Library · Pine Script v5 · Library

AIActivationFunctionsSigmoid

by ricardosantos79· code credited to RicardoSantos

AIActivationFunctionsSigmoid is a utility library for Pine Script v5 that provides mathematical calculations for the sigmoid activation function, commonly used in artificial intelligence and machine learning algorithms.

View on GitHub

GitHub stars261on the repository
Pine versionv5runs as is
Lines of code59
Settings0inputs
LicenceNone statedfile: MPL-2.0
Last update4 years ago13 Nov 2021

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  1. 1Copy the scriptPress Copy script above, or the copy button on the code below.
  2. 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
  3. 3Paste over the templateCreate a new library, select all of the template text and paste. Press Save and give it a name.
  4. 4Publish or import itA library draws nothing. Publish it from the editor, then import its functions in your own scripts.

Source Code

59 lines of Pine Script v5 from beta/libs/ML/ActivationFunctions/AIActivationFunctionsSigmoid.pinescript, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.

AIActivationFunctionsSigmoid.pinescript
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © RicardoSantos

//@version=5

// @description Sigmoid activation function
library(title='AIActivationFunctionsSigmoid')

// reference:
//      https://github.com/andrewkirillov/AForge.NET/blob/master/Sources/Neuro/Activation%20Functions/SigmoidFunction.cs

//  The class represents sigmoid activation function with
//  the next expression:
//
//|                1
//| f(x) = ------------------
//|        1 + exp(-alpha * x)
//|
//|           alpha * exp(-alpha * x )
//| f'(x) = ---------------------------- = alpha * f(x) * (1 - f(x))
//|           (1 + exp(-alpha * x))^2
//
// - Function output range: (0, 1).
// - The alpha value determines steepness of the function. Increasing value of
// this property changes sigmoid to look more like a threshold function. Decreasing
// value of this property makes sigmoid to be very smooth (slowly growing from its
// minimum value to its maximum value).
//

// @function Function at value point.
// @param value float, value point.
// @param alpha float, default=2.0, sigmoid alpha value.
// @returns float
export function (float value, float alpha=2.0) => //{
    1.0 / (1.0 + math.exp( -alpha * value))
//{ usage:
//{ remarks:
//}}}

// @function Function derivate at value point.
// @param value float, value point.
// @param alpha float, default=2.0, sigmoid alpha value.
// @returns float
export derivate (float value, float alpha=2.0) => //{
    float _y = function(value)
    alpha * _y * (1.0 - _y)
//{ usage:
//{ remarks:
//}}}

// @function Function derivate at value point.
// @param value float, value point.
// @param alpha float, default=2.0, sigmoid alpha value.
// @returns float
export derivate2 (float value, float alpha=2.0) => //{
    alpha * value * (1.0 - value)
//{ usage:
//{ remarks:
//}}}

Overview

The library exports functions to evaluate the standard unipolar sigmoid function given an input value and an alpha steepness coefficient. It also provides functions to calculate the first derivative of the sigmoid curve using either the raw input value or the pre-calculated function output. It draws nothing on the chart.

Details

Published by

ricardosantos79 on GitHub

Code credit

RicardoSantos, as written in the script's header

Type

Library, Pine Script v5

Draws

Library (no plots)

Category

AI / machine learning

Markets

Any symbol

Timeframes

Any timeframe

Risk Notes

No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.

Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.

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