footprint_logic

Library "footprint_logic"
Footprint logic getting internal buy/sell volume, inbalance...
get_buy_sell_volume(previos_close, tick_close, tick_high, tick_low, row_size, global_inbalance_high, global_inbalance_low, global_line_inbalance_high, global_line_inbalance_low, footprint_price, footprint_volume, tick_close_prev, level_group, tick_vol, stacked_input, inbalance_percent)
get global_buy_vol,global_sell_vol,level_volume_buy,level_volume_sell,level_inbalance_buy,level_inbalance_sell
Parameters:
previos_close (string)
tick_close (array<float>)
tick_high (array<float>)
tick_low (array<float>)
row_size (float)
global_inbalance_high (array<float>)
global_inbalance_low (array<float>)
global_line_inbalance_high (array<float>)
global_line_inbalance_low (array<float>)
footprint_price (array<float>)
footprint_volume (array<float>)
tick_close_prev (array<float>)
level_group (array<float>)
tick_vol (array<float>)
stacked_input (int)
inbalance_percent (int)
Returns: : float global_buy_vol,float global_sell_vol,<float,float> level_volume_buy,<float,float> level_volume_sell,map.new<float,bool> level_inbalance_buy,map.new<float,bool> level_inbalance_sell

Release Notes

v2

Updated:
get_buy_sell_volume(previos_close, tick_close, tick_high, tick_low, row_size, global_inbalance_high, global_inbalance_low, global_line_inbalance_high, global_line_inbalance_low, footprint_price, footprint_volume, tick_close_prev, level_group, tick_vol, stacked_input, inbalance_percent)
Calculation footprint object: buy/sell volume and inbalance
Parameters:
previos_close (string): buy or sell text value for calculation side if first element close array is equal and previosly array too
tick_close (array<float>): array close from calculation resolution
tick_high (array<float>): array high from calculation resolution
tick_low (array<float>): array low from calculation resolution
row_size (float): row (width) size in price
global_inbalance_high (array<float>): array for write inbalance level buy for line drowing
global_inbalance_low (array<float>): array for write inbalance level sell for line drowing
global_line_inbalance_high (array<float>)
global_line_inbalance_low (array<float>)
footprint_price (array<float>)
footprint_volume (array<float>)
tick_close_prev (array<float>)
level_group (array<float>): array with footprint group inside current bar
tick_vol (array<float>): array vol from calculation resolution
stacked_input (int): number of consecutive imbalance lines
inbalance_percent (int): percentage of difference between buy and sell volume for definition imbalance
Returns: global_buy_vol float all buy vol for current bar
global_sell_vol float all sell vol for current bar
level_volume_buy map <float,float> key - price for current level, value - buy volume
level_volume_sell map <float,float> key - price for current level, value - sell volume
level_inbalance_buy map <float,bool> key - price for current level, value - true/false definition buy imbalance
level_inbalance_sell map <float,bool> key - price for current level, value - true/false definition sell imbalance

Release Notes

v3

Added:
method fill_va(val_area, foot_bar, sup)
fill value area
Namespace types: footprint_type.Value_area
Parameters:
val_area (Value_area type from dboichenko/footprint_type/1): instance of Value_area type
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type
Returns: Void

method fill_imba_line(imba_line, foot_bar, sup)
fill imbalance line
Namespace types: footprint_type.Imbalance_line
Parameters:
imba_line (Imbalance_line type from dboichenko/footprint_type/1): instance of Imbalance_line type
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type
Returns: Void

method fill_footprint_object(foot_bar, sup)
fill all footprint objects
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type
Returns: Void

Removed:
get_buy_sell_volume(previos_close, tick_close, tick_high, tick_low, row_size, global_inbalance_high, global_inbalance_low, global_line_inbalance_high, global_line_inbalance_low, footprint_price, footprint_volume, tick_close_prev, level_group, tick_vol, stacked_input, inbalance_percent)
Calculation footprint object: buy/sell volume and inbalance

Release Notes

v4

Added:
method fill_footprint_type(foot_bar, sup)
fill footprint bar
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/1): instance of Support_objects type
Returns: Void

Release Notes

v5

Added:
method fil_price_rows(foot_bar)
fil price rows
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/1): instance of Footprint_bar type
Returns: Void

Release Notes

v6

Updated:
method fill_va(val_area, foot_bar, sup)
fill value area
Namespace types: footprint_type.Value_area
Parameters:
val_area (Value_area type from dboichenko/footprint_type/2): instance of Value_area type
foot_bar (Footprint_bar type from dboichenko/footprint_type/2): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/2): instance of Support_objects type
Returns: Void

method fill_imba_line(imba_line, foot_bar, sup)
fill imbalance line
Namespace types: footprint_type.Imbalance_line
Parameters:
imba_line (Imbalance_line type from dboichenko/footprint_type/2): instance of Imbalance_line type
foot_bar (Footprint_bar type from dboichenko/footprint_type/2): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/2): instance of Support_objects type
Returns: Void

method fill_footprint_type(foot_bar, sup)
fill footprint bar
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/2): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/2): instance of Support_objects type
Returns: Void

method fill_footprint_object(foot_bar, sup)
fill all footprint objects
Namespace types: footprint_type.Footprint_bar
Parameters:
foot_bar (Footprint_bar type from dboichenko/footprint_type/2): instance of Footprint_bar type
sup (Support_objects type from dboichenko/footprint_type/2): instance of Support_objects type
Returns: Void

Removed:
method fil_price_rows(foot_bar)
fil price rows

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.

dboichenko

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Pine library

dboichenko