PINE LIBRARY

Atualizado

threengine_global_automation_library

Library "threengine_global_automation_library"
A collection of functions used for trade automation

getBaseCurrency()
Gets the base currency for the chart's ticker. Supported trade pairs are USD, USDT, USDC, BTC, and PERP.
Returns: Base currency as a string

getChartSymbol()
Get the current chart's symbol without the base currency appended to it. Supported trade paris are USD, USDT, USDC, BTC, and PERP.
Returns: Ssymbol and base currency

getDecimals()
Calculates how many decimals are on the quote price of the current market
Returns: The current deimal places on the market quote price

checkVar()
Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
Returns: Label with stringified variable

getStrategyAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a long entry

taGetAdx()
Calculates the Average Directional Index
Returns: The value of ADX as a float

taGetEma()
Calculates the EMA based on a type, source, and length. Supported types are EMA, SMA, RMA, and WMA.
Returns: The value of the selected EMA

isBetweenTwoTimes()
Checks to see if within a rage based on two times
@retunrs true/false boolean

getAllTradeIDs()
This gets all closed trades and open trades
@retunrs an array of all open and closed trade ID's

getOpenTradeIDs()
This gets all open trades
@retunrs an array of all open trade ID's

orderAlreadyExists()
This checks to see if a provided order id uses the getAllTradeIDs() function to check
@retunrs an array of all open and closed trade ID's

orderCurrentlyExists()
This checks to see if a provided order id uses the getAllTradeIDs() function to check
Returns: an array of all open and closed trade ID's

getContractCount()
calulates the number of contracts you can buy with a set amount of capital and a limit price
Returns: number of contracts you can buy based on amount of capital you want to use and a price

getLadderSteps()
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Notas de Lançamento

v2

Added:
getLadderInSteps()
Constructs arrays used for creating strategy entry orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

getLadderOutSteps()
Constructs arrays used for creating strategy exit orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Removed:
getLadderSteps()

Notas de Lançamento

v5

Added:
getPriceOfFirstClosedTradeSince()
This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Notas de Lançamento

v6

Added:
getClosedTradeSince()
This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Removed:
getPriceOfFirstClosedTradeSince()
This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Notas de Lançamento

v7

Updated:
getClosedTradeSince()
This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Notas de Lançamento

v8

Added:
getLadderStart()
Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
Returns: Locked ladder start price and the bar number that the first ladder was filled on

getAveragePriceOfFilledLadders()
Keeps count of the number of ladder orders that have been filled for an strategy entry
Returns: maximum number of ladder orders filled

Notas de Lançamento

v9

Added:
getLockedLadderStart()
Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
Returns: Locked ladder start price and the bar number that the first ladder was filled on

Removed:
getLadderStart()
Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.

Notas de Lançamento

v10

Added:
orderAlreadyClosedSince()
Checks to see if a trade has already closed since a past bar number
@retunrs boolean of whether provided trade id has already closed since provided bar number

Notas de Lançamento

v11

Added:
taGetVwap()
Calculates VWAP based on provided src, anchor, and multiplier
Returns: VWAP, lower band, and upper band

Notas de Lançamento

v12

Notas de Lançamento

v13

Notas de Lançamento

v14

Updated:
taGetVwap()
Calculates VWAP based on provided src, anchor, and multiplier
Returns: VWAP, lower band, and upper band

Notas de Lançamento

v15

Added:
getAlertatronAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a long entry

Notas de Lançamento

v16

Updated:
getAlertatronAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a long entry

Notas de Lançamento

v17

Added:
getAlertatronExitMessage()
Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a exit entry

Notas de Lançamento

v18

Updated:
getAlertatronAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
Returns: Stringifed JSON for an entry

getAlertatronExitMessage()
Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a exit entry

Notas de Lançamento

v19

Added a forward slash (/) between the symbol and the base currency to match Alertatron formatting.

Notas de Lançamento

v20

Notas de Lançamento

v21

Added:
getAlertatronEntryMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
Returns: Stringifed JSON for an entry

Removed:
getAlertatronAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.

Notas de Lançamento

v22

Changed ladder lot size to be a standard size for each rung instead of splitting a total amount across the number of rungs.

Notas de Lançamento

v23

Added:
getRateOfChange()
Calulates the rate of change of a series based on a look back length
Returns: the rate of change as a float

Notas de Lançamento

v24

Updated:
getAlertatronEntryMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
Returns: Stringifed JSON for an entry

getAlertatronExitMessage()
Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a exit entry

Notas de Lançamento

v25

Added:
getPairDividerForExchange()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a long entry

Notas de Lançamento

v26

Updated function description.

Notas de Lançamento

v27
Split exchange settings out into two functions to fix a bug.

Notas de Lançamento

v28

Updated getAlertatronExitMessage() to include 'reduceOnly=true' so that the exchange doesn't open a short/long when TV is trying to exit a position.

Notas de Lançamento

v29

update getAlertatronEntryMessage() to include reduceOnly=true on the stop loss.

Notas de Lançamento

v30

Made avgPrice := na when not in a position

Notas de Lançamento

v31

Added:
getCountOfClosedTradeSince()
This gets the count of closed trades since a provided bar index
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Notas de Lançamento

v32

Added:
closeUnfilledEntriesAfter()
Constructs arrays used for creating strategy exit orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Notas de Lançamento

v33

Added:
getAlertatronEntryMessageV2()
Generates a string for a limit order that can be passed to the strategy alert_message for an entry.
Returns: string that represents a block of entries for alertatron

Notas de Lançamento

v34

Added:
getOrderAlertMessage()
Generates a string for one or more orders to be placed on exchange using Alertatron
Returns: string to be passed to Alertatron

getCancelUnfilledOrdersAlertMessage()
Generates a string for the alert message needed to place a stopLimit order when a strategy produces an exit signal after hitting a trailing stop
Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
Generates a string for the alert message needed to cancel all unfilled orders with the matching strategy tag
Returns: string to be passed to Alertatron

Notas de Lançamento

v35

Added:
formatEntryPrices()
Formats array of entry prices to supported format
Returns: CSV string of properly formated entry prices

Notas de Lançamento

v36

Add getEntryNames() function

Notas de Lançamento

v37

Added:
getEntryNames()
Gets an array of entry names for number of desired entries
Returns: array of entry name strings

Notas de Lançamento

v38

Notas de Lançamento

v39

Updated:
checkVar()
Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
Returns: Label with stringified variable

Notas de Lançamento

v40

Updated:
checkVar()
Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
Returns: Label with stringified variable

getOrderAlertMessage()
Generates a string for one or more orders to be placed on exchange using Alertatron
Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
Generates a string for the alert message needed to cancel all unfilled orders with the matching strategy tag
Returns: string to be passed to Alertatron

Notas de Lançamento

v41

Notas de Lançamento

v42

Added "%p" to profitTargetAmounts

Notas de Lançamento

v43

Added \n to end of each alert message part to see if I can force some line breaks in the code.

Notas de Lançamento

v44

Notas de Lançamento

v45

Notas de Lançamento

v46

Notas de Lançamento

v47

Updated:
getOrderAlertMessage()
Generates a string for one or more orders to be placed on exchange using Alertatron
Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
Generates a string for the alert message needed to trail the best price a certain distance
Returns: string to be passed to Alertatron

Notas de Lançamento

v48

Notas de Lançamento

v49

Notas de Lançamento

v50

Updated:
getLadderInSteps()
Constructs arrays used for creating strategy entry orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Notas de Lançamento

v51

Notas de Lançamento

v52

Updated:
getLadderOutSteps()
Constructs arrays used for creating strategy exit orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Notas de Lançamento

v53

Notas de Lançamento

v54

Notas de Lançamento

v55

Notas de Lançamento

v56

Notas de Lançamento

v57

Notas de Lançamento

v58

Notas de Lançamento

v59
Merged all of the Alertatron alert message functions into a single one.

Notas de Lançamento

v60

Removed old functions not being used anymore

Notas de Lançamento

v61

trying to fix a bug.

Notas de Lançamento

v62

Added:
taGetDirectionalIndex()
Calculates the Directional Index based on a DI Length
Returns: directional index (float)

Notas de Lançamento

v64

Added:
getAlertatronMarketEntryMessage()
Generates Alertatron alert message for a market entry
Returns: string of instructions for Alertatron to market enter
side, amount, position, reduceOnly) =>

getAlertatronMarketExitMessage()
Generates Alertatron alert message for a market exit
Returns: string of instructions for Alertatron to market close a position

Notas de Lançamento

v65

Fixed the offset and limit offset.

Notas de Lançamento

v66

Added:
taGetExtremes()
Calculates and average, min, and max for provided series using a lookback period and sample size
Returns: Min, Max, and Average values

getLeveragedPercentAmount()
Calulates the amount for an etnry based on leverage and percent of account you want to use
Returns: float

Notas de Lançamento

v67

Updating library to fix issue where using "Percent of Account" and leverage don't use correct quantity on bybit.

Notas de Lançamento

v68

Hotfix for leverage percent calulation.

Removed:
getLeveragedPercentAmount()
Calulates the amount for an etnry based on leverage and percent of account you want to use

Notas de Lançamento

v69

Hot fix to fix issue where Stop limit and stop limit offset were reversed on the exchange.

Notas de Lançamento

v70

removing adjustment of lot size so we can use the standard lot size input in a strategy.

Notas de Lançamento

v71

Update Alertatron Market orders to include tags for the pair and cancel any existing orders before placing new ones.

Fixes issue where conditional orders were left on the exchange.

Notas de Lançamento

v74

Added:
convertTimeframeToString()

Notas de Lançamento

v75

Added Support/Resistance functions to the lib.

Notas de Lançamento

v76
small update to the S/R function names.

Notas de Lançamento

v77

Added:
taGetPercentDif()
Calculate the percent difference between two numbers
@retunrs the percentage difference between the two numbers

Notas de Lançamento

v78

Updated:
taGetDirectionalIndex()
Calculates the Plust and Minus Directional Index and the distance betwen the two
Returns: The value of DI Plus, DI Minus, & Distance between them

Notas de Lançamento

v79

Updated convertTimeframeToString() to support current chart timeframe

Notas de Lançamento

v80

Added:
getAlertatronAlertMessageMarketClosePercentOfPosition()

Notas de Lançamento

v81
Includes a function to get the entry amount and contract count for TradingView Strategies and alert messages to Alertatron.
Added:
getLotSize()

Notas de Lançamento

v82
Added function to get Alertatron pair override provided in strategy settings.

Added:
getPairOverrides()

Notas de Lançamento

Fixed the overloaded function issue that was introduced with the latest version of Pine.

Notas de Lançamento

v84

Fixed a bug that was introduced when TV added the "P" to the end of "USDT.P" recently.

Notas de Lançamento

v85

Fixed the getChartSymbol() function by adding support for "USDT.P"

Notas de Lançamento

v86

Base Currency Bug fix

Notas de Lançamento

v87

Adding support for USD.P currency.

Notas de Lançamento

v88

Fixing issue where traditional stocks don't work because they don't have a base currency listed as part of the pair.

Notas de Lançamento

v89

Added:
getAlertatronOcoMessage()
Generates Alertatron alert message for a market entry with a stop loss and profit target
Returns: string of instructions for Alertatron to create an OCO order

Notas de Lançamento

v90
Fixed stop stopLimitOffset in getStop when using "price" as the type.

Notas de Lançamento

v91

Added:
taGetSmoothedVwap()

Notas de Lançamento

v92

Updated:
- getAlertatronMarketEntryMessage()
- getAlertatronMarketExitMessage()

Changes:
- Functions now require a "strategyKey" to be passed which is used to add additional clarity to the tagging structure. This allows multiple strategies to share a single account on the same trading pair.

Notas de Lançamento

v95

Added:
wavetrend(source, channelLength, avg, movingAverageLength, oversoldLevel, overboughtLevel)
Calculates Wavetrend
Parameters:
source
channelLength
avg
movingAverageLength
oversoldLevel
overboughtLevel
Returns: Tupple [waveTrend1, waveTrend2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown]

Biblioteca do Pine

No verdadeiro espirito do TradingView, o autor desse código Pine o publicou como uma biblioteca de código aberto, para que outros programadores Pine da nossa comunidade possam reusa-los. Parabéns ao autor! Você pode usar essa biblioteca privadamente ou em outras publicações de código aberto, mas a reutilização desse código em publicações é regida pelas Regras da Casa.

jordanfray

Também em:

Aviso legal

As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.

Biblioteca do Pine

jordanfray

Também em: