Moving average line is only shown till last ticker.id close - moving-average

I am working on a moving average indicator which shows the MA line of a given time frame.
For some reason is the MA line only displaced till the last ticker.id period close. So when for example I have set the indicator to show a daily MA the line is only updated when the day closes.
(Link to image https://i.stack.imgur.com/QjkvO.jpg)
Does anyone know how my indicator will be able include data between daily closes, so the line is being updated continuously?
I think this line not being updated continuously also causes the label which is supposed to be plotted right at the MA line being plotted at the 1 point / dollar height on the chart.
I have only recently started writing code, so excuse me if this is a dumb question. I have written this code looking at other indicators and trying to fit parts into my own
This is the code of the entire indicator.
//#version=4
study(title="Custom Timeframe SMA", shorttitle="Custom TF MA", overlay=true)
res = input(title="MA Timeframe", type=input.resolution, defval="D",options=["60", "240", "D", "W"])
length1 = input(title="SMA Length", type=input.integer, defval=50)
Label=input(title="show Labels",defval=true)
sma1 = sma(close, length1)
sourceEmaSmooth1 = security(syminfo.tickerid, res, sma1, barmerge.gaps_on, barmerge.lookahead_on)
plot(sourceEmaSmooth1, style=plot.style_line, linewidth=2, title="25 period", color=#a21e7b)
plotchar((sourceEmaSmooth1 ? Label : barstate.islast and not barstate.isconfirmed) ? sourceEmaSmooth1 : na, location=location.absolute, text=" 50 SMA", textcolor=#a21e7b, offset=10, editable=false)

Using barmerge.gaps_on with security() creates holes which appear as na values at the chart's resolution, which is why your ma wasn't always showing. It wasn't apparent on historical bars because the plot() function fills the space from non-gap to non-gap (you could see it if you plotted circles instead of a line).
Using barmerge.lookahead_on with security() produces lookahead bias on historical bars. Very nasty if you don't index the value you're fetching, as is explained in this publication on how to use security() correctly: How to avoid repainting when using security().
I added show_last = 1 to you label-plotting call and fixed the conditional. Because it now only plots the last occurrence of the label, we no longer need to worry about barstates:
//#version=4
study(title="Custom Timeframe SMA", shorttitle="Custom TF MA", overlay=true)
res = input(title="MA Timeframe", type=input.resolution, defval="D",options=["60", "240", "D", "W"])
length1 = input(title="SMA Length", type=input.integer, defval=50)
Label=input(title="show Labels",defval=true)
sma1 = sma(close, length1)
sourceEmaSmooth1 = security(syminfo.tickerid, res, sma1)
plot(sourceEmaSmooth1, linewidth=2, title="25 period", color=#a21e7b)
plotchar(Label ? sourceEmaSmooth1 : na, location=location.absolute, text=" 50 SMA", textcolor=#a21e7b, offset=10, show_last = 1, editable=false)

Related

Pine Editor V5 Plotting OHLC levels with a timeframe selector

Im trying to simplify some code for an indicator Im working one and need some help. Currently trying to setup and OHLC level that allows you to change it while selecting an option from the timeframe dropdown. I found a script on here but wasnt sure how to tie in the timeframe option. The first option is to activate the OHLC levels and the second one is to adjust the timeframe while for example staying on the 15 minute chart
ohlcscan = input(false, title='OHLC Scanner', group='OPEN HIGH LOW CLOSE')
ohlctf = input.timeframe(title="Timeframe", defval="1D", group='OPEN HIGH LOW CLOSE')
f_newLine(_color) => line.new(na, na, na, na, xloc.bar_time, extend.right, _color)
f_moveLine(_line, _x, _y) =>
line.set_xy1(_line, _x, _y)
line.set_xy2(_line, _x+1, _y)
var line line_open = f_newLine(color.yellow)
var line line_high = f_newLine(color.red)
var line line_low = f_newLine(color.green)
var line line_close = f_newLine(color.white)
[pdo,pdh,pdl,pdc,pdt] = request.security(syminfo.tickerid,"D",
[open[1],high[1],low[1],close[1],time[1]])
if barstate.islast
f_moveLine(line_open, pdt, pdo)
f_moveLine(line_high, pdt, pdh)
f_moveLine(line_low , pdt, pdl)
f_moveLine(line_close, pdt, pdc)

How to use hover events in mpl_connect in matplotlib

I'm working on line plotting a metric for a course module as well as each of its questions within a Jupyter Notebook using %matplotlib notebook. That part is no problem. A module has typically 20-35 questions, so it results in a lot of lines on a chart. Therefore, I am plotting the metric for each question in a low alpha and I want to change the alpha and display the question name when I hover over the line, then reverse those when no longer hovering over the line.
The thing is, I've tried every test version of interactivity from the matplotlib documentation on event handling, as well as those in this question. It seems like the mpl_connect event is never firing, whether I use click or hover.
Here's a test version with a reduced dataset using the solution to the question linked above. Am I missing something necessary to get events to fire?
def update_annot(ind):
x,y = line.get_data()
annot.xy = (x[ind["ind"][0]], y[ind["ind"][0]])
text = "{}, {}".format(" ".join(list(map(str,ind["ind"]))),
" ".join([names[n] for n in ind["ind"]]))
annot.set_text(text)
annot.get_bbox_patch().set_alpha(0.4)
def hover(event):
vis = annot.get_visible()
if event.inaxes == ax:
cont, ind = line.contains(event)
if cont:
update_annot(ind)
annot.set_visible(True)
fig.canvas.draw_idle()
else:
if vis:
annot.set_visible(False)
fig.canvas.draw_idle()
module = 'bd2bc472-ee0d-466f-8557-788cc6de3018'
module_metrics[module] = {
'q_count': 31,
'sequence_pks': [0.5274546300604932,0.5262044653349001,0.5360993905297703,0.5292329279700655,0.5268691588785047,0.5319099014547161,0.5305164319248826,0.5268235294117647,0.573648805381582,0.5647933116581514,0.5669839795681448,0.5646591970121382,0.5663157894736842,0.5646976090014064,0.5659005628517824,0.5693634879925391,0.5728268468888371,0.5668834184858337,0.5687237026647967,0.5795640965549567,0.5877684407096172,0.585690904839841,0.5766899766899767,0.5971341320178529,0.6059972105997211,0.6055516678329834,0.6209865053513262,0.6203121360354065,0.6153666510976179,0.6236909471724459,0.6387654898293196],
'q_pks': {
'0da04f02-4aad-4ac8-91a5-214862b5c0d0': [0.6686046511627907,0.6282051282051282,0.76,0.6746987951807228,0.7092198581560284,0.71875,0.6585365853658537,0.7070063694267515,0.7171052631578947,0.7346938775510204,0.7737226277372263,0.7380952380952381,0.6774193548387096,0.7142857142857143,0.7,0.6962962962962963,0.723404255319149,0.6737588652482269,0.7232704402515723,0.7142857142857143,0.7164179104477612,0.7317073170731707,0.6333333333333333,0.75,0.7217391304347827,0.7017543859649122,0.7333333333333333,0.7641509433962265,0.6869565217391305,0.75,0.794392523364486],
'10bd29aa-3a26-49e6-bc2c-50fd503d7ab5': [0.64375,0.6014492753623188,0.5968992248062015,0.5059523809523809,0.5637583892617449,0.5389221556886228,0.5576923076923077,0.51875,0.4931506849315068,0.5579710144927537,0.577922077922078,0.5467625899280576,0.5362318840579711,0.6095890410958904,0.5793103448275863,0.5159235668789809,0.6196319018404908,0.6143790849673203,0.5035971223021583,0.5897435897435898,0.5857142857142857,0.5851851851851851,0.6164383561643836,0.6054421768707483,0.5714285714285714,0.627906976744186,0.5826771653543307,0.6504065040650406,0.5864661654135338,0.6333333333333333,0.6851851851851852]
}}
suptitle_size = 24
title_size = 18
tick_size = 12
axis_label_size = 15
legend_size = 14
fig, ax = plt.subplots(figsize=(15,8))
fig.suptitle('PK by Sequence Order', fontsize=suptitle_size)
module_name = 'Test'
q_count = module_metrics[module]['q_count']
y_ticks = [0.0,0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9,1.0]
x_ticks = np.array([x for x in range(0,q_count)])
x_labels = x_ticks + 1
# Plot it
ax.set_title(module_name, fontsize=title_size)
ax.set_xticks(x_ticks)
ax.set_yticks(y_ticks)
ax.set_xticklabels(x_labels, fontsize=tick_size)
ax.set_yticklabels(y_ticks, fontsize=tick_size)
ax.set_xlabel('Sequence', fontsize=axis_label_size)
ax.set_xlim(-0.5,q_count-0.5)
ax.set_ylim(0,1)
ax.grid(which='major',axis='y')
# Output module PK by sequence
ax.plot(module_metrics[module]['sequence_pks'])
# Output PK by sequence for each question
for qid in module_metrics[module]['q_pks']:
ax.plot(module_metrics[module]['q_pks'][qid], alpha=0.15, label=qid)
annot = ax.annotate("", xy=(0,0), xytext=(-20,20),textcoords="offset points", bbox=dict(boxstyle="round", fc="w"), arrowprops=dict(arrowstyle="->"))
annot.set_visible(False)
mpl_id = fig.canvas.mpl_connect('motion_notify_event', hover)
Since there are dozens of modules, I created an ipywidgets dropdown to select the module, which then runs a function to output the chart. Nonetheless, whether running it hardcoded as here or from within the function, mpl_connect never seems to fire.
Here's what this one looks like when run

Issue when trying to plot geom_tile using ggplotly

I would like to plot a ggplot2 image using ggplotly
What I am trying to do is to initially plot rectangles of grey fill without any aesthetic mapping, and then in a second step to plot tiles and change colors based on aesthetics. My code is working when I use ggplot but crashes when I try to use ggplotly to transform my graph into interactive
Here is a sample code
library(ggplot2)
library(data.table)
library(plotly)
library(dplyr)
x = rep(c("1", "2", "3"), 3)
y = rep(c("K", "B","A"), each=3)
z = sample(c(NA,"A","L"), 9,replace = TRUE)
df <- data.table(x,y,z)
p<-ggplot(df)+
geom_tile(aes(x=x,y=y),width=0.9,height=0.9,fill="grey")
p<-p+geom_tile(data=filter(df,z=="A"),aes(x=x,y=y,fill=z),width=0.9,height=0.9)
p
But when I type this
ggplotly(p)
I get the following error
Error in [.data.frame(g, , c("fill_plotlyDomain", "fill")) :
undefined columns selected
The versions I use are
> packageVersion("plotly")
1 ‘4.7.1
packageVersion("ggplot2")
1 ‘2.2.1.9000’
##########Edited example for Arthur
p<-ggplot(df)+
geom_tile(aes(x=x,y=y,fill="G"),width=0.9,height=0.9)
p<- p+geom_tile(data=filter(df,z=="A"),aes(x=x,y=y,fill=z),width=0.9,height=0.9)
p<-p+ scale_fill_manual(
guide = guide_legend(title = "test",
override.aes = list(
fill =c("red","white") )
),
values = c("red","grey"),
labels=c("A",""))
p
This works
but ggplotly(p) adds the grey bar labeled G in the legend
The output of the ggplotly function is a list with the plotly class. It gets printed as Plotly graph but you can still work with it as a list. Moreover, the documentation indicates that modifying the list makes it possible to clear all or part of the legend. One only has to understand how the data is structured.
p<-ggplot(df)+
geom_tile(aes(x=x,y=y,fill=z),width=0.9,height=0.9)+
scale_fill_manual(values = c(L='grey', A='red'), na.value='grey')
p2 <- ggplotly(p)
str(p2)
The global legend is here in p2$x$layout$showlegend and setting this to false displays no legend at all.
The group-specific legend appears at each of the 9 p2$x$data elements each time in an other showlegend attribute. Only 3 of them are set to TRUE, corresponding to the 3 keys in the legend. The following loop thus clears all the undesired labels:
for(i in seq_along(p2$x$data)){
if(p2$x$data[[i]]$legendgroup!='A'){
p2$x$data[[i]]$showlegend <- FALSE
}
}
Voilà!
This works here:
ggplot(df)+
geom_tile(aes(x=x,y=y,fill=z),width=0.9,height=0.9)+
scale_fill_manual(values = c(L='grey', A='red'), na.value='grey')
ggplotly(p)
I guess your problem comes from the use of 2 different data sources, df and filter(df,z=="A"), with columns with the same name.
[Note this is not an Answer Yet]
(Putting for reference, as it is beyond the limits for comments.)
The problem is rather complicated.
I just finished debugging the code of plotly. It seems like it's occurring here.
I have opened an issue in GitHub
Here is the minimal code for the reproduction of the problem.
library(ggplot2)
set.seed(1503)
df <- data.frame(x = rep(1:3, 3),
y = rep(1:3, 3),
z = sample(c("A","B"), 9,replace = TRUE),
stringsAsFactors = F)
p1 <- ggplot(df)+
geom_tile(aes(x=x,y=y, fill="grey"), color = "black")
p2 <- ggplot(df)+
geom_tile(aes(x=x,y=y),fill="grey", color = "black")
class(plotly::ggplotly(p1))
#> [1] "plotly" "htmlwidget"
class(plotly::ggplotly(p2))
#> Error in `[.data.frame`(g, , c("fill_plotlyDomain", "fill")): undefined columns selected

how to draw lines in Pine script (Tradingview)?

Pine editor still does not have built-in functions to plot lines (such as support lines, trend lines).
I could not find any direct or indirect method to draw lines.
I want to build function that look like below (for example only)
draw_line(price1, time1,price2, time2)
any Ideas or suggestions ?
Unfortunately I don't think this is something they want to provide. Noticing several promising posts from 4 years ago that never came through. The only other way, seem to involve some calculations, by approximating your line with some line plots, where you hide the non-relevant parts.
For example:
...
c = close >= open ? lime : red
plot(close, color = c)
would produce something like this:
Then, you could try to replace red with na to get only the green parts.
Example 2
I've done some more experiments. Apparently Pine is so crippled you can't even put a plot in function, so the only way seem to be to use the point slope formula for a line, like this:
//#version=3
study(title="Simple Line", shorttitle='AB', overlay=true)
P1x = input(5744)
P1y = input(1.2727)
P2x = input(5774)
P2y = input(1.2628)
plot(n, color=na, style=line) // hidden plot to show the bar number in indicator
// point slope
m = - (P2y - P1y) / (P2x - P1x)
// plot range
AB = n < P1x or n > P2x ? na : P1y - m*(n - P1x)
LA = (n == P1x) ? P1y : na
LB = (n == P2x) ? P2y : na
plot(AB, title="AB", color=#ff00ff, linewidth=1, style=line, transp=0)
plotshape(LA, title='A', location=location.absolute, color=silver, transp=0, text='A', textcolor=black, style=shape.labeldown)
plotshape(LB, title='B', location=location.absolute, color=silver, transp=0, text='B', textcolor=black, style=shape.labelup )
The result is quite nice, but too inconvenient to use.
UPDATE: 2019-10-01
Apparently they have added some new line functionality to Pinescript 4.0+.
Here is an example of using the new vline() function:
//#version=4
study("vline() Function for Pine Script v4.0+", overlay=true)
vline(BarIndex, Color, LineStyle, LineWidth) => // Verticle Line, 54 lines maximum allowable per indicator
return = line.new(BarIndex, -1000, BarIndex, 1000, xloc.bar_index, extend.both, Color, LineStyle, LineWidth)
if(bar_index%10==0.0)
vline(bar_index, #FF8000ff, line.style_solid, 1) // Variable assignment not required
As for the other "new" line function, I have not tested it yet.
This is now possible in Pine Script v4:
//#version=4
study("Line", overlay=true)
l = line.new(bar_index, high, bar_index[10], low[10], width = 4)
line.delete(l[1])
Here is a vertical line function by midtownsk8rguy on TradingView:
vline(BarIndex, Color, LineStyle, LineWidth) => // Verticle Line Function, ≈50-54 lines maximum allowable per indicator
// return = line.new(BarIndex, 0.0, BarIndex, 100.0, xloc.bar_index, extend.both, Color, LineStyle, LineWidth) // Suitable for study(overlay=false) and RSI, Stochastic, etc...
// return = line.new(BarIndex, -1.0, BarIndex, 1.0, xloc.bar_index, extend.both, Color, LineStyle, LineWidth) // Suitable for study(overlay=false) and +/-1.0 oscillators
return = line.new(BarIndex, low - tr, BarIndex, high + tr, xloc.bar_index, extend.both, Color, LineStyle, LineWidth) // Suitable for study(overlay=true)
if(bar_index%10==0.0) // Generically plots a line every 10 bars
vline(bar_index, #FF8000ff, line.style_solid, 1) // Variable assignment not required
You can also use if barstate.islast if you only draw your lines once instead of on each candle, this way you don't need to delete the previous lines.
More compact code for draw lines:
//#version=3
study("Draw line", overlay=true)
plot(n, color=na, style=line)
AB(x1,x2,y1,y2) => n < x1 or n > x2 ? na : y1 + (y2 - y1) / (x2 - x1) * (n - x1)
plot(AB(10065,10136,3819,3893), color=#ff00ff, linewidth=1, style=line,
transp=0)
plot(AB(10091,10136,3966.5,3931), color=#ff00ff, linewidth=1, style=line,
transp=0)
Here is an example that might answer the original question:
//#version=4
study(title="trendline example aapl", overlay=true)
//#AAPL
line12= line.new(x1=int(1656322200000),
y1=float(143.49),
x2=int(1659519000000),
y2=float(166.59),
extend=extend.right,
xloc=xloc.bar_time)
(to calculate the time it needs to be calculated as the *bar open time in unix milliseconds see: https://currentmillis.com/ ; can be calculated in excel with this formula =
= (([date eg mm/dd/yyyy]+[bar open time eg 9.30am])- 0/24 - DATE(1970,1,1)) * 86400000
= ((6/27/2022+9:30:00 AM)- 0/24 - DATE(1970,1,1)) * 86400000
= ((44739+0.395833333333333)- 0/24 - DATE(1970,1,1)) * 86400000
= 1656322200000
)
adjust the zero/24 to offset the time zone if needed eg 1/24

Retrieve yerr value from bar object in matplotlib

How can I retrieve a yerr value from an ax.bar object?
A bar chart is created with a single line, each parameter of the ax.bar() is a collection, including the yerr value.
bar_list = ax.bar(x_value_list, y_value_list, color=color_list,
tick_label=columns, yerr=confid_95_list, align='center')
Later on, I want to be able to retrieve both the y value as well as the yerr value of each individual bar in the chart.
I iterate through the bar_list collection and I can retrieve the y value, but I don't know how to retrieve the yerr value.
Getting the y value looks like this:
for bar in bar_list:
y_val = bar.get_height()
How can I get the yerr? Is there something like a bar.get_yerr() method? (It isn't bar.get_yerr())
I would like to be able to:
for bar in bar_list:
y_err = bar.get_yerr()
Note that in the above example confid_95_list is already the list of errors. So there is no need to obtain them from the plot.
To answer the question: In the line for bar in bar_list, bar is a Rectangle and thus has no errorbar associated to it.
However bar_list is a bar container with an attribute errorbar, which contains the return of the errorbar creation. You may then get the individual segments of the line collection. Each line goes from yminus = y - y_error to yplus = y + y_error; the line collection only stores the points yminus, yplus. As an example:
means = (20, 35)
std = (2, 4)
ind = np.arange(len(means))
p = plt.bar(ind, means, width=0.35, color='#d62728', yerr=std)
lc = [i for i in p.errorbar.get_children() if i is not None][0]
for yerr in lc.get_segments():
print (yerr[:,1]) # print start and end point
print (yerr[1,1]- yerr[:,1].mean()) # print error
will print
[ 18. 22.]
2.0
[ 31. 39.]
4.0
So this works well for symmectric errorbars. For asymmectric errorbars, you would additionally need to take the point itself into account.
means = (20, 35)
std = [(2,4),(5,3)]
ind = np.arange(len(means))
p = plt.bar(ind, means, width=0.35, color='#d62728', yerr=std)
lc = [i for i in p.errorbar.get_children() if i is not None][0]
for point, yerr in zip(p, lc.get_segments()):
print (yerr[:,1]) # print start and end point
print (yerr[:,1]- point.get_height()) # print error
will print
[ 18. 25.]
[-2. 5.]
[ 31. 38.]
[-4. 3.]
At the end this seems unnecessarily complicated because you only retrieve the values that you initially put in, means and std and you could simply use those values for whatever you want to do.