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"distanceToParent": 1, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "id": "2c50331c-2fd0-4ff2-a1c7-9669c28706e4", "savedPayload": { "position": { "x": 35728.584360781795, "y": 19989.33220922348 }, "targetPosition": { "x": 36403.584360781795, "y": 19989.33220922348 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "dataBuilding": { "type": "Data Building Procedure", "name": "New Data Building Procedure", "project": "Foundations", "loop": { "type": "Procedure Loop", "name": "New Procedure Loop", "project": "Foundations", "procedureJavascriptCode": { "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": "821e96d7-2335-4448-861b-85735d720f66", "savedPayload": { "position": { "x": 35591.99186039734, "y": 19677.791037221425 }, "targetPosition": { "x": 35815.7592868552, "y": 19701.309941456646 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 1, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false, "shortcutKey": "f" } } }, "id": "f78f21df-6643-41f7-86d0-cd6c9caa2791", "savedPayload": { "position": { "x": 35815.7592868552, "y": 19701.309941456646 }, "targetPosition": { "x": 36039.52671331307, "y": 19724.828845691867 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "initialization": { "type": "Procedure Initialization", "name": "New Procedure Initialization", "project": "Foundations", "procedureJavascriptCode": { "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": "92c44a8f-66be-47a2-a466-88ec1db1aa62", "savedPayload": { "position": { "x": 35856.495223928956, "y": 19313.7333897527 }, "targetPosition": { "x": 35948.01096862101, "y": 19519.281117722283 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 1, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "c8caf971-0b77-49f2-b73c-2c41479758fa", "savedPayload": { "position": { "x": 35948.01096862101, "y": 19519.281117722283 }, "targetPosition": { "x": 36039.52671331307, "y": 19724.828845691867 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "c826f0ac-e8cf-49e3-9d50-c03b35f0c3e4", "savedPayload": { "position": { "x": 36039.52671331307, "y": 19724.828845691867 }, "targetPosition": { "x": 36403.584360781795, "y": 19989.33220922348 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "c1e49d84-6daf-4562-9a8b-ce3be44ff70c", "savedPayload": { "position": { "x": 37449.2648914271, "y": 20323.458038905344 }, "targetPosition": { "x": 37224.2648914271, "y": 19933.746607202345 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": true, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false }, "referenceParent": { "type": "Plotter Module", "name": "Fisher-MFI", "id": "5e3caa1c-afe4-4dec-959f-0d9db18ee387" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Fisher MFI", "Plotter", "Foundations", "d03f32b1-ac8c-4813-9b14-82aa1baf398d" ], [ "Fisher-MFI", "Plotter Module", "Foundations", "d31bd0e5-c940-4033-a033-ab0f7abd0177" ] ] } }, { "type": "Product Definition", "name": "Keltner MAMA", "config": "{\n \"codeName\": \"Keltner\",\n \"singularVariableName\": \"keltner\",\n \"pluralVariableName\": \"keltners\"\n}", "project": "Foundations", "datasets": [ { "type": "Dataset Definition", "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": "39571c6b-5777-4208-9787-523752f6f836", "savedPayload": { "position": { "x": 36475.90832281661, "y": 20224.91276731797 }, "targetPosition": { "x": 36625.90832281661, "y": 19965.10514618264 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Dataset Definition", "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": "e69337c3-1710-4aa5-92f7-5e849f6a7c9f", "savedPayload": { "position": { "x": 36351.844685523836, "y": 20087.126139105378 }, "targetPosition": { "x": 36625.90832281661, "y": 19965.10514618264 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "record": { "type": "Record Definition", "name": "New Record Definition", "project": "Foundations", "properties": [ { "type": "Record Property", "name": "Begin", "config": "{\n \"codeName\": \"begin\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Formula", "code": "record.current.begin", "project": "Foundations", "id": "320744db-12a7-4e86-a761-42a9f40ea4ac", "savedPayload": { "position": { "x": 35737.91098951484, "y": 20174.77330315681 }, "targetPosition": { "x": 35838.28058046867, "y": 20063.301579335202 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 1, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "80185b2b-0a95-45f6-ba5b-7fc3548dd78b", "savedPayload": { "position": { "x": 35838.28058046867, "y": 20063.301579335202 }, "targetPosition": { "x": 36039.01976237633, "y": 19840.35813169198 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": "End", "config": "{\n \"codeName\": \"end\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Formula", "code": "record.current.end", "project": "Foundations", "id": "0d858738-9224-485e-8e1a-f0c76dd7378a", "savedPayload": { "position": { "x": 35611.044330043514, "y": 19979.415779160707 }, "targetPosition": { "x": 35753.70280748779, "y": 19933.063230004467 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 1, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "e4d292bb-a69a-4257-82f0-ef0fdb28281d", "savedPayload": { "position": { "x": 35753.70280748779, "y": 19933.063230004467 }, "targetPosition": { "x": 36039.01976237633, "y": 19840.35813169198 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": "MAMA", "config": "{\n \"codeName\": \"MAMA\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "variable.MAMA", "project": "Foundations", "id": "93d5d431-233f-4d22-82a7-61a7567d265f", "savedPayload": { "position": { "x": 35598.85334204612, "y": 19746.79787082399 }, "targetPosition": { "x": 35745.57548215619, "y": 19777.984624446653 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "7dcdc775-008f-4a3f-94f2-9ed9282fcf29", "savedPayload": { "position": { "x": 35745.57548215619, "y": 19777.984624446653 }, "targetPosition": { "x": 36039.01976237633, "y": 19840.35813169198 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": "Upper Band", "config": "{\n \"codeName\": \"upper\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "variable.Upper", "project": "Foundations", "id": "8ac83ebf-bf63-4869-9abb-4f104fe5b743", "savedPayload": { "position": { "x": 35704.604590911506, "y": 19539.249358830493 }, "targetPosition": { "x": 35816.076314733116, "y": 19639.618949784322 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "bec3c7c3-df83-4ce3-bee9-4fdeb8393174", "savedPayload": { "position": { "x": 35816.076314733116, "y": 19639.618949784322 }, "targetPosition": { "x": 36039.01976237633, "y": 19840.35813169198 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": "Lower Band", "config": "{\n \"codeName\": \"lower\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", "id": "73697cbd-17d4-42e2-ba2b-76c4f1ff8650", "savedPayload": { "position": { "x": 35899.962114907605, "y": 19412.382699359165 }, "targetPosition": { "x": 35946.314664063844, "y": 19555.04117680344 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "19047817-03d9-4e23-9c4d-4f6cecccdeef", "savedPayload": { "position": { "x": 35946.314664063844, "y": 19555.04117680344 }, "targetPosition": { "x": 36039.01976237633, "y": 19840.35813169198 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "id": "3875594b-6d8b-4f78-82a9-d74fee5ad165", "savedPayload": { "position": { "x": 36039.01976237633, "y": 19840.35813169198 }, "targetPosition": { "x": 36625.90832281661, "y": 19965.10514618264 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 5, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "dataBuilding": { "type": "Data Building 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": "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": "ebe0895f-b9d1-4321-8967-b8f8e893fe1e", "savedPayload": { "position": { "x": 35469.626447850416, "y": 19029.04311938268 }, "targetPosition": { "x": 35721.22761823404, "y": 19192.434829887185 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "22633952-f5aa-4176-92b0-fe68554d7a8b", "savedPayload": { "position": { "x": 35721.22761823404, "y": 19192.434829887185 }, "targetPosition": { "x": 36224.4299590013, "y": 19519.218250896203 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 3, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "initialization": { "type": "Procedure Initialization", "name": "New Procedure Initialization", "project": "Foundations", "procedureJavascriptCode": { "type": "Procedure Javascript Code", "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.TR = []", "project": "Foundations", "id": "ea9443c6-6d55-4a77-b370-5274cc1a46cc", "savedPayload": { "position": { "x": 35815.838509235706, "y": 18717.312379126673 }, "targetPosition": { "x": 35952.03565915757, "y": 18984.614336383183 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": 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36053.63098165001, "y": 19748.336410577373 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": "Lower Band", "config": "{\n \"codeName\": \"lower\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "variable.Lower", "project": "Foundations", "id": "e765ad6e-95c8-41e2-af7f-818f8c19a3fd", "savedPayload": { "position": { "x": 35960.070720782016, "y": 19308.169990247163 }, "targetPosition": { "x": 35991.25747440468, "y": 19454.892130357235 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "1da500b0-f2a5-42f8-94ac-b96494e6145d", "savedPayload": { "position": { "x": 35991.25747440468, "y": 19454.892130357235 }, "targetPosition": { "x": 36053.63098165001, "y": 19748.336410577373 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "id": "82fcef46-15dc-42fe-81ee-2eb1e10cec13", "savedPayload": { "position": { "x": 36053.63098165001, "y": 19748.336410577373 }, "targetPosition": { "x": 36624.2648914271, "y": 19933.746607202345 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 5, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "dataBuilding": { "type": "Data Building 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": "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": "f226f9b7-5814-4b2e-8e18-7ace5cadd46e", "savedPayload": { "position": { "x": 35572.162374740336, "y": 18881.948058632523 }, "targetPosition": { "x": 35805.30616317743, "y": 19070.74417594747 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "94395da9-2fc1-46f2-9c2f-540a90126a05", "savedPayload": { "position": { "x": 35805.30616317743, "y": 19070.74417594747 }, "targetPosition": { "x": 36271.59374005161, "y": 19448.336410577373 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 3, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "initialization": { "type": "Procedure Initialization", "name": "New Procedure Initialization", "project": "Foundations", "procedureJavascriptCode": { "type": "Procedure Javascript Code", "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.TR = []", "project": "Foundations", "id": "588471fd-528e-4b3a-8525-be9cd2698e54", "savedPayload": { "position": { "x": 35949.062585460844, "y": 18608.11402672989 }, "targetPosition": { "x": 36056.572970324436, "y": 18888.188154679054 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "ae9b7642-22c0-4f4d-baf3-2bdf442e9eb7", "savedPayload": { "position": { "x": 36056.572970324436, "y": 18888.188154679054 }, "targetPosition": { "x": 36271.59374005161, "y": 19448.336410577373 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 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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 += 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"uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": "VAMA", "config": "{\n \"codeName\": \"vama\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "variable.vama", "project": "Foundations", "id": "b805d87d-dd2e-4131-856e-f6faf46cfbc5", "savedPayload": { "position": { "x": 35390.163573289305, "y": 19614.782532893103 }, "targetPosition": { "x": 35857.877586623144, "y": 19808.516020527928 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "bcbc55f7-a6c1-4e73-b609-1b008a064b46", "savedPayload": { "position": { "x": 35857.877586623144, "y": 19808.516020527928 }, "targetPosition": { "x": 36169.6869288457, "y": 19937.671678951145 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": "Trend", "config": "{\n \"codeName\": \"trend\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "variable.trend", "project": "Foundations", "id": "ab07ef4e-af6e-4555-8ad2-a61b9b5d3257", "savedPayload": { "position": { "x": 35728.82876486662, "y": 19218.25654027738 }, "targetPosition": { "x": 35993.34366325407, "y": 19649.905623481638 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "193d03df-d811-489a-a691-6067ad2e3c60", "savedPayload": { "position": { "x": 35993.34366325407, "y": 19649.905623481638 }, "targetPosition": { "x": 36169.6869288457, "y": 19937.671678951145 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "id": "3df114bc-fcf9-4dea-895e-e734c0180249", "savedPayload": { "position": { "x": 36169.6869288457, "y": 19937.671678951145 }, "targetPosition": { "x": 36393.993328935656, "y": 19955.32497548991 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "dataBuilding": { "type": "Data Building 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 / 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": "c232dbcb-c142-4a0a-b281-067ccc285dd4", "savedPayload": { "position": { "x": 36504.74253888411, "y": 19088.434813038457 }, "targetPosition": { "x": 36603.068029640504, "y": 19106.65836558767 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "44f0f1af-7a20-4dc4-a6bf-e72ff01499ac", "savedPayload": { "position": { "x": 36603.068029640504, "y": 19106.65836558767 }, "targetPosition": { "x": 36713.68420674145, "y": 19127.15986220554 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "initialization": { "type": "Procedure Initialization", "name": "New Procedure Initialization", "project": "Foundations", "procedureJavascriptCode": { "type": "Procedure Javascript Code", "name": "New Procedure Javascript Code", "code": "variable.lastCandleL = []\nvariable.lastCandleS = []", "project": "Foundations", "id": "7f56914f-d763-40ba-be24-2b6c202a02dd", "savedPayload": { "position": { "x": 36642.75024915428, "y": 18926.84854534845 }, "targetPosition": { "x": 36676.13093507765, "y": 19021.112694457668 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "e3bddd3e-df08-4e19-a7bb-55d5be0240c7", "savedPayload": { "position": { "x": 36676.13093507765, "y": 19021.112694457668 }, "targetPosition": { "x": 36713.68420674145, "y": 19127.15986220554 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": 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"name": "New Procedure Loop", "project": "Foundations", "procedureJavascriptCode": { "type": "Procedure Javascript Code", "name": "New Procedure Javascript Code", "code": "let candle = record.current\nlet P = 10 //periods for SMA Num and Den\n\nvariable.lastOpen.push(candle.open)\nif(variable.lastOpen.length > 4){\n variable.lastOpen.splice(0,1)\n}\n\nvariable.lastHigh.push(candle.max)\nif(variable.lastHigh.length > 4){\n variable.lastHigh.splice(0,1)\n}\n\nvariable.lastLow.push(candle.min)\nif(variable.lastLow.length > 4){\n variable.lastLow.splice(0,1)\n}\n\nvariable.Va = candle.close - candle.open\n\nif(variable.lastOpen.length >= 2){\nvariable.Vb = (candle.close - variable.lastOpen[2])*2\n} else {\nvariable.Vb = variable.Va \n}\n\nif(variable.lastOpen.length >= 3){\n variable.Vc = (candle.close - variable.lastOpen[1]) * 2\n}else{\n variable.Vc = variable.Vb\n}\n\nif(variable.lastOpen.length === 4){\n variable.Vd = candle.close - variable.lastOpen[0]\n}else{\n variable.Vd = variable.Vc\n}\n\nvariable.Ve = candle.max - candle.min\n\nif(variable.lastLow.length >= 2){\nvariable.Vf = (candle.max - variable.lastLow[2])*2\n} else {\nvariable.Vf = variable.Ve \n}\nif(variable.lastLow.length >= 3){\n variable.Vg = (candle.max - variable.lastLow[1]) * 2\n}else{\n variable.Vg = variable.Vf\n}\n\nif(variable.lastLow.length === 4){\n variable.Vh = candle.max - variable.lastLow[0]\n}else{\n variable.Vh = variable.Vg\n}\n\nif(variable.Vb === undefined || isNaN(variable.Vb)){\n\tvariable.Vb = variable.Va\n}\nif(variable.Vc === undefined || isNaN(variable.Vc)){\n\tvariable.Vc = variable.Va\n}\nif(variable.Vd === undefined || isNaN(variable.Vd)){\n\tvariable.Vd = variable.Va\n}\nif(variable.Vf === undefined || isNaN(variable.Vf)){\n\tvariable.Vf = variable.Ve\n}\nif(variable.Vg === undefined || isNaN(variable.Vg)){\n\tvariable.Vg = variable.Ve\n}\nif(variable.Vh === undefined || isNaN(variable.Vh)){\n\tvariable.Vh = variable.Ve\n}\n\nvariable.Num = (variable.Va + variable.Vb + variable.Vc + variable.Vd)/6\nvariable.Den = (variable.Ve + variable.Vf + variable.Vg + variable.Vh)/6\n\nvariable.lastN.push(variable.Num)\nvariable.lastD.push(variable.Den)\n\nif(variable.lastN.length > P){\n variable.lastN.splice(0,1)\n variable.lastD.splice(0,1)\n}\n\nvariable.sumN = 0\nvariable.sumD = 0\nfor(var i = 0 ; i < variable.lastN.length ; i++){\n variable.sumN += variable.lastN[i]\n variable.sumD += variable.lastD[i]\n}\n\n//calculate RVI\nvariable.RVI = variable.sumN / variable.sumD\nvariable.pastRVI.push(variable.RVI)\n\n//prepare RVI values for signal line calculation\nif(variable.pastRVI.length > 4){\n variable.pastRVI.splice(0,1)\n}\n//signal calculation\nif(variable.pastRVI.length === 4){\n variable.signal = (variable.pastRVI[3] + 2 * variable.pastRVI[2] + 2 * variable.pastRVI[1]+ variable.pastRVI[0]) / 6\n} else {\n variable.signal = variable.RVI\n}", "project": "Foundations", "id": "f12daae1-843f-4884-be32-a45e10e967e3", "savedPayload": { "position": 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0\n}\n\nvariable.sSmooth.push(variable.smooth)\nif(variable.sSmooth.length > P){\n\tvariable.detrender = ((0.0962 * variable.sSmooth[P - 1]) + (0.5769 * variable.sSmooth[P - 3])) - (0.5769 * variable.sSmooth[P - 5]) - (0.0962 * variable.sSmooth[P - 7]) * ((0.075 * variable.lastPeriod) + 0.54)\n}else{\n\tvariable.detrender = variable.smooth\n}\n\nvariable.lastDetrend.push(variable.detrender)\nif(variable.lastDetrend.length > P){\n\tvariable.lastDetrend.splice(0,1)\n}\n\nif(variable.lastDetrend.length === P){\n\tvariable.qA = ((0.0962 * variable.lastDetrend[P - 1]) + (0.5769 * variable.lastDetrend[P - 3])) - (0.5769 * variable.lastDetrend[P - 5]) - (0.0962 * variable.lastDetrend[P - 7]) * (((0.075 * variable.lastPeriod)) + 0.54)\n}else{\n\tvariable.qA = variable.detrender\n}\n\nvariable.lastQA.push(variable.qA)\nif(variable.lastQA.length > P){\n\tvariable.lastQA.splice(0,1)\n}\n\nif(variable.lastDetrend.length >= 6){\n\tvariable.iA = variable.lastDetrend[P - 2]\n}else{\n\tvariable.iA = 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0\n}\nvariable.smoothPeriod = (0.33 * variable.Period) + (0.67 * variable.lastSmoothPeriod)\n\nif(variable.sSmooth.length >= 5){\n\tvariable.qC = 0.5 * (variable.smooth - variable.sSmooth[P - 3]) * ((0.1759 * variable.smoothPeriod) + 0.4607)\n}else{\n\tvariable.qC = 0\n}\nvariable.lastQC.push(variable.qC)\n\nif(variable.lastQC.length > 25){\n\tvariable.lastQC.splice(0,1)\n}\n\nvariable.i3 = 0\nvariable.sp = Math.ceil(variable.smoothPeriod / 2)\nif(variable.lastQC === 25){\n\tfor(var i = 24 ; i >= 25 - variable.sp ; i--){\n\t\tvariable.i3 += variable.lastQC[i]\n\t}\n}\nvariable.i3 = 1.57 * variable.i3 / variable.sp\n\nvariable.signal = Math.pow(variable.i3, 2) + Math.pow(variable.qC, 2)\nif(variable.lastNoise === undefined || isNaN(variable.lastNoise)){\n\tvariable.lastNoise = 0\n}\nvariable.Noise = (Math.pow(candle.max - candle.min, 2) * 0.1 * 0.25) + (0.9 * variable.lastNoise)\n\n\nif(variable.lastSNR === undefined || isNaN(variable.lastSNR)){\n\tvariable.lastSNR = 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"arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "e48f6eb1-29e9-4059-8cc9-bccb27ea2d36", "savedPayload": { "position": { "x": 35639.65430435546, "y": 19677.025990238162 }, "targetPosition": { "x": 35690.27484710011, "y": 19972.724418797123 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "id": "d406b3bb-cd0a-41d2-b2c2-1bb7ba898d2a", "savedPayload": { "position": { "x": 35690.27484710011, "y": 19972.724418797123 }, "targetPosition": { "x": 36668.82890087101, "y": 19869.186668669914 }, "floatingObject": { "isPinned": true, "isFrozen": false, "isCollapsed": true, "angleToParent": 2, "distanceToParent": 5, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "dataBuilding": { "type": "Data Building 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": "let candle = record.current\nlet P = 10 //periods for ATR calculation\nlet len = 20 //periods for EMA calculation\n\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\nvariable.LP1 = variable.MA - variable.sigma * 2.34\nvariable.LP30 = variable.MA - variable.sigma * 0.53\nvariable.HP1 = variable.MA + variable.sigma * 2.34\nvariable.HP30 = variable.MA + variable.sigma * 0.53\nvariable.LP02 = variable.MA - variable.sigma * 2.95\nvariable.HP02 = variable.MA + variable.sigma * 2.95", "project": "Foundations", "id": "3ef96044-c682-4cca-bea9-dc2e78f0649b", "savedPayload": { "position": { "x": 35966.69395065679, "y": 19623.612881824258 }, "targetPosition": { "x": 36112.67938087585, "y": 19658.08394452551 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "cec83e20-c0af-4ef6-bf99-4a8af4270565", "savedPayload": { "position": { "x": 36112.67938087585, "y": 19658.08394452551 }, "targetPosition": { "x": 36404.65024131399, "y": 19727.026069928015 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 3, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "initialization": { "type": "Procedure Initialization", "name": "New Procedure Initialization", "project": "Foundations", "procedureJavascriptCode": { "type": "Procedure Javascript Code", "name": "New Procedure Javascript Code", "code": "variable.last20TP = []", "project": "Foundations", "id": "b8e5685f-aedc-4f3d-b909-c356550f7875", "savedPayload": { "position": { "x": 36077.07556190953, "y": 19418.48947661522 }, "targetPosition": { "x": 36186.26712171102, "y": 19521.335007719485 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "3daeefef-0958-4d90-b2e9-4803c70a2285", "savedPayload": { "position": { "x": 36186.26712171102, "y": 19521.335007719485 }, "targetPosition": { "x": 36404.65024131399, "y": 19727.026069928015 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 3, "distanceToParent": 3, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "ae74dc43-bcc0-4f53-9cf3-c6f14dfa60b8", "savedPayload": { "position": { "x": 36404.65024131399, "y": 19727.026069928015 }, "targetPosition": { "x": 36668.82890087101, "y": 19869.186668669914 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 5, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "07f1d67b-479c-40b7-931e-067cb6b11ca9", "savedPayload": { "position": { "x": 36668.82890087101, "y": 19869.186668669914 }, "targetPosition": { "x": 36803.974231056374, "y": 19804.10410780228 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": true, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false }, "referenceParent": { "type": "Plotter Module", "name": "Price Probabilities", "id": "93a26913-70ca-4547-af70-350e1ee48a00" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Price Probabilities", "Plotter", "Foundations", "f7cb7436-1e21-400d-b610-0a0dbb46c3f0" ], [ "Price Probabilities", "Plotter Module", "Foundations", "f1d28494-9726-4a00-8fb2-f6f50d12636d" ] ] } }, { "type": "Product Definition", "name": "Periodic_Return_Sigma_Probabilities", "config": "{\n \"codeName\": \"Periodic_Return_Sigma_Probabilities\",\n \"singularVariableName\": \"PRSP\",\n \"pluralVariableName\": \"PRSPs\"\n}", "project": "Foundations", "datasets": [ { "type": "Dataset Definition", "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": "db2afbe8-f6a8-43e4-b1ac-b0d9d66d84c7", "savedPayload": { "position": { "x": 35918.77779150417, "y": 20285.38552669542 }, "targetPosition": { "x": 36355.23252232484, "y": 19770.47556568839 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Dataset Definition", "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": "f24bbf9b-3dde-4f6f-9069-12171bb9bdf4", "savedPayload": { "position": { "x": 35699.47674647716, "y": 19930.50482064635 }, "targetPosition": { "x": 36355.23252232484, "y": 19770.47556568839 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "record": { "type": "Record Definition", "name": "New Record Definition", "project": "Foundations", "properties": [ { "type": "Record Property", "name": "Begin", "config": "{ \n \"codeName\": \"begin\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "record.current.begin", "project": "Foundations", "id": "3e09a204-43a0-4e58-8999-dc424ceb99a4", "savedPayload": { "position": { "x": 35368.72875072751, "y": 20010.95212817633 }, "targetPosition": { "x": 35835.71493312192, "y": 19815.47075322542 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "59b028e8-b81c-4b2c-b322-f9da2253a677", "savedPayload": { "position": { "x": 35835.71493312192, "y": 19815.47075322542 }, "targetPosition": { "x": 36147.03905471819, "y": 19685.14983659148 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": "End", "config": "{\n \"codeName\": \"end\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "record.current.end", "project": "Foundations", "id": "8906d58a-bc15-4df0-acef-14fade350a8d", "savedPayload": { "position": { "x": 35366.313551193256, "y": 19365.178352478073 }, "targetPosition": { "x": 35834.748853308214, "y": 19557.161242946117 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "f0e4261b-c2d3-431b-a327-915efc27a5c2", "savedPayload": { "position": { "x": 35834.748853308214, "y": 19557.161242946117 }, "targetPosition": { "x": 36147.03905471819, "y": 19685.14983659148 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, { "type": "Record Property", "name": " Z ", "config": "{\n \"codeName\": \"Z\",\n \"isString\": false,\n \"isCalculated\": false\n}", "project": "Foundations", "recordFormula": { "type": "Record Formula", "name": "New Record Formula", "code": "variable.Z", "project": "Foundations", "id": "11e5edc2-25d3-45bb-81b6-1e184c7d24d2", "savedPayload": { "position": { "x": 35821.23676313334, "y": 18906.839532600807 }, "targetPosition": { "x": 36016.71813808425, "y": 19373.82571499521 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "a9a29227-b876-4efb-b074-6b620d1ba159", "savedPayload": { "position": { "x": 36016.71813808425, "y": 19373.82571499521 }, "targetPosition": { "x": 36147.03905471819, "y": 19685.14983659148 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "id": "b0adad83-8a8f-4f55-aa43-eeca8ed9abd9", "savedPayload": { "position": { "x": 36147.03905471819, "y": 19685.14983659148 }, "targetPosition": { "x": 36355.23252232484, "y": 19770.47556568839 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "dataBuilding": { "type": "Data Building 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": "let candle = record.current\r\nlet len = 200 //periods\r\n\r\n\r\n//calculate and store Periodic return\r\nif (variable.prevClose === undefined) {\r\n\tvariable.prevClose = candle.max\r\n}\r\nvariable.PR = Math.log(candle.close / variable.prevClose)\r\nvariable.lastPR.push(variable.PR)\r\nif (variable.lastPR.length > len) {\r\n\tvariable.lastPR.splice(0, 1)\r\n}\r\nvariable.sTP = 0\r\nvariable.sTPSquare = 0\r\nfor (var i = 0; i < len; i++) {\r\n\tvariable.sTP += variable.lastPR[i]\r\n}\r\n//calculate MA\r\nif (variable.lastPR.length === len) {\r\n\tvariable.MA = variable.sTP / len\r\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / len)\r\n} else {\r\n\tvariable.MA = variable.PR\r\n}\r\n\r\n//calculate standard deviation\r\nif (variable.lastPR.length === len) {\r\n\tfor (var i = 0; i < len; i++) {\r\n\t\tvariable.sTPSquare += Math.pow(variable.lastPR[i] - variable.MA, 2)\r\n\t}\r\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / len)\r\n} else {\r\n\tvariable.sigma = variable.MA * 1 / 100\r\n}\r\n\r\nvariable.Z = (variable.PR - variable.MA) / variable.sigma\r\n\r\nvariable.prevClose = candle.close", "project": "Foundations", "id": "447948d9-bf75-4691-919c-36c5aca41808", "savedPayload": { "position": { "x": 36049.82712359792, "y": 19478.375460133226 }, "targetPosition": { "x": 36137.88667678359, "y": 19525.762326380525 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "d7974489-8971-419d-ba02-835ea5535838", "savedPayload": { "position": { "x": 36137.88667678359, "y": 19525.762326380525 }, "targetPosition": { "x": 36236.953674117474, "y": 19579.07255090874 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "initialization": { "type": "Procedure Initialization", "name": "New Procedure Initialization", "project": "Foundations", "procedureJavascriptCode": { "type": "Procedure Javascript 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19579.07255090874 }, "targetPosition": { "x": 36355.23252232484, "y": 19770.47556568839 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "e67fd0cb-5759-418e-ae9c-346941ca1c38", "savedPayload": { "position": { "x": 36355.23252232484, "y": 19770.47556568839 }, "targetPosition": { "x": 36803.974231056374, "y": 19804.10410780228 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": true, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false }, "referenceParent": { "type": "Plotter Module", "name": "Sigma Probability", "id": "9d6f15fc-7b76-4721-bed8-5aaf29ba67ec" }, "referenceParentCombinedNodePath": [ [ "Polus", "Data Mine", "Data-Mining", "ad7f9ab4-6f68-43e1-821b-085134ee1793" ], [ "Price Probabilities", "Plotter", "Foundations", "f7cb7436-1e21-400d-b610-0a0dbb46c3f0" ], [ 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"targetPosition": { "x": 36337.32965166197, "y": 19037.84404244576 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "fd3dd008-ec5f-48fe-8a70-201536a41c1c", "savedPayload": { "position": { "x": 36337.32965166197, "y": 19037.84404244576 }, "targetPosition": { "x": 36294.5288153133, "y": 19372.619098875974 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } } ], "id": "c4806e70-3806-417d-91d9-020221ed4b68", "savedPayload": { "position": { "x": 36294.5288153133, "y": 19372.619098875974 }, "targetPosition": { "x": 36432.16678261418, "y": 19550.61008167365 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 2, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "dataBuilding": { "type": "Data Building 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": "let candle = record.current\r\nlet P = 10 //periods for ATR calculation\r\nlet len = 20 //periods for EMA calculation\r\n\r\n\r\n//fetching last len typical price\r\nvariable.TP = (candle.max + candle.min + candle.close) / 3\r\nvariable.last20TP.push(variable.TP)\r\nif (variable.last20TP.length > len) {\r\n\tvariable.last20TP.splice(0, 1)\r\n}\r\nvariable.sTP = 0\r\nvariable.sTPSquare = 0\r\nfor (var i = 0; i < len; i++) {\r\n\tvariable.sTP += variable.last20TP[i]\r\n}\r\n//calculate MA\r\nif (variable.last20TP.length === 20) {\r\n\tvariable.MA = variable.sTP / variable.last20TP.length\r\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\r\n} else {\r\n\tvariable.MA = variable.TP\r\n}\r\n\r\n//calculate standard deviation\r\nif (variable.last20TP.length === 20) {\r\n\tfor (var i = 0; i < len; i++) {\r\n\t\tvariable.sTPSquare += Math.pow(variable.last20TP[i] - variable.MA, 2)\r\n\t}\r\n\tvariable.sigma = Math.sqrt(variable.sTPSquare / variable.last20TP.length)\r\n} else {\r\n\tvariable.sigma = variable.MA * 0.01\r\n}\r\n\r\nvariable.Z = (candle.close - variable.MA) / variable.sigma", "project": "Foundations", "id": "31c3db5c-74ab-4d68-ad52-8f1564c633d9", "savedPayload": { "position": { "x": 34086.699522959025, "y": 17833.46190908996 }, "targetPosition": { "x": 35345.800336276996, "y": 18682.736131236157 }, "floatingObject": { "isPinned": false, "isFrozen": false, "isCollapsed": false, "angleToParent": 2, "distanceToParent": 4, "arrangementStyle": 0 }, "uiObject": { "isRunning": false } } }, "id": "bbdcfa89-c311-4640-902c-bffe59b4f544", "savedPayload": { 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