11551 lines
689 KiB
JSON
11551 lines
689 KiB
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wmaProbability(variable.savedMaxDown, variable.percentDown70)\n variable.percentDown60 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.4)]\n variable.weightedProbabilityDown60 = wmaProbability(variable.savedMaxDown, variable.percentDown60)\n variable.percentDown50 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.5)]\n variable.weightedProbabilityDown50 = wmaProbability(variable.savedMaxDown, variable.percentDown50)\n variable.percentDown40 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.6)]\n variable.weightedProbabilityDown40 = wmaProbability(variable.savedMaxDown, variable.percentDown40)\n variable.percentDown30 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.7)]\n variable.weightedProbabilityDown30 = wmaProbability(variable.savedMaxDown, variable.percentDown30)\n variable.percentDown20 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.8)]\n variable.weightedProbabilityDown20 = wmaProbability(variable.savedMaxDown, variable.percentDown20)\n variable.percentDown10 = variable.minToMaxDown[Math.round(variable.minToMaxDown.length * 0.9)]\n variable.weightedProbabilityDown10 = wmaProbability(variable.savedMaxDown, variable.percentDown10)\n\n variable.averageTradeLength = variable.atlen * (timeFrame / 3600000)\n variable.averageTradeToTradeLength = variable.attotlen * (timeFrame / 3600000)\n variable.averageTradeUp = variable.atup\n variable.averageTradeDown = variable.atdown\n variable.averageTradesPerHour = variable.atperh\n variable.averageUpPerHour = variable.aupperh\n variable.averageDownPerHour = variable.adownperh\n variable.averageBullPerHour = variable.abullperh * (timeFrame / 3600000)\n variable.averageBearPerHour = variable.abearperh * (timeFrame / 3600000)\n\n variable.positionBullish = variable.savedPosition[1]\n variable.positionBearish = variable.savedPosition[2]\n variable.positionEntryRate = variable.savedPosition[3]\n variable.positionEntryPos = variable.savedPosition[4]\n variable.positionMaxUp = variable.savedPosition[5]\n variable.positionMaxUpRate = variable.savedPosition[6]\n variable.positionMaxUpPos = variable.savedPosition[7]\n variable.positionMaxDown = variable.savedPosition[8]\n variable.positionMaxDownRate = variable.savedPosition[9]\n variable.positionMaxDownPos = variable.savedPosition[10]\n variable.positionExitRate = variable.savedPosition[11]\n variable.positionExitPos = variable.savedPosition[12]\n\n variable.candleMaxUp = variable.cMaxUp\n variable.candleMaxDown = variable.cMaxDown\n}\n\n//- - - - - - - - - - - - - - - - - - - \n\n// Functions\n\n// This function sets the array length linearly to what timeframe it's run on\nfunction arrLength() {\n if (system.timeFrame < 3600000) {\n let x0 = 60000 // 01-min\n let y0 = 42 // At one min, we will save the last 42 trades\n let x1 = 3600000 // 01-hs\n let y1 = 12 // At one hour, we will save the last 12 trades\n \n let x = system.timeFrame // This is the current time frame being calculated\n y = (x - x0) * (y1 - y0) / (x1 - x0) + y0\n }\n else {\n let x0 = 3600000 // 01-hs\n let y0 = 12 // At one hour, we will save the last 12 trades\n let x1 = system.ONE_DAY_IN_MILISECONDS\n let y1 = 3 // At one day, we will save the last 4 trades\n\n let x = system.timeFrame // This is the current time frame being calculated\n y = (x - x0) * (y1 - y0) / (x1 - x0) + y0\n }\n return Math.round(y)\n}\n\n// WMA for Value\nfunction wmaValue(src) {\n let sum = 0\n let totalWeight = 0\n for (i = 0; i < src.length; i++) {\n if (i === 0) {\n weight = 1\n }\n else {\n weight = weight + weight\n }\n sum = sum + (src[i] * weight)\n totalWeight = totalWeight + weight\n }\n let value = sum / totalWeight\n return value\n}\n\n// WMA for Probability\nfunction wmaProbability(src, value) {\n let sumTrue = 0\n let sumTotal = 0\n for (i = 0; i < src.length; i++) {\n weight = i + 1\n if (src[i] > value) {\n sumTrue = sumTrue + weight\n }\n sumTotal = sumTotal + weight\n }\n let 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CJ.",
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