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DistributionsLibrary "Distributions" Library with price distribution zones calculation helpers. Based on research from "Trading Systems and Methods, 5th Edition" by Perry J. Kaufman getZones(h, l, c, window)   Returns price distribution zones based on HLC and for some period   Parameters:      h : high price      l : low price      c : close price      window : period to calculate distributions   Returns: tuple of 5 price zones in descent order, from highest to lowest
Biblioteca de Pine Script™
por miivanov
PerformanceTableLibrary "PerformanceTable" TODO: add library description here This library was created as a library because adding a performance table to an existing strategy script made the strategy script lengthy and inconvenient to manage. The monthly table script referenced @QuantNomad's code. The performance table script referenced @myncrypto's code. To use, copy and paste the code below at the bottom of the strategy script you are using, and the table for strategy performance will be displayed on a chart. //------------Copy & Paste --------------------------------------// import Cube_Lee/PerformanceTable/1 as PT PT = input.bool(true, "Show Performance Table", tooltip = "전략의 성과를 우측상단에 테이블로 표시합니다.", group = "Performance Table") MT = input.bool(true, "Show Monthly Table", tooltip = "전략의 월별 수익률을 우측하단에 테이블로 표시합니다.", group = "Performance Table") if PT PT.PerformanceTable() if MT PT.MonthlyTable() //------------Copy & Paste---------------------------------------// PerformanceTable() MonthlyTable()
Biblioteca de Pine Script™
por Cube_Lee
3
SH_LibraryLibrary "SH_Library" events()   Returns the list of dates supported by this library as a string array.   Returns: array : Names of events supported by this library fomcMeetings()   Gets the FOMC Meeting Dates. The FOMC meets eight times a year to determine the course of monetary policy. The FOMC announces its decision on the federal funds rate at the conclusion of each meeting and also issues a statement that provides information on the economic outlook and the Committee's assessment of the risks to the outlook.   Returns: array : FOMC Meeting Dates as timestamps fomcMinutes()   Gets the FOMC Meeting Minutes Dates. The FOMC Minutes are released three weeks after each FOMC meeting. The Minutes provide information on the Committee's deliberations and decisions at the meeting.   Returns: array : FOMC Meeting Minutes Dates as timestamps ppiReleases()   Gets the Producer Price Index (PPI) Dates. The Producer Price Index (PPI) measures the average change over time in the selling prices received by domestic producers for their output. The PPI is a leading indicator of CPI, and CPI is a leading indicator of inflation.   Returns: array : PPI Dates as timestamps cpiReleases()   Gets the Consumer Price Index (CPI) Rekease Dates. The Consumer Price Index (CPI) measures changes in the price level of a market basket of consumer goods and services purchased by households. The CPI is a leading indicator of inflation.   Returns: array : CPI Dates as timestamps csiReleases()   Gets the CSI release dates. The Consumer Sentiment Index (CSI) is a survey of consumer attitudes about the economy and their personal finances. The CSI is a leading indicator of consumer spending.   Returns: array : CSI Dates as timestamps cciReleases()   Gets the CCI release dates. The Conference Board's Consumer Confidence Index (CCI) is a survey of consumer attitudes about the economy and their personal finances. The CCI is a leading indicator of consumer spending.   Returns: array : CCI Dates as timestamps nfpReleases()   Gets the NFP release dates. Nonfarm payrolls is an employment report released monthly by the Bureau of Labor Statistics (BLS) that measures the change in the number of employed people in the United States.   Returns: array : NFP Dates as timestamps eciReleases()   Gets the ECI The Employment Cost Index (ECI) is a measure of the change in the cost of labor,
Biblioteca de Pine Script™
por sherwoodherben2
AntaresLibrary "Antares" this library contains some utility functions that I use in my open source scripts including moving average helpers, candlstick helpers, money management, formatters, convertors, webhook integration, analysis, filters and drawing helpers ma(type, length, source)   Wraps all ma functions   Parameters:      type : Either SMA or EMA or RMA or WMA or VWMA      length : Number of bars (length).      source : Series of values to process.   Returns: Moving average of `source` for `length` bars back by the of MA. bb(ma, length, mult, source)   Overwrites `ta.bb` duo to limitations of simple int.float mult. Bollinger Bands. A Bollinger Band is a technical analysis tool defined by a set of lines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of the security's price, but can be adjusted to user preferences.   Parameters:      ma : Either SMA or EMA or RMA or WMA or VWMA      length : Number of bars (length).      mult : Standard deviation factor.      source : Series of values to process.   Returns: Bollinger Bands. atr(length, h, l, c)   Overwrites `ta.atr` duo to limitations of simple int length. Function atr (average true range) returns the RMA of true range. True range is max(high - low, abs(high - close ), abs(low - close )).   Parameters:      length : Number of bars (length).      h : High price high price.      l : low price.      c : Close price close price.   Returns: Average true range. rsi(length, source)   Overwrites `ta.rsi` duo to limitations of simple int length. Relative strength index. It is calculated using the `ta.rma()` of upward and downward changes of `source` over the last `length` bars.   Parameters:      length : Number of bars (length).      source : Series of values to process.   Returns: Relative strength index. lowest(length, source, start)   Lowest value for a given number of bars back.   Parameters:      length : Number of bars (length).      source : Series of values to process.      start : Series number of bars that should be skipped before process.   Returns: Lowest value in the series. highest(length, source, start)   Highest value for a given number of bars back.   Parameters:      length : Number of bars (length).      source : Series of values to process.      start : Series number of bars that should be skipped before process.   Returns: Highest value in the series. atr_multiplier(rsi, atr_max_multiplier)   Dynamic atr multiplier calculated by RSI.   Parameters:      rsi : Relative strength index.      atr_max_multiplier : The maximum multiplier of atr   Returns: Dynamic multiplier of ATR offset(atr, atr_multiplier)   Safe dynamic offset you need to use in your stoploss, stop buy/sell, etc.   Parameters:      atr : Average true range.      atr_multiplier : ATR multiplier got from `atr_multiplier(rsi, atr_max_multiplier)`   Returns: Dynamic offset rsi_emotional(rsi, bottom, top)   Tells you if RSI is in emotional zone.   Parameters:      rsi : Relative Strength Index      bottom : The zone that below it market reacts emotionally      top : The zone that above it market reacts emotionally   Returns: false if RSI was between `bottom` and `top` otherwise true rsi_signal(rsi, bottom, top)   Tells you if RSI is in good point to check your other strategy conditions.   Parameters:      rsi : Relative Strength Index      bottom : The zone that below it market reacts emotionally      top : The zone that above it market reacts emotionally   Returns: 1 if RSI crossed out 30, 50 or 70. -1 if RSI crossed under 70, 50, 30. otherwise is 0
Biblioteca de Pine Script™
por px2raj
DiscordLibraryLibrary "DiscordLibrary" BoldString(str)   Bold String in Discord Function   Parameters:      str ItalicizeString(str)   Italicize String in Discord Function   Parameters:      str StrikeThroughString(str)   Strikethrough a String in Discord Function   Parameters:      str UnderlineString(str)   Underline a String in Discord Function   Parameters:      str SpoilerString(str)   When you send the text, it will be shown as a black block, and only by clicking on it will you be able to see what is written below, in a way, unveiling the text or giving spoilers   Parameters:      str HighlightString(str)   Highlight String Function   Parameters:      str BoxedString(str)   Put String in a Box Function   Parameters:      str NonEmbeddedURLString(str)   Format URL String so that it is not an embedded Image but just the Link   Parameters:      str InvisibleString(str)   Send Inivisible Text   Parameters:      str FormatTimePeriodForDiscord(_timeperiod)   Parameters:      _timeperiod GetDiscordEmbedJSON(_message, _avatarURL, _botName, _role, _color, _embed_title, _embed_subtitle, _title, _url, _icon_url, _icon2_url, _footer, _description)   Generate discord embed JSON   Parameters:      _message      _avatarURL      _botName      _role      _color      _embed_title      _embed_subtitle      _title      _url      _icon_url      _icon2_url      _footer      _description GetDiscordTextJSON(_description)   Formats Content Only JSON Message   Parameters:      _description Truncate(_number, _decimalPlaces)   Custom function to truncate (cut) excess decimal places   Parameters:      _number      _decimalPlaces FormatDiscordMessage(_textmessage, _ticker, _timeframe)   format Content message   Parameters:      _textmessage      _ticker      _timeframe FormatCoin(_coinText)   Format Ticker Symbol   Parameters:      _coinText
Biblioteca de Pine Script™
por E5Trading
SessionInBoxesProLibrary "SessionInBoxesPro" get_time_by_bar(bar_count)   Parameters:      bar_count get_positions_func(sessiontime_, duration_)   Parameters:      sessiontime_      duration_ get_period(_session, _start, _lookback)   Parameters:      _session      _start      _lookback is_start(_session)   Parameters:      _session is_end(_session)   Parameters:      _session draw_progress(_show, _session, _is_started, _is_ended, _color, _bottom, _delete_history)   Parameters:      _show      _session      _is_started      _is_ended      _color      _bottom      _delete_history draw_label(_show, _session, _is_started, _color, _top, _bottom, _text, _delete_history, i_label_chg, i_label_size, i_label_position, i_tz, i_label_format_day)   Parameters:      _show      _session      _is_started      _color      _top      _bottom      _text      _delete_history      i_label_chg      i_label_size      i_label_position      i_tz      i_label_format_day draw_fib(_show, _session, _is_started, _color, _top, _bottom, _level, _width, _style, _is_extend, _delete_history)   Parameters:      _show      _session      _is_started      _color      _top      _bottom      _level      _width      _style      _is_extend      _delete_history get_op_stricts(_session, _is_started, top, bottom, i_o_minutes)   Parameters:      _session      _is_started      top      bottom      i_o_minutes draw_op(_show, _session, _is_started, _color, top, bottom, _is_extend, _delete_history, i_o_minutes, i_o_opacity)   Parameters:      _show      _session      _is_started      _color      top      bottom      _is_extend      _delete_history      i_o_minutes      i_o_opacity get_pm_stricts(_show, _show_pm, tf, ctf, _is_started)   Parameters:      _show      _show_pm      tf      ctf      _is_started draw_pm(_show, _show_pm, tf, ctf, _is_started, _is_ended, _delete_history, _color)   Parameters:      _show      _show_pm      tf      ctf      _is_started      _is_ended      _delete_history      _color draw_market(_show, _session, _is_started, _color, btr, _top, _bottom, _extend, _is_extend, _delete_history, i_sess_border_style, i_sess_border_width, i_sess_bgopacity)   Parameters:      _show      _session      _is_started      _color      btr      _top      _bottom      _extend      _is_extend      _delete_history      i_sess_border_style      i_sess_border_width      i_sess_bgopacity draw(_show, _show_pm, pm_tf, ctf, _session, _color, btr, _label, _extend, _show_fib, _show_op, i_label_chg, i_label_size, i_label_position, i_o_minutes, i_o_opacity, i_sess_border_style, i_sess_border_width, i_sess_bgopacity, i_show_history, i_show_closed, i_label_show, i_f_linewidth, i_f_linestyle, top, bottom, i_tz, i_label_format_day)   Parameters:      _show      _show_pm      pm_tf      ctf      _session      _color      btr      _label      _extend      _show_fib      _show_op      i_label_chg      i_label_size      i_label_position      i_o_minutes      i_o_opacity      i_sess_border_style      i_sess_border_width      i_sess_bgopacity      i_show_history      i_show_closed      i_label_show      i_f_linewidth      i_f_linestyle      top      bottom      i_tz      i_label_format_day
Biblioteca de Pine Script™
por TheAlgoTradingResources
UtilitiesLibrary "Utilities" My utility functions library. toPips(_v)   Convert price to pips.   Parameters:      _v : Price   Returns: Pips toPrice(_p)   Convert pips to price.   Parameters:      _p   Returns: Price price_range(_a, _b)   The difference will be returned.   Parameters:      _a      _b : @return Price as positive number get_day(_n, _lang)   Get the day of the week   Parameters:      _n : Number of day of week      _lang : en or ja source(_name)   TODO: add function description here   Parameters:      _name   Returns: TODO: add what function returns clear_lines(_arr, _min)   Deletes the lines included in the array.   Parameters:      _arr : Array of lines      _min : Deletes the lines included in the array. clear_labels(_arr, _min)   Deletes the labels included in the array.   Parameters:      _arr : Array of labels      _min : Deletes the labels included in the array. clear_boxes(_arr, _min)   Deletes the boxes included in the array.   Parameters:      _arr : Array of boxes      _min : Deletes the boxes included in the array.
Biblioteca de Pine Script™
por boitoki
MLExtensionsLibrary "MLExtensions" normalizeDeriv(src, quadraticMeanLength)   Returns the smoothed hyperbolic tangent of the input series.   Parameters:      src : The input series (i.e., the first-order derivative for price).      quadraticMeanLength : The length of the quadratic mean (RMS).   Returns: nDeriv The normalized derivative of the input series. normalize(src, min, max)   Rescales a source value with an unbounded range to a target range.   Parameters:      src : The input series      min : The minimum value of the unbounded range      max : The maximum value of the unbounded range   Returns: The normalized series rescale(src, oldMin, oldMax, newMin, newMax)   Rescales a source value with a bounded range to anther bounded range   Parameters:      src : The input series      oldMin : The minimum value of the range to rescale from      oldMax : The maximum value of the range to rescale from      newMin : The minimum value of the range to rescale to      newMax : The maximum value of the range to rescale to   Returns: The rescaled series color_green(prediction)   Assigns varying shades of the color green based on the KNN classification   Parameters:      prediction : Value (int|float) of the prediction   Returns: color color_red(prediction)   Assigns varying shades of the color red based on the KNN classification   Parameters:      prediction : Value of the prediction   Returns: color tanh(src)   Returns the the hyperbolic tangent of the input series. The sigmoid-like hyperbolic tangent function is used to compress the input to a value between -1 and 1.   Parameters:      src : The input series (i.e., the normalized derivative).   Returns: tanh The hyperbolic tangent of the input series. dualPoleFilter(src, lookback)   Returns the smoothed hyperbolic tangent of the input series.   Parameters:      src : The input series (i.e., the hyperbolic tangent).      lookback : The lookback window for the smoothing.   Returns: filter The smoothed hyperbolic tangent of the input series. tanhTransform(src, smoothingFrequency, quadraticMeanLength)   Returns the tanh transform of the input series.   Parameters:      src : The input series (i.e., the result of the tanh calculation).      smoothingFrequency      quadraticMeanLength   Returns: signal The smoothed hyperbolic tangent transform of the input series. n_rsi(src, n1, n2)   Returns the normalized RSI ideal for use in ML algorithms.   Parameters:      src : The input series (i.e., the result of the RSI calculation).      n1 : The length of the RSI.      n2 : The smoothing length of the RSI.   Returns: signal The normalized RSI. n_cci(src, n1, n2)   Returns the normalized CCI ideal for use in ML algorithms.   Parameters:      src : The input series (i.e., the result of the CCI calculation).      n1 : The length of the CCI.      n2 : The smoothing length of the CCI.   Returns: signal The normalized CCI. n_wt(src, n1, n2)   Returns the normalized WaveTrend Classic series ideal for use in ML algorithms.   Parameters:      src : The input series (i.e., the result of the WaveTrend Classic calculation).      n1      n2   Returns: signal The normalized WaveTrend Classic series. n_adx(highSrc, lowSrc, closeSrc, n1)   Returns the normalized ADX ideal for use in ML algorithms.   Parameters:      highSrc : The input series for the high price.      lowSrc : The input series for the low price.      closeSrc : The input series for the close price.      n1 : The length of the ADX. regime_filter(src, threshold, useRegimeFilter)   Parameters:      src      threshold      useRegimeFilter filter_adx(src, length, adxThreshold, useAdxFilter)   filter_adx   Parameters:      src : The source series.      length : The length of the ADX.      adxThreshold : The ADX threshold.      useAdxFilter : Whether to use the ADX filter.   Returns: The ADX. filter_volatility(minLength, maxLength, useVolatilityFilter)   filter_volatility   Parameters:      minLength : The minimum length of the ATR.      maxLength : The maximum length of the ATR.      useVolatilityFilter : Whether to use the volatility filter.   Returns: Boolean indicating whether or not to let the signal pass through the filter. backtest(high, low, open, startLongTrade, endLongTrade, startShortTrade, endShortTrade, isStopLossHit, maxBarsBackIndex, thisBarIndex)   Performs a basic backtest using the specified parameters and conditions.   Parameters:      high : The input series for the high price.      low : The input series for the low price.      open : The input series for the open price.      startLongTrade : The series of conditions that indicate the start of a long trade.`      endLongTrade : The series of conditions that indicate the end of a long trade.      startShortTrade : The series of conditions that indicate the start of a short trade.      endShortTrade : The series of conditions that indicate the end of a short trade.      isStopLossHit : The stop loss hit indicator.      maxBarsBackIndex : The maximum number of bars to go back in the backtest.      thisBarIndex : The current bar index.   Returns: A tuple containing backtest values init_table()   init_table()   Returns: tbl The backtest results. update_table(tbl, tradeStatsHeader, totalTrades, totalWins, totalLosses, winLossRatio, winrate, stopLosses)   update_table(tbl, tradeStats)   Parameters:      tbl : The backtest results table.      tradeStatsHeader : The trade stats header.      totalTrades : The total number of trades.      totalWins : The total number of wins.      totalLosses : The total number of losses.      winLossRatio : The win loss ratio.      winrate : The winrate.      stopLosses : The total number of stop losses.   Returns: Updated backtest results table.
Biblioteca de Pine Script™
por jdehorty
6
BasicVisibleChartBasic library for the visible range chart; with functions to allow plotting Fibs from body high/low as well as wick high/low -Thanks to code from @PineCoders Visible Chart library (PineCoders/VisibleChart/4), which is a much more comprehensive library than this, but which does not include some functions that I find useful: -Added the following exportable functions: highest/lowest body, highest/lowest close, highest/lowest open. These allow one to anchor fibs from bodies rather than wicks -Added a Fib Box function in the example code The above chart shows the example code plotting a Fib range drawn from bodies and a highlighted retracement zone (61.8 % - 78.6% ) ~~All Exportable Functions~~ barIsVisible() highestClose() highestOpen() highestBody() lowestClose() lowestOpen() lowestBody() high() highBarTime() low() lowBarTime() open() close()
Biblioteca de Pine Script™
por twingall
1
theme_presetsStyle Made Easy with 175 Reversable light/dark themes Built on to of my theme engine, so any tools built with one will work with the other. getTheme(_input)   Get a theme by name. (see lib for copy/paste list)   Parameters:      _input : string Name of Theme to use. apathy()   Theme preset -> "Apathy"   Returns: Theme object apprentice()   Theme preset -> "Apprentice"   Returns: Theme object ashes()   Theme preset -> "Ashes"   Returns: Theme object atelier_cave()   Theme preset -> "Atelier Cave"   Returns: Theme object atelier_dune()   Theme preset -> "Atelier Dune"   Returns: Theme object atelier_estuary()   Theme preset -> "Atelier Estuary"   Returns: Theme object atelier_forest()   Theme preset -> "Atelier Forest"   Returns: Theme object atelier_heath()   Theme preset -> "Atelier Heath"   Returns: Theme object atelier_lakeside()   Theme preset -> "Atelier Lakeside"   Returns: Theme object atelier_plateau()   Theme preset -> "Atelier Plateau"   Returns: Theme object atelier_savanna()   Theme preset -> "Atelier Savanna"   Returns: Theme object atelier_seaside()   Theme preset -> "Atelier Seaside"   Returns: Theme object atelier_sulphurpool()   Theme preset -> "Atelier Sulphurpool"   Returns: Theme object atlas()   Theme preset -> "Atlas"   Returns: Theme object ayu()   Theme preset -> "Ayu"   Returns: Theme object ayu_mirage()   Theme preset -> "Ayu Mirage"   Returns: Theme object bespin()   Theme preset -> "Bespin"   Returns: Theme object black_metal()   Theme preset -> "Black Metal"   Returns: Theme object black_metal_bathory()   Theme preset -> "Black Metal (bathory)"   Returns: Theme object black_metal_burzum()   Theme preset -> "Black Metal (burzum)"   Returns: Theme object black_metal_funeral()   Theme preset -> "Black Metal (dark Funeral)"   Returns: Theme object black_metal_gorgoroth()   Theme preset -> "Black Metal (gorgoroth)"   Returns: Theme object black_metal_immortal()   Theme preset -> "Black Metal (immortal)"   Returns: Theme object black_metal_khold()   Theme preset -> "Black Metal (khold)"   Returns: Theme object black_metal_marduk()   Theme preset -> "Black Metal (marduk)"   Returns: Theme object black_metal_mayhem()   Theme preset -> "Black Metal (mayhem)"   Returns: Theme object black_metal_nile()   Theme preset -> "Black Metal (nile)"   Returns: Theme object black_metal_venom()   Theme preset -> "Black Metal (venom)"   Returns: Theme object blue_forest()   Theme preset -> "Blue Forest"   Returns: Theme object blueish()   Theme preset -> "Blueish"   Returns: Theme object brewer()   Theme preset -> "Brewer"   Returns: Theme object bright()   Theme preset -> "Bright"   Returns: Theme object brogrammer()   Theme preset -> "Brogrammer"   Returns: Theme object brush_trees()   Theme preset -> "Brush Trees"   Returns: Theme object catppuccin()   Theme preset -> "Catppuccin"   Returns: Theme object chalk()   Theme preset -> "Chalk"   Returns: Theme object circus()   Theme preset -> "Circus"   Returns: Theme object classic()   Theme preset -> "Classic"   Returns: Theme object clrs()   Theme preset -> "Colors"   Returns: Theme object codeschool()   Theme preset -> "Codeschool"   Returns: Theme object cupcake()   Theme preset -> "Cupcake"   Returns: Theme object cupertino()   Theme preset -> "Cupertino"   Returns: Theme object da_one_black()   Theme preset -> "Da One Black"   Returns: Theme object da_one_gray()   Theme preset -> "Da One Gray"   Returns: Theme object da_one_ocean()   Theme preset -> "Da One Ocean"   Returns: Theme object da_one_paper()   Theme preset -> "Da One Paper"   Returns: Theme object da_one_sea()   Theme preset -> "Da One Sea"   Returns: Theme object da_one_white()   Theme preset -> "Da One White"   Returns: Theme object danqing()   Theme preset -> "Danqing"   Returns: Theme object darcula()   Theme preset -> "Darcula"   Returns: Theme object dark_violet()   Theme preset -> "Dark Violet"   Returns: Theme object darkmoss()   Theme preset -> "Darkmoss"   Returns: Theme object darktooth()   Theme preset -> "Darktooth"   Returns: Theme object decaf()   Theme preset -> "Decaf"   Returns: Theme object dirtysea()   Theme preset -> "Dirtysea"   Returns: Theme object dracula()   Theme preset -> "Dracula"   Returns: Theme object edge()   Theme preset -> "Edge"   Returns: Theme object eighties()   Theme preset -> "Eighties"   Returns: Theme object embers()   Theme preset -> "Embers"   Returns: Theme object emil()   Theme preset -> "Emil"   Returns: Theme object equilibrium()   Theme preset -> "Equilibrium"   Returns: Theme object equilibrium_gray()   Theme preset -> "Equilibrium Gray"   Returns: Theme object espresso()   Theme preset -> "Espresso"   Returns: Theme object eva()   Theme preset -> "Eva"   Returns: Theme object everforest()   Theme preset -> "Everforest"   Returns: Theme object flat()   Theme preset -> "Flat"   Returns: Theme object framer()   Theme preset -> "Framer"   Returns: Theme object fruit_soda()   Theme preset -> "Fruit Soda"   Returns: Theme object gigavolt()   Theme preset -> "Gigavolt"   Returns: Theme object github()   Theme preset -> "Github"   Returns: Theme object google()   Theme preset -> "Google"   Returns: Theme object gotham()   Theme preset -> "Gotham"   Returns: Theme object grayscale()   Theme preset -> "Grayscale"   Returns: Theme object green_screen()   Theme preset -> "Green Screen"   Returns: Theme object gruber()   Theme preset -> "Gruber"   Returns: Theme object gruvbox_hard()   Theme preset -> "Gruvbox Dark, Hard"   Returns: Theme object gruvbox_medium()   Theme preset -> "Gruvbox Dark, Medium"   Returns: Theme object gruvbox_pale()   Theme preset -> "Gruvbox Dark, Pale"   Returns: Theme object gruvbox_soft()   Theme preset -> "Gruvbox Dark, Soft"   Returns: Theme object gruvbox_material_hard()   Theme preset -> "Gruvbox Material Dark, Hard"   Returns: Theme object gruvbox_material_medium()   Theme preset -> "Gruvbox Material Dark, Medium"   Returns: Theme object gruvbox_material_soft()   Theme preset -> "Gruvbox Material Dark, Soft"   Returns: Theme object hardcore()   Theme preset -> "Hardcore"   Returns: Theme object harmonic16()   Theme preset -> "Harmonic16"   Returns: Theme object heetch()   Theme preset -> "Heetch"   Returns: Theme object helios()   Theme preset -> "Helios"   Returns: Theme object hopscotch()   Theme preset -> "Hopscotch"   Returns: Theme object horizon()   Theme preset -> "Horizon"   Returns: Theme object horizon_terminal()   Theme preset -> "Horizon Terminal"   Returns: Theme object humanoid()   Theme preset -> "Humanoid"   Returns: Theme object ia()   Theme preset -> "Ia"   Returns: Theme object icy()   Theme preset -> "Icy"   Returns: Theme object ir_black()   Theme preset -> "Ir Black"   Returns: Theme object isotope()   Theme preset -> "Isotope"   Returns: Theme object kanagawa()   Theme preset -> "Kanagawa"   Returns: Theme object katy()   Theme preset -> "Katy"   Returns: Theme object kimber()   Theme preset -> "Kimber"   Returns: Theme object lime()   Theme preset -> "Lime"   Returns: Theme object london_tube()   Theme preset -> "London Tube"   Returns: Theme object macintosh()   Theme preset -> "Macintosh"   Returns: Theme object marrakesh()   Theme preset -> "Marrakesh"   Returns: Theme object materia()   Theme preset -> "Materia"   Returns: Theme object material()   Theme preset -> "Material"   Returns: Theme object materialdarker()   Theme preset -> "Material Darker"   Returns: Theme object material_palenight()   Theme preset -> "Material Palenight"   Returns: Theme object material_vivid()   Theme preset -> "Material Vivid"   Returns: Theme object mellow_purple()   Theme preset -> "Mellow Purple"   Returns: Theme object mocha()   Theme preset -> "Mocha"   Returns: Theme object monokai()   Theme preset -> "Monokai"   Returns: Theme object Nebula()   Theme preset -> "Nebula"   Returns: Theme object nord()   Theme preset -> "Nord"   Returns: Theme object nova()   Theme preset -> "Nova"   Returns: Theme object ocean()   Theme preset -> "Ocean"   Returns: Theme object oceanicnext()   Theme preset -> "Oceanicnext"   Returns: Theme object onedark()   Theme preset -> "Onedark"   Returns: Theme object outrun()   Theme preset -> "Outrun"   Returns: Theme object pandora()   Theme preset -> "Pandora"   Returns: Theme object papercolor()   Theme preset -> "Papercolor"   Returns: Theme object paraiso()   Theme preset -> "Paraiso"   Returns: Theme object pasque()   Theme preset -> "Pasque"   Returns: Theme object phd()   Theme preset -> "Phd"   Returns: Theme object pico()   Theme preset -> "Pico"   Returns: Theme object pinky()   Theme preset -> "Pinky"   Returns: Theme object pop()   Theme preset -> "Pop"   Returns: Theme object porple()   Theme preset -> "Porple"   Returns: Theme object primer()   Theme preset -> "Primer"   Returns: Theme object purpledream()   Theme preset -> "Purpledream"   Returns: Theme object qualia()   Theme preset -> "Qualia"   Returns: Theme object railscasts()   Theme preset -> "Railscasts"   Returns: Theme object rebecca()   Theme preset -> "Rebecca"   Returns: Theme object rose_pine()   Theme preset -> "Rosé Pine"   Returns: Theme object rose_pine_dawn()   Theme preset -> "Rosé Pine Dawn"   Returns: Theme object rose_pine_moon()   Theme preset -> "Rosé Pine Moon"   Returns: Theme object sagelight()   Theme preset -> "Sagelight"   Returns: Theme object sakura()   Theme preset -> "Sakura"   Returns: Theme object sandcastle()   Theme preset -> "Sandcastle"   Returns: Theme object seti_ui()   Theme preset -> "Seti Ui"   Returns: Theme object shades_of_purple()   Theme preset -> "Shades Of Purple"   Returns: Theme object shadesmear()   Theme preset -> "Shadesmear"   Returns: Theme object shapeshifter()   Theme preset -> "Shapeshifter"   Returns: Theme object silk()   Theme preset -> "Silk"   Returns: Theme object snazzy()   Theme preset -> "Snazzy"   Returns: Theme object solar_flare()   Theme preset -> "Solar Flare"   Returns: Theme object solarized()   Theme preset -> "Solarized"   Returns: Theme object spaceduck()   Theme preset -> "Spaceduck"   Returns: Theme object spacemacs()   Theme preset -> "Spacemacs"   Returns: Theme object stella()   Theme preset -> "Stella"   Returns: Theme object still_alive()   Theme preset -> "Still Alive"   Returns: Theme object summercamp()   Theme preset -> "Summercamp"   Returns: Theme object summerfruit()   Theme preset -> "Summerfruit"   Returns: Theme object synth_midnight_terminal()   Theme preset -> "Synth Midnight Terminal"   Returns: Theme object tango()   Theme preset -> "Tango"   Returns: Theme object tender()   Theme preset -> "Tender"   Returns: Theme object tokyo_city()   Theme preset -> "Tokyo City"   Returns: Theme object tokyo_city_terminal()   Theme preset -> "Tokyo City Terminal"   Returns: Theme object tokyo_night()   Theme preset -> "Tokyo Night"   Returns: Theme object tokyo_night_storm()   Theme preset -> "Tokyo Night Storm"   Returns: Theme object tokyo_night_terminal()   Theme preset -> "Tokyo Night Terminal"   Returns: Theme object tokyo_night_terminal_storm()   Theme preset -> "Tokyo Night Terminal Storm"   Returns: Theme object tokyodark()   Theme preset -> "Tokyodark"   Returns: Theme object tokyodark_terminal()   Theme preset -> "Tokyodark Terminal"   Returns: Theme object tomorrow()   Theme preset -> "Tomorrow"   Returns: Theme object tomorrow_night()   Theme preset -> "Tomorrow Night"   Returns: Theme object tomorrow_night_eighties()   Theme preset -> "Tomorrow Night Eighties"   Returns: Theme object twilight()   Theme preset -> "Twilight"   Returns: Theme object unikitty()   Theme preset -> "Unikitty"   Returns: Theme object unikitty_reversible()   Theme preset -> "Unikitty Reversible"   Returns: Theme object uwunicorn()   Theme preset -> "Uwunicorn"   Returns: Theme object vice()   Theme preset -> "Vice"   Returns: Theme object vulcan()   Theme preset -> "Vulcan"   Returns: Theme object windows_10()   Theme preset -> "Windows 10"   Returns: Theme object windows_95()   Theme preset -> "Windows 95"   Returns: Theme object windows_high_contrast()   Theme preset -> "Windows High Contrast"   Returns: Theme object windows_nt()   Theme preset -> "Windows Nt"   Returns: Theme object woodland()   Theme preset -> "Woodland"   Returns: Theme object xcode_dusk()   Theme preset -> "Xcode Dusk"   Returns: Theme object
Biblioteca de Pine Script™
por kaigouthro
1
theme_engineLibrary "theme_engine" Theme Builder and Structure for live generative themes init(_name)   New theme object.   Parameters:      _name : (string) opptional name   Returns: a VAR theme (holds it's vals when updated if not overwritten) globals(theme, _h1, _h2, _h3, _h4, _s, _val, _contrast)   Create light/dark theme globals   Parameters:      theme : (theme) Theme to add theses to      _h1 : (float) Hue #1 for Template      _h2 : (float) Hue #2 for Template      _h3 : (float) Hue #3 for Template      _h4 : (float) Hue #4 for Template      _s : (float) Saturation of theme      _val : (float) Luminosity (light/dark)      _contrast : (float) Contrast to apply   Returns: Theme wwith adjusted colors setConfig(theme, setting)   Apply a Settings object to a theme   Parameters:      theme : Theme object to apply settings to.      setting : settings to apply   Returns: theme Types : settings   Settings for a theme   Fields:      h1 : (float) Hue #1 for Template      h2 : (float) Hue #2 for Template      h3 : (float) Hue #3 for Template      h4 : (float) Hue #4 for Template      sat : (float) Saturation of theme      lum : (float) Luminosity (light/dark)      vib : (float) Vibrance (Contrast)      r : (float) Hue of Red      o : (float) Hue of Orange      y : (float) Hue of Yellow      g : (float) Hue of Green      a : (float) Hue of Aqua      b : (float) Hue of Blue      i : (float) Hue of Indigo      v : (float) Hue of Violet      satvals : (settings) Array for use if desired to customize Saturation per color      lumvals : (settings) Array for use if desired to customize Luminancce per color mods   Modifiers Item for Use if desired   Fields:      val : (float)      size : (float)      depth : (float)      hue : (float)      sat : (float)      alpha : (float)      mix : (float)      emit : (float)      ch : (float)      step : (int)      dist : (int)      holds : (mods)      isin : (mods)      track : (color) varient   Light/Dark/Custom Theme Varients   Fields:      bg : (color) Bacckground Color      fg : (color) Foreground Color      accent : (color) Accccent Color      secondary : (color) Secondary Color      txt : (color) Text Color theme   Theme Object   Fields:      name : (string) Theme name      dark : (varient) Theme dark Varient      light : (varient) Theme light Varient      red : (color) Color for red      orange : (color) Color for orange      yellow : (color) Color for yellow      green : (color) Color for green      aqua : (color) Color for aqua      blue : (color) Color for blue      purple : (color) Color for purple      pink : (color) Color for pink      tweaks : (mods) Modifiers UDT to use for adjusters themedict   Fields:      names : (string ) Names of themes      themes : (theme ) Theme Items
Biblioteca de Pine Script™
por kaigouthro
1
eHarmonicpatternsLogScaleLibrary "eHarmonicpatternsLogScale" Library provides functions to scan harmonic patterns both or normal and log scale getSupportedPatterns() get_prz_range(x, a, b, c, patternArray, errorPercent, start_adj, end_adj, logScale)   Provides PRZ range based on BCD and XAD ranges   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      patternArray : Pattern flags for which PRZ range needs to be calculated      errorPercent : Error threshold      start_adj : - Adjustments for entry levels      end_adj : - Adjustments for stop levels      logScale : - calculate on log scale. Default is false   Returns: Start and end of consolidated PRZ range get_prz_range_xad(x, a, b, c, patternArray, errorPercent, start_adj, end_adj, logScale)   Provides PRZ range based on XAD range only   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      patternArray : Pattern flags for which PRZ range needs to be calculated      errorPercent : Error threshold      start_adj : - Adjustments for entry levels      end_adj : - Adjustments for stop levels      logScale : - calculate on log scale. Default is false   Returns: Start and end of consolidated PRZ range get_projection_range(x, a, b, c, patternArray, errorPercent, start_adj, end_adj, logScale)   Provides Projection range based on BCD and XAD ranges   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      patternArray : Pattern flags for which PRZ range needs to be calculated      errorPercent : Error threshold      start_adj : - Adjustments for entry levels      end_adj : - Adjustments for stop levels      logScale : - calculate on log scale. Default is false   Returns: Array containing start and end ranges isHarmonicPattern(x, a, b, c, d, flags, defaultEnabled, errorPercent, logScale)   Checks for harmonic patterns   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      d : D coordinate value      flags : flags to check patterns. Send empty array to enable all      defaultEnabled      errorPercent : Error threshold      logScale : - calculate on log scale. Default is false   Returns: Array of boolean values which says whether valid pattern exist and array of corresponding pattern names isHarmonicProjection(x, a, b, c, flags, defaultEnabled, errorPercent, logScale)   Checks for harmonic pattern projection   Parameters:      x : X coordinate value      a : A coordinate value      b : B coordinate value      c : C coordinate value      flags : flags to check patterns. Send empty array to enable all      defaultEnabled      errorPercent : Error threshold      logScale : - calculate on log scale. Default is false   Returns: Array of boolean values which says whether valid pattern exist and array of corresponding pattern names.
Biblioteca de Pine Script™
por Trendoscope
1
E5TradingLibrary This library replaces the previous MetaWorldEngineFilterLibrary3. Library "E5TradingLibrary" GetCandleStickSize(_src_high, _src_low)   returns size of the candle   Parameters:      _src_high      _src_low   Returns: candlestick size GetCandleStickBodySize(_src_open, _src_close)   returns size of the candle body   Parameters:      _src_open      _src_close   Returns: candlestick body size FilterLongerLowerWickCandles(_src_open, _src_close, _src_low)   Alters Candlestick Value to Magnify Candles with Long Wicks   Parameters:      _src_open      _src_close      _src_low   Returns: Midpoint of the candle body less the lower wick. If value returned has a large delta from midpoint of the body, then it is short wick IsBullish(_src_open, _src_close)   Determine if Candle is Bullish or Bearish   Parameters:      _src_open      _src_close   Returns: True is Bullish IsDoji(_candleIndex, _precision)   Determine if Candle is a Doji   Parameters:      _candleIndex      _precision   Returns: True if a Doji MACD(_src, _fastLength, _slowLength, _signalLength)   Computes MACD   Parameters:      _src      _fastLength      _slowLength      _signalLength   Returns: Returns MACD and Signal Line isFastSlowCrossed(SeriesA, SeriesB)   Computes if SeriesA crosses SeriesB   Parameters:      SeriesA      SeriesB   Returns: if SeriesA crosses SeriesB then true else false isReversalUpTrend(SeriesA, SeriesB)   Computes if SeriesA crosses over SeriesB to determine reversal uptrend   Parameters:      SeriesA      SeriesB   Returns: if SeriesA crosses over SeriesB then true else false isReversalDownTrend(SeriesA, SeriesB)   Computes if SeriesA crosses over SeriesB to determine reversal uptrend   Parameters:      SeriesA      SeriesB   Returns: if SeriesA crosses over SeriesB then true else false SSMA(_src, smalength)   Computes smoothed SMA   Parameters:      _src      smalength   Returns: a single concatenated string for evaluation GetTimeFrame()   Get Current timeframe in minutes   Returns: an integer value in minutes getMA(_src, length, maType)   Gets a Moving Average based on type   Parameters:      _src      length      maType   Returns: A moving average with the given parameters ATRSwitch(_src, _ATRMult, _ATRLength)   Average True Range Trailing Stops by Sylvain Vervoort   Parameters:      _src      _ATRMult      _ATRLength   Returns: upper ATR Line, lower ATR Line and the switch point
Biblioteca de Pine Script™
por E5Trading
FibRatiosLibrary "FibRatios" Library with calculation logic for fib retracement, extension and ratios retracement(a, b, ratio, logScale, precision)   Calculates the retracement for points a, b with given ratio and scale   Parameters:      a : Starting point a      b : Second point b      ratio : Ratio for which we need to calculate retracement c      logScale : Flag to get calculations in log scale. Default is false      precision : rounding precision. If set to netagive number, round_to_mintick is applied. Default is -1   Returns: retracement point c for points a,b with given ratio and scale retracementRatio(a, b, c, logScale, precision)   Calculates the retracement ratio for points a, b, c with given scale   Parameters:      a : Starting point a      b : Second point b      c : Retracement point. c should be placed between a and b      logScale : Flag to get calculations in log scale. Default is false      precision : rounding precision. If set to netagive number, round_to_mintick is applied. Default is 3   Returns: retracement ratio for points a,b,c on given scale extension(a, b, c, ratio, logScale, precision)   Calculates the extensions for points a, b, c with given ratio and scale   Parameters:      a : Starting point a      b : Second point b      c : Retracement point. c should be placed between a and b      ratio : Ratio for which we need to calculate extension d      logScale : Flag to get calculations in log scale. Default is false      precision : rounding precision. If set to netagive number, round_to_mintick is applied. Default is -1   Returns: extensoin point d for points a,b,c with given ratio and scale extensionRatio(a, b, c, d, logScale, precision)   Calculates the extension ratio for points a, b, c, d with given scale   Parameters:      a : Starting point a      b : Second point b      c : Retracement point. c should be placed between a and b      d : Extension point. d should be placed beyond a, c. But, can be with b,c or beyond b      logScale : Flag to get calculations in log scale. Default is false      precision : rounding precision. If set to netagive number, round_to_mintick is applied. Default is 3   Returns: extension ratio for points a,b,c,d on given scale
Biblioteca de Pine Script™
por Trendoscope
5
DataCorrelationLibrary "DataCorrelation" Implementation of functions related to data correlation calculations. Formulas have been transformed in such a way that we avoid running loops and instead make use of time series to gradually build the data we need to perform calculation. This allows the calculations to run on unbound series, and/or higher number of samples 🎲 Simplifying Covariance Original Formula //For Sample Covₓᵧ = ∑ ((xᵢ-x̄)(yᵢ-ȳ)) / (n-1) //For Population Covₓᵧ = ∑ ((xᵢ-x̄)(yᵢ-ȳ)) / n Now, if we look at numerator, this can be simplified as follows ∑ ((xᵢ-x̄)(yᵢ-ȳ)) => (x₁-x̄)(y₁-ȳ) + (x₂-x̄)(y₂-ȳ) + (x₃-x̄)(y₃-ȳ) ... + (xₙ-x̄)(yₙ-ȳ) => (x₁y₁ + x̄ȳ - x₁ȳ - y₁x̄) + (x₂y₂ + x̄ȳ - x₂ȳ - y₂x̄) + (x₃y₃ + x̄ȳ - x₃ȳ - y₃x̄) ... + (xₙyₙ + x̄ȳ - xₙȳ - yₙx̄) => (x₁y₁ + x₂y₂ + x₃y₃ ... + xₙyₙ) + (x̄ȳ + x̄ȳ + x̄ȳ ... + x̄ȳ) - (x₁ȳ + x₂ȳ + x₃ȳ ... xₙȳ) - (y₁x̄ + y₂x̄ + y₃x̄ + yₙx̄) => ∑xᵢyᵢ + n(x̄ȳ) - ȳ∑xᵢ - x̄∑yᵢ So, overall formula can be simplified to be used in pine as //For Sample Covₓᵧ = (∑xᵢyᵢ + n(x̄ȳ) - ȳ∑xᵢ - x̄∑yᵢ) / (n-1) //For Population Covₓᵧ = (∑xᵢyᵢ + n(x̄ȳ) - ȳ∑xᵢ - x̄∑yᵢ) / n 🎲 Simplifying Standard Deviation Original Formula //For Sample σ = √(∑(xᵢ-x̄)² / (n-1)) //For Population σ = √(∑(xᵢ-x̄)² / n) Now, if we look at numerator within square root ∑(xᵢ-x̄)² => (x₁² + x̄² - 2x₁x̄) + (x₂² + x̄² - 2x₂x̄) + (x₃² + x̄² - 2x₃x̄) ... + (xₙ² + x̄² - 2xₙx̄) => (x₁² + x₂² + x₃² ... + xₙ²) + (x̄² + x̄² + x̄² ... + x̄²) - (2x₁x̄ + 2x₂x̄ + 2x₃x̄ ... + 2xₙx̄) => ∑xᵢ² + nx̄² - 2x̄∑xᵢ => ∑xᵢ² + x̄(nx̄ - 2∑xᵢ) So, overall formula can be simplified to be used in pine as //For Sample σ = √(∑xᵢ² + x̄(nx̄ - 2∑xᵢ) / (n-1)) //For Population σ = √(∑xᵢ² + x̄(nx̄ - 2∑xᵢ) / n) 🎲 Using BinaryInsertionSort library Chatterjee Correlation and Spearman Correlation functions make use of BinaryInsertionSort library to speed up sorting. The library in turn implements mechanism to insert values into sorted order so that load on sorting is reduced by higher extent allowing the functions to work on higher sample size. 🎲 Function Documentation chatterjeeCorrelation(x, y, sampleSize, plotSize)   Calculates chatterjee correlation between two series. Formula is - ξnₓᵧ = 1 - (3 * ∑ |rᵢ₊₁ - rᵢ|)/ (n²-1)   Parameters:      x : First series for which correlation need to be calculated      y : Second series for which correlation need to be calculated      sampleSize : number of samples to be considered for calculattion of correlation. Default is 20000      plotSize : How many historical values need to be plotted on chart.   Returns: float correlation - Chatterjee correlation value if falls within plotSize, else returns na spearmanCorrelation(x, y, sampleSize, plotSize)   Calculates spearman correlation between two series. Formula is - ρ = 1 - (6∑dᵢ²/n(n²-1))   Parameters:      x : First series for which correlation need to be calculated      y : Second series for which correlation need to be calculated      sampleSize : number of samples to be considered for calculattion of correlation. Default is 20000      plotSize : How many historical values need to be plotted on chart.   Returns: float correlation - Spearman correlation value if falls within plotSize, else returns na covariance(x, y, include, biased)   Calculates covariance between two series of unbound length. Formula is Covₓᵧ = ∑ ((xᵢ-x̄)(yᵢ-ȳ)) / (n-1) for sample and Covₓᵧ = ∑ ((xᵢ-x̄)(yᵢ-ȳ)) / n for population   Parameters:      x : First series for which covariance need to be calculated      y : Second series for which covariance need to be calculated      include : boolean flag used for selectively including sample      biased : boolean flag representing population covariance instead of sample covariance   Returns: float covariance - covariance of selective samples of two series x, y stddev(x, include, biased)   Calculates Standard Deviation of a series. Formula is σ = √( ∑(xᵢ-x̄)² / n ) for sample and σ = √( ∑(xᵢ-x̄)² / (n-1) ) for population   Parameters:      x : Series for which Standard Deviation need to be calculated      include : boolean flag used for selectively including sample      biased : boolean flag representing population covariance instead of sample covariance   Returns: float stddev - standard deviation of selective samples of series x correlation(x, y, include)   Calculates pearson correlation between two series of unbound length. Formula is r = Covₓᵧ / σₓσᵧ   Parameters:      x : First series for which correlation need to be calculated      y : Second series for which correlation need to be calculated      include : boolean flag used for selectively including sample   Returns: float correlation - correlation between selective samples of two series x, y
Biblioteca de Pine Script™
por Trendoscope
9
JeeSauceScriptsLibrary "JeeSauceScripts" getupdnvol() GetTotalUpVolume(upvolume)   Parameters:      upvolume GetTotalDnVolume(downvolume)   Parameters:      downvolume GetDelta(totalupvolume, totaldownvolume)   Parameters:      totalupvolume      totaldownvolume GetMaxUpVolume(upvolume)   Parameters:      upvolume GetMaxDnVolume(downvolume)   Parameters:      downvolume Getcvd() Getcvdopen(cvd)   Parameters:      cvd Getcvdhigh(cvd, maxvolumeup)   Parameters:      cvd      maxvolumeup Getcvdlow(cvd, maxvolumedown)   Parameters:      cvd      maxvolumedown Getcvdclose(cvd, delta)   Parameters:      cvd      delta CombineData(data1, data2, data3, data4, data5, data6)   Parameters:      data1      data2      data3      data4      data5      data6 FindData(data, find)   Parameters:      data      find
Biblioteca de Pine Script™
por jeesauce
Motion▮ FEATURES Now as library version :) String-based transition-effects Performance optimization. Reduced memory consumption up to >90% by kicking the output to the "stdout". Use marquee- or loader-effect on any possible string location. Example: UI Price-Ticker ---------------------------------------------------------------------------- Library "Motion" _getStringMono(_len, _str, _sep)   Parameters:      _len      _str      _sep marquee(this, _extern, _ws, _subLen, _subStart)   Parameters:      this      _extern      _ws      _subLen      _subStart transition(this, _subLen, _subStart)   Parameters:      this      _subLen      _subStart hold(this)   Parameters:      this keyframe   keyframe A keyframe object.   Fields:      seq      intv      step      length      update_no      frame_no      ltr      hold
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Biblioteca de Pine Script™
por cryptolinx
5
Replica of TradingView's Backtesting Engine with ArraysHello everyone, Here is a perfectly replicated TradingView backtesting engine condensed into a single library function calculated with arrays. It includes TradingView's calculations for Net profit, Total Trades, Percent of Trades Profitable, Profit Factor, Max Drawdown (absolute and percent), and Average Trade (absolute and percent). Here's how TradingView defines each aspect of its backtesting system: Net Profit: The overall profit or loss achieved. Total Trades: The total number of closed trades, winning and losing. Percent Profitable: The percentage of winning trades, the number of winning trades divided by the total number of closed trades. Profit Factor: The amount of money the strategy made for every unit of money it lost, gross profits divided by gross losses. Max Drawdown: The greatest loss drawdown, i.e., the greatest possible loss the strategy had compared to its highest profits. Average Trade: The sum of money gained or lost by the average trade, Net Profit divided by the overall number of closed trades. Here's how each variable is defined in the library function: _backtest(bool _enter, bool _exit, float _startQty, float _tradeQty) bool _enter: When the strategy should enter a trade (entry condition) bool _exit: When the strategy should exit a trade (exit condition) float _startQty: The starting capital in the account (for BTCUSD, it is the amount of USD the account starts with) float _tradeQty: The amount of capital traded (if set to 1000 on BTCUSD, it will trade 1000 USD on each trade) Currently, this library only works with long strategies, and I've included a commented out section under DEMO STRATEGY where you can replicate my results with TradingView's backtesting engine. There's tons I could do with this beyond what is shown, but this was a project I worked on back in June of 2022 before getting burned out. Feel free to comment with any suggestions or bugs, and I'll try to add or fix them all soon. Here's my list of thing to add to the library currently (may not all be added): Add commission calculations. Add support for shorting Add a graph that resembles TradingView's overview graph. Clean and optimize code. Clean up in a way that makes it easy to add other TradingView calculations (such as Sharpe and Sortino ratio). Separate all variables, so they become accessible outside of calculations (such as gross profit, gross loss, number of winning trades, number of losing trades, etc.). Thanks for reading, OztheWoz
Biblioteca de Pine Script™
por OztheWoz
3