@alphacharts/indicators 0.1.0 → 0.1.1

package/dist/{tv-volume-7hh6ajKt.js → tv-volume-BYSbfrVk.js}

@@ -1,4 +1,4 @@
-import { _ as e, a as t, c as n, d as r, f as i, i as a, l as o, n as s, o as c, p as l, r as u, s as d, t as f, u as p } from "./define-BPvQbaq9.js";
+import { _ as e, a as t, c as n, d as r, f as i, i as a, l as o, n as s, o as c, p as l, r as u, s as d, t as f, u as p } from "./define-XUgQMhSl.js";
 //#region \0rolldown/runtime.js
 var m = Object.defineProperty, h = (e, t) => {
 	let n = {};
@@ -378,9 +378,9 @@ var E = /* @__PURE__ */ h({
 	label: (e) => `${e.length}`,
 	build: (e, t) => {
 		let n = e.change(e.src(t.source), 1), r = e.rma(e.map(n, (e) => e > 0 ? e : e === e ? 0 : NaN), t.length), i = e.rma(e.map(n, (e) => e < 0 ? -e : e === e ? 0 : NaN), t.length);
-		return [e.map2(r, i, (e, t) => e + t === 0 ? 0 : 100 * e / (e + t))];
+		return [e.map2(r, i, (e, t) => e + t === 0 ? 100 : 100 * e / (e + t))];
 	},
-	reference: "TA-Lib RSI (Wilder smoothing, seeded with the mean of the first `length` changes)"
+	reference: "TA-Lib RSI arithmetic (Wilder smoothing, seeded with the mean of the first `length` changes). A flat opening (average gain and loss both 0, RS = 0/0) is 100, the convention of charting packages; TA-Lib reports 0 there"
 }), ge = a({
 	id: "cmo",
 	name: "Chande Momentum Oscillator",
@@ -670,14 +670,14 @@ var Fe = [
 	],
 	label: (e) => `${e.rsiLength}, ${e.stochLength}, ${e.kSmooth}, ${e.dSmooth}`,
 	build: (e, t) => {
-		let n = e.change(e.src(t.source), 1), r = e.rma(e.map(n, (e) => e > 0 ? e : e === e ? 0 : NaN), t.rsiLength), i = e.rma(e.map(n, (e) => e < 0 ? -e : e === e ? 0 : NaN), t.rsiLength), a = e.map2(r, i, (e, t) => e + t === 0 ? 0 : 100 * e / (e + t)), o = Pe(e, a, a, a, t.stochLength), s = e.sma(o, t.kSmooth);
+		let n = e.change(e.src(t.source), 1), r = e.rma(e.map(n, (e) => e > 0 ? e : e === e ? 0 : NaN), t.rsiLength), i = e.rma(e.map(n, (e) => e < 0 ? -e : e === e ? 0 : NaN), t.rsiLength), a = e.map2(r, i, (e, t) => e + t === 0 ? 100 : 100 * e / (e + t)), o = Pe(e, a, a, a, t.stochLength), s = e.sma(o, t.kSmooth);
 		return [
 			o,
 			s,
 			e.sma(s, t.dSmooth)
 		];
 	},
-	reference: "TA-Lib STOCHRSI: `raw` = fastk, `k` = fastd with period kSmooth; `d` is TradingView's second smoothing"
+	reference: "TA-Lib STOCHRSI: `raw` = fastk, `k` = fastd with period kSmooth; `d` is TradingView's second smoothing. The RSI inside is this package's (a flat opening is 100, see rsi)"
 }), ze = a({
 	id: "willr",
 	name: "Williams %R",
@@ -1015,7 +1015,7 @@ var at = a({
 	plots: [p("atr", f.red)],
 	label: (e) => `${e.length}`,
 	build: (e, t) => [e.atr(t.length)],
-	reference: "TA-Lib ATR (Wilder, seeded with the mean of the first `length` true ranges)"
+	reference: "Wilder's ATR (not TA-Lib's): true range of bar 0 is high - low, seeded with the mean of true ranges 0..length-1 (first value at bar length-1), then Wilder smoothing. TA-Lib skips the first true range and starts one bar later"
 }), dt = a({
 	id: "natr",
 	name: "Normalized Average True Range",
@@ -1030,7 +1030,7 @@ var at = a({
 		let n = e.atr(t.length);
 		return [e.calc((t) => 100 * n.v[t] / e.close.v[t])];
 	},
-	reference: "TA-Lib NATR = 100 * ATR / close"
+	reference: "NATR = 100 * ATR / close, on Wilder's ATR (not TA-Lib's, see atr)"
 }), ft = /* @__PURE__ */ h({
 	avgprice: () => mt,
 	medprice: () => ht,
@@ -1895,47 +1895,31 @@ var Mr = [
 	let n = 0;
 	return Math.min(B(e - 1), U(e - 1)) > Math.max(B(e - 2), U(e - 2)) && Math.max(B(e), U(e)) < Math.max(B(e - 1), U(e - 1)) && (n = -100), Math.max(B(e - 1), U(e - 1)) < Math.min(B(e - 2), U(e - 2)) && Math.min(B(e), U(e)) > Math.min(B(e - 1), U(e - 1)) && (n = 100), n;
 }), ri = Y("UNIQUE3RIVER", "Unique 3 River", 12, [[j, 2], [M, 0]], (e, t) => W(e - 2) === -1 && W(e - 1) === -1 && W(e) === 1 && U(e - 1) > U(e - 2) && B(e - 1) <= B(e - 2) && H(e - 1) < H(e - 2) && B(e) > H(e - 1) && G(e - 2) > J(j, t[0], e - 2) && G(e) < J(M, t[1], e) ? 100 : 0), ii = Y("UPSIDEGAP2CROWS", "Upside Gap Two Crows", 12, [[j, 2], [M, 1]], (e, t) => W(e - 2) === 1 && G(e - 2) > J(j, t[0], e - 2) && W(e - 1) === -1 && G(e - 1) <= J(M, t[1], e - 1) && Math.min(B(e - 1), U(e - 1)) > Math.max(B(e - 2), U(e - 2)) && W(e) === -1 && B(e) > B(e - 1) && U(e) < U(e - 1) && U(e) > U(e - 2) ? -100 : 0), ai = Y("XSIDEGAP3METHODS", "Upside/Downside Gap Three Methods", 2, [], (e) => W(e - 2) === W(e - 1) && W(e - 1) === -W(e) && B(e) < Math.max(U(e - 1), B(e - 1)) && B(e) > Math.min(U(e - 1), B(e - 1)) && U(e) < Math.max(U(e - 2), B(e - 2)) && U(e) > Math.min(U(e - 2), B(e - 2)) && (W(e - 2) === 1 && Math.min(B(e - 1), U(e - 1)) > Math.max(B(e - 2), U(e - 2)) || W(e - 2) === -1 && Math.max(B(e - 1), U(e - 1)) < Math.min(B(e - 2), U(e - 2))) ? W(e - 2) * 100 : 0), oi = /* @__PURE__ */ h({
-	alligator: () => Ni,
-	alma: () => hi,
-	chandeKrollStop: () => Di,
-	donchian: () => Ti,
-	envelopes: () => Si,
-	fractals: () => Li,
-	hma: () => mi,
-	ichimoku: () => ji,
-	keltner: () => Ci,
-	linregChannel: () => Oi,
-	lsma: () => gi,
-	maCross: () => xi,
-	maRibbon: () => bi,
-	mcginley: () => _i,
-	median: () => ki,
-	priceChannel: () => Ei,
-	smma: () => fi,
-	supertrend: () => Mi,
-	vwma: () => pi,
-	zigzag: () => Ri
+	alligator: () => ji,
+	alma: () => pi,
+	chandeKrollStop: () => Ti,
+	donchian: () => Ci,
+	envelopes: () => bi,
+	fractals: () => Fi,
+	hma: () => fi,
+	ichimoku: () => ki,
+	keltner: () => xi,
+	linregChannel: () => Ei,
+	lsma: () => mi,
+	maCross: () => yi,
+	maRibbon: () => vi,
+	mcginley: () => hi,
+	median: () => Di,
+	priceChannel: () => wi,
+	smma: () => ui,
+	supertrend: () => Ai,
+	vwma: () => di,
+	zigzag: () => Ii
 }), X = NaN, Z = (e, t = 1) => o("length", e, t, 5e3), si = (e, t) => {
 	let n = parseInt(e.slice(1), 16);
 	return `rgba(${n >> 16},${n >> 8 & 255},${n & 255},${t})`;
 };
-function ci(e) {
-	let { high: t, low: n, close: r } = e;
-	return e.node((e, i, a) => {
-		let o = t.v, s = n.v, c = r.v, l = e.v;
-		for (let e = i; e < a; e++) {
-			let t = o[e] - s[e];
-			if (e === 0) {
-				l[e] = t;
-				continue;
-			}
-			let n = c[e - 1], r = Math.abs(o[e] - n), i = Math.abs(s[e] - n);
-			l[e] = t > r ? t > i ? t : i : r > i ? r : i;
-		}
-	});
-}
-var li = (e, t) => e.rma(ci(e), t);
-function ui(e, t, n) {
+function ci(e, t, n) {
 	if (!Number.isInteger(n) || n < 2) throw RangeError(`linreg: period must be an integer >= 2, got ${n}`);
 	let r = e.validRun(t), i = n * (n - 1) / 2, a = n * (n * (n - 1) * (2 * n - 1) / 6) - i * i, o = e.col(), s = e.col();
 	return {
@@ -1959,7 +1943,7 @@ function ui(e, t, n) {
 		intercept: s
 	};
 }
-var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
+var li = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), ui = a({
 	id: "smma",
 	name: "Smoothed Moving Average",
 	family: "tv",
@@ -1971,7 +1955,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 	label: (e) => `${e.length}`,
 	build: (e, t) => [e.rma(e.src(t.source), t.length)],
 	reference: "TradingView Smoothed Moving Average: smma := na(smma[1]) ? ta.sma(src, n) : (smma[1] * (n - 1) + src) / n"
-}), pi = a({
+}), di = a({
 	id: "vwma",
 	name: "Volume Weighted Moving Average",
 	family: "tv",
@@ -1983,7 +1967,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 	label: (e) => `${e.length}`,
 	build: (e, t) => [e.div(e.sum(e.mul(e.src(t.source), e.volume), t.length), e.sum(e.volume, t.length))],
 	reference: "Pine ta.vwma(src, n) = ta.sma(src * volume, n) / ta.sma(volume, n)"
-}), mi = a({
+}), fi = a({
 	id: "hma",
 	name: "Hull Moving Average",
 	family: "tv",
@@ -1998,7 +1982,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 		return [e.wma(a, i)];
 	},
 	reference: "Pine ta.hma(src, n) = ta.wma(2 * ta.wma(src, n / 2) - ta.wma(src, n), round(sqrt(n))), with n / 2 truncated to an int"
-}), hi = a({
+}), pi = a({
 	id: "alma",
 	name: "Arnaud Legoux Moving Average",
 	family: "tv",
@@ -2031,7 +2015,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 		})];
 	},
 	reference: "Pine ta.alma(src, n, offset, sigma): m = floor(offset * (n - 1)), s = n / sigma, w_k = exp(-(k - m)^2 / (2 s^2)), sum(src[n-1-k] * w_k) / sum(w_k)"
-}), gi = a({
+}), mi = a({
 	id: "lsma",
 	name: "Least Squares Moving Average",
 	family: "tv",
@@ -2046,11 +2030,11 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 	plots: [p("lsma", f.orange)],
 	label: (e) => `${e.length}, ${e.offset}`,
 	build: (e, t) => {
-		let n = ui(e, e.src(t.source), t.length);
+		let n = ci(e, e.src(t.source), t.length);
 		return [e.map2(n.value, n.slope, (e, n) => e - t.offset * n)];
 	},
 	reference: "TradingView Least Squares Moving Average = Pine ta.linreg(src, n, offset); offset 0 equals TA-Lib LINEARREG"
-}), _i = a({
+}), hi = a({
 	id: "mcginley",
 	name: "McGinley Dynamic",
 	family: "tv",
@@ -2071,7 +2055,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 		})];
 	},
 	reference: "TradingView McGinley Dynamic: mg := na(mg[1]) ? ta.ema(src, n) : mg[1] + (src - mg[1]) / (n * (src / mg[1])^4)"
-}), vi = [
+}), gi = [
 	f.blue,
 	f.teal,
 	f.green,
@@ -2080,7 +2064,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 	f.orange,
 	f.red,
 	f.pink
-], yi = vi.map((e, t) => `ma${t + 1}`), bi = a({
+], _i = gi.map((e, t) => `ma${t + 1}`), vi = a({
 	id: "ma-ribbon",
 	name: "Moving Average Ribbon",
 	family: "tv",
@@ -2091,8 +2075,8 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 		o("step", 5, 1, 1e3, "step"),
 		l()
 	],
-	columns: yi,
-	plots: yi.map((e, t) => p(e, vi[t], {
+	columns: _i,
+	plots: _i.map((e, t) => p(e, gi[t], {
 		title: `MA ${t + 1}`,
 		width: 1
 	})),
@@ -2101,10 +2085,10 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 		let n = t.first + 7 * t.step;
 		if (n > 5e3) throw RangeError(`ma-ribbon: the 8th period ${n} exceeds 5000`);
 		let r = e.src(t.source);
-		return yi.map((n, i) => e.sma(r, t.first + i * t.step));
+		return _i.map((n, i) => e.sma(r, t.first + i * t.step));
 	},
 	reference: "Moving Average Ribbon: eight simple moving averages of periods first, first + step, ... first + 7 * step (default 20..55 step 5)"
-}), xi = a({
+}), yi = a({
 	id: "ma-cross",
 	name: "Moving Average Cross",
 	family: "tv",
@@ -2130,7 +2114,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 	],
 	label: (e) => `${e.type}, ${e.fast}, ${e.slow}`,
 	build: (e, t) => {
-		let n = e.src(t.source), r = di(e, t.type, n, t.fast), i = di(e, t.type, n, t.slow);
+		let n = e.src(t.source), r = li(e, t.type, n, t.fast), i = li(e, t.type, n, t.slow);
 		return [
 			r,
 			i,
@@ -2139,7 +2123,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 		];
 	},
 	reference: "TradingView Moving Average Cross: two moving averages, circles where ta.crossover / ta.crossunder(fast, slow) is true"
-}), Si = a({
+}), bi = a({
 	id: "envelopes",
 	name: "Moving Average Envelopes",
 	family: "tv",
@@ -2159,7 +2143,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 	plots: [p("basis", f.orange, { title: "Basis" }), s("band", "upper", "lower", f.blue, si(f.blue, .08), "Envelope")],
 	label: (e) => `${e.length}, ${e.percent}, ${e.basis}`,
 	build: (e, t) => {
-		let n = di(e, t.basis, e.src(t.source), t.length), r = t.percent / 100;
+		let n = li(e, t.basis, e.src(t.source), t.length), r = t.percent / 100;
 		return [
 			n,
 			e.map(n, (e) => e * (1 + r)),
@@ -2167,7 +2151,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 		];
 	},
 	reference: "TradingView Envelope: basis = sma|ema(src, n), upper = basis * (1 + percent / 100), lower = basis * (1 - percent / 100)"
-}), Ci = a({
+}), xi = a({
 	id: "keltner",
 	name: "Keltner Channels",
 	family: "tv",
@@ -2188,7 +2172,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 	plots: [p("basis", f.blue, { title: "Basis" }), s("band", "upper", "lower", f.blue, si(f.blue, .08), "Channel")],
 	label: (e) => `${e.length}, ${e.mult}, ${e.atrLength}`,
 	build: (e, t) => {
-		let n = e.src(t.source), r = t.useEma ? e.ema(n, t.length) : e.sma(n, t.length), i = e.map(li(e, t.atrLength), (e) => e * t.mult);
+		let n = e.src(t.source), r = t.useEma ? e.ema(n, t.length) : e.sma(n, t.length), i = e.map(e.atr(t.atrLength), (e) => e * t.mult);
 		return [
 			r,
 			e.add(r, i),
@@ -2197,7 +2181,7 @@ var di = (e, t, n, r) => t === "ema" ? e.ema(n, r) : e.sma(n, r), fi = a({
 	},
 	reference: "TradingView Keltner Channels (ATR band style): basis = ema|sma(src, n), bands = basis +- mult * ta.atr(atrLength)"
 });
-function wi(e, t) {
+function Si(e, t) {
 	let n = e.highest(e.high, t), r = e.lowest(e.low, t);
 	return {
 		upper: n,
@@ -2205,7 +2189,7 @@ function wi(e, t) {
 		mid: e.map2(n, r, (e, t) => (e + t) / 2)
 	};
 }
-var Ti = a({
+var Ci = a({
 	id: "donchian",
 	name: "Donchian Channels",
 	family: "tv",
@@ -2220,7 +2204,7 @@ var Ti = a({
 	plots: [s("band", "upper", "lower", f.blue, si(f.blue, .08), "Channel"), p("basis", f.orange, { title: "Basis" })],
 	label: (e) => `${e.length}`,
 	build: (e, t) => {
-		let n = wi(e, t.length);
+		let n = Si(e, t.length);
 		return [
 			n.upper,
 			n.lower,
@@ -2228,7 +2212,7 @@ var Ti = a({
 		];
 	},
 	reference: "TradingView Donchian Channels: upper = ta.highest(high, n), lower = ta.lowest(low, n), basis = (upper + lower) / 2; equals TA-Lib MAX(high), MIN(low), MIDPRICE"
-}), Ei = a({
+}), wi = a({
 	id: "price-channel",
 	name: "Price Channel",
 	family: "tv",
@@ -2250,7 +2234,7 @@ var Ti = a({
 	],
 	label: (e) => `${e.length}`,
 	build: (e, t) => {
-		let n = wi(e, t.length);
+		let n = Si(e, t.length);
 		return [
 			n.upper,
 			n.lower,
@@ -2258,7 +2242,7 @@ var Ti = a({
 		];
 	},
 	reference: "Price Channel: highest high and lowest low of the last n bars with their midline; equals TA-Lib MAX(high), MIN(low), MIDPRICE"
-}), Di = a({
+}), Ti = a({
 	id: "chande-kroll-stop",
 	name: "Chande Kroll Stop",
 	family: "tv",
@@ -2273,11 +2257,11 @@ var Ti = a({
 	plots: [p("stopShort", f.red, { title: "Stop short" }), p("stopLong", f.green, { title: "Stop long" })],
 	label: (e) => `${e.p}, ${e.x}, ${e.q}`,
 	build: (e, t) => {
-		let n = e.map(li(e, t.p), (e) => e * t.x), r = e.sub(e.highest(e.high, t.p), n), i = e.add(e.lowest(e.low, t.p), n);
+		let n = e.map(e.atr(t.p), (e) => e * t.x), r = e.sub(e.highest(e.high, t.p), n), i = e.add(e.lowest(e.low, t.p), n);
 		return [e.highest(r, t.q), e.lowest(i, t.q)];
 	},
 	reference: "TradingView Chande Kroll Stop: first_high = ta.highest(high, p) - x * ta.atr(p); first_low = ta.lowest(low, p) + x * ta.atr(p); stop_short = ta.highest(first_high, q); stop_long = ta.lowest(first_low, q)"
-}), Oi = a({
+}), Ei = a({
 	id: "linreg-channel",
 	name: "Linear Regression Channel",
 	family: "tv",
@@ -2297,7 +2281,7 @@ var Ti = a({
 	plots: [p("base", f.orange, { title: "Base" }), s("band", "upper", "lower", f.blue, si(f.blue, .08), "Channel")],
 	label: (e) => `${e.length}, ${e.upperDev}, ${e.lowerDev}`,
 	build: (e, t) => {
-		let n = t.length, r = e.src(t.source), i = ui(e, r, n), a = e.node((e, t, a) => {
+		let n = t.length, r = e.src(t.source), i = ci(e, r, n), a = e.node((e, t, a) => {
 			let o = r.v, s = i.slope.v, c = i.intercept.v, l = e.v;
 			for (let e = t; e < a; e++) {
 				let t = s[e], r = c[e];
@@ -2320,7 +2304,7 @@ var Ti = a({
 		];
 	},
 	reference: "TradingView Linear Regression Channel: base = linear regression value at the newest bar over n bars (Pine ta.linreg(src, n, 0)), bands = base +- deviation * population stdev of the residuals. TradingView draws the tool as one anchored segment between two chosen bars; this study is the rolling per-bar form (each bar's own n-bar fit, newest point), not the anchored line."
-}), ki = a({
+}), Di = a({
 	id: "median",
 	name: "Median",
 	family: "tv",
@@ -2347,7 +2331,7 @@ var Ti = a({
 				for (let t = 0; t < n; t++) l[t] = o[e - n + 1 + t];
 				l.sort(), c[e] = n % 2 == 1 ? l[(n - 1) / 2] : (l[n / 2 - 1] + l[n / 2]) / 2;
 			}
-		}), o = e.map(li(e, t.atrLength), (e) => e * t.mult);
+		}), o = e.map(e.atr(t.atrLength), (e) => e * t.mult);
 		return [
 			a,
 			e.add(a, o),
@@ -2355,7 +2339,7 @@ var Ti = a({
 		];
 	},
 	reference: "TradingView Median: rolling median of src (hl2) over n bars with an ATR band, median +- mult * ta.atr(atrLength). The band construction follows the task's definition; an even n takes the mean of the two middle values."
-}), Ai = 26, ji = a({
+}), Oi = 26, ki = a({
 	id: "ichimoku",
 	name: "Ichimoku Cloud",
 	family: "tv",
@@ -2390,19 +2374,19 @@ var Ti = a({
 			offset: -25
 		})
 	],
-	label: (e) => `${e.conversion}, ${e.base}, ${e.spanB}, ${Ai}`,
+	label: (e) => `${e.conversion}, ${e.base}, ${e.spanB}, ${Oi}`,
 	build: (e, t) => {
-		let n = wi(e, t.conversion).mid, r = wi(e, t.base).mid;
+		let n = Si(e, t.conversion).mid, r = Si(e, t.base).mid;
 		return [
 			n,
 			r,
 			e.map2(n, r, (e, t) => (e + t) / 2),
-			wi(e, t.spanB).mid,
+			Si(e, t.spanB).mid,
 			e.map(e.close, (e) => e)
 		];
 	},
 	reference: "TradingView Ichimoku Cloud: donchian(n) = (ta.highest(high, n) + ta.lowest(low, n)) / 2; conversion = donchian(9), base = donchian(26), span A = (conversion + base) / 2, span B = donchian(52), lagging = close; leading spans plotted with offset displacement - 1 = 25, the lagging span with -25 (TradingView's own plot offsets for displacement 26). Columns hold the undisplaced values."
-}), Mi = a({
+}), Ai = a({
 	id: "supertrend",
 	name: "Supertrend",
 	family: "tv",
@@ -2417,7 +2401,7 @@ var Ti = a({
 	plots: [p("up", f.green, { title: "Up trend" }), p("down", f.red, { title: "Down trend" })],
 	label: (e) => `${e.factor}, ${e.atrLength}`,
 	build: (e, t) => {
-		let { high: n, low: r, close: i } = e, a = li(e, t.atrLength), o = e.col(), s = e.col(), c = e.col(), l = e.col(), u = e.node((e, u, d) => {
+		let { high: n, low: r, close: i } = e, a = e.atr(t.atrLength), o = e.col(), s = e.col(), c = e.col(), l = e.col(), u = e.node((e, u, d) => {
 			let f = n.v, p = r.v, m = i.v, h = a.v, g = o.v, _ = s.v, v = c.v, y = l.v;
 			for (let n = u; n < d; n++) {
 				let r = h[n];
@@ -2441,7 +2425,7 @@ var Ti = a({
 		];
 	},
 	reference: "Pine ta.supertrend(factor, atrPeriod): bands hl2 +- factor * ta.atr; direction is Pine's: -1 = uptrend (line below price, column `up`), 1 = downtrend (line above price, column `down`)"
-}), Ni = a({
+}), ji = a({
 	id: "alligator",
 	name: "Williams Alligator",
 	family: "tv",
@@ -2482,9 +2466,9 @@ var Ti = a({
 		];
 	},
 	reference: "TradingView Williams Alligator: jaw = smma(hl2, 13) shifted 8 bars, teeth = smma(hl2, 8) shifted 5, lips = smma(hl2, 5) shifted 3 (the shifts are fixed plot offsets, not inputs)"
-}), Pi = 2, Fi = 4;
-function Ii(e, t, n) {
-	let r = Pi;
+}), Mi = 2, Ni = 4;
+function Pi(e, t, n) {
+	let r = Mi;
 	return e.node((e, i, a) => {
 		let o = t.v, s = e.v;
 		for (let e = i; e < a; e++) {
@@ -2495,13 +2479,13 @@ function Ii(e, t, n) {
 			for (let e = 1; e <= r && c; e++) c = a(o[t + e]);
 			if (!c) continue;
 			let l = 0;
-			for (; l <= Fi && t - 1 - l >= 0 && o[t - 1 - l] === i;) l++;
+			for (; l <= Ni && t - 1 - l >= 0 && o[t - 1 - l] === i;) l++;
 			let u = t - 1 - l;
-			l <= Fi && u >= 0 && a(o[u]) && (s[e] = i);
+			l <= Ni && u >= 0 && a(o[u]) && (s[e] = i);
 		}
 	});
 }
-var Li = a({
+var Fi = a({
 	id: "fractals",
 	name: "Williams Fractals",
 	family: "tv",
@@ -2516,9 +2500,9 @@ var Li = a({
 		title: "Down fractal",
 		offset: -2
 	})],
-	build: (e) => [Ii(e, e.high, !0), Ii(e, e.low, !1)],
+	build: (e) => [Pi(e, e.high, !0), Pi(e, e.low, !1)],
 	reference: "TradingView Williams Fractals (n = 2): high[n] strictly above the n bars after it, and above the bars before it allowing up to four tied equal highs followed by a strictly lower one; mirrored for lows. Confirmed n bars late."
-}), Ri = a({
+}), Ii = a({
 	id: "zigzag",
 	name: "ZigZag",
 	family: "tv",
@@ -2559,27 +2543,27 @@ var Li = a({
 		];
 	},
 	reference: "ZigZag as defined in this file's header: percentage-reversal pivots on high/low with a minimum spacing in bars, confirmed causally"
-}), zi = /* @__PURE__ */ h({
-	accelerator: () => sa,
-	awesome: () => oa,
-	bullBearPower: () => ia,
-	choppiness: () => $i,
-	connorsRsi: () => Qi,
-	coppock: () => Zi,
-	dpo: () => la,
-	fisher: () => qi,
-	kst: () => Ji,
-	massIndex: () => ca,
-	rankCorr: () => ra,
-	rviVigor: () => ea,
-	rviVolatility: () => ta,
-	schaffTc: () => ua,
-	smiErgodic: () => na,
-	stochTv: () => da,
-	tsi: () => Yi,
-	vortex: () => Xi
+}), Li = /* @__PURE__ */ h({
+	accelerator: () => aa,
+	awesome: () => ia,
+	bullBearPower: () => na,
+	choppiness: () => Zi,
+	connorsRsi: () => Xi,
+	coppock: () => Yi,
+	dpo: () => sa,
+	fisher: () => Gi,
+	kst: () => Ki,
+	massIndex: () => oa,
+	rankCorr: () => ta,
+	rviVigor: () => Qi,
+	rviVolatility: () => $i,
+	schaffTc: () => ca,
+	smiErgodic: () => ea,
+	stochTv: () => la,
+	tsi: () => qi,
+	vortex: () => Ji
 }), Q = NaN;
-function Bi(e, t, n) {
+function Ri(e, t, n) {
 	return e.node((e, r, i) => {
 		let a = t.v, o = e.v;
 		for (let e = r; e < i; e++) {
@@ -2588,17 +2572,17 @@ function Bi(e, t, n) {
 		}
 	});
 }
-function Vi(e, t, n) {
+function zi(e, t, n) {
 	let r = e.change(t, 1), i = e.map(r, (e) => e > 0 ? e : e === e ? 0 : Q), a = e.map(r, (e) => e < 0 ? -e : e === e ? 0 : Q), o = e.rma(i, n), s = e.rma(a, n);
 	return e.map2(o, s, (e, t) => e !== e || t !== t ? Q : t === 0 ? 100 : e === 0 ? 0 : 100 - 100 / (1 + e / t));
 }
-function Hi(e, t, n, r) {
+function Bi(e, t, n, r) {
 	return e.ema(e.ema(t, n), r);
 }
-function Ui(e, t) {
+function Vi(e, t) {
 	return e.calc((e) => e >= 3 ? (t.v[e] + 2 * t.v[e - 1] + 2 * t.v[e - 2] + t.v[e - 3]) / 6 : Q);
 }
-function Wi(e) {
+function Hi(e) {
 	let { high: t, low: n, close: r } = e;
 	return e.calc((e) => {
 		let i = t.v[e], a = n.v[e];
@@ -2607,14 +2591,14 @@ function Wi(e) {
 		return Math.max(i - a, Math.abs(i - o), Math.abs(a - o));
 	});
 }
-function Gi(e, t) {
+function Ui(e, t) {
 	let n = e.change(t, 1);
 	return {
 		up: e.map2(t, n, (e, t) => t > 0 ? e : Q),
 		down: e.map2(t, n, (e, t) => t <= 0 ? e : Q)
 	};
 }
-function Ki(e, t, n) {
+function Wi(e, t, n) {
 	let r = e.highest(t, n), i = e.lowest(t, n);
 	return e.node((e, n, a) => {
 		let o = t.v, s = r.v, c = i.v, l = e.v;
@@ -2624,7 +2608,7 @@ function Ki(e, t, n) {
 		}
 	});
 }
-var qi = a({
+var Gi = a({
 	id: "fisher",
 	name: "Fisher Transform",
 	family: "tv",
@@ -2665,7 +2649,7 @@ var qi = a({
 		return [o, e.lag(o, 1)];
 	},
 	reference: "TradingView 'Fisher Transform' (Pine v5): value = round(0.66 ((hl2 - lowest) / (highest - lowest) - 0.5) + 0.67 nz(value[1])), fish = 0.5 ln((1 + value) / (1 - value)) + 0.5 nz(fish[1]); trigger = fish[1]"
-}), Ji = a({
+}), Ki = a({
 	id: "kst",
 	name: "Know Sure Thing",
 	family: "tv",
@@ -2696,11 +2680,11 @@ var qi = a({
 			2,
 			3,
 			4
-		].map((r) => e.sma(Bi(e, n, t[`roc${r}`]), t[`sma${r}`])), i = e.calc((e) => r[0].v[e] + 2 * r[1].v[e] + 3 * r[2].v[e] + 4 * r[3].v[e]);
+		].map((r) => e.sma(Ri(e, n, t[`roc${r}`]), t[`sma${r}`])), i = e.calc((e) => r[0].v[e] + 2 * r[1].v[e] + 3 * r[2].v[e] + 4 * r[3].v[e]);
 		return [i, e.sma(i, t.signal)];
 	},
 	reference: "TradingView 'Know Sure Thing': kst = sma(roc(c,10),10) + 2 sma(roc(c,15),10) + 3 sma(roc(c,20),10) + 4 sma(roc(c,30),15); signal = sma(kst, 9)"
-}), Yi = a({
+}), qi = a({
 	id: "tsi",
 	name: "True Strength Index",
 	family: "tv",
@@ -2720,11 +2704,11 @@ var qi = a({
 	],
 	label: (e) => `${e.long} ${e.short} ${e.signal}`,
 	build: (e, t) => {
-		let n = e.change(e.src(t.source), 1), r = Hi(e, n, t.long, t.short), i = Hi(e, e.abs(n), t.long, t.short), a = e.mul(e.div(r, i), 100);
+		let n = e.change(e.src(t.source), 1), r = Bi(e, n, t.long, t.short), i = Bi(e, e.abs(n), t.long, t.short), a = e.mul(e.div(r, i), 100);
 		return [a, e.ema(a, t.signal)];
 	},
 	reference: "TradingView 'True Strength Index' (Pine v5): 100 ema(ema(change(src), long), short) / ema(ema(abs(change(src)), long), short); signal = ema(tsi, 13)"
-}), Xi = a({
+}), Ji = a({
 	id: "vortex",
 	name: "Vortex Indicator",
 	family: "tv",
@@ -2735,11 +2719,11 @@ var qi = a({
 	plots: [p("viPlus", f.blue, { title: "VI+" }), p("viMinus", f.red, { title: "VI-" })],
 	label: (e) => `${e.length}`,
 	build: (e, t) => {
-		let { high: n, low: r } = e, i = e.calc((e) => e >= 1 ? Math.abs(n.v[e] - r.v[e - 1]) : Q), a = e.calc((e) => e >= 1 ? Math.abs(r.v[e] - n.v[e - 1]) : Q), o = e.sum(Wi(e), t.length);
+		let { high: n, low: r } = e, i = e.calc((e) => e >= 1 ? Math.abs(n.v[e] - r.v[e - 1]) : Q), a = e.calc((e) => e >= 1 ? Math.abs(r.v[e] - n.v[e - 1]) : Q), o = e.sum(Hi(e), t.length);
 		return [e.div(e.sum(i, t.length), o), e.div(e.sum(a, t.length), o)];
 	},
 	reference: "TradingView 'Vortex Indicator' (Pine v5): VI+ = sum(|high - low[1]|, n) / sum(atr(1), n); VI- = sum(|low - high[1]|, n) / sum(atr(1), n)"
-}), Zi = a({
+}), Yi = a({
 	id: "coppock",
 	name: "Coppock Curve",
 	family: "tv",
@@ -2756,10 +2740,10 @@ var qi = a({
 	label: (e) => `${e.length} ${e.longRoc} ${e.shortRoc}`,
 	build: (e, t) => {
 		let n = e.src(t.source);
-		return [e.wma(e.add(Bi(e, n, t.longRoc), Bi(e, n, t.shortRoc)), t.length)];
+		return [e.wma(e.add(Ri(e, n, t.longRoc), Ri(e, n, t.shortRoc)), t.length)];
 	},
 	reference: "TradingView 'Coppock Curve' (Pine v5): wma(roc(src, 14) + roc(src, 11), 10)"
-}), Qi = a({
+}), Xi = a({
 	id: "connors-rsi",
 	name: "Connors RSI",
 	family: "tv",
@@ -2780,7 +2764,7 @@ var qi = a({
 	],
 	label: (e) => `${e.rsiLength} ${e.updownLength} ${e.rocLength}`,
 	build: (e, t) => {
-		let n = e.src(t.source), r = Vi(e, n, t.rsiLength), i = Vi(e, e.node((e, t, r) => {
+		let n = e.src(t.source), r = zi(e, n, t.rsiLength), i = zi(e, e.node((e, t, r) => {
 			let i = n.v, a = e.v;
 			for (let e = t; e < r; e++) {
 				if (e === 0 || i[e] !== i[e] || i[e - 1] !== i[e - 1]) {
@@ -2790,7 +2774,7 @@ var qi = a({
 				let t = a[e - 1] === a[e - 1] ? a[e - 1] : 0, n = i[e], r = i[e - 1];
 				a[e] = n === r ? 0 : n > r ? t <= 0 ? 1 : t + 1 : t >= 0 ? -1 : t - 1;
 			}
-		}), t.updownLength), a = Bi(e, n, 1), o = e.validRun(a), s = e.node((e, n, r) => {
+		}), t.updownLength), a = Ri(e, n, 1), o = e.validRun(a), s = e.node((e, n, r) => {
 			let i = a.v, s = o.v, c = e.v;
 			for (let e = n; e < r; e++) {
 				if (s[e] < t.rocLength + 1) {
@@ -2805,7 +2789,7 @@ var qi = a({
 		return [e.calc((e) => (r.v[e] + i.v[e] + s.v[e]) / 3)];
 	},
 	reference: "TradingView 'Connors RSI' (Pine v5): avg(rsi(src, 3), rsi(updown streak, 2), percentrank(roc(src, 1), 100)); the first bar has no streak (absent)"
-}), $i = a({
+}), Zi = a({
 	id: "choppiness",
 	name: "Choppiness Index",
 	family: "tv",
@@ -2820,11 +2804,11 @@ var qi = a({
 	],
 	label: (e) => `${e.length}`,
 	build: (e, t) => {
-		let n = e.sum(Wi(e), t.length), r = e.sub(e.highest(e.high, t.length), e.lowest(e.low, t.length)), i = e.div(n, r), a = 100 / Math.log10(t.length);
+		let n = e.sum(Hi(e), t.length), r = e.sub(e.highest(e.high, t.length), e.lowest(e.low, t.length)), i = e.div(n, r), a = 100 / Math.log10(t.length);
 		return [e.map(i, (e) => e > 0 ? a * Math.log10(e) : Q)];
 	},
 	reference: "TradingView 'Choppiness Index' (Pine v5): 100 log10(sum(atr(1), n) / (highest(high, n) - lowest(low, n))) / log10(n)"
-}), ea = a({
+}), Qi = a({
 	id: "rvi-vigor",
 	name: "Relative Vigor Index",
 	family: "tv",
@@ -2835,11 +2819,11 @@ var qi = a({
 	plots: [p("rvi", f.green), p("signal", f.red)],
 	label: (e) => `${e.length}`,
 	build: (e, t) => {
-		let n = e.sma(Ui(e, e.sub(e.close, e.open)), t.length), r = e.sma(Ui(e, e.sub(e.high, e.low)), t.length), i = e.div(n, r);
-		return [i, Ui(e, i)];
+		let n = e.sma(Vi(e, e.sub(e.close, e.open)), t.length), r = e.sma(Vi(e, e.sub(e.high, e.low)), t.length), i = e.div(n, r);
+		return [i, Vi(e, i)];
 	},
 	reference: "TradingView 'Relative Vigor Index' (Pine v5): rvi = sma(swma(close - open), n) / sma(swma(high - low), n); signal = swma(rvi)"
-}), ta = a({
+}), $i = a({
 	id: "rvi-volatility",
 	name: "Relative Volatility Index",
 	family: "tv",
@@ -2864,7 +2848,7 @@ var qi = a({
 		return [e.mul(e.div(c, e.add(c, l)), 100)];
 	},
 	reference: "TradingView 'Relative Volatility Index' (Pine v5): upper = ema(change(src) <= 0 ? 0 : stdev(src, 10), 14), lower = ema(change(src) > 0 ? 0 : stdev, 14), rvi = 100 upper / (upper + lower); ma 'rma' gives Dorsey's Wilder form"
-}), na = a({
+}), ea = a({
 	id: "smi-ergodic",
 	name: "SMI Ergodic Indicator/Oscillator",
 	family: "tv",
@@ -2889,7 +2873,7 @@ var qi = a({
 	],
 	label: (e) => `${e.longLength} ${e.shortLength} ${e.signal}`,
 	build: (e, t) => {
-		let n = e.change(e.src(t.source), 1), r = e.mul(e.div(Hi(e, n, t.longLength, t.shortLength), Hi(e, e.abs(n), t.longLength, t.shortLength)), 100), i = e.ema(r, t.signal);
+		let n = e.change(e.src(t.source), 1), r = e.mul(e.div(Bi(e, n, t.longLength, t.shortLength), Bi(e, e.abs(n), t.longLength, t.shortLength)), 100), i = e.ema(r, t.signal);
 		return [
 			r,
 			i,
@@ -2897,7 +2881,7 @@ var qi = a({
 		];
 	},
 	reference: "TradingView 'SMI Ergodic Indicator/Oscillator' (Pine v5): erg = 100 ema(ema(change, long 5), short 20) / ema(ema(abs(change), 5), 20); signal = ema(erg, 5); oscillator = erg - signal"
-}), ra = a({
+}), ta = a({
 	id: "rank-corr",
 	name: "Rank Correlation vs Time",
 	family: "tv",
@@ -2932,7 +2916,7 @@ var qi = a({
 		})];
 	},
 	reference: "Spearman's rho of the source against the bar index over a rolling window (not a TradingView built-in): Pearson correlation of the ranks, tied source values take the mean rank; a window of all equal values is absent"
-}), ia = a({
+}), na = a({
 	id: "bull-bear-power",
 	name: "Bull Bear Power",
 	family: "tv",
@@ -2952,11 +2936,11 @@ var qi = a({
 	},
 	reference: "Elder Ray (TradingView 'Bull Bear Power'): bull = high - ema(close, 13), bear = low - ema(close, 13)"
 });
-function aa(e, t, n) {
+function ra(e, t, n) {
 	let r = e.src("hl2");
 	return e.sub(e.sma(r, t), e.sma(r, n));
 }
-var oa = a({
+var ia = a({
 	id: "awesome",
 	name: "Awesome Oscillator",
 	family: "tv",
@@ -2972,7 +2956,7 @@ var oa = a({
 	label: () => "",
 	build: (e, t) => {
 		if (t.fast >= t.slow) throw RangeError(`awesome: fast (${t.fast}) must be below slow (${t.slow})`);
-		let n = aa(e, t.fast, t.slow), { up: r, down: i } = Gi(e, n);
+		let n = ra(e, t.fast, t.slow), { up: r, down: i } = Ui(e, n);
 		return [
 			n,
 			r,
@@ -2980,7 +2964,7 @@ var oa = a({
 		];
 	},
 	reference: "TradingView 'Awesome Oscillator': sma(hl2, 5) - sma(hl2, 34); bar green when above the previous bar's value, red otherwise"
-}), sa = a({
+}), aa = a({
 	id: "accelerator",
 	name: "Accelerator Oscillator",
 	family: "tv",
@@ -3000,7 +2984,7 @@ var oa = a({
 	label: () => "",
 	build: (e, t) => {
 		if (t.fast >= t.slow) throw RangeError(`accelerator: fast (${t.fast}) must be below slow (${t.slow})`);
-		let n = aa(e, t.fast, t.slow), r = e.sub(n, e.sma(n, t.signal)), { up: i, down: a } = Gi(e, r);
+		let n = ra(e, t.fast, t.slow), r = e.sub(n, e.sma(n, t.signal)), { up: i, down: a } = Ui(e, r);
 		return [
 			r,
 			i,
@@ -3008,7 +2992,7 @@ var oa = a({
 		];
 	},
 	reference: "Bill Williams / TradingView 'Accelerator Oscillator': AO - sma(AO, 5); bar green when above the previous bar's value, red otherwise"
-}), ca = a({
+}), oa = a({
 	id: "mass-index",
 	name: "Mass Index",
 	family: "tv",
@@ -3023,7 +3007,7 @@ var oa = a({
 		return [e.sum(e.div(n, r), t.length)];
 	},
 	reference: "TradingView 'Mass Index' (Pine v5): sum(ema(high - low, 9) / ema(ema(high - low, 9), 9), length), length 10 (Dorsey's 25 via the input)"
-}), la = a({
+}), sa = a({
 	id: "dpo",
 	name: "Detrended Price Oscillator",
 	family: "tv",
@@ -3042,7 +3026,7 @@ var oa = a({
 		return [t.centered ? e.calc((e) => e >= r ? n.v[e - r] - i.v[e] : Q) : e.calc((e) => e >= r ? n.v[e] - i.v[e - r] : Q)];
 	},
 	reference: "TradingView 'Detrended Price Oscillator' (Pine v5): barsback = floor(n/2) + 1; dpo = src - sma(src, n)[barsback]; centered: src[barsback] - sma(src, n), which TradingView draws shifted back by barsback bars (here the value stays on the bar that computes it)"
-}), ua = a({
+}), ca = a({
 	id: "schaff-tc",
 	name: "Schaff Trend Cycle",
 	family: "tv",
@@ -3064,11 +3048,11 @@ var oa = a({
 	],
 	label: (e) => `${e.fast} ${e.slow} ${e.cycle}`,
 	build: (e, t) => {
-		let n = e.src(t.source), r = e.sub(e.ema(n, t.fast), e.ema(n, t.slow)), i = e.ema(Ki(e, r, t.cycle), t.d1), a = e.ema(Ki(e, i, t.cycle), t.d2);
+		let n = e.src(t.source), r = e.sub(e.ema(n, t.fast), e.ema(n, t.slow)), i = e.ema(Wi(e, r, t.cycle), t.d1), a = e.ema(Wi(e, i, t.cycle), t.d2);
 		return [e.map(a, (e) => e > 100 ? 100 : e < 0 ? 0 : e)];
 	},
 	reference: "TradingView 'Schaff Trend Cycle' (reproduced from the published script, not fetched): macd = ema(src,23) - ema(src,50); k = stoch(macd,10); d = ema(k,3); kd = stoch(d,10); stc = clamp(ema(kd,3), 0, 100); a flat range carries the last stoch (fixnan) and warm-up stays absent instead of nz-ed to 0"
-}), da = a({
+}), la = a({
 	id: "stoch-tv",
 	name: "Stochastic",
 	family: "tv",
@@ -3093,47 +3077,48 @@ var oa = a({
 		return [a, e.sma(a, t.dLength)];
 	},
 	reference: "TradingView 'Stochastic' (Pine v5): k = sma(stoch(close, high, low, 14), 1), d = sma(k, 3); TA-Lib STOCH with fastk 14 / slowk sma 1 / slowd sma 3 (TA-Lib gives 0 on a flat range, here it is absent)"
-}), fa = /* @__PURE__ */ h({
-	adr: () => Pa,
-	anchoredVwap: () => Oa,
-	chaikinMf: () => Ta,
-	elderForce: () => Ca,
-	eom: () => wa,
-	histVol: () => Na,
-	klinger: () => Ea,
-	netVolume: () => Sa,
-	pivotPoints: () => Ma,
-	pvt: () => xa,
-	volume: () => ya,
-	volumeOsc: () => ba,
-	vwap: () => Da
-}), $ = NaN, pa = 864e5;
-function ma(e) {
+}), ua = /* @__PURE__ */ h({
+	adr: () => Ma,
+	anchoredVwap: () => Ea,
+	barsPerYear: () => Na,
+	chaikinMf: () => Ca,
+	elderForce: () => xa,
+	eom: () => Sa,
+	histVol: () => ja,
+	klinger: () => wa,
+	netVolume: () => ba,
+	pivotPoints: () => Aa,
+	pvt: () => ya,
+	volume: () => _a,
+	volumeOsc: () => va,
+	vwap: () => Ta
+}), $ = NaN, da = 864e5;
+function fa(e) {
 	let t = e + 719468, n = Math.floor(t / 146097), r = t - n * 146097, i = Math.floor((r - Math.floor(r / 1460) + Math.floor(r / 36524) - Math.floor(r / 146096)) / 365), a = r - (365 * i + Math.floor(i / 4) - Math.floor(i / 100)), o = Math.floor((5 * a + 2) / 153), s = o < 10 ? o + 3 : o - 9;
 	return [i + n * 400 + +(s <= 2), s - 1];
 }
-function ha(e, t, n) {
+function pa(e, t, n) {
 	let r = e.time, i = n * 6e4;
 	return e.calc((e) => {
-		let n = Math.floor((r.v[e] + i) / pa);
+		let n = Math.floor((r.v[e] + i) / da);
 		switch (t) {
 			case "day": return n;
 			case "week": return Math.floor((n + 3) / 7);
 			case "month": {
-				let [e, t] = ma(n);
+				let [e, t] = fa(n);
 				return e * 12 + t;
 			}
-			case "year": return ma(n)[0];
+			case "year": return fa(n)[0];
 		}
 	});
 }
-function ga(e, t, n, r = () => !0) {
+function ma(e, t, n, r = () => !0) {
 	return e.node((e, i, a) => {
 		let o = e.v;
 		for (let e = i; e < a; e++) r(e) ? o[e] = (n(e) ? 0 : o[e - 1]) + t(e) : o[e] = $;
 	});
 }
-function _a(e, t, n, r, i) {
+function ha(e, t, n, r, i) {
 	let a = e.calc((e) => n.v[e] > 0 ? t.v[e] / n.v[e] : $), o = e.calc((e) => {
 		let t = a.v[e], i = r.v[e] / n.v[e] - t * t;
 		return t === t ? i > 0 ? Math.sqrt(i) : 0 : $;
@@ -3144,7 +3129,7 @@ function _a(e, t, n, r, i) {
 		e.calc((e) => a.v[e] - i * o.v[e])
 	];
 }
-var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
+var ga = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), _a = a({
 	id: "volume",
 	name: "Volume",
 	family: "tv",
@@ -3173,7 +3158,7 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 		];
 	},
 	reference: "TradingView Volume: histogram of volume, green when close > open, red otherwise; MA is ta.sma(volume, 20). Verified against TA-Lib SMA for the MA."
-}), ba = a({
+}), va = a({
 	id: "volume-osc",
 	name: "Volume Oscillator",
 	family: "tv",
@@ -3188,7 +3173,7 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 		return [e.map2(n, r, (e, t) => t === 0 ? $ : 100 * (e - t) / t)];
 	},
 	reference: "TradingView Volume Oscillator: 100 * (ta.ema(volume, 5) - ta.ema(volume, 10)) / ta.ema(volume, 10). Equals TA-Lib PPO(volume, 5, 10, EMA)."
-}), xa = a({
+}), ya = a({
 	id: "pvt",
 	name: "Price Volume Trend",
 	family: "tv",
@@ -3199,10 +3184,10 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 	plots: [p("pvt", f.blue, { title: "PVT" })],
 	build: (e) => {
 		let { close: t, volume: n } = e, r = e.calc((e) => e === 0 ? $ : (t.v[e] - t.v[e - 1]) / t.v[e - 1] * n.v[e]);
-		return [ga(e, (e) => r.v[e], (e) => e <= 1, (e) => e >= 1)];
+		return [ma(e, (e) => r.v[e], (e) => e <= 1, (e) => e >= 1)];
 	},
 	reference: "Pine ta.pvt = ta.cum(ta.change(close) / close[1] * volume)"
-}), Sa = a({
+}), ba = a({
 	id: "net-volume",
 	name: "Net Volume",
 	family: "tv",
@@ -3220,7 +3205,7 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 		})];
 	},
 	reference: "TradingView Net Volume: volume signed by the sign of ta.change(close) (zero on an unchanged close)"
-}), Ca = a({
+}), xa = a({
 	id: "elder-force",
 	name: "Elder's Force Index",
 	family: "tv",
@@ -3235,7 +3220,7 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 		return [e.ema(i, t.length)];
 	},
 	reference: "TradingView Elder's Force Index: ta.ema(ta.change(close) * volume, 13)"
-}), wa = a({
+}), Sa = a({
 	id: "eom",
 	name: "Ease of Movement",
 	family: "tv",
@@ -3250,7 +3235,7 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 		return [e.sma(e.div(o, i), t.length)];
 	},
 	reference: "TradingView Ease of Movement: ta.sma(10000 * ta.change(hl2) * (high - low) / volume, 14); zero volume is absent"
-}), Ta = a({
+}), Ca = a({
 	id: "chaikin-mf",
 	name: "Chaikin Money Flow",
 	family: "tv",
@@ -3268,7 +3253,7 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 		return [e.div(e.sum(o, t.length), e.sum(a, t.length))];
 	},
 	reference: "TradingView Chaikin Money Flow: sum(ad, 20) / sum(volume, 20), ad = (2*close - low - high) / (high - low) * volume (0 when high == low)"
-}), Ea = a({
+}), wa = a({
 	id: "klinger",
 	name: "Klinger Oscillator",
 	family: "tv",
@@ -3287,9 +3272,9 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 		return [a, e.ema(a, t.signal)];
 	},
 	reference: "TradingView Klinger Oscillator: sv = ta.change(hlc3) >= 0 ? volume : -volume; kvo = ta.ema(sv, 34) - ta.ema(sv, 55); signal = ta.ema(kvo, 13)"
-}), Da = a({
+}), Ta = a({
 	id: "vwap",
-	name: "VWAP",
+	name: "Session VWAP",
 	family: "tv",
 	needs: "ohlcv",
 	pane: "overlay",
@@ -3302,21 +3287,21 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 		]),
 		l("hlc3"),
 		c("bandMult", 1, 0, 100, .1, "Band multiplier"),
-		va
+		ga
 	],
 	columns: [
 		"vwap",
 		"upper",
 		"lower"
 	],
-	plots: [p("vwap", f.blue, { title: "VWAP" }), s("bands", "upper", "lower", f.green, "rgba(8,153,129,0.1)", "VWAP bands")],
+	plots: [p("vwap", f.blue, { title: "Session VWAP" }), s("bands", "upper", "lower", f.green, "rgba(8,153,129,0.1)", "Session VWAP bands")],
 	label: (e) => `${e.anchor}`,
 	build: (e, t) => {
-		let n = ha(e, t.anchor === "session" ? "day" : t.anchor, t.utcOffsetMinutes), r = e.src(t.source), i = e.volume, a = (e) => e === 0 || n.v[e] !== n.v[e - 1], o = ga(e, (e) => i.v[e], a);
-		return _a(e, ga(e, (e) => r.v[e] * i.v[e], a), o, ga(e, (e) => r.v[e] * r.v[e] * i.v[e], a), t.bandMult);
+		let n = pa(e, t.anchor === "session" ? "day" : t.anchor, t.utcOffsetMinutes), r = e.src(t.source), i = e.volume, a = (e) => e === 0 || n.v[e] !== n.v[e - 1], o = ma(e, (e) => i.v[e], a);
+		return ha(e, ma(e, (e) => r.v[e] * i.v[e], a), o, ma(e, (e) => r.v[e] * r.v[e] * i.v[e], a), t.bandMult);
 	},
-	reference: "Pine ta.vwap(hlc3, anchor, stdev_mult 1): cumulative sum(src*volume) / sum(volume) restarting at each session/week/month/year; bands = vwap +/- mult * sqrt(sum(volume*src^2)/sum(volume) - vwap^2). Session = calendar day in the exchange time zone."
-}), Oa = a({
+	reference: "Pine ta.vwap(hlc3, anchor, stdev_mult 1): cumulative sum(src*volume) / sum(volume) restarting at each session/week/month/year; bands = vwap +/- mult * sqrt(sum(volume*src^2)/sum(volume) - vwap^2). Session = calendar day in the exchange time zone. It restarts at each session, which is what a trader means by VWAP intraday; it is never a running average over the whole chart (use anchored-vwap for a start you choose)."
+}), Ea = a({
 	id: "anchored-vwap",
 	name: "Anchored VWAP",
 	family: "tv",
@@ -3334,11 +3319,11 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 	],
 	plots: [p("vwap", f.orange, { title: "Anchored VWAP" }), s("bands", "upper", "lower", f.orange, "rgba(255,109,0,0.1)", "Anchored VWAP bands")],
 	build: (e, t) => {
-		let n = e.time, r = e.src(t.source), i = e.volume, a = (e) => n.v[e] >= t.anchorTime, o = (e) => e === 0 || !a(e - 1), s = ga(e, (e) => i.v[e], o, a);
-		return _a(e, ga(e, (e) => r.v[e] * i.v[e], o, a), s, ga(e, (e) => r.v[e] * r.v[e] * i.v[e], o, a), t.bandMult);
+		let n = e.time, r = e.src(t.source), i = e.volume, a = (e) => n.v[e] >= t.anchorTime, o = (e) => e === 0 || !a(e - 1), s = ma(e, (e) => i.v[e], o, a);
+		return ha(e, ma(e, (e) => r.v[e] * i.v[e], o, a), s, ma(e, (e) => r.v[e] * r.v[e] * i.v[e], o, a), t.bandMult);
 	},
 	reference: "TradingView Anchored VWAP: VWAP (hlc3) accumulated from the first bar at or after the anchor time, with stdev bands; earlier bars are absent"
-}), ka = [
+}), Da = [
 	"p",
 	"r1",
 	"r2",
@@ -3349,7 +3334,7 @@ var va = o("utcOffsetMinutes", 0, -720, 840, "UTC offset (minutes)"), ya = a({
 	"s3",
 	"s4"
 ];
-function Aa(e, t, n, r, i) {
+function Oa(e, t, n, r, i) {
 	let a = {
 		p: $,
 		r1: $,
@@ -3373,7 +3358,7 @@ function Aa(e, t, n, r, i) {
 	let s = (n + r + i) / 3;
 	return a.p = s, e === "fibonacci" ? (a.r1 = s + .382 * o, a.r2 = s + .618 * o, a.r3 = s + o, a.s1 = s - .382 * o, a.s2 = s - .618 * o, a.s3 = s - o) : e === "classic" ? (a.r1 = 2 * s - r, a.s1 = 2 * s - n, a.r2 = s + o, a.s2 = s - o, a.r3 = s + 2 * o, a.s3 = s - 2 * o, a.r4 = s + 3 * o, a.s4 = s - 3 * o) : (a.r1 = 2 * s - r, a.s1 = 2 * s - n, a.r2 = s + o, a.s2 = s - o, a.r3 = 2 * s + n - 2 * r, a.s3 = 2 * s - (2 * n - r), a.r4 = 3 * s + n - 3 * r, a.s4 = 3 * s - (3 * n - r)), a;
 }
-var ja = {
+var ka = {
 	p: f.gray,
 	r1: f.red,
 	r2: f.red,
@@ -3383,7 +3368,7 @@ var ja = {
 	s2: f.green,
 	s3: f.green,
 	s4: f.green
-}, Ma = a({
+}, Aa = a({
 	id: "pivot-points",
 	name: "Pivot Points Standard",
 	family: "tv",
@@ -3404,22 +3389,22 @@ var ja = {
 			"month",
 			"year"
 		]),
-		va
+		ga
 	],
-	columns: [...ka],
-	plots: ka.map((e) => p(e, ja[e], {
+	columns: [...Da],
+	plots: Da.map((e) => p(e, ka[e], {
 		title: e.toUpperCase(),
 		width: 1
 	})),
 	label: (e) => `${e.kind} ${e.period}`,
 	build: (e, t) => {
-		let n = ha(e, t.period, t.utcOffsetMinutes), { open: r, high: i, low: a, close: o } = e, s = e.col(), c = e.col(), l = e.col(), u = e.col(), d = e.col(), f = e.col(), p = e.col(), m = e.col();
+		let n = pa(e, t.period, t.utcOffsetMinutes), { open: r, high: i, low: a, close: o } = e, s = e.col(), c = e.col(), l = e.col(), u = e.col(), d = e.col(), f = e.col(), p = e.col(), m = e.col();
 		return e.node((e, t, h) => {
 			for (let e = t; e < h; e++) e === 0 || n.v[e] !== n.v[e - 1] ? (e === 0 ? (d.v[e] = $, f.v[e] = $, p.v[e] = $, m.v[e] = $) : (d.v[e] = s.v[e - 1], f.v[e] = c.v[e - 1], p.v[e] = l.v[e - 1], m.v[e] = u.v[e - 1]), s.v[e] = r.v[e], c.v[e] = i.v[e], l.v[e] = a.v[e]) : (d.v[e] = d.v[e - 1], f.v[e] = f.v[e - 1], p.v[e] = p.v[e - 1], m.v[e] = m.v[e - 1], s.v[e] = s.v[e - 1], c.v[e] = Math.max(c.v[e - 1], i.v[e]), l.v[e] = Math.min(l.v[e - 1], a.v[e])), u.v[e] = o.v[e];
-		}), ka.map((n) => e.calc((e) => f.v[e] === f.v[e] ? Aa(t.kind, d.v[e], f.v[e], p.v[e], m.v[e])[n] : $));
+		}), Da.map((n) => e.calc((e) => f.v[e] === f.v[e] ? Oa(t.kind, d.v[e], f.v[e], p.v[e], m.v[e])[n] : $));
 	},
 	reference: "TradingView Pivot Points Standard (Traditional, Fibonacci, Woodie, Classic, DM, Camarilla) from the previous completed period's open/high/low/close; constant over the current period, absent in the first"
-}), Na = a({
+}), ja = a({
 	id: "hist-vol",
 	name: "Historical Volatility",
 	family: "tv",
@@ -3438,7 +3423,7 @@ var ja = {
 		return [e.map(e.stdev(r, t.length), (e) => e * i)];
 	},
 	reference: "TradingView Historical Volatility: 100 * ta.stdev(ln(close/close[1]), 10) * sqrt(annual / periodDays); ta.stdev is the population deviation (biased). annual defaults to 252 trading days (TradingView's script uses 365)."
-}), Pa = a({
+}), Ma = a({
 	id: "adr",
 	name: "Average Day Range",
 	family: "tv",
@@ -3450,8 +3435,20 @@ var ja = {
 	label: (e) => `${e.length}`,
 	build: (e, t) => [e.sma(e.sub(e.high, e.low), t.length)],
 	reference: "TradingView Average Day Range: ta.sma(high - low, 14) on the chart's bars"
+}), Na = a({
+	id: "bars-per-year",
+	name: "Bars per year",
+	family: "tv",
+	needs: "value",
+	pane: "new",
+	inputs: [l(), ga],
+	columns: ["barsPerYear"],
+	plots: [p("barsPerYear", f.gray, { title: "Bars per year" })],
+	label: (e) => `${e.utcOffsetMinutes}`,
+	build: (e, t) => [e.barsPerYear(t.utcOffsetMinutes)],
+	reference: "Annualisation made causal: intraday = median bars per exchange-clock day over the last 60 finished days x 252; bars of a day or longer = 252 for a daily series without weekends, else 365 days / median spacing. Constant within a day; absent before the first day has finished. Use it for sqrt(bars per year) in Sharpe and annualised volatility instead of a typed number"
 });
 //#endregion
-export { pi as $, vt as $n, ce as $r, Zr as $t, da as A, Ht as An, nt as Ar, Er as At, mi as B, Wt as Bn, he as Br, Rr as Bt, Ji as C, It as Cn, ge as Cr, vr as Ct, ta as D, $t as Dn, je as Dr, Sr as Dt, ea as E, zt as En, Ne as Er, xr as Et, hi as F, nn as Fn, De as Fr, Nr as Ft, xi as G, qt as Gn, Ue as Gr, Ur as Gt, Ci as H, Kt as Hn, Le as Hr, zr as Ht, Di as I, sn as In, ye as Ir, Pr as It, ki as J, jt as Jn, ue as Jr, Kr as Jt, bi as K, Jt as Kn, ze as Kr, Wr as Kt, Ti as L, cn as Ln, be as Lr, Fr as Lt, zi as M, Nt as Mn, me as Mr, Or as Mt, Xi as N, tn as Nn, $e as Nr, kr as Nt, ua as O, Bt as On, He as Or, Cr as Ot, Ni as P, on as Pn, tt as Pr, Ar as Pt, oi as Q, Ct as Qn, oe as Qr, Xr as Qt, Si as R, ln as Rn, xe as Rr, Ir as Rt, qi as S, Ft as Sn, Be as Sr, _r as St, ra as T, Rt as Tn, Ae as Tr, br as Tt, Oi as U, Zt as Un, Re as Ur, Vr as Ut, ji as V, Gt as Vn, Ie as Vr, Br as Vt, gi as W, rn as Wn, Ce as Wr, Hr as Wt, fi as X, Tt as Xn, re as Xr, Jr as Xt, Ei as Y, St as Yn, de as Yr, qr as Yt, Mi as Z, wt as Zn, te as Zr, Yr as Zt, ia as _, kn as _n, Xe as _r, fr as _t, wa as a, ie as ai, ri as an, ft as ar, er as at, Zi as b, Pt as bn, Ge as br, hr as bt, Sa as c, In as cn, ut as cr, rr as ct, fa as d, Fn as dn, ct as dr, or as dt, fe as ei, Qr as en, Dt as er, Ri as et, ya as f, un as fn, at as fr, sr as ft, oa as g, Dn as gn, Ye as gr, dr as gt, sa as h, En as hn, rt as hr, ur as ht, Ca as i, se as ii, ni as in, ht as ir, $n as it, Yi as j, Ut as jn, _e as jr, Dr as jt, na as k, Vt as kn, et as kr, Tr as kt, Ma as l, Pn as ln, dt as lr, ir as lt, Da as m, Tn as mn, st as mr, lr as mt, Oa as n, E as ni, ei as nn, Ot as nr, Zn as nt, Na as o, ae as oi, ii as on, gt as or, tr as ot, ba as p, wn as pn, ot as pr, cr as pt, _i as q, Mt as qn, le as qr, Gr as qt, Ta as r, ee as ri, ti as rn, mt as rr, Qn as rt, Ea as s, ne as si, ai as sn, _t as sr, nr as st, Pa as t, pe as ti, $r as tn, Et as tr, Xn as tt, xa as u, jn as un, lt as ur, ar as ut, $i as v, On as vn, Ee as vr, pr as vt, ca as w, Lt as wn, Ze as wr, yr as wt, la as x, Xt as xn, Ve as xr, gr as xt, Qi as y, An as yn, We as yr, mr as yt, Li as z, Qt as zn, Se as zr, Lr as zt };
+export { oi as $, Ct as $n, oe as $r, Xr as $t, ea as A, Vt as An, et as Ar, Tr as At, Fi as B, Qt as Bn, Se as Br, Lr as Bt, Gi as C, Ft as Cn, Be as Cr, _r as Ct, Qi as D, zt as Dn, Ne as Dr, xr as Dt, ta as E, Rt as En, Ae as Er, br as Et, ji as F, on as Fn, tt as Fr, Ar as Ft, mi as G, rn as Gn, Ce as Gr, Hr as Gt, ki as H, Gt as Hn, Ie as Hr, Br as Ht, pi as I, nn as In, De as Ir, Nr as It, hi as J, Mt as Jn, le as Jr, Gr as Jt, yi as K, qt as Kn, Ue as Kr, Ur as Kt, Ti as L, sn as Ln, ye as Lr, Pr as Lt, qi as M, Ut as Mn, _e as Mr, Dr as Mt, Li as N, Nt as Nn, me as Nr, Or as Nt, $i as O, $t as On, je as Or, Sr as Ot, Ji as P, tn as Pn, $e as Pr, kr as Pt, Ai as Q, wt as Qn, te as Qr, Yr as Qt, Ci as R, cn as Rn, be as Rr, Fr as Rt, sa as S, Xt as Sn, Ve as Sr, gr as St, oa as T, Lt as Tn, Ze as Tr, yr as Tt, xi as U, Kt as Un, Le as Ur, zr as Ut, fi as V, Wt as Vn, he as Vr, Rr as Vt, Ei as W, Zt as Wn, Re as Wr, Vr as Wt, wi as X, St as Xn, de as Xr, qr as Xt, Di as Y, jt as Yn, ue as Yr, Kr as Yt, ui as Z, Tt as Zn, re as Zr, Jr as Zt, ia as _, Dn as _n, Ye as _r, dr as _t, xa as a, se as ai, ni as an, ht as ar, $n as at, Xi as b, An as bn, We as br, mr as bt, wa as c, ne as ci, ai as cn, _t as cr, nr as ct, ya as d, jn as dn, lt as dr, ar as dt, ce as ei, Zr as en, vt as er, di as et, ua as f, Fn as fn, ct as fr, or as ft, aa as g, En as gn, rt as gr, ur as gt, Ta as h, Tn as hn, st as hr, lr as ht, Ca as i, ee as ii, ti as in, mt as ir, Qn as it, la as j, Ht as jn, nt as jr, Er as jt, ca as k, Bt as kn, He as kr, Cr as kt, ba as l, In as ln, ut as lr, rr as lt, va as m, wn as mn, ot as mr, cr as mt, Ea as n, pe as ni, $r as nn, Et as nr, Xn as nt, Sa as o, ie as oi, ri as on, ft as or, er as ot, _a as p, un as pn, at as pr, sr as pt, vi as q, Jt as qn, ze as qr, Wr as qt, Na as r, E as ri, ei as rn, Ot as rr, Zn as rt, ja as s, ae as si, ii as sn, gt as sr, tr as st, Ma as t, fe as ti, Qr as tn, Dt as tr, Ii as tt, Aa as u, Pn as un, dt as ur, ir as ut, na as v, kn as vn, Xe as vr, fr as vt, Ki as w, It as wn, ge as wr, vr as wt, Yi as x, Pt as xn, Ge as xr, hr as xt, Zi as y, On as yn, Ee as yr, pr as yt, bi as z, ln as zn, xe as zr, Ir as zt };
 
-//# sourceMappingURL=tv-volume-7hh6ajKt.js.map
+//# sourceMappingURL=tv-volume-BYSbfrVk.js.map