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miivanov
2023年1月31日午後12時5分

Distributions 

PJSC Positive GroupMOEX

詳細

Library "Distributions"
Library with price distribution zones calculation helpers.
Based on research from "Trading Systems and Methods, 5th Edition" by Perry J. Kaufman

getZones(h, l, c, window)
  Returns price distribution zones based on HLC and for some period
  Parameters:
    h: high price
    l: low price
    c: close price
    window: period to calculate distributions
  Returns: tuple of 5 price zones in descent order, from highest to lowest

リリースノート

v2

Added:
plotZonesTable(zHighest, zHigh, zMiddle, zLow, zLowest, window)
  Plots table of price distribution zones
  Parameters:
    zHighest: highest prices distribution zone
    zHigh: upper-middle prices distribution zone
    zMiddle: middle zone of prices distribution
    zLow: lower-middle distribution zone
    zLowest: lowest distribuion zone
    window

リリースノート

v3
詳細