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Advanced Pine Script Techniques 🔧

Custom Data Structures​

Implementing a Queue​

//@version=5
indicator("Queue Implementation")

// Create a queue using arrays
var float[] queue = array.new_float(0)
var int maxSize = 100

// Queue operations
enqueue(value) =>
    if array.size(queue) >= maxSize
        array.shift(queue)
    array.push(queue, value)

dequeue() =>
    array.size(queue) > 0 ? array.shift(queue) : na

// Usage example
enqueue(close)
lastValue = dequeue()

Creating a Moving Window​

//@version=5
indicator("Moving Window")

// Create sliding window
var matrix<float> window = matrix.new<float>(5, 2, 0.0)

// Update window
updateWindow() =>
    // Shift data up
    for i = 0 to 3
        matrix.set(window, i, 0, matrix.get(window, i+1, 0))
        matrix.set(window, i, 1, matrix.get(window, i+1, 1))
    
    // Add new data
    matrix.set(window, 4, 0, high)
    matrix.set(window, 4, 1, low)

Advanced Calculations​

Custom Statistical Functions​

//@version=5
indicator("Custom Statistics")

// Calculate median
getMedian(float[] data) =>
    sorted = array.copy(data)
    array.sort(sorted)
    size = array.size(sorted)
    mid = size / 2
    size % 2 == 0 ? 
        (array.get(sorted, int(mid-1)) + array.get(sorted, int(mid))) / 2 :
        array.get(sorted, int(mid))

// Calculate mode
getMode(float[] data) =>
    var map = array.new_float(0)  // Values
    var counts = array.new_int(0)  // Counts
    
    for value in data
        index = array.indexof(map, value)
        if index >= 0
            array.set(counts, index, array.get(counts, index) + 1)
        else
            array.push(map, value)
            array.push(counts, 1)
    
    maxCount = array.max(counts)
    modeIndex = array.indexof(counts, maxCount)
    array.get(map, modeIndex)

Pattern Recognition​

Advanced Candlestick Patterns​

//@version=5
indicator("Advanced Patterns", overlay=true)

// Engulfing pattern
isEngulfing() =>
    bullish = close[1] < open[1] and  // Previous red
              close > open and         // Current green
              open <= close[1] and     // Opens below prev close
              close >= open[1]         // Closes above prev open
    
    bearish = close[1] > open[1] and  // Previous green
              close < open and         // Current red
              open >= close[1] and     // Opens above prev close
              close <= open[1]         // Closes below prev open
    
    [bullish, bearish]

// Three Line Strike
isThreeLineStrike() =>
    // Check for three consecutive candles
    threeDown = close[3] < open[3] and
                close[2] < open[2] and
                close[1] < open[1] and
                close[1] < close[2] and
                close[2] < close[3]
    
    // Check for reversal candle
    reversal = close > open and
               close > high[1]
    
    threeDown and reversal

Machine Learning Concepts​

Simple Moving Average Convergence​

//@version=5
indicator("ML Concepts")

// Feature engineering
calculateFeatures(price, periods) =>
    var features = array.new_float(0)
    array.clear(features)
    
    // Calculate multiple timeframe features
    for period in periods
        sma = ta.sma(price, period)
        rsi = ta.rsi(price, period)
        array.push(features, sma)
        array.push(features, rsi)
    
    features

// Simple prediction model
predictDirection(features) =>
    weight = 1.0 / array.size(features)
    sum = 0.0
    
    for feature in features
        sum += feature * weight
    
    sum > close

Memory Management​

Efficient Data Storage​

//@version=5
indicator("Memory Management")

// Use circular buffer for data storage
var int bufferSize = 100
var float[] buffer = array.new_float(bufferSize, 0.0)
var int currentIndex = 0

// Add data efficiently
addToBuffer(value) =>
    array.set(buffer, currentIndex, value)
    currentIndex := (currentIndex + 1) % bufferSize

// Clean up old data
cleanBuffer() =>
    if array.size(buffer) > bufferSize * 2
        newBuffer = array.new_float(bufferSize, 0.0)
        for i = 0 to bufferSize - 1
            array.set(newBuffer, i, array.get(buffer, i))
        buffer := newBuffer

Advanced Error Handling​

Robust Error Checking​

//@version=5
strategy("Error Handling")

// Custom error type
var string[] errorLog = array.new_string(0)

// Error handling function
handleError(condition, message) =>
    if condition
        array.push(errorLog, message)
        false
    else
        true

// Usage example
safeCalculation(value) =>
    if handleError(na(value), "Invalid input value")
        if handleError(value <= 0, "Value must be positive")
            math.sqrt(value)
        else
            na
    else
        na
Advanced Tips
  • Use efficient data structures
  • Implement proper error handling
  • Optimize calculations for performance
  • Document complex algorithms
  • Test edge cases thoroughly
Common Pitfalls

❌ Memory leaks in arrays/matrices ❌ Inefficient loops ❌ Unnecessary calculations ❌ Missing error checks ❌ Poor code organization

Next Steps​

Ready to learn about creating custom libraries? Move on to the next chapter! 🚀