Matrices reference
All 5 matrices in AlgoBarsX, each with its parameters, defaults, ranges and an example: matrix, transpose, multiply, inverse, covariance_matrix.
matrix transpose multiply inverse covariance_matrix
matrix(rows, columns, fill = 0)→ matrix#
A numeric matrix filled with a value.
Parameters
| Name | Type | Default | What it is |
|---|---|---|---|
rows | int | required | Rows. |
columns | int | required | Columns. |
fill | number | 0 | Initial value. |
grid = matrix(3, 3)strategyindicatoralertlibrarysince 1.0
transpose(m)→ matrix#
Transpose a matrix.
Parameters
| Name | Type | Default | What it is |
|---|---|---|---|
m | matrix | required | Matrix. |
flipped = transpose(grid)strategyindicatoralertlibrarysince 1.0
multiply(a, b)→ matrix#
Matrix product.
Parameters
| Name | Type | Default | What it is |
|---|---|---|---|
a | matrix | required | Left matrix. |
b | matrix | required | Right matrix. |
product = multiply(grid, transpose(grid))strategyindicatoralertlibrarysince 1.0
inverse(m)→ matrix#
Matrix inverse; na when the matrix is singular.
Parameters
| Name | Type | Default | What it is |
|---|---|---|---|
m | matrix | required | Square matrix. |
inv = inverse(grid)strategyindicatoralertlibrarysince 1.0
covariance_matrix(series, length = 100)→ matrix#
Covariance matrix of several series.
Parameters
| Name | Type | Default | Range | What it is |
|---|---|---|---|---|
series | list<series<number>> | required | Series to compare. | |
length | int | 100 | 1 to 5000 | Number of bars in the calculation. |
cov_m = covariance_matrix([returns(close_of(EURUSD)), returns(close_of(GBPUSD))], 100)strategyindicatoralertlibrarysince 1.0