From dd216e93b76916b31622ee4e05989bb3b28ccca0 Mon Sep 17 00:00:00 2001 From: Raplh2502 Date: Thu, 21 Oct 2021 22:54:04 +0200 Subject: [PATCH] add volatility bands to Polus datamine --- .../Data-Mining/Plugins/Data-Mines/Polus.json | 5115 ++++++++++++----- 1 file changed, 3766 insertions(+), 1349 deletions(-) diff --git a/Projects/Data-Mining/Plugins/Data-Mines/Polus.json b/Projects/Data-Mining/Plugins/Data-Mines/Polus.json index 39f958049..6d07fc079 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": "28569fec-50e0-4749-a7b3-69cfffcfc1e4", + "id": "be920018-1cdb-4b9a-a963-a9dba143c2e3", "savedPayload": { "position": { "x": 37508.751212252304, @@ -50,7 +50,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "3ad62503-c084-447d-a9b5-1dba71d1ced0" + "id": "f7e0ada4-b653-44ab-8b4b-6377bf13391b" }, "referenceParentCombinedNodePath": [ [ @@ -82,7 +82,7 @@ } ], "outputDatasetFolders": [], - "id": "35d4e04b-c7d5-4c47-8fa5-35b6334afa32", + "id": "5873fd36-a7e9-49e8-a7c5-329fb8b6029b", "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": "fc87d621-c2dc-469f-bbc8-b49e56fd6698", + "id": "4a795fbe-94eb-4d88-82d9-a919b73ac8fc", "savedPayload": { "position": { "x": 37475.246521998866, @@ -139,7 +139,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "c2cf1b20-6fdc-4fad-b042-f03cfc31c44e" + "id": "c1c85988-97ad-4001-a189-a886505ff418" }, "referenceParentCombinedNodePath": [ [ @@ -174,7 +174,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "f0af98c4-5920-4377-a32d-2bbc17d6389a", + "id": "d81959a1-ba72-454d-a5df-fc357137844a", "savedPayload": { "position": { "x": 37648.341852440935, @@ -234,7 +234,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "07ee6ebe-8ecf-4da2-9a0c-65f7f32e4762", + "id": "0ff60732-dcbd-4c29-bc5d-c0d8d373eb72", "savedPayload": { "position": { "x": 37827.43434981832, @@ -292,7 +292,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "809e528b-1f69-45d1-b68c-ed503e42ac8b", + "id": "03a6fd1c-0090-472e-bb71-90a9c7159b45", "savedPayload": { "position": { "x": 37944.11676726298, @@ -348,7 +348,7 @@ } ], "dataMineDataDependencies": [], - "id": "24ff5e6f-078f-441f-9cc6-bf6debeb1e56", + "id": "fc0e8976-1530-4c57-ba06-aedc9e5b5f6b", "savedPayload": { "position": { "x": 37664.04263931382, @@ -375,7 +375,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "c2cf1b20-6fdc-4fad-b042-f03cfc31c44e", + "id": "c1c85988-97ad-4001-a189-a886505ff418", "savedPayload": { "position": { "x": 37798.528960139025, @@ -402,7 +402,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "13edb11f-7402-44d0-a2ac-6387fe0260d0", + "id": "003eddc4-afb2-4062-8e25-408abb287b65", "savedPayload": { "position": { "x": 37876.17467366978, @@ -460,7 +460,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "f16cb712-6544-4ae1-9f38-37b25cfebf4c", + "id": "730e17a1-8acd-4d4f-a97b-10c01d966f1d", "savedPayload": { "position": { "x": 37876.17467366978, @@ -483,7 +483,7 @@ } } }, - "id": "8b68a0d6-5152-4ac2-96cb-08ef922170a3", + "id": "671fcb6d-1d68-4490-a25d-b2d57661eb2c", "savedPayload": { "position": { "x": 37586.39692578306, @@ -520,7 +520,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Fisher MFI", "project": "Foundations", - "id": "bc67a066-7bd0-41cf-8e41-2c66c7e38adb", + "id": "29740ac0-47e3-4224-9008-396d621d80e0", "savedPayload": { "position": { "x": 37974.2648914271, @@ -544,7 +544,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "72eb3267-9e55-4ffb-a215-58a194fa3d8f" + "id": "93bbc5e0-f8e5-402d-ada2-c2c96d38d3ce" }, "referenceParentCombinedNodePath": [ [ @@ -576,7 +576,7 @@ } ], "outputDatasetFolders": [], - "id": "e8108dba-1bb4-4d3d-a570-4fe84a8e5bab", + "id": "76792013-7d37-41ef-8850-eabe9d455852", "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": "c87a07e4-c325-41c3-ab9b-751a817d0027", + "id": "aac9bfaf-6231-4fb6-8b62-b2ac080b688c", "savedPayload": { "position": { "x": 38793.88013369776, @@ -633,7 +633,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "3d8a387c-414f-45cb-ac11-60273e2c7875" + "id": "3c547460-4011-47b3-8c5d-601ab02bef18" }, "referenceParentCombinedNodePath": [ [ @@ -668,7 +668,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "c1947e6e-2cbf-4bae-83e5-02d080041902", + "id": "4870e2cb-efcb-4958-92cb-630bb8fefe7a", "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": "6a46ca6f-71d8-4b3d-8b4f-6d93f096daf4", + "id": "177ddacc-d5e9-4982-96ac-d02cb5a31989", "savedPayload": { "position": { "x": 39013.49537596843, @@ -787,7 +787,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "d1e83f71-ca33-4600-8431-cd5ed19d400c", + "id": "fdb34268-a4b1-4128-a3fb-1b64d0deb18f", "savedPayload": { "position": { "x": 39073.435629471205, @@ -845,7 +845,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "7d82b5f5-df19-465a-81df-b770f62108b3", + "id": "15211d1c-ff69-4add-9e01-e80f9aea7f73", "savedPayload": { "position": { "x": 39093.88013369776, @@ -901,7 +901,7 @@ } ], "dataMineDataDependencies": [], - "id": "12254091-906a-469c-ae28-1bc9425f77f9", + "id": "6bb83f46-be0e-4a4d-a481-d0955c3df917", "savedPayload": { "position": { "x": 38493.88013369776, @@ -928,7 +928,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "3d8a387c-414f-45cb-ac11-60273e2c7875", + "id": "3c547460-4011-47b3-8c5d-601ab02bef18", "savedPayload": { "position": { "x": 38274.2648914271, @@ -955,7 +955,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "c3fddee2-af37-46e2-9791-21a60b82988a", + "id": "0afa8982-3c53-4efd-adcc-07a756fcd130", "savedPayload": { "position": { "x": 38234.07251256243, @@ -1013,7 +1013,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "d03eedcb-268e-46cd-8ef5-b2a3d539fa9d", + "id": "ef952042-900a-4700-a2c2-aa7fc08fa5d6", "savedPayload": { "position": { "x": 38124.2648914271, @@ -1036,7 +1036,7 @@ } } }, - "id": "353c8dfd-d65c-450b-a539-45c18136580e", + "id": "aa54916f-f76c-4e53-85a7-f74d2cd5e495", "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": "3ad62503-c084-447d-a9b5-1dba71d1ced0", + "id": "f7e0ada4-b653-44ab-8b4b-6377bf13391b", "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": "72eb3267-9e55-4ffb-a215-58a194fa3d8f", + "id": "93bbc5e0-f8e5-402d-ada2-c2c96d38d3ce", "savedPayload": { "position": { "x": 37613.981887233334, @@ -1139,7 +1139,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "779375a3-fea5-40d3-8e86-40f8cef17da6", + "id": "ef018def-7b72-4ffe-b7f3-b44ad5170bbb", "savedPayload": { "position": { "x": 37863.45014367573, @@ -1162,7 +1162,7 @@ } } }, - "id": "21bbf7ce-e24c-4a21-8d1f-acaf834bc8c3", + "id": "3ecdb15d-0f4a-45c6-9ef6-1594c7274205", "savedPayload": { "position": { "x": 37764.681309616215, @@ -1195,7 +1195,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "4905b6f9-4556-4ca0-bc03-3ada19dca186", + "id": "b376e3a5-2ac1-482d-975b-2a5bcb93a551", "savedPayload": { "position": { "x": 37793.30475382358, @@ -1218,7 +1218,7 @@ } } }, - "id": "f01f7f58-23f1-4630-b00c-d141927f57af", + "id": "3a9d03d4-c366-443f-bfe4-e2be672cfe13", "savedPayload": { "position": { "x": 37722.594075704925, @@ -1251,7 +1251,7 @@ "name": "New Record Formula", "code": "variable.Fisher", "project": "Foundations", - "id": "71927240-cd31-4c83-a3f7-22c496f203fd", + "id": "1099348c-63e7-4c55-9fb0-272cc38bda37", "savedPayload": { "position": { "x": 37655.636674787005, @@ -1274,7 +1274,7 @@ } } }, - "id": "20f4feef-24f5-4f10-8c59-dc7319a7cee9", + "id": "83122eeb-8c6a-467d-9b63-d1a67b106a6b", "savedPayload": { "position": { "x": 37639.993228282976, @@ -1307,7 +1307,7 @@ "name": "New Record Formula", "code": "variable.Trigger", "project": "Foundations", - "id": "6370fa97-4a19-405c-a857-06f9e0163a46", + "id": "90d517f6-0156-43e3-b7e8-2839bbdc8b55", "savedPayload": { "position": { "x": 37503.03043359206, @@ -1330,7 +1330,7 @@ } } }, - "id": "900e76a9-5225-4a4c-bda7-953b1506d4f9", + "id": "a6a2bd83-302e-40c1-98a5-e27241eaaeb2", "savedPayload": { "position": { "x": 37548.42948356601, @@ -1354,7 +1354,7 @@ } } ], - "id": "efa932d7-4c78-4da3-8c69-015173443435", + "id": "e943705d-0e69-490e-945f-871142591231", "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": "1315b971-8a10-4ac8-b0a2-f228faceb783", + "id": "94f237e4-268f-47ce-9545-25f1320a9f40", "savedPayload": { "position": { "x": 37480.438377563456, @@ -1413,7 +1413,7 @@ } } }, - "id": "d43513f1-756b-4ce1-8d72-bb92d6e16cf7", + "id": "19d8f3b4-7133-4dcc-8a24-7855f72580c3", "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": "b6ffc49b-aa90-4a6b-9c2e-f9415223cd8e", + "id": "e85ceb9e-7858-4acd-afcc-17116cf2be71", "savedPayload": { "position": { "x": 37250.3690797089, @@ -1468,7 +1468,7 @@ } } }, - "id": "10fca345-95ac-473d-8690-fa27d66c110d", + "id": "27404d32-86e6-4c2e-bd74-38d3e0305891", "savedPayload": { "position": { "x": 37311.37957617027, @@ -1491,7 +1491,7 @@ } } }, - "id": "453c78cf-5b58-4edd-95de-29673f75f744", + "id": "143bdf13-e2a8-4473-add4-0f3856a3a735", "savedPayload": { "position": { "x": 37433.400569093006, @@ -1514,7 +1514,7 @@ } } }, - "id": "d5327f29-f55c-459b-b8c3-ca5244f9e82e", + "id": "e456754f-4b8f-4835-80b1-d36198c77e57", "savedPayload": { "position": { "x": 37480.33090860508, @@ -1538,7 +1538,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Fisher-MFI", - "id": "b230ecf0-ca35-48c2-9ee9-8dfa95012871" + "id": "b3a6f34c-af2c-4091-be05-da59e6a312e6" }, "referenceParentCombinedNodePath": [ [ @@ -1563,7 +1563,7 @@ } } ], - "id": "1dafcf7f-a8cc-41d8-ba3e-d86b6fabf5e6", + "id": "1d94d777-1844-41c1-bf31-28d2116f04c5", "savedPayload": { "position": { "x": 37374.2648914271, @@ -1606,7 +1606,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Monte Carlo Forecast", "project": "Foundations", - "id": "b55fa59f-ef43-4964-aa4a-bca424cbc3fd", + "id": "9ec37d89-8e9f-497c-b9f9-66c420dbc5c8", "savedPayload": { "position": { "x": 37736.39692578306, @@ -1630,7 +1630,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "45f60ed9-cbe2-47c1-879a-fc2970c20356" + "id": "6a5656e2-cdee-4c1f-93ad-0cfb6ca86456" }, "referenceParentCombinedNodePath": [ [ @@ -1662,7 +1662,7 @@ } ], "outputDatasetFolders": [], - "id": "3d967bb5-c271-4f51-bef3-b678901a781a", + "id": "e9e51125-7d42-4262-aa50-2deeb63fd4dc", "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": "7e9f374e-a8af-4819-93e6-61cd924e2085", + "id": "bfae8f60-4618-4b65-9dab-1ead38831ccb", "savedPayload": { "position": { "x": 37877.56308589869, @@ -1719,7 +1719,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "fc85f902-26b2-4463-b5ec-7c73d00e4ee7" + "id": "4cd4aee5-488c-4364-aeab-dd5317286dc3" }, "referenceParentCombinedNodePath": [ [ @@ -1754,7 +1754,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "24baa0fb-3ac7-4c0d-a49d-032d672bb22a", + "id": "9fbdcf3f-1c75-4935-96a6-5daa2104afc8", "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": "be5b270d-6391-4644-928b-913200189887", + "id": "689e345d-1b51-404a-8cf6-f901f8f61673", "savedPayload": { "position": { "x": 36579.88485056977, @@ -3694,7 +3694,7 @@ } } }, - "id": "a57ed7bf-6c47-465e-9569-7bf6baf4b88a", + "id": "b3a4d674-cae0-4664-9edd-d83fc1e4150e", "savedPayload": { "position": { "x": 36802.114727203676, @@ -3727,7 +3727,7 @@ "name": "New Record Formula", "code": "variable.price1d", "project": "Foundations", - "id": "cce2f698-99f3-417e-a9d2-a5bbb09e7967", + "id": "df5c26f9-8587-4949-bea5-04dd05488273", "savedPayload": { "position": { "x": 36571.574480471485, @@ -3750,7 +3750,7 @@ } } }, - "id": "fca253a0-264a-43bf-93e1-89d65a58ff50", + "id": "000075c5-466c-4840-9cf7-2ba8dd4f5898", "savedPayload": { "position": { "x": 36796.574480471485, @@ -3774,7 +3774,7 @@ } } ], - "id": "37d93a69-dc34-41b4-8d5e-35539dc006e2", + "id": "d6493d23-727c-488f-8fb4-39013720de94", "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": "a27c9565-8390-44b0-911b-55e75f6d8f98", + "id": "e0039d34-db74-42a8-bf8a-5fca1fe7d9b9", "savedPayload": { "position": { "x": 36075.9693959398, @@ -3833,7 +3833,7 @@ } } }, - "id": "7b0bc851-7f5b-4ad4-9d27-dd369a857c8d", + "id": "3bc124fb-52b3-466f-b97c-e478a61a44a9", "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": "d2170d70-1beb-4d3b-88ab-dd1fbca721f5", + "id": "09e61a87-337c-41ad-8b8d-296522a8a740", "savedPayload": { "position": { "x": 35581.8351008308, @@ -3888,7 +3888,7 @@ } } }, - "id": "75e4db81-cd90-4b6c-8149-bb6de3874f35", + "id": "6a1d3840-1122-4d74-9b13-b73ab830bdc9", "savedPayload": { "position": { "x": 35971.5465325338, @@ -3911,7 +3911,7 @@ } } }, - "id": "d73ddb0e-1237-4fe5-8eb5-5dae6e46509a", + "id": "6b4e525b-40bf-4ddb-a461-13399151c6f6", "savedPayload": { "position": { "x": 36750.9693959398, @@ -3934,7 +3934,7 @@ } } }, - "id": "4950c085-cce2-4c85-82ee-ea3e17f01f67", + "id": "f943626d-0864-4400-8b45-544603ffc304", "savedPayload": { "position": { "x": 37387.36549900769, @@ -3958,7 +3958,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Monte Carlo Forecast", - "id": "807dc4d6-5b3a-46f8-8d66-608f364373c5" + "id": "f9a9a4cc-7a67-425c-a7da-b21900c47ff2" }, "referenceParentCombinedNodePath": [ [ @@ -3983,7 +3983,7 @@ } } ], - "id": "3b688a64-e717-42f5-9d21-1e8956f4f42e", + "id": "4be173f7-b072-482b-bc62-4263979ffdb2", "savedPayload": { "position": { "x": 37316.969989739584, @@ -4026,7 +4026,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market MAMA_PLUV", "project": "Foundations", - "id": "25ae46a7-bb9b-4f1b-b1c2-8a58356f0f1e", + "id": "771d54be-7bfc-40df-a013-8d205321e941", "savedPayload": { "position": { "x": 37590.48321076812, @@ -4050,7 +4050,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "b1dc7938-a2b2-4a8b-86d1-e1edc961a59b" + "id": "8629df2b-5cb0-4ed4-b1a7-cdcd8206ebde" }, "referenceParentCombinedNodePath": [ [ @@ -4084,7 +4084,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Keltner MAMA", "project": "Foundations", - "id": "ea5c26e2-bd20-477c-8fd5-8822199c9c86", + "id": "1613d461-d8d2-4b85-886d-9234f458e9b2", "savedPayload": { "position": { "x": 37908.24518293128, @@ -4108,7 +4108,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "65c0845b-3d16-410c-9daa-3939b035997c" + "id": "87cf42e8-5d0b-4632-b7c7-8a70b4c17ed0" }, "referenceParentCombinedNodePath": [ [ @@ -4142,7 +4142,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Keltner EMA", "project": "Foundations", - "id": "095f42f0-f56c-4f3d-b74f-d3979078d17a", + "id": "eae62889-bc3e-4889-af34-611032fe2963", "savedPayload": { "position": { "x": 37924.898382232954, @@ -4166,7 +4166,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "dea7cf39-6906-4a9e-90e2-9a11f9075be0" + "id": "b029faa5-1879-4334-bf86-4b6e78d86754" }, "referenceParentCombinedNodePath": [ [ @@ -4198,7 +4198,7 @@ } ], "outputDatasetFolders": [], - "id": "af7a1250-b72d-4e28-941e-43a816d44065", + "id": "4164f880-b922-4a73-9204-58b327caea15", "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": "ff4b698b-4214-4de2-9c9d-90dc9386d4d4", + "id": "96583b75-d442-4fd4-a5c0-c497cbb97589", "savedPayload": { "position": { "x": 37608.13614985521, @@ -4255,7 +4255,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "fc85f902-26b2-4463-b5ec-7c73d00e4ee7" + "id": "4cd4aee5-488c-4364-aeab-dd5317286dc3" }, "referenceParentCombinedNodePath": [ [ @@ -4290,7 +4290,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "49c60899-776c-4dbc-a107-b93744fa60a4", + "id": "a09a6a1d-83ef-4d16-8981-1113d402a9be", "savedPayload": { "position": { "x": 37627.51679278257, @@ -4350,7 +4350,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "41285143-681e-44ef-80ee-82ac0055bdbd", + "id": "17a25f24-20df-4e45-a3c6-28f078416a3a", "savedPayload": { "position": { "x": 37534.81169447009, @@ -4408,7 +4408,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "65435a9e-783d-4070-9d4e-73a7aa5e3108", + "id": "12275d19-eb60-44c1-8346-793ae3e69740", "savedPayload": { "position": { "x": 37365.43105154272, @@ -4464,7 +4464,7 @@ } ], "dataMineDataDependencies": [], - "id": "b7d127f8-79a7-4b9d-9c35-4bbc327bdb7d", + "id": "e33f9720-4085-40e4-afa6-6b514ced4287", "savedPayload": { "position": { "x": 38035.11184240261, @@ -4491,7 +4491,7 @@ "type": "Status Report", "name": "KBS", "project": "Foundations", - "id": "1bf3d4bc-0930-40a7-820f-b803c43391c0", + "id": "06e64bb5-55d2-4acd-bfd8-f7a064a08c5d", "savedPayload": { "position": { "x": 38047.30283040001, @@ -4518,7 +4518,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "45008e84-c893-4f1a-ba61-a4a3d062d363", + "id": "e4e261a0-cbfa-4b06-8a23-f1e38c26fcf1", "savedPayload": { "position": { "x": 37941.55158153462, @@ -4576,7 +4576,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "bd637632-bfd2-471a-8b1b-e9f90d2ba039", + "id": "9f1aadfc-92ba-4276-a843-2d50584fa706", "savedPayload": { "position": { "x": 37746.19405753852, @@ -4599,7 +4599,7 @@ } } }, - "id": "3bb01f8f-f507-41b9-aee1-6a9c5c491a38", + "id": "92a1b82e-4673-4c73-991e-90045131348e", "savedPayload": { "position": { "x": 37607.1364100698, @@ -4636,7 +4636,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily MAMA_PLUV", "project": "Foundations", - "id": "ec0d3169-fb30-4af6-9b5f-9579b0775fa9", + "id": "1ba51e22-440c-4f83-940c-539dbbf254a4", "savedPayload": { "position": { "x": 38023.435629471205, @@ -4660,7 +4660,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "b6ba0cbc-d5b5-4433-b0b4-87b70103c70f" + "id": "1164be05-6c78-4938-8e11-ee05d407adb6" }, "referenceParentCombinedNodePath": [ [ @@ -4694,7 +4694,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Keltner MAMA", "project": "Foundations", - "id": "4176f7a4-9d17-42bc-8b64-a5b7f73595cb", + "id": "2f3b4c77-ab06-450e-8d77-8d148f0b7530", "savedPayload": { "position": { "x": 37963.49537596843, @@ -4718,7 +4718,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "ea1065d8-bc1c-484f-bf92-f090a2d38a71" + "id": "83dad8ce-f381-4422-b65b-f1664e57b548" }, "referenceParentCombinedNodePath": [ [ @@ -4752,7 +4752,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Keltner EMA", "project": "Foundations", - "id": "577aa5d1-da56-4efa-b42f-337acc6162e4", + "id": "4a852380-59e8-46c4-ba52-8b597f136a3e", "savedPayload": { "position": { "x": 37599.17156075928, @@ -4776,7 +4776,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "026ec280-06de-466f-bb9d-1303fe48558f" + "id": "bc47fe05-d344-42d9-8b48-f9793c7074e9" }, "referenceParentCombinedNodePath": [ [ @@ -4808,7 +4808,7 @@ } ], "outputDatasetFolders": [], - "id": "3fd1cbcd-bb28-457b-9655-d4ffe3fef265", + "id": "7554b4af-f0a1-4c50-ac6d-55f80d6beb6c", "savedPayload": { "position": { "x": 37443.88013369776, @@ -4841,7 +4841,7 @@ "name": "Keltner Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "a1edf79a-d287-4a03-9a6b-3280f727623b", + "id": "fdefa8fb-f781-43f6-a224-70c6891645f6", "savedPayload": { "position": { "x": 37743.88013369776, @@ -4865,7 +4865,7 @@ "referenceParent": { "type": "Status Report", "name": "KBS", - "id": "2be254a8-d409-4fc2-bf55-8f94c7294a76" + "id": "2ea8a367-00bb-4540-8291-5a048c6ececb" }, "referenceParentCombinedNodePath": [ [ @@ -4900,7 +4900,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "c1d88b43-f648-4f4f-946c-1713c14dfbeb", + "id": "afa40833-054c-4d9b-8b1f-54dfb8df2291", "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": "7173a9fe-bf90-4cbe-ae3f-b4673c1ddd2a", + "id": "5660dc0d-5605-4c4f-a461-8ddebb0cbdfa", "savedPayload": { "position": { "x": 37524.2648914271, @@ -5019,7 +5019,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "8bd36654-8f03-4476-a21f-a5806a94ce27", + "id": "c5d10e0a-3742-483e-8ecb-0ee57346ff2f", "savedPayload": { "position": { "x": 37379.55631848861, @@ -5077,7 +5077,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "ff360d6c-d3b6-48b7-8f77-efaaffdab152", + "id": "6cd7c7cc-de36-4c62-8dc9-380f10972431", "savedPayload": { "position": { "x": 37224.2648914271, @@ -5133,7 +5133,7 @@ } ], "dataMineDataDependencies": [], - "id": "26b252c1-90c0-42df-9a8b-fc9c3e5dcf0e", + "id": "c34e77ad-d529-4cdf-8f7b-64451b06c616", "savedPayload": { "position": { "x": 37224.2648914271, @@ -5160,7 +5160,7 @@ "type": "Status Report", "name": "KBS", "project": "Foundations", - "id": "2be254a8-d409-4fc2-bf55-8f94c7294a76", + "id": "2ea8a367-00bb-4540-8291-5a048c6ececb", "savedPayload": { "position": { "x": 36924.2648914271, @@ -5187,7 +5187,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "f33f647a-e75b-4e5a-8346-190866708070", + "id": "cbaf6618-b574-4804-8205-6e798e9fe7c4", "savedPayload": { "position": { "x": 36774.2648914271, @@ -5245,7 +5245,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "b67784d5-7682-4a43-94ca-16c47b8447cb", + "id": "c92b524e-c31a-4caf-9b42-5b68ebaed540", "savedPayload": { "position": { "x": 36664.457270291765, @@ -5268,7 +5268,7 @@ } } }, - "id": "63d964ba-8fb9-4d2a-9fc7-1e056dee89a3", + "id": "794d2de9-d944-4b8f-b0c1-b0cfd121738b", "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": "b1dc7938-a2b2-4a8b-86d1-e1edc961a59b", + "id": "8629df2b-5cb0-4ed4-b1a7-cdcd8206ebde", "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": "b6ba0cbc-d5b5-4433-b0b4-87b70103c70f", + "id": "1164be05-6c78-4938-8e11-ee05d407adb6", "savedPayload": { "position": { "x": 36039.52671331307, @@ -5370,7 +5370,7 @@ "type": "Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "ca7d6e95-544c-4576-9a55-7406824db8e9", + "id": "fc75928a-feb4-49bd-9ac4-db99373e693a", "savedPayload": { "position": { "x": 35559.834360781795, @@ -5393,7 +5393,7 @@ } } }, - "id": "9d9a480d-e157-472b-af1e-7dbb0a3eec04", + "id": "fa5e07d8-0e43-4195-a0ef-44ee68ecd5df", "savedPayload": { "position": { "x": 35644.209360781795, @@ -5425,7 +5425,7 @@ "type": "Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "baa0d3ac-db77-4ac1-8414-d958f283e73f", + "id": "4841fc11-0f62-4f22-953b-ec0bff3d613b", "savedPayload": { "position": { "x": 35436.30078700455, @@ -5448,7 +5448,7 @@ } } }, - "id": "881589d9-6398-4d71-8d45-9e79f3edfbce", + "id": "12a90b32-c622-4f03-93e8-2083d4a7b6fd", "savedPayload": { "position": { "x": 35582.44257389317, @@ -5480,7 +5480,7 @@ "type": "Record Formula", "code": "variable.mama", "project": "Foundations", - "id": "5f0635a9-64f1-4b0f-91e5-4ee2bc317703", + "id": "b3677312-db70-46bb-9c14-7a8d4eab2188", "savedPayload": { "position": { "x": 35391.084360781795, @@ -5503,7 +5503,7 @@ } } }, - "id": "5f198402-9100-45b8-a93e-d4e97856b9e8", + "id": "a5c95ff8-82d3-4d9d-a194-408336d887eb", "savedPayload": { "position": { "x": 35559.834360781795, @@ -5536,7 +5536,7 @@ "name": "New Record Formula", "code": "variable.fama", "project": "Foundations", - "id": "9339c1f6-514a-4524-9b7e-cf236cd4d0c2", + "id": "e6a4ba27-3af6-4a69-93a5-8f179375950e", "savedPayload": { "position": { "x": 35495.84003351472, @@ -5559,7 +5559,7 @@ } } }, - "id": "517f1b4f-dfb9-4af9-b129-18a49b1859cd", + "id": "5213a5a6-cdbf-4aea-ac4e-c101ec4b6958", "savedPayload": { "position": { "x": 35582.44257389317, @@ -5592,7 +5592,7 @@ "name": "New Record Formula", "code": "variable.closePrice", "project": "Foundations", - "id": "4b555e5d-d208-4847-bbb0-ddf9c84a1ead", + "id": "cc75e88c-91f2-4136-8da4-ae12d9e5260d", "savedPayload": { "position": { "x": 35594.209360781795, @@ -5615,7 +5615,7 @@ } } }, - "id": "0f3bffbf-aefd-47d6-a5aa-71191935faba", + "id": "b153bd0a-d412-446a-a30e-9043ea06065e", "savedPayload": { "position": { "x": 35644.209360781795, @@ -5639,7 +5639,7 @@ } } ], - "id": "3e66273a-dadb-43d1-b23f-53abdccf0c59", + "id": "5ee76f88-c5f4-4f1d-8ce3-717b2a85f888", "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": "ee95bb11-e61e-4eef-82db-5f43425dc064", + "id": "a0d7333a-6c5f-47ce-9ab5-a01ed37f9d69", "savedPayload": { "position": { "x": 35591.99186039734, @@ -5698,7 +5698,7 @@ } } }, - "id": "f4af632e-cc2f-4932-8aee-a0d1dc64d686", + "id": "94b3934d-3adc-4767-a032-47f8ff2a7c38", "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": "ebf67e78-f47d-4ef4-8f04-58dba43a421c", + "id": "cf666bbd-3f25-402a-8ad6-07cf20d48c9c", "savedPayload": { "position": { "x": 35856.495223928956, @@ -5752,7 +5752,7 @@ } } }, - "id": "c455425b-d156-4ec2-b45e-480924956f00", + "id": "f7ee28a0-78b4-4dd5-8431-3007588f5949", "savedPayload": { "position": { "x": 35948.01096862101, @@ -5775,7 +5775,7 @@ } } }, - "id": "620a89f1-9f22-4f0e-8c96-d10412e66a66", + "id": "3725ea85-b69e-4469-a1fb-fa9baefc7296", "savedPayload": { "position": { "x": 36039.52671331307, @@ -5798,7 +5798,7 @@ } } }, - "id": "37d8c2cd-0a5f-48c3-86dd-7cde0241bc1e", + "id": "21e41638-885e-4fec-933b-7dd49740efa4", "savedPayload": { "position": { "x": 37306.02763720831, @@ -5822,7 +5822,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Fisher-MFI", - "id": "b230ecf0-ca35-48c2-9ee9-8dfa95012871" + "id": "b3a6f34c-af2c-4091-be05-da59e6a312e6" }, "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": "65c0845b-3d16-410c-9daa-3939b035997c", + "id": "87cf42e8-5d0b-4632-b7c7-8a70b4c17ed0", "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": "ea1065d8-bc1c-484f-bf92-f090a2d38a71", + "id": "83dad8ce-f381-4422-b65b-f1664e57b548", "savedPayload": { "position": { "x": 36351.844685523836, @@ -5924,7 +5924,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "9a20efc7-7f4b-4722-ac69-8e0499293e68", + "id": "44ed50ba-a036-4c70-88a2-407fec94fdf6", "savedPayload": { "position": { "x": 35737.91098951484, @@ -5947,7 +5947,7 @@ } } }, - "id": "444917c7-d123-4793-9aa0-eee5b6fc4951", + "id": "a21db5fc-ab9f-4d96-91b2-3bd150d3f975", "savedPayload": { "position": { "x": 35838.28058046867, @@ -5980,7 +5980,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "1daa0c5e-bec2-4d08-95ea-3c54c007b0e3", + "id": "9f734013-ced5-4e7d-a42b-d35b3ad6dd18", "savedPayload": { "position": { "x": 35611.044330043514, @@ -6003,7 +6003,7 @@ } } }, - "id": "9bcdecea-9658-432a-9721-3972e49e3654", + "id": "6d263982-c48a-44bd-ad52-53dc53b3c183", "savedPayload": { "position": { "x": 35753.70280748779, @@ -6036,7 +6036,7 @@ "name": "New Record Formula", "code": "variable.MAMA", "project": "Foundations", - "id": "ccefb6d1-c51d-4ca8-922d-f3a9e68217be", + "id": "e6a0a105-0863-4735-978a-6c46f63ca10e", "savedPayload": { "position": { "x": 35598.85334204612, @@ -6059,7 +6059,7 @@ } } }, - "id": "fa3c67bd-ac0c-47c9-8347-fdf4429c2a6f", + "id": "d5368e1e-be95-4898-92ef-82f3c2d033fd", "savedPayload": { "position": { "x": 35745.57548215619, @@ -6092,7 +6092,7 @@ "name": "New Record Formula", "code": "variable.Upper", "project": "Foundations", - "id": "da66a80b-44ab-4eee-8f50-407a22043ef9", + "id": "39ea72a4-04d3-405c-9a83-da0e41de7ff6", "savedPayload": { "position": { "x": 35704.604590911506, @@ -6115,7 +6115,7 @@ } } }, - "id": "0521d7ce-248f-4699-abd3-e59881e74bcb", + "id": "5fe08f36-8847-4a5e-bd8c-90cd047c632d", "savedPayload": { "position": { "x": 35816.076314733116, @@ -6148,7 +6148,7 @@ "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", - "id": "74bb1bd7-6e9c-4141-9118-6fa0d9ca3b9c", + "id": "fd787d0a-5205-4683-868d-b5131e6b79ef", "savedPayload": { "position": { "x": 35899.962114907605, @@ -6171,7 +6171,7 @@ } } }, - "id": "338177b2-0e94-45d5-ae86-3e5ba5e71b57", + "id": "098b9750-032f-43f3-8443-c276780685b8", "savedPayload": { "position": { "x": 35946.314664063844, @@ -6195,7 +6195,7 @@ } } ], - "id": "24e942ca-4e0e-46fa-9206-af8c6e308c61", + "id": "0f762dca-cfa8-4795-a8f4-9a44cb33f494", "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": "4007a195-adc2-4141-a159-71757e8f202e", + "id": "d47a5c94-e906-4efb-bc1b-ceb4c4c22c88", "savedPayload": { "position": { "x": 35469.626447850416, @@ -6254,7 +6254,7 @@ } } }, - "id": "4ed103c1-a2c1-459f-a9be-64cf6e62b176", + "id": "d23fcd3a-45a4-4b50-ad39-e2264858f485", "savedPayload": { "position": { "x": 35721.22761823404, @@ -6286,7 +6286,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.TR = []", "project": "Foundations", - "id": "5b251c7e-fdd2-41e7-8b81-399a67e1940b", + "id": "1ad966e6-45cd-4149-9ac4-3d7e2098f2a7", "savedPayload": { "position": { "x": 35815.838509235706, @@ -6309,7 +6309,7 @@ } } }, - "id": "073b9038-6f7c-4b8f-9073-e41577b4d788", + "id": "e2d7bab0-d31e-4603-8947-05e5673950cd", "savedPayload": { "position": { "x": 35952.03565915757, @@ -6332,7 +6332,7 @@ } } }, - "id": "984ef26b-9747-4e74-bdfc-354c573d1c90", + "id": "79fe2b7b-bb5c-4f4f-8da4-ad7007bc9bdc", "savedPayload": { "position": { "x": 36224.4299590013, @@ -6355,7 +6355,7 @@ } } }, - "id": "413a5273-2a1c-4e0c-a1a3-7830d70d69cf", + "id": "e48a460f-8dec-4d25-b484-1b2d4f756c58", "savedPayload": { "position": { "x": 37104.59648249426, @@ -6379,7 +6379,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Keltner MAMA channels", - "id": "28af576a-ff8d-4d87-9bc0-bddae7d3b5c9" + "id": "5f486510-0727-44f3-9f20-82c1a42f6352" }, "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": "dea7cf39-6906-4a9e-90e2-9a11f9075be0", + "id": "b029faa5-1879-4334-bf86-4b6e78d86754", "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": "026ec280-06de-466f-bb9d-1303fe48558f", + "id": "bc47fe05-d344-42d9-8b48-f9793c7074e9", "savedPayload": { "position": { "x": 36338.94793653855, @@ -6481,7 +6481,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "8b757b02-ecaf-4fa4-b0f5-f2c276d0ac48", + "id": "2b2ac24f-375f-448f-9a52-7c998f7a8986", "savedPayload": { "position": { "x": 35719.21581018518, @@ -6504,7 +6504,7 @@ } } }, - "id": "733c68c6-921b-4fd8-bf04-d0f09a0e1975", + "id": "557d3f36-8144-451d-8a17-98daa0e9bfad", "savedPayload": { "position": { "x": 35830.687534006785, @@ -6537,7 +6537,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "e5c86e71-0f7c-4734-ac6f-9d6b97a3f51e", + "id": "ac981c7d-b4a1-4c27-96a5-595716df6886", "savedPayload": { "position": { "x": 35613.46456131979, @@ -6560,7 +6560,7 @@ } } }, - "id": "226c7972-50ff-4721-9217-1cac552ff4d5", + "id": "0870a933-70a2-4136-a631-9e3732c842e8", "savedPayload": { "position": { "x": 35760.18670142986, @@ -6593,7 +6593,7 @@ "name": "New Record Formula", "code": "variable.ema", "project": "Foundations", - "id": "5fd56fd7-29f3-4e5d-9161-48aeebe3579a", + "id": "81e2c50d-5ce2-4f37-b988-3b7db0fa07a7", "savedPayload": { "position": { "x": 35625.65554931719, @@ -6616,7 +6616,7 @@ } } }, - "id": "0655fb38-12d5-4e05-a04f-1e22d7eced17", + "id": "09421b6e-9cba-4501-a69e-297d4006eb5c", "savedPayload": { "position": { "x": 35768.31402676146, @@ -6649,7 +6649,7 @@ "name": "New Record Formula", "code": "variable.Upper", "project": "Foundations", - "id": "89f2e920-b53f-46d0-b1d7-f6e26cf099d6", + "id": "75aab36b-7650-4eb7-8c1e-9a1dd6ef6e06", "savedPayload": { "position": { "x": 35752.52220878852, @@ -6672,7 +6672,7 @@ } } }, - "id": "d035218a-6ce9-4214-b34d-aa2a5313dd28", + "id": "c7c31437-f11a-42ac-a479-ce5132bf4353", "savedPayload": { "position": { "x": 35852.89179974235, @@ -6705,7 +6705,7 @@ "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", - "id": "c9847262-7748-4edd-bc3e-ad490a583097", + "id": "f5fbecee-ceaa-4432-9c9d-715c25a434b3", "savedPayload": { "position": { "x": 35960.070720782016, @@ -6728,7 +6728,7 @@ } } }, - "id": "612a8220-6222-4c34-8b69-f29ee6055e3d", + "id": "a7d4a546-2170-4e4d-9946-7f301ef03470", "savedPayload": { "position": { "x": 35991.25747440468, @@ -6752,7 +6752,7 @@ } } ], - "id": "da8263d2-43a7-4539-afec-031e38dd37f7", + "id": "2765c4b0-5767-4d51-9264-246f3ae1ee66", "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": "31e17d80-f460-4d72-bc1d-21b3762d7e5f", + "id": "4e533584-64b0-4951-b506-32a077b2c579", "savedPayload": { "position": { "x": 35572.162374740336, @@ -6811,7 +6811,7 @@ } } }, - "id": "fddcb84f-c585-433c-93f8-4fbbeee762cc", + "id": "c39dcf86-0003-4dba-b010-6a1bf731ba7d", "savedPayload": { "position": { "x": 35805.30616317743, @@ -6843,7 +6843,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.TR = []", "project": "Foundations", - "id": "ea577a7b-3337-4410-9142-3bded122b099", + "id": "66f5e074-99b2-4fac-89b6-350961c8cacc", "savedPayload": { "position": { "x": 35949.062585460844, @@ -6866,7 +6866,7 @@ } } }, - "id": "770dd4bf-8f1d-46ed-b52b-7b5dc8a784cc", + "id": "0fc58480-9e36-43d6-b19e-6e0de37cf064", "savedPayload": { "position": { "x": 36056.572970324436, @@ -6889,7 +6889,7 @@ } } }, - "id": "c2ab2f6e-07f1-42b9-a2da-8500b84ac721", + "id": "05b8320a-2f85-4fab-91d3-770ae1fabc39", "savedPayload": { "position": { "x": 36271.59374005161, @@ -6912,7 +6912,7 @@ } } }, - "id": "9904107d-436a-42d0-b442-b0b474ddec87", + "id": "353ccef7-a4f6-4247-b327-a677544e2a06", "savedPayload": { "position": { "x": 36966.230807831926, @@ -6936,7 +6936,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Keltner EMA channels", - "id": "b046d0db-5bf6-4d9a-8462-d5fa14fa2da9" + "id": "500359cd-4841-4735-a704-480658d31aa4" }, "referenceParentCombinedNodePath": [ [ @@ -6961,7 +6961,7 @@ } } ], - "id": "187d5541-13a6-4da7-b50d-23b1008e635e", + "id": "f92dbee1-4d00-468e-960a-d3edaa3b03db", "savedPayload": { "position": { "x": 37166.969989739584, @@ -7004,7 +7004,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market One minute counters", "project": "Foundations", - "id": "1db875f9-2c49-4563-8558-3054ba56d767", + "id": "8ad80fd6-790a-4e36-b1ab-3ec14120d0f3", "savedPayload": { "position": { "x": 37121.94047820647, @@ -7028,7 +7028,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "d593f47a-e100-4b1e-b257-401e55e92a3a" + "id": "d80790c3-8211-452a-9084-865edf412ee6" }, "referenceParentCombinedNodePath": [ [ @@ -7060,7 +7060,7 @@ } ], "outputDatasetFolders": [], - "id": "d7c5d343-c63d-440c-9a44-9a243ceffc55", + "id": "60861130-176e-48fc-aba1-f8bd844d0414", "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": "0a1399a4-1430-430e-a36e-76b04258f42c", + "id": "f417a27f-a0fd-455a-99db-b654ec07bffd", "savedPayload": { "position": { "x": 37310.48942568162, @@ -7117,7 +7117,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "bafb8a46-4f11-42dd-abcd-b7db7c1846fb" + "id": "97ff4ff0-5dc0-4d6c-b3b4-8e15aa0646a6" }, "referenceParentCombinedNodePath": [ [ @@ -7152,7 +7152,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "49efe553-20c6-4f2c-a5d7-b43545e35ca0", + "id": "3649de1e-8141-4c83-aaba-fb1dc9aa30cc", "savedPayload": { "position": { "x": 37235.076304714356, @@ -7212,7 +7212,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "3eb3b176-e10e-463c-a253-d18ecfbf80dd", + "id": "d5bca12a-db4d-4724-b9d7-3be68d7dcd1f", "savedPayload": { "position": { "x": 37074.50636431646, @@ -7270,7 +7270,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "2a5bbe2d-b58d-4aff-a177-abd4e0cace10", + "id": "03cb201a-91e1-48a0-be6e-120a80f3bb28", "savedPayload": { "position": { "x": 36890.11186414839, @@ -7326,7 +7326,7 @@ } ], "dataMineDataDependencies": [], - "id": "bfd723db-8127-440c-adcd-0e12835f83db", + "id": "710e63ed-357d-40cd-85c7-069aac3e5a02", "savedPayload": { "position": { "x": 37012.132857071134, @@ -7353,7 +7353,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "bafb8a46-4f11-42dd-abcd-b7db7c1846fb", + "id": "97ff4ff0-5dc0-4d6c-b3b4-8e15aa0646a6", "savedPayload": { "position": { "x": 36862.132857071134, @@ -7380,7 +7380,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "0804d8f3-de4c-404e-bb59-2d03c75c933b", + "id": "39fa40f3-cab1-4009-904f-365e3c2a1624", "savedPayload": { "position": { "x": 36712.132857071134, @@ -7438,7 +7438,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "d87da62c-7080-4791-ac2b-00d612bc1cf4", + "id": "264c7a9d-6d4a-4bd1-b2ee-b1fb9e1db9c3", "savedPayload": { "position": { "x": 36602.3252359358, @@ -7461,7 +7461,7 @@ } } }, - "id": "7b6d90d8-8689-4070-83ee-c8841dc93dc2", + "id": "7e5bc2c4-40b4-45c7-8c8a-eed39d7f811d", "savedPayload": { "position": { "x": 36862.132857071134, @@ -7498,7 +7498,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily One minute counters", "project": "Foundations", - "id": "1e154668-94f9-4549-99a6-f961ef3ca5b6", + "id": "eab0c6bc-93f0-43d9-b442-3cd745b093f7", "savedPayload": { "position": { "x": 37725.657307245114, @@ -7522,7 +7522,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "28bb3bec-281f-4956-bd5d-922b97e23385" + "id": "2023a17d-0182-4f5a-a8ca-a1423e55af70" }, "referenceParentCombinedNodePath": [ [ @@ -7554,7 +7554,7 @@ } ], "outputDatasetFolders": [], - "id": "cecec046-35ab-49c8-9262-d5638cadceb8", + "id": "53b7af52-82ed-494d-9bb8-4a5865644ef0", "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": "122efbb8-a277-45b7-a72c-c5796a51448c", + "id": "b4b8c909-657f-4129-94f5-f80996f22cc7", "savedPayload": { "position": { "x": 37584.65564209127, @@ -7611,7 +7611,7 @@ "referenceParent": { "type": "Status Report", "name": "Monte Carlo Forecast", - "id": "a67ea3d4-6434-4587-8105-410e0f12ae8a" + "id": "9041720a-0486-47f8-8782-41252484b67e" }, "referenceParentCombinedNodePath": [ [ @@ -7646,7 +7646,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "709b2ec2-5b83-4617-9e84-009afb4064e8", + "id": "86f814d1-a706-4220-9a0f-be1bc72214e8", "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": "7c8c17c8-79dd-432e-84e0-3b68ab5e52d8", + "id": "880eed48-20eb-47fd-bbb6-5a2b6ede9aea", "savedPayload": { "position": { "x": 37443.65397693742, @@ -7765,7 +7765,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "d2500ec5-8ac1-47d4-9018-6d289db298bf", + "id": "458f543c-706f-4401-a3ce-ed7042341d05", "savedPayload": { "position": { "x": 37324.55050266, @@ -7823,7 +7823,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "06f2bbc8-32f4-4b80-a919-c30e795af6a7", + "id": "c3a4cb30-0af4-464d-b04d-a85ec21c4e34", "savedPayload": { "position": { "x": 37183.17727827595, @@ -7879,7 +7879,7 @@ } ], "dataMineDataDependencies": [], - "id": "73b05e44-eb48-4d3c-a84d-af4b72930554", + "id": "ab9487d8-d416-49a5-876f-87c8e34dc6c4", "savedPayload": { "position": { "x": 36997.767081650985, @@ -7906,7 +7906,7 @@ "type": "Status Report", "name": "Monte Carlo Forecast", "project": "Foundations", - "id": "a67ea3d4-6434-4587-8105-410e0f12ae8a", + "id": "9041720a-0486-47f8-8782-41252484b67e", "savedPayload": { "position": { "x": 36644.585284677036, @@ -7933,7 +7933,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "c8cbc274-c6fc-483c-a8d7-a16d1d9a4eca", + "id": 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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 && variable.lowVolH === 0){\n\tvariable.upperVol = 0\n}else{\n\tvariable.upperVol = (variable.upVolH - variable.lowVolH) / (variable.upVolH + variable.lowVolH)\n}\n\nif(variable.upVolL === 0 && variable.lowVolL === 0){\n\tvariable.lowerVol = 0\n}else{\n\tvariable.lowerVol = (variable.upVolL - variable.lowVolL) / (variable.upVolL + variable.lowVolL)\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": "b5be4ffd-124f-4b6c-a606-6d65b6e10dbd", + "id": "300c21ad-16e0-4d18-b25c-3a9268311b1e", "savedPayload": { "position": { - "x": 34309.03966999354, - "y": 20339.59080291056 + "x": 34426.643825658175, + "y": 20755.215081834747 }, "targetPosition": { - "x": 34752.396613944366, - "y": 20262.55431642147 + "x": 34850.83249664966, + "y": 20605.00199517955 }, "floatingObject": { "isPinned": false, @@ -10599,15 +10715,15 @@ } } }, - "id": "bd8bbc56-3004-4543-89c9-ab34f403f96a", + "id": "e73cd813-8f30-4621-a341-56734470f713", "savedPayload": { "position": { - "x": 34752.396613944366, - "y": 20262.55431642147 + "x": 34850.83249664966, + "y": 20605.00199517955 }, "targetPosition": { - "x": 35639.11050184602, - "y": 20108.48134344329 + "x": 35699.20983863262, + "y": 20304.575821869155 }, "floatingObject": { "isPinned": false, @@ -10631,15 +10747,15 @@ "name": "New Procedure Javascript Code", "code": "variable.last20TP = []\nvariable.highVolUp = []\nvariable.highVolDown = []\nvariable.lowVolUp = []\nvariable.lowVolDown = []\nvariable.TR = []", "project": "Foundations", - "id": "5418ab14-fd86-4f86-a4df-f7a09634284c", + "id": "6ced3a25-9565-4904-979c-0402af9fda25", "savedPayload": { "position": { - "x": 34371.68064289544, - "y": 19643.592590470595 + "x": 34371.81571342128, + "y": 20058.557862454756 }, "targetPosition": { - "x": 34794.15726254563, - "y": 19798.55550812816 + "x": 34814.28042182506, + "y": 20140.563848926224 }, "floatingObject": { "isPinned": false, @@ -10654,15 +10770,15 @@ } } }, - "id": "a71c2b06-008a-48fd-aa14-9e652f3e0e38", + "id": "b44e68da-ef27-4bb8-970e-cf95bbc8c69d", "savedPayload": { "position": { - "x": 34794.15726254563, - "y": 19798.55550812816 + "x": 34814.28042182506, + "y": 20140.563848926224 }, "targetPosition": { - "x": 35639.11050184602, - "y": 20108.48134344329 + "x": 35699.20983863262, + "y": 20304.575821869155 }, "floatingObject": { "isPinned": false, @@ -10677,20 +10793,20 @@ } } }, - "id": "e9057b79-cb1d-4fe5-a1e0-e04a69b80a35", + "id": "7bb4f7d2-6349-4f77-a3de-1d5e4407fb97", "savedPayload": { "position": { - "x": 35639.11050184602, - "y": 20108.48134344329 + "x": 35699.20983863262, + "y": 20304.575821869155 }, "targetPosition": { - "x": 36535.48736644174, - "y": 20189.15672145638 + "x": 36596.435438992434, + "y": 20233.962635714095 }, "floatingObject": { "isPinned": false, "isFrozen": false, - "isCollapsed": false, + "isCollapsed": true, "angleToParent": 2, "distanceToParent": 5, "arrangementStyle": 0 @@ -10700,11 +10816,11 @@ } } }, - "id": "5a3725ce-4fd8-4aaa-8e72-1fe6b5fc18e3", + "id": "7215aa7f-a1b3-48af-81e6-40bf865b1386", "savedPayload": { "position": { - "x": 36535.48736644174, - "y": 20189.15672145638 + "x": 36596.435438992434, + "y": 20233.962635714095 }, "targetPosition": { "x": 36831.55979311461, @@ -10724,7 +10840,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Volatility", - "id": "2541c8f9-7c5f-4aa8-ac4c-d10f25cce6ff" + "id": "d341b990-dd29-4bb2-afde-fc2ce9c6b05b" }, "referenceParentCombinedNodePath": [ [ @@ -10759,7 +10875,7 @@ "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": "8b9c9f6d-ebaa-47e5-831e-bc4ce63cc947", + "id": "c289d792-593c-4101-8f2a-07f3e9a2459e", "savedPayload": { "position": { "x": 36046.52494019889, @@ -10787,7 +10903,7 @@ "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": "1286d107-99b9-4c11-a793-2e1aed98f008", + "id": "ea2565de-7119-4aa6-aa6e-62a2cdd584d0", "savedPayload": { "position": { "x": 35767.38175629014, @@ -10826,7 +10942,7 @@ "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", - "id": "2f045f74-6ade-4407-9b62-0c21a7ec6ee9", + "id": "8b7b0ea9-b524-4863-beca-0b5caa65265b", "savedPayload": { "position": { "x": 34030.03846235771, @@ -10849,7 +10965,7 @@ } } }, - "id": "464eca50-0201-446e-a2b8-a9fd70ca43ec", + "id": "c127bc12-1f15-424c-a5af-3f608e0156ac", "savedPayload": { "position": { "x": 35046.28057076523, @@ -10882,7 +10998,7 @@ "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", - "id": "79606fc0-c2d5-4907-bedc-4d308f8e9d2c", + "id": "9ee8cec8-c1c7-44b9-90ce-a9ad86107605", "savedPayload": { "position": { "x": 35667.74464271899, @@ -10905,7 +11021,7 @@ } } }, - "id": "87477d26-be0d-45e8-9997-683844ab8ed7", + "id": "edc73d91-5582-4d51-81f0-5692e01661e9", "savedPayload": { "position": { "x": 34760.83058695473, @@ -10938,7 +11054,7 @@ "name": "New Record Formula", "code": "variable.histo", "project": "Foundations", - "id": "6d565ff6-ad9d-47f8-b91d-a19e9879215f", + "id": "401c6d86-5065-4bd6-a828-516bce977590", "savedPayload": { "position": { "x": 35824.26440293211, @@ -10961,7 +11077,7 @@ } } }, - "id": "0328a621-3be0-4a39-a903-248a889c8a96", + "id": "7e46f9b7-da26-438c-abf6-025e945caf1e", "savedPayload": { "position": { "x": 34733.400863960596, @@ -10994,7 +11110,7 @@ "name": "New Record Formula", "code": "variable.wTopOsc", "project": "Foundations", - "id": "33594a4a-0c39-46d3-b4c7-fb5639beac1e", + "id": "f7a83810-4232-4f86-b406-273d1ec2ac9b", "savedPayload": { "position": { "x": 33842.68997021392, @@ -11017,7 +11133,7 @@ } } }, - "id": "fced5519-1bcf-41a1-ada9-a8b209bae44c", + "id": "a5e234a6-7489-4aeb-a79b-3c590f9f6571", "savedPayload": { "position": { "x": 34971.34117390771, @@ -11050,7 +11166,7 @@ "name": "New Record Formula", "code": "variable.wBottomOsc", "project": "Foundations", - "id": "fe564d85-8ee0-4e07-823d-9ac44cdf04df", + "id": "17c08c3e-d035-45af-93d6-b7672bd75d79", "savedPayload": { "position": { "x": 34941.57604269199, @@ -11073,7 +11189,7 @@ } } }, - "id": "4e51744e-7eb5-453e-a900-b8b8e2483434", + "id": "b01b0cb7-a004-47dc-a004-00551adc0537", "savedPayload": { "position": { "x": 35410.89560289894, @@ -11097,7 +11213,7 @@ } } ], - "id": "73631084-b4aa-4018-82d5-0dc7569e0a32", + "id": "c5f661cd-b7dd-4c1a-8d2d-75e9c402089b", "savedPayload": { "position": { "x": 35723.775309703575, @@ -11133,7 +11249,7 @@ "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 = 10 //volatility analysis periods\nlet V = 6 //periods for EMAv calculation\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 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 - 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}\n\n//calculate accuéulation of Keltner bands against BB\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}\n//calculate volatility oscillator\nif(variable.upVolH === 0 && variable.lowVolH === 0){\n\tvariable.upperVol = 0\n}else{\n\tvariable.upperVol = (variable.upVolH - variable.lowVolH) / (variable.upVolH + variable.lowVolH)\n}\n\nif(variable.upVolL === 0 && variable.lowVolL === 0){\n\tvariable.lowerVol = 0\n}else{\n\tvariable.lowerVol = (variable.upVolL - variable.lowVolL) / (variable.upVolL + variable.lowVolL)\n}\n\n//Calculate the position of the price from the bottom of the BB\nif(variable.previousEMAv === undefined) {\n\tvariable.previousEMAv = candle.close\n}\nvariable.EMAv = calculateEMA(V, candle.close, variable.previousEMAv)\nvariable.previousEMAv = variable.EMAv\nvariable.position = (variable.EMAv - variable.low) / (variable.up - variable.low)\n\n//Calculate the volatility oscillator weighted by the position of the price in the BB\nvariable.wTopOsc = variable.position * variable.upperVol\nvariable.wBottomOsc = variable.position * variable.lowerVol * (-1)\n\n//calculate histogram\nvariable.histo = variable.wTopOsc - variable.wBottomOsc\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": "ff141109-380f-446d-9308-d85a55e58678", + "id": "3b4bf209-f29a-4f53-a379-e48259550980", "savedPayload": { "position": { "x": 34313.91255008905, @@ -11156,7 +11272,7 @@ } } }, - "id": "42f1b244-e684-4e1a-bfe6-2709ccc793ae", + "id": "0cc693cf-2e2f-4afd-a47d-4da54781c600", "savedPayload": { "position": { "x": 35442.563753782844, @@ -11188,7 +11304,7 @@ "name": "New Procedure Javascript Code", "code": "variable.last20TP = []\nvariable.highVolUp = []\nvariable.highVolDown = []\nvariable.lowVolUp = []\nvariable.lowVolDown = []\nvariable.TR = []", "project": "Foundations", - "id": "6bbf5e1d-57e9-4fa9-8d75-7844848d9e37", + "id": "f9c70e15-0807-41f4-803a-a79637047f65", "savedPayload": { "position": { "x": 36721.274356961156, @@ -11211,7 +11327,7 @@ } } }, - "id": "12ab6f65-2f8d-41c6-a8b8-f63358882dac", + "id": "e936eb88-c759-4bfe-83a5-2b62b6817e21", "savedPayload": { "position": { "x": 36405.508476531686, @@ -11234,7 +11350,7 @@ } } }, - "id": "53bdf18d-283a-4fd2-9f51-3bd3016c6f51", + "id": 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false, @@ -11634,15 +11750,15 @@ "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 / L\n\t}\n\telse {\n\t\tvariable.avgL = candle.close\n\t}\n\n\tif(variable.lastCandleS.length === S){\n\tfor(var i = 0; i < S; i++){\n\t\tvariable.sumS += variable.lastCandleS[i]\n\t}\n\tvariable.avgS = variable.sumS / S \n\t}else{\n\t\tvariable.avgS = candle.close\n\t}\n\n\t//Standard deviation for L and S\n\tif(variable.lastCandleL.length === L){\n\tfor(var i = 0 ; i < L ; i++){\n\t\tvariable.sqL += Math.pow(variable.lastCandleL[i] - variable.avgL, 2)\n\t}\n\tvariable.sigL = Math.sqrt(variable.sqL / L)\n\t}else{\n\t\tvariable.sigL = variable.avgL * 0.01\n\t}\n\n\tif(variable.lastCandleS.length === S){\n\tfor(var i = 0 ; i < S ; i++){\n\t\tvariable.sqS += Math.pow(variable.lastCandleS[i] - variable.avgS, 2)\n\t}\n\tvariable.sigS = Math.sqrt(variable.sqS / S)\n\t}else{\n\t\tvariable.sigS = variable.avgS * 0.01\n\t}\n\n\t//alpha calculation\n\tvariable.alpha = variable.sigS / variable.sigL * 0.2\n\tif(variable.alpha === undefined || isNaN(variable.alpha)){\n\t\tvariable.alpha = 1\n\t}\n\n\t//Previous VAMA initialization\n\tif(variable.previousVAMA === undefined){\n\t\t\tvariable.previousVAMA = candle.close\n\t}\n\n\t//VAMA calculation\n\tvariable.vama = variable.alpha * candle.close + (1 - variable.alpha) * variable.previousVAMA\n\tif(variable.vama === undefined || isNaN(variable.vama)){\n\t\tvariable.vama = candle.close\n\t}\n\tvariable.previousVAMA = variable.vama\n\t\n\tif(candle.close > variable.vama){\n\t\tvariable.trend = 1\n\t}else{\n\t\tvariable.trend = -1\n\t}", "project": "Foundations", - "id": "172fb58a-ba0e-455d-950a-bcb1d1e861fb", + "id": "d93befb1-8b63-4215-b967-925c08ea3727", "savedPayload": { "position": { - "x": 36571.49395289019, - "y": 18969.24158679159 + "x": 36504.74253888411, + "y": 19088.434813038457 }, "targetPosition": { - "x": 36638.40701352608, - "y": 19043.55606933933 + "x": 36603.068029640504, + "y": 19106.65836558767 }, "floatingObject": { "isPinned": false, @@ -11657,11 +11773,11 @@ } } }, - "id": "88ba2abd-3e76-476e-b4f4-cb6fda24d117", + "id": "b98d56fc-bb0a-4213-af85-f1f810d85a7a", "savedPayload": { "position": { - "x": 36638.40701352608, - "y": 19043.55606933933 + "x": 36603.068029640504, + "y": 19106.65836558767 }, "targetPosition": { 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