PINE LIBRARY

strategy

Atualizado

Library "strategy"
Library containing few key calculations for strategy involving leveraged limit and stop orders

getQty(entry, stop, riskPercentage)
calculate qty and leverage based on entry and stop price for given risk percentage.
Parameters:
entry: Entry Price
stop: Stop Price
riskPercentage: risk percentage per trade
Returns: [quantity, leverage] - Quantity based on the risk and calculated leverage on position including existing positions

bracketOrder(entry, stop, target, maxLeverage, isLimitOrder, riskPercentage)
Calculates position size based on risk and creates bracket orders for given entry/stop/target
Parameters:
entry: Entry Price
stop: Stop Price
target: Target Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskPercentage: risk percentage per trade
Returns: orderPlaced - true if orders successfully placed, false otherwise.

order(entry, stop, maxLeverage, isLimitOrder, riskPercentage)
Calculates position size based on risk and creates order for given entry/stop
Parameters:
entry: Entry Price
stop: Stop Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskPercentage: risk percentage per trade
Returns: orderPlaced - true if orders successfully placed, false otherwise.

Notas de Lançamento

v2

Added:
bracketOrderWithoutLeverage(id, entry, stop, target, isLimitOrder)
Creates bracket orders for given entry/stop/target without leverage and qty calculation. (Uses the values from strategy definition)
Parameters:
id
entry: Entry Price
stop: Stop Price
target: Target Price
isLimitOrder: if true, places limit order for entry, else places stop order.
Returns: orderPlaced - true if orders successfully placed, false otherwise.

Notas de Lançamento

v4

Updated:
getQty(entry, stop, riskAmount, riskType)
calculate qty and leverage based on entry and stop price for given risk percentage.
Parameters:
entry: Entry Price
stop: Stop Price
riskAmount: risk percentage per trade or risk cash per trade
riskType: Can be either trategy.percent_of_equity or strategy.cash
Returns: [quantity, leverage] - Quantity based on the risk and calculated leverage on position including existing positions

bracketOrder(id, entry, stop, target, maxLeverage, isLimitOrder, riskAmount, riskType)
Calculates position size based on risk and creates bracket orders for given entry/stop/target
Parameters:
id
entry: Entry Price
stop: Stop Price
target: Target Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskAmount: risk percentage per trade or risk cash per trade
riskType: Can be either trategy.percent_of_equity or strategy.cash
Returns: orderPlaced - true if orders successfully placed, false otherwise.

order(id, entry, stop, maxLeverage, isLimitOrder, riskAmount, riskType)
Calculates position size based on risk and creates order for given entry/stop
Parameters:
id
entry: Entry Price
stop: Stop Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskAmount: risk percentage per trade or risk cash per trade
riskType: Can be either trategy.percent_of_equity or strategy.cash
Returns: orderPlaced - true if orders successfully placed, false otherwise.

Notas de Lançamento

v5

Corrected calculation logic for newPosition in getQty function. Thanks to serkany88 for highlighting

Biblioteca do Pine

De acordo com o verdadeiro espírito do TradingView, o autor publicou esse código Pine como uma biblioteca de código aberto para que outros programadores Pine de nossa comunidade possam reutilizá-lo. Parabéns ao autor! Você pode usar essa biblioteca de forma privada ou em outras publicações de código aberto, mas a reutilização desse código em uma publicação é regida pelas Regras da Casa.

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