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): array close from calculation resolution
    tick_high (array): array high from calculation resolution
    tick_low (array): array low from calculation resolution
    row_size (float): row (width) size in price
    global_inbalance_high (array): array for write inbalance level buy for line drowing
    global_inbalance_low (array): array for write inbalance level sell for line drowing
    global_line_inbalance_high (array)
    global_line_inbalance_low (array)
    footprint_price (array)
    footprint_volume (array)
    tick_close_prev (array)
    level_group (array): array with footprint group inside current bar
    tick_vol (array): 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 key - price for current level, value - buy volume
level_volume_sell map key - price for current level, value - sell volume
level_inbalance_buy map key - price for current level, value - true/false definition buy imbalance
level_inbalance_sell map 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