "type": "Procedure Javascript Code", "code": "/* Initialization Code */\nvariable.fastLimit = 0.375; // Orig Setting:0.5\nvariable.slowLimit = 0.0375; // Orig Setting:0.05\nvariable.hl2Arr = []; // Max Length == 16\nvariable.spArr = [0,0,0,0,0,0]; // Max Length == 16\nvariable.dtArr = [0,0,0,0,0,0]; // Max Length == 16\nvariable.q1Arr = [0,0,0,0,0,0]; // Max Length == 16\nvariable.i1Arr = [0,0,0,0,0,0]; // Max Length == 16\nvariable.pPrev = 0;\nvariable.i2Prev = 0;\nvariable.q2Prev = 0;\nvariable.rePrev = 0;\nvariable.imPrev = 0;\nvariable.p1Prev = 0;\nvariable.p3Prev = 0;\nvariable.sppPrev = 0;\nvariable.phasePrev = 0;\nvariable.mamaPrev = 0;\nvariable.famaPrev = 0;", "project": "Foundations", - "id": "b0cfad7a-9c2c-4ff3-9c7e-2890b527c4ba", + "id": "ef3da038-0a6c-4225-8aa8-fb8446533415", "savedPayload": { "position": { "x": 35856.495223928956, @@ -5752,7 +5752,7 @@ } } }, - "id": "dba4f51b-6bf6-49ec-ac6e-628b5ebe2e9e", + "id": "4da29ae7-e68e-4951-8fc8-7476209fb90b", "savedPayload": { "position": { "x": 35948.01096862101, @@ -5775,7 +5775,7 @@ } } }, - "id": "4ed09d56-b762-4f88-b6d8-46e536429ae2", + "id": "0460f4e6-f835-4eed-ba13-5a3d9e68b26d", "savedPayload": { "position": { "x": 36039.52671331307, @@ -5798,7 +5798,7 @@ } } }, - "id": "9948d9f8-c05e-4b3c-88c3-6bb2fd58b7d4", + "id": "073fda03-14e8-4772-a4fd-e73ecb24475a", "savedPayload": { "position": { "x": 37306.02763720831, @@ -5822,7 +5822,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Fisher-MFI", - "id": "68ec90e2-66f2-4f55-9d37-d2893e0d4d2a" + "id": "b3ba1033-2f74-4944-b253-2fba2c17feb4" }, "referenceParentCombinedNodePath": [ [ @@ -5857,7 +5857,7 @@ "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": "7847f1d2-40ee-4243-bb82-e08057bd0272", + "id": "ea2215a5-eba2-4b9b-a8cf-e133066e2ebd", "savedPayload": { "position": { "x": 36475.90832281661, @@ -5885,7 +5885,7 @@ "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": "dca60783-dcc3-44b9-a957-2323b16b7c84", + "id": "03bb5167-53f7-44c9-ba36-9f6f26c99d50", "savedPayload": { "position": { "x": 36351.844685523836, @@ -5924,7 +5924,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "15ef1619-ac06-4281-b0f0-0f5486cce646", + "id": "d70d4bc9-ae9e-4888-9efc-6ab9c65a1b9f", "savedPayload": { "position": { "x": 35737.91098951484, @@ -5947,7 +5947,7 @@ } } }, - "id": "1f59802b-07bc-4273-8e8b-8b4bc0b2b3f2", + "id": "07f60b29-4f1f-4957-bdc4-6538afa3c325", "savedPayload": { "position": { "x": 35838.28058046867, @@ -5980,7 +5980,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "ea1106dd-0d0a-4a74-9f34-71bda077e11b", + "id": "097c5b53-7bd9-4a2f-84d9-0ef1def41a91", "savedPayload": { "position": { "x": 35611.044330043514, @@ -6003,7 +6003,7 @@ } } }, - "id": "4cb92712-7af9-48a4-8c79-cab17ecde359", + "id": "5a010e61-2e67-4dd3-9744-541b39d7e5d8", "savedPayload": { "position": { "x": 35753.70280748779, @@ -6036,7 +6036,7 @@ "name": "New Record Formula", "code": "variable.MAMA", "project": "Foundations", - "id": "c5468695-56a3-4fce-9617-5c6250e7ac96", + "id": "389c4263-8f36-4e83-b074-5c1ce6cd85f3", "savedPayload": { "position": { "x": 35598.85334204612, @@ -6059,7 +6059,7 @@ } } }, - "id": "1446b01a-c0d4-4a1b-a86e-b3475f22783a", + "id": "5d86172e-a083-4fa4-867d-ff5d5f357106", "savedPayload": { "position": { "x": 35745.57548215619, @@ -6092,7 +6092,7 @@ "name": "New Record Formula", "code": "variable.Upper", "project": "Foundations", - "id": "d737e951-76f9-49ad-bbbe-e691fe016f2a", + "id": "35af55ea-005f-46a0-bda4-df9428cfec33", "savedPayload": { "position": { "x": 35704.604590911506, @@ -6115,7 +6115,7 @@ } } }, - "id": "b9ff7e91-7652-47b6-973f-985cfbb32aeb", + "id": "6b1064c1-1082-4614-8481-e4ffb3700f8a", "savedPayload": { "position": { "x": 35816.076314733116, @@ -6148,7 +6148,7 @@ "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", - "id": "b2c1e570-ee19-4d6f-9ac8-7294f06ff7fe", + "id": "3c85c46c-e217-4b77-a7fe-ebb81ea15684", "savedPayload": { "position": { "x": 35899.962114907605, @@ -6171,7 +6171,7 @@ } } }, - "id": "f2e5097f-7dce-47fd-930b-8d8f6735d69f", + "id": "1af4a416-6278-43c3-90d6-922669d602d4", "savedPayload": { "position": { "x": 35946.314664063844, @@ -6195,7 +6195,7 @@ } } ], - "id": "154e6829-04d8-44f4-b398-897b8b5f03ba", + "id": "3b758b9a-ecc2-4f7b-8211-e89e76f8ec8d", "savedPayload": { "position": { "x": 36039.01976237633, @@ -6231,7 +6231,7 @@ "name": "New Procedure Javascript Code", "code": "let candle = record.current\nlet MAMA_PLUV = getElement('MAMAs', candle)\nlet P = 10 //periodes for ATR calculation\n\n//True range\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - candle.close),Math.abs(candle.min-candle.close)))\nif(variable.TR.length > P) {\n\tvariable.TR.splice(0,1)\n}\n\n//ATR\nvariable.ATR = 0\nfor(var i=0 ; i < variable.TR.length ; i++){\n\t\tvariable.ATR += variable.TR[i]\n}\nvariable.ATR = variable.ATR / P\n//put your mama in a local variable... \nif(MAMA_PLUV.mama === undefined){\n\tvariable.MAMA = candle.close\n}\nelse {\n\tvariable.MAMA = MAMA_PLUV.mama\n}\n//calculate Upper and Lower Band for Keltner channels\nif(variable.ATR === undefined || isNaN(variable.ATR)){\n\tvariable.Upper = variable.MAMA\n\tvariable.Lower = variable.MAMA\n}\nelse{\n\tvariable.Upper = variable.MAMA + 2 * variable.ATR\n\tvariable.Lower = variable.MAMA - 2* variable.ATR\n}\n", "project": "Foundations", - "id": "34915838-ccf1-4cb0-a2f5-26ae556d817d", + "id": "36c87945-b190-40cc-a21b-34050d94a227", "savedPayload": { "position": { "x": 35469.626447850416, @@ -6254,7 +6254,7 @@ } } }, - "id": "c6eb927a-ce06-4d58-9d5f-d58809cef018", + "id": "3ad2bc82-bec3-45ba-b990-1265b7d6aaed", "savedPayload": { "position": { "x": 35721.22761823404, @@ -6286,7 +6286,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.TR = []", "project": "Foundations", - "id": "f4717118-b734-4c66-b4d3-89116127b31d", + "id": "8181373d-3e4c-4997-85ce-981ec1cb5c24", "savedPayload": { "position": { "x": 35815.838509235706, @@ -6309,7 +6309,7 @@ } } }, - "id": "5fce24cc-51a7-45b1-9007-b9946a966e33", + "id": "7c420b06-e310-4671-9adc-016943519fec", "savedPayload": { "position": { "x": 35952.03565915757, @@ -6332,7 +6332,7 @@ } } }, - "id": "979bdcb8-62c3-4f5b-8ec1-9cc5082839dc", + "id": "13bd2d60-a1b6-46f6-988a-a044b54cdbc3", "savedPayload": { "position": { "x": 36224.4299590013, @@ -6355,7 +6355,7 @@ } } }, - "id": "33125799-a99b-47e6-90c1-f0f9ccfd103f", + "id": "682ce9fe-d371-48ef-974e-4ebba4027d32", "savedPayload": { "position": { "x": 37104.59648249426, @@ -6379,7 +6379,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Keltner MAMA channels", - "id": "48d20429-68ee-4ca5-a117-97a3fd04ece2" + "id": "880bbebb-e74d-4c13-8c7c-51faaffc9eab" }, "referenceParentCombinedNodePath": [ [ @@ -6414,7 +6414,7 @@ "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": "db65869a-9d39-49a0-8692-1d3bf079828c", + "id": "ea12efca-5cc8-41fc-bda2-6736810c9ad2", "savedPayload": { "position": { "x": 36447.929315739355, @@ -6442,7 +6442,7 @@ "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": "531a477a-534c-4735-9ac0-bb692704149d", + "id": "8fd1c44b-d9b4-461b-9622-914c1a4d8908", "savedPayload": { "position": { "x": 36338.94793653855, @@ -6481,7 +6481,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "9f89f0f5-0d76-4366-a40e-a3a3cdb06629", + "id": "0ee464ec-2f10-4ec4-b9e5-39f84a0bacd9", "savedPayload": { "position": { "x": 35719.21581018518, @@ -6504,7 +6504,7 @@ } } }, - "id": "0bb9ac87-cda2-4251-9847-c3fc5d1dd605", + "id": "e88929f5-7081-42ac-b914-dc1136a82ca3", "savedPayload": { "position": { "x": 35830.687534006785, @@ -6537,7 +6537,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "7481d218-2e54-42b6-9231-0ce3d619592a", + "id": "ac51d800-328e-485d-9f02-d015b5791f01", "savedPayload": { "position": { "x": 35613.46456131979, @@ -6560,7 +6560,7 @@ } } }, - "id": "51a4e785-f7ff-4dc7-90fb-6ec8ec344593", + "id": "c15cae8c-c23b-4c2c-adda-518dab59d9d0", "savedPayload": { "position": { "x": 35760.18670142986, @@ -6593,7 +6593,7 @@ "name": "New Record Formula", "code": "variable.ema", "project": "Foundations", - "id": "64f19fe5-29d6-4980-b84a-77358956cf5f", + "id": "e89bfae4-f3b7-4b8d-96e7-a689330173ef", "savedPayload": { "position": { "x": 35625.65554931719, @@ -6616,7 +6616,7 @@ } } }, - "id": "7d14dfdf-0418-4253-8f14-d7d4494beb28", + "id": "768bd7f5-7917-47be-89f2-b8e6b548130a", "savedPayload": { "position": { "x": 35768.31402676146, @@ -6649,7 +6649,7 @@ "name": "New Record Formula", "code": "variable.Upper", "project": "Foundations", - "id": "fe6b951d-4210-462c-9185-b1875e176515", + "id": "5226e6c2-103b-43db-ab14-c63673f081c1", "savedPayload": { "position": { "x": 35752.52220878852, @@ -6672,7 +6672,7 @@ } } }, - "id": "1f463cff-415b-42fe-90a0-57265764ba33", + "id": "77f901c7-a8fa-4c08-a364-743c449ff105", "savedPayload": { "position": { "x": 35852.89179974235, @@ -6705,7 +6705,7 @@ "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", - "id": "4b5ceb80-0f76-429a-9ee5-ce03d039c23f", + "id": "03bb4643-a9f3-40d2-8a49-7d3f476bb35e", "savedPayload": { "position": { "x": 35960.070720782016, @@ -6728,7 +6728,7 @@ } } }, - "id": "9e47465c-c1be-47a3-936c-c8bd04d6b2be", + "id": "79ab45ea-1601-4e90-9ff7-517834fed4e8", "savedPayload": { "position": { "x": 35991.25747440468, @@ -6752,7 +6752,7 @@ } } ], - "id": "915230bf-842d-4f41-b107-ebbfcbf057f4", + "id": "7a70bfa4-177d-4103-b108-386dd27a12c6", "savedPayload": { "position": { "x": 36053.63098165001, @@ -6788,7 +6788,7 @@ "name": "New Procedure Javascript Code", "code": "let candle = record.current\nlet P = 10 //periodes for ATR calculation\nlet len = 20 // periods for EMA calculation\n\n//Manage previousEMA undefined value\nif(variable.previousEMA === undefined){\n\t\tvariable.previousEMA = candle.close\n}\n\n//True range\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - candle.close),Math.abs(candle.min-candle.close)))\nif(variable.TR.length > P) {\n\tvariable.TR.splice(0,1)\n}\n\n//ATR\nvariable.ATR = 0\nfor(var i=0 ; i < variable.TR.length ; i++){\n\t\tvariable.ATR += variable.TR[i]\n}\nvariable.ATR = variable.ATR / P\n\n//calculate ema\nvariable.ema = calculateEMA(len, candle.close, variable.previousEMA)\nvariable.previousEMA = variable.ema\n//calculate Upper and Lower Band for Keltner channels\nif(variable.ATR === undefined || isNaN(variable.ATR)){\n\tvariable.Upper = variable.ema\n\tvariable.Lower = variable.ema\n}\nelse{\n\tvariable.Upper = variable.ema + 2 * variable.ATR\n\tvariable.Lower = variable.ema - 2* variable.ATR\n}\n\n//EMA calculation\nfunction calculateEMA(periods, price, previousEMA) {\n let k = 2 / (periods + 1)\n return price * k + previousEMA * (1-k)\n}\n", "project": "Foundations", - "id": "529c3d9e-09f6-450f-941a-ed31b221c479", + "id": "59fc736b-307f-4a16-b540-d2579ac8e81d", "savedPayload": { "position": { "x": 35572.162374740336, @@ -6811,7 +6811,7 @@ } } }, - "id": "8659762d-39f0-4fc0-a744-8f07be370cf0", + "id": "d8dc22bd-29e1-475d-92a7-e5110aa477a9", "savedPayload": { "position": { "x": 35805.30616317743, @@ -6843,7 +6843,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.TR = []", "project": "Foundations", - "id": "9c8e392f-c8a9-4da8-9b93-7d8fc775f4e2", + "id": "4d353bed-029a-4b6f-92c5-49e53b7dfa55", "savedPayload": { "position": { "x": 35949.062585460844, @@ -6866,7 +6866,7 @@ } } }, - "id": "79d31830-33b4-4fb2-858a-fb0d757dd459", + "id": "d1731fd3-d46b-4255-97a0-1d1d768c7bb9", "savedPayload": { "position": { "x": 36056.572970324436, @@ -6889,7 +6889,7 @@ } } }, - "id": "dcebbf56-0045-47f7-96c8-82025a08d476", + "id": "b27efffc-6c27-4b68-b079-ec1b6f3a65f7", "savedPayload": { "position": { "x": 36271.59374005161, @@ -6912,7 +6912,7 @@ } } }, - "id": "e24f491e-544e-4595-91a7-c193524968aa", + "id": "c5add427-ec0f-4be5-8452-601312979f85", "savedPayload": { "position": { "x": 36966.230807831926, @@ -6936,7 +6936,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Keltner EMA channels", - "id": "dc5f54c1-ccab-4bfe-b3ae-35e0d107969e" + "id": "5b7845f4-6916-45d7-b4d9-96d429059325" }, "referenceParentCombinedNodePath": [ [ @@ -6961,7 +6961,7 @@ } } ], - "id": "fde55a56-1fad-4ee0-be47-534551c183a3", + "id": "cb736384-eece-4b48-a040-95171d354f3e", "savedPayload": { "position": { "x": 37166.969989739584, @@ -7004,7 +7004,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market One minute counters", "project": "Foundations", - "id": "2ebfa2cd-d10e-4f69-9f3e-7711948ec0d8", + "id": "1e0a7970-d1eb-4e92-8b0c-a3f32c9019db", "savedPayload": { "position": { "x": 37121.94047820647, @@ -7028,7 +7028,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "c33512ae-3e05-41e8-8852-b448ef3ef199" + "id": "8317211c-5d38-4a76-aea8-cad4368cc332" }, "referenceParentCombinedNodePath": [ [ @@ -7060,7 +7060,7 @@ } ], "outputDatasetFolders": [], - "id": "3694396e-1665-4690-a5b3-5b5db6fbd5f3", + "id": "6baf1b5b-9903-4f10-85f7-27c4c4518426", "savedPayload": { "position": { "x": 36992.0366676388, @@ -7093,7 +7093,7 @@ "name": "One-Min counters Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "38139985-8f1c-40ec-b1d4-a6f194dd1d1a", + "id": "543de1e7-3302-40fd-92a3-ca324d3d8456", "savedPayload": { "position": { "x": 37310.48942568162, @@ -7117,7 +7117,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "9dae78c1-9c56-476a-8df7-7fd2fe51a78a" + "id": "0fe73480-0ba4-45b7-a11e-46f9cd0c71aa" }, "referenceParentCombinedNodePath": [ [ @@ -7152,7 +7152,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "d182eed9-8f1c-4b3a-9e77-a757ed1321f2", + "id": "d2a75791-f0d8-4c2b-a47d-02236aa24e37", "savedPayload": { "position": { "x": 37235.076304714356, @@ -7212,7 +7212,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "3c1ade53-b767-4e51-a4e6-bfec97d958df", + "id": "48f18866-9234-4054-b7e5-926a90e82b3f", "savedPayload": { "position": { "x": 37074.50636431646, @@ -7270,7 +7270,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "4946fc88-d759-473d-b554-711daceb55db", + "id": "269fcd9f-92de-447c-bd73-a2b7c41b71e4", "savedPayload": { "position": { "x": 36890.11186414839, @@ -7326,7 +7326,7 @@ } ], "dataMineDataDependencies": [], - "id": "998d0b42-c337-4f88-8116-818ce6ea9a84", + "id": "d77a3acb-992c-4806-8d81-95aca2abdd51", "savedPayload": { "position": { "x": 37012.132857071134, @@ -7353,7 +7353,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "9dae78c1-9c56-476a-8df7-7fd2fe51a78a", + "id": "0fe73480-0ba4-45b7-a11e-46f9cd0c71aa", "savedPayload": { "position": { "x": 36862.132857071134, @@ -7380,7 +7380,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "d57996a4-bd3b-4185-84b1-b11cd78989f1", + "id": "6f958b6f-2b6d-4379-a928-a14ea55ca6c8", "savedPayload": { "position": { "x": 36712.132857071134, @@ -7438,7 +7438,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "07dbeb07-74ab-44d8-b3be-cc08942afa8c", + "id": "a28de049-72f6-4f76-a59f-3e67b3023621", "savedPayload": { "position": { "x": 36602.3252359358, @@ -7461,7 +7461,7 @@ } } }, - "id": "c5cb4b0c-e28f-4d66-a4ab-6de99af22ab2", + "id": "fada771a-1877-4a78-bd6b-abb50f0d8867", "savedPayload": { "position": { "x": 36862.132857071134, @@ -7498,7 +7498,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily One minute counters", "project": "Foundations", - "id": "9e8d45dc-b9f8-4f60-a0d7-df09a75ead95", + "id": "837e73ce-5b00-40d5-97d5-f5b75d247b21", "savedPayload": { "position": { "x": 37725.657307245114, @@ -7522,7 +7522,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "481473fd-f736-45db-b51a-afbc9968179a" + "id": "62da0b82-9f8b-41dc-b10a-6c29c36bd140" }, "referenceParentCombinedNodePath": [ [ @@ -7554,7 +7554,7 @@ } ], "outputDatasetFolders": [], - "id": "7b7ab467-014f-4429-be87-f58e8b56765f", + "id": "c56bab53-0b45-4a32-a5a1-6d52f80ced83", "savedPayload": { "position": { "x": 37138.76874680483, @@ -7587,7 +7587,7 @@ "name": "One-Min counters Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "0b538fa1-5df0-48c1-bbe9-6e1035c1a25b", + "id": "006b2179-71eb-4c85-b0c4-c39c44dc73c9", "savedPayload": { "position": { "x": 37584.65564209127, @@ -7611,7 +7611,7 @@ "referenceParent": { "type": "Status Report", "name": "Monte Carlo Forecast", - "id": "70f2ddaa-9dd5-4c1d-b173-54c7dd566ed6" + "id": "cae8364d-57c8-46ad-b463-f0b7d5f7fd8b" }, "referenceParentCombinedNodePath": [ [ @@ -7646,7 +7646,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "c5a60bfe-e920-4842-97f4-92c212e6dde8", + "id": "7ecd34c2-6702-4713-99d6-e9e3a8f7a2d3", "savedPayload": { "position": { "x": 37532.370996164005, @@ -7705,7 +7705,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "70ad40c7-b704-48b0-a09e-0e47750f1add", + "id": "55db9071-5e39-4b1a-ad3d-61930f108df1", "savedPayload": { "position": { "x": 37443.65397693742, @@ -7765,7 +7765,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "49c06b16-662c-483a-9de5-66fb9acd485b", + "id": "30fb80ca-b0c1-4601-9ed8-cb0e354edd69", "savedPayload": { "position": { "x": 37324.55050266, @@ -7823,7 +7823,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "121af906-c089-47b6-bcbf-71be25a30cb1", + "id": "d9e8a23f-a34a-467b-b3fe-dfbf346ad5ae", "savedPayload": { "position": { "x": 37183.17727827595, @@ -7879,7 +7879,7 @@ } ], "dataMineDataDependencies": [], - "id": "08a8a72a-3fc9-40bb-aa24-2d9d2ccfca16", + "id": "d85c1437-cc0c-481b-82ee-ba05a5abf393", "savedPayload": { "position": { "x": 36997.767081650985, @@ -7906,7 +7906,7 @@ "type": "Status Report", "name": "Monte Carlo Forecast", "project": "Foundations", - "id": "70f2ddaa-9dd5-4c1d-b173-54c7dd566ed6", + "id": "cae8364d-57c8-46ad-b463-f0b7d5f7fd8b", "savedPayload": { "position": { "x": 36644.585284677036, @@ -7933,7 +7933,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "973ded78-8885-4627-9346-e4b5cfd8427d", + "id": 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"variable.ema", "project": "Foundations", - "id": "fd3de76f-9bf1-46cf-a498-093d41e72482", + "id": "0b177752-098d-4761-83f1-b44fb76263f8", "savedPayload": { "position": { - "x": 35313.41488491383, - "y": 19341.674452033698 + "x": 35230.552108245174, + "y": 19835.69968977395 }, "targetPosition": { - "x": 35376.80471020315, - "y": 19557.56037109696 + "x": 35357.5518324902, + "y": 20021.430866590574 }, "floatingObject": { "isPinned": false, @@ -10284,15 +10400,15 @@ } } }, - "id": "3d9a946f-bd42-436b-adf8-20fd1249b2f0", + "id": "ca8d555d-76a3-4cc0-ae1d-22f07d6a57ce", "savedPayload": { "position": { - "x": 35376.80471020315, - "y": 19557.56037109696 + "x": 35357.5518324902, + "y": 20021.430866590574 }, "targetPosition": { - "x": 35503.584360781795, - "y": 19989.33220922348 + "x": 35611.551280980246, + "y": 20392.89322022382 }, "floatingObject": { "isPinned": false, @@ -10308,15 +10424,15 @@ } } ], - "id": "e9e04270-7f2f-4ead-959e-dcdc6a1bdabd", + "id": "fbbdc2ca-68f6-498e-890f-9df892c64110", "savedPayload": { "position": { - "x": 35503.584360781795, - "y": 19989.33220922348 + "x": 35611.551280980246, + "y": 20392.89322022382 }, "targetPosition": { - "x": 36403.584360781795, - "y": 19989.33220922348 + "x": 36467.502145645885, + "y": 20114.77792528637 }, "floatingObject": { "isPinned": false, @@ -10344,15 +10460,15 @@ "name": "New Procedure Javascript Code", "code": "let candle = record.current\nlet P = 10 //periods for ATR calculation\nlet len = 20 //periods for EMA calculation\nlet m = 2 //factor for standard deviation\nlet A = 20 //volatility analysis periods\n\n//fetching last len typical price\nvariable.TP = (candle.max + candle.min + candle.close) / 3\nvariable.last20TP.push(variable.TP)\nif(variable.last20TP.length > len){\n\tvariable.last20TP.splice(0,1)\n}\nvariable.sTP = 0\nvariable.sTPSquare = 0\nfor(var i=0 ; i < len ; i++){\n\tvariable.sTP += variable.last20TP[i]\n}\n//calculate MA\nif(variable.last20TP.length === 20){\n\tvariable.MA = variable.sTP / variable.last20TP.length\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n}else {\n\tvariable.MA = variable.TP\n}\n\n//calculate standard deviation\nif(variable.last20TP.length === 20){\n\tfor(var i = 0 ; i < len ; i++){\n\t\tvariable.sTPSquare += Math.pow(variable.last20TP[i] - variable.MA,2)\n\t}\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n}else{\n\tvariable.sigma = variable.MA * 0.01\n}\n\n//calculate Upper and lower Bollinger Bands\nvariable.up = variable.MA + m * variable.sigma\nvariable.low = variable.MA - m * variable.sigma\n\n//Manage previousEMA undefined value\nif(variable.previousEMA === undefined){\n\t\tvariable.previousEMA = candle.close\n}\n\n//True range\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - candle.close),Math.abs(candle.min-candle.close)))\nif(variable.TR.length > P) {\n\tvariable.TR.splice(0,1)\n}\n\n//ATR\nvariable.ATR = 0\nfor(var i=0 ; i < variable.TR.length ; i++){\n\t\tvariable.ATR += variable.TR[i]\n}\nvariable.ATR = variable.ATR / P\n\n//calculate ema\nvariable.ema = calculateEMA(len, candle.close, variable.previousEMA)\nvariable.previousEMA = variable.ema\n//calculate Upper and Lower Band for Keltner channels\nif(variable.ATR === undefined || isNaN(variable.ATR)){\n\tvariable.Upper = variable.ema\n\tvariable.Lower = variable.ema\n}\nelse{\n\tvariable.Upper = variable.ema + 2 * variable.ATR\n\tvariable.Lower = variable.ema - 2 * variable.ATR\n}\n//calculate differences between up and low band Bollinger/Keltner ans store on 20 periods\nif(variable.Upper > variable.up){\nvariable.highVolUp.push(variable.Upper - variable.up)\n}else{\n\tvariable.highVolUp.push(0)\n}\nif(variable.Upper < variable.up){\nvariable.highVolDown.push(variable.up - variable.Upper)\n}else{\n\tvariable.highVolDown.push(0)\n}\nif(variable.Lower > variable.low){\nvariable.lowVolUp.push(variable.Lower - variable.low)\n}else{\n\tvariable.lowVolUp.push(0)\n}\nif(variable.Lower < variable.low){\nvariable.lowVolDown.push(variable.low - variable.Lower)\n}else{\n\tvariable.lowVolDown.push(0)\n}\nif(variable.highVolUp.length > A){\n\tvariable.highVolUp.splice(0,1)\n}\nif(variable.highVolDown.length > A){\n\tvariable.highVolDown.splice(0,1)\n}\nif(variable.lowVolUp.length > A){\n\tvariable.lowVolUp.splice(0,1)\n}\nif(variable.lowVolDown.length > A){\n\tvariable.lowVolDown.splice(0,1)\n}\nvariable.upVolH = 0\nvariable.lowVolH = 0\nvariable.upVolL = 0\nvariable.lowVolL = 0\nfor(var i = 0 ; i < variable.highVolDown.length ; i++){\n\tif(variable.highVolUp[i] != 0){\n\tvariable.upVolH += variable.highVolUp[i]\n\t}\n\tif(variable.highVolDown[i] != 0){\n\tvariable.lowVolH += variable.highVolDown[i]\n\t}\n\tif(variable.lowVolUp[i] != 0){\n\tvariable.upVolL += variable.lowVolUp[i]\n\t}\n\tif(variable.lowVolDown[i] != 0){\n\tvariable.lowVolL += variable.lowVolDown[i]\n\t}\n}\nif(variable.upVolH === 0 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}, "floatingObject": { "isPinned": false, @@ -10422,15 +10538,15 @@ } } }, - "id": "2028bab0-06e8-4bf2-a82c-873eb1abdd93", + "id": "a6e32d0a-c248-425b-beb5-e7228b977efb", "savedPayload": { "position": { - "x": 35109.080713899486, - "y": 18760.894116848984 + "x": 34856.747769829366, + "y": 19346.48749883539 }, "targetPosition": { - "x": 35675.46906584434, - "y": 19460.325482160257 + "x": 35611.551280980246, + "y": 19836.662630348917 }, "floatingObject": { "isPinned": false, @@ -10445,15 +10561,15 @@ } } }, - "id": "60c3a4f9-97b4-4d3c-b353-d10003d8b26e", + "id": "f6447314-8d93-4d55-8351-8c0cd2556ed6", "savedPayload": { "position": { - "x": 35675.46906584434, - "y": 19460.325482160257 + "x": 35611.551280980246, + "y": 19836.662630348917 }, "targetPosition": { - "x": 36403.584360781795, - "y": 19989.33220922348 + "x": 36467.502145645885, + "y": 20114.77792528637 }, "floatingObject": { "isPinned": false, @@ -10468,11 +10584,11 @@ } } }, - "id": "de84d109-9147-439e-823f-84d748ba6fd6", + 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\"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "0ac12a5c-58e2-4cdf-a927-497208c00638", + "id": "72e64a93-d2d4-4cd5-9c08-1ee66824dfca", "savedPayload": { "position": { - "x": 35857.497889578706, - "y": 20107.97195958345 + "x": 36046.52494019889, + "y": 20481.879517779693 }, "targetPosition": { - "x": 36403.584360781795, - "y": 19711.21691428603 + "x": 36384.02494019889, + "y": 19897.312370225198 }, "floatingObject": { "isPinned": false, @@ -10555,15 +10671,15 @@ "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": "12120268-4bc0-48dd-b8d3-d52323127847", + "id": "ad01ad46-6773-467e-857e-d83553aac6de", "savedPayload": { "position": { - "x": 35728.584360781795, - "y": 19711.21691428603 + "x": 35767.38175629014, + "y": 20171.859604301364 }, "targetPosition": { - "x": 36403.584360781795, - "y": 19711.21691428603 + "x": 36384.02494019889, + "y": 19897.312370225198 }, "floatingObject": { "isPinned": false, @@ -10594,15 +10710,15 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "357e65c9-23e1-420e-ac9b-3316fd016d6d", + "id": "88c1fa66-ce76-4618-a599-1c9483eece53", "savedPayload": { "position": { - "x": 35736.06851205003, - "y": 20014.854373427912 + "x": 34030.03846235771, + "y": 21638.057318412866 }, "targetPosition": { - "x": 36198.550899981594, - "y": 19808.943947870786 + "x": 35046.28057076523, + "y": 20509.406114719073 }, "floatingObject": { "isPinned": false, @@ -10617,20 +10733,20 @@ } } }, - "id": "32f6e7a6-93fc-480e-ab1c-593adebf0d74", + "id": "f0736f49-89ca-46cf-bfc5-440c03f9a62a", "savedPayload": { "position": { - "x": 36198.550899981594, - "y": 19808.943947870786 + "x": 35046.28057076523, + "y": 20509.406114719073 }, "targetPosition": { - "x": 36506.872491935974, - "y": 19671.670330832705 + "x": 35723.775309703575, + "y": 19756.97197892321 }, "floatingObject": { "isPinned": false, "isFrozen": false, - "isCollapsed": false, + "isCollapsed": true, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 @@ -10650,7 +10766,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "79e56585-03c0-47ea-b4e8-8bbfc571cc7b", + "id": "d384b8bb-e9bb-4166-8d4b-488eac681045", "savedPayload": { "position": { "x": 35667.74464271899, @@ -10673,15 +10789,15 @@ } } }, - "id": "883e62d0-2f73-4e51-87ce-756c32ecb88a", + "id": "fdb241c5-c246-4cd2-b04d-491f429ed324", "savedPayload": { "position": { - "x": 36171.22135224918, - "y": 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"variable.wTopOsc", "project": "Foundations", - "id": "7e3df1b4-373a-4e0d-89dd-e96dd40b5d8b", + "id": "e5c72b44-b3cf-4f85-8d67-e899c4dd42f6", "savedPayload": { "position": { - "x": 36163.68844934077, - "y": 18900.866350946762 + "x": 33842.68997021392, + "y": 18063.23513157735 }, "targetPosition": { - "x": 36369.59887489789, - "y": 19363.34873887833 + "x": 34971.34117390771, + "y": 19079.477239984866 }, "floatingObject": { "isPinned": false, @@ -10785,15 +10901,15 @@ } } }, - "id": "e991d1bb-7963-460a-9289-e3b3835f1c46", + "id": "d1afc5b9-f165-4b4a-a54a-5dfc960b9d5e", "savedPayload": { "position": { - "x": 36369.59887489789, - "y": 19363.34873887833 + "x": 34971.34117390771, + "y": 19079.477239984866 }, "targetPosition": { - "x": 36506.872491935974, - "y": 19671.670330832705 + "x": 35723.775309703575, + "y": 19756.97197892321 }, "floatingObject": { "isPinned": false, @@ -10818,15 +10934,15 @@ "name": "New Record Formula", "code": "variable.wBottomOsc", "project": "Foundations", - "id": 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variable.last20TP.length\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n}else {\n\tvariable.MA = variable.TP\n}\n\n//calculate standard deviation\nif(variable.last20TP.length === 20){\n\tfor(var i = 0 ; i < len ; i++){\n\t\tvariable.sTPSquare += Math.pow(variable.last20TP[i] - variable.MA,2)\n\t}\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\n}else{\n\tvariable.sigma = variable.MA * 0.01\n}\n\n//calculate Upper and lower Bollinger Bands\nvariable.up = variable.MA + m * variable.sigma\nvariable.low = variable.MA - m * variable.sigma\n\n//Manage previousEMA undefined value\nif(variable.previousEMA === undefined){\n\t\tvariable.previousEMA = candle.close\n}\n\n//True range\nvariable.TR.push(Math.max((candle.max - candle.min), Math.abs(candle.max - candle.close),Math.abs(candle.min-candle.close)))\nif(variable.TR.length > P) {\n\tvariable.TR.splice(0,1)\n}\n\n//ATR\nvariable.ATR = 0\nfor(var i=0 ; i < variable.TR.length ; i++){\n\t\tvariable.ATR += variable.TR[i]\n}\nvariable.ATR = variable.ATR / P\n\n//calculate ema\nvariable.ema = calculateEMA(len, candle.close, variable.previousEMA)\nvariable.previousEMA = variable.ema\n//calculate Upper and Lower Band for Keltner channels\nif(variable.ATR === undefined || isNaN(variable.ATR)){\n\tvariable.Upper = variable.ema\n\tvariable.Lower = variable.ema\n}\nelse{\n\tvariable.Upper = variable.ema + 2 * variable.ATR\n\tvariable.Lower = variable.ema - 2 * variable.ATR\n}\n//calculate differences between up and low band Bollinger/Keltner and store on 20 periods\nif(variable.Upper > variable.up){\nvariable.highVolUp.push(variable.Upper - variable.up)\n}else{\n\tvariable.highVolUp.push(0)\n}\nif(variable.Upper < variable.up){\nvariable.highVolDown.push(variable.up - variable.Upper)\n}else{\n\tvariable.highVolDown.push(0)\n}\nif(variable.Lower > variable.low){\nvariable.lowVolUp.push(variable.Lower - 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Procedure", + "name": "New Data Building Procedure", + "project": "Foundations", + "loop": { + "type": "Procedure Loop", + "name": "New Procedure Loop", + "project": "Foundations", + "procedureJavascriptCode": { + "type": "Procedure Javascript Code", + "name": "New Procedure Javascript Code", + "code": "\tlet candle = record.current\n\tlet L = 144\n\tlet S = 3\n\n\t//reinit of the sums for average and standard deviation\n\tvariable.sqL = 0\n\tvariable.sqS = 0\n\tvariable.sumL = 0\n\tvariable.sumS = 0\n\n\t//Fetch candles on L and S periods\n\tvariable.lastCandleL.push(candle.close)\n\tif(variable.lastCandleL.length > L){\n\t\tvariable.lastCandleL.splice(0,1)\n\t}\n\n\tvariable.lastCandleS.push(candle.close)\n\tif(variable.lastCandleS.length > S){\n\t\tvariable.lastCandleS.splice(0,1)\n\t}\n\n\t//moving average for L and S periods\n\tif(variable.lastCandleL.length === L){\n\tfor(var i = 0; i < L; i++){\n\t\tvariable.sumL += variable.lastCandleL[i]\n\t}\n\tvariable.avgL = variable.sumL / 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@@ -17641,7 +18258,7 @@ "referenceParent": { "type": "Point", "name": "1 up Begin", - "id": "b0ef1a21-e13c-4428-b8e7-415e6c1b66bb" + "id": "337ffbe1-be4d-4857-8b51-5e6d4a5d1311" }, "referenceParentCombinedNodePath": [ [ @@ -17687,7 +18304,7 @@ "type": "Polygon Vertex", "name": " 1 up End", "project": "Foundations", - "id": "cee9eb95-0a30-4165-a862-3f36c61d75c0", + "id": "c486cb7c-a923-4ca9-83c1-f4788455d0fd", "savedPayload": { "position": { "x": 37460.668458652086, @@ -17711,7 +18328,7 @@ "referenceParent": { "type": "Point", "name": "1 up End", - "id": "95e7b9c4-c30f-4451-9cb9-55bd020a9d2a" + "id": "4504aff9-a313-455e-9de0-6f89494e129d" }, "referenceParentCombinedNodePath": [ [ @@ -17754,7 +18371,7 @@ } } ], - "id": "e7ffe5dc-45a8-42e4-8d2c-4fe94ba83841", + "id": "0b0dd467-8194-4ae8-b1b9-c690acd02221", "savedPayload": { "position": { "x": 36354.270323613615, @@ -17790,7 +18407,7 @@ "name": "New Style", "config": "{\n \"default\": {\n \"opacity\": 0.1,\n \"paletteColor\": 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