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27 apr 2023 16:34

SAT_BACKTEST @description TODO: Regroupement of useful functions 

GoldOANDA

Descrizione

Library "SAT_BACKTEST"

ex_timezone(tz)
  switch case return exact @timezone for timezone input
  Parameters:
    tz (simple string)
  Returns: syminfo.timezone or tz

if_in_date_range(usefromDate, fromDate, usetoDate, toDate, src_timezone, dst_timezone)
  if_in_date_range : check if @time_close is range [fromDate, toDate]
  Parameters:
    usefromDate (simple bool)
    fromDate (simple int)
    usetoDate (simple bool)
    toDate (simple int)
    src_timezone (simple string)
    dst_timezone (simple string)
  Returns: true if @time_close is range [fromDate, toDate]

if_in_session(useSessionStart, sessionStartHour, sessionStartMinute, useSessionEnd, sessionEndHour, sessionEndMinute, useSessionDay, mon, tue, wed, thu, fri, sat, sun, src_timezone, dst_timezone)
  if_in_session : check if @time_close is range [(sessionStartHour, sessionStartMinute), (sessionEndHour, sessionEndMinute)]
  Parameters:
    useSessionStart (simple bool)
    sessionStartHour (simple int)
    sessionStartMinute (simple int)
    useSessionEnd (simple bool)
    sessionEndHour (simple int)
    sessionEndMinute (simple int)
    useSessionDay (simple bool)
    mon (simple bool)
    tue (simple bool)
    wed (simple bool)
    thu (simple bool)
    fri (simple bool)
    sat (simple bool)
    sun (simple bool)
    src_timezone (simple string)
    dst_timezone (simple string)
  Returns: true if @time_close is range [(sessionStartHour, sessionStartMinute), (sessionEndHour, sessionEndMinute)]

Note di rilascio

v2

Added:
CheckLevels(lvl, entry, isTake, inLong, inShort, inTrade)
  if_in_session : Check if the SL/TP is reached
  Parameters:
    lvl (float)
    entry (float)
    isTake (bool)
    inLong (bool)
    inShort (bool)
    inTrade (bool)
  Returns: float level

Note di rilascio

v3

Added:
CheckLevels2(lvl, isTake, inLong, inShort, inTrade)
  if_in_session : Check if the SL/TP is reached
  Parameters:
    lvl (float)
    isTake (bool)
    inLong (bool)
    inShort (bool)
    inTrade (bool)
  Returns: bool achievement_status

Note di rilascio

v4

Added:
strategy_table(showTable, showHodl)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    showHodl (bool)
  Returns: table strategy table

Note di rilascio

v5

Updated:
strategy_table(showTable, darkTheme)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    darkTheme (bool)
  Returns: table strategy table

Note di rilascio

v6

Note di rilascio

v7

Added:
quick_tp_check(goLong, goShort, entry, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slx)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slx (float)
  Returns: TP_achievment status for 6 tps: [uno_hit,dos_hit, tres_hit, quatro_hit, cinco_hit, six_hit, stop_hit]

Note di rilascio

v8

Added:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: check commented section: "Function @manageTrade" (lines: 14 - 64).

Note di rilascio

v9

Added:
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr)
  TP_SL_MATH
  Parameters:
    tpType (string)
    useTp2 (bool)
    useTp3 (bool)
    useTp4 (bool)
    useTp5 (bool)
    useTp6 (bool)
    rr_pt (float)
    reward (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slr (float)
  Returns: PLOTS

Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS

Note di rilascio

v10

Note di rilascio

v11

Note di rilascio

v12

Note di rilascio

v13

Added:
exit_strategy(exit_strategy, inTrade, ID, entry1, tp1, tp2, tp3, tp4, tp5, sl, tp1y, tp2y, tp3y, tp4y, tp5y, tp6y, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, inShort, inLong)
  TP_SL_MATH
  Parameters:
    exit_strategy (string)
    inTrade (bool)
    ID (string)
    entry1 (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    sl (float)
    tp1y (float)
    tp2y (float)
    tp3y (float)
    tp4y (float)
    tp5y (float)
    tp6y (float)
    tp1_hit (bool)
    tp2_hit (bool)
    tp3_hit (bool)
    tp4_hit (bool)
    tp5_hit (bool)
    tp6_hit (bool)
    tp1_touched (bool)
    tp2_touched (bool)
    tp3_touched (bool)
    tp4_touched (bool)
    tp5_touched (bool)
    tp6_touched (bool)
    inShort (bool)
    inLong (bool)
  Returns: PLOTS STRATEGY ACTIONS

Note di rilascio

v14

Updated:
plot_tpz(ID, darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    ID (string)
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS

Note di rilascio

v15

Note di rilascio

v16

Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS

Note di rilascio

v17

Added:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh)
  Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
  Parameters:
    colorSess (bool)
    route_cond (bool)
    newDaySession (bool)
    newsessionPerc (float)
    separateDays (bool)
    Day_Bg (color)
    route_color2 (color)
    retxt_color (string)
    low_route (float)
    high_route (float)
    dailyLow (float)
    dailyHigh (float)

Note di rilascio

v18

Updated:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    tp6 (float)
    sl (float)
  Returns: TP_achievment status for 6 tps: [trade_started, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, sl_touched, entry_hit, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit]

Note di rilascio

v19

Note di rilascio

v20

Note di rilascio

v21

Removed:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description

Note di rilascio

v22

Note di rilascio

v23

Note di rilascio

v24

Added:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    tp6 (float)
    sl (float)
  Returns: TP_achievment status for 6 tps: [trade_started, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, sl_touched, entry_hit, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit]

Note di rilascio

v25

Updated:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh, linewidth_nwday, linewidth_nwsessCande)
  Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
  Parameters:
    colorSess (bool)
    route_cond (bool)
    newDaySession (bool)
    newsessionPerc (float)
    separateDays (bool)
    Day_Bg (color)
    route_color2 (color)
    retxt_color (string)
    low_route (float)
    high_route (float)
    dailyLow (float)
    dailyHigh (float)
    linewidth_nwday (int)
    linewidth_nwsessCande (int)

Note di rilascio

v26

Added:
calculateExpectedGrowth(riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
  Expected Growth Calculation
  Parameters:
    riskRewardRatio (int)
    winRate (float)
    riskPerTrade (float)
    tradesPerDay (int)
    tradingDaysPerMonth (int)
  Returns: float expectedGrowthPerMonth

Updated:
strategy_table(showTable, darkTheme, riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    darkTheme (bool)
    riskRewardRatio (int)
    winRate (float)
    riskPerTrade (float)
    tradesPerDay (int)
    tradingDaysPerMonth (int)
  Returns: table strategy table

Note di rilascio

v27

Note di rilascio

v28

Note di rilascio

v29

Updated:
added one more TP mode
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr, perc_from_sl)
  TP_SL_MATH
  Parameters:
    tpType (string)
    useTp2 (bool)
    useTp3 (bool)
    useTp4 (bool)
    useTp5 (bool)
    useTp6 (bool)
    rr_pt (float)
    reward (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slr (float)
    perc_from_sl (float)
  Returns: PLOTS
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