AdaptivePNL

Library "Adaptive Profit And Loss"
Provide Take profit and Stop loss values depending on source.

TakeProfitPriceTypes()
Provides supported Take profit sources
Returns: Supported Take profit sources

StopLossPriceTypes()
Provides supported Take profit sources
Returns: Supported Take profit sources

Price(type)
Get price value by selected price type
Parameters:
type (string): price type from @TakeProfitPriceTypes() or @StopLossPriceTypes()
Returns: Required price value.

LinearProfit(initPerc, stepPerc)
Lineary changed profit
Parameters:
initPerc (float): Initial profit value in percent unit
stepPerc (float): Amount of change per every bar since last entry. Posiitive value will decrease profit in time.
Returns: Profit value lineary increased/decreased since last entry. If there is no opened trade, value is NaN

AdaptedProfit(initPerc, stepPerc, source)
Profit adapted to lowest/highest value of given source and lineary changes after it
Parameters:
initPerc (float): Initial profit value in percent unit
stepPerc (float): Amount of change per every bar since last entry. Posiitive value will decrease profit in time.
source (float): Source according to is profit adapted. If it reach high, profit is increased for long positions, same for low and short positions.
Returns: Profit value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

LinearStopLoss(initPerc, stepPerc)
Lineary changed stop loss
Parameters:
initPerc (float): Initial stop loss value in percent unit
stepPerc (float): Amount of change per every bar since last entry. Posiitive value will increase stop loss in time.
Returns: Stop loss value lineary increased/decreased since last entry. If there is no opened trade, value is NaN

AdaptedStopLoss(initPerc, stepPerc, source)
Stop loss adapted to highest/lowest value of given source and lineary changes after it
Parameters:
initPerc (float): Initial stop loss value in percent unit
stepPerc (float): Amount of change per every bar since last entry. Posiitive value will increase stop loss in time.
source (float): Source according to is stop loss adapted. If it reach high, stop loss is increased for long positions, same for low and short positions.
Returns: Stop loss value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

Note di rilascio

v2

Added:
TakeProfit(initPerc, stepPerc, source)
Profit adapted to lowest/highest value of given source and lineary changes after it
Parameters:
initPerc (float): Initial profit value in percent unit
stepPerc (float): Amount of change per every bar since last entry. Posiitive value will decrease profit in time.
source (float): Source according to is profit adapted. If it reach high, profit is increased for long positions, same for lowest price and short positions.
Returns: Profit value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

StopLoss(initPerc, stepPerc, source)
Stop loss adapted to highest/lowest value of given source and lineary changes after it
Parameters:
initPerc (float): Initial stop loss value in percent unit
stepPerc (float): Amount of change per every bar since last entry. Posiitive value will increase stop loss in time.
source (float): Source according to is stop loss adapted. If it reach high, stop loss is increased for long positions, same for low and short positions.
Returns: Stop loss value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

Removed:
LinearProfit(initPerc, stepPerc)
Lineary changed profit

AdaptedProfit(initPerc, stepPerc, source)
Profit adapted to lowest/highest value of given source and lineary changes after it

LinearStopLoss(initPerc, stepPerc)
Lineary changed stop loss

AdaptedStopLoss(initPerc, stepPerc, source)
Stop loss adapted to highest/lowest value of given source and lineary changes after it

Note di rilascio

v3

Updated:
TakeProfit(initPerc, stepPerc, source)
Profit adapted to lowest/highest value of given source and lineary changes after it
Parameters:
initPerc (simple float): Initial profit value in percent unit
stepPerc (simple float): Amount of change per every bar since last entry. Posiitive value will decrease profit in time.
source (float): Source according to is profit adapted. If it reach high, profit is increased for long positions, same for lowest price and short positions.
Returns: Profit value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

StopLoss(initPerc, stepPerc, source)
Stop loss adapted to highest/lowest value of given source and lineary changes after it
Parameters:
initPerc (simple float): Initial stop loss value in percent unit
stepPerc (simple float): Amount of change per every bar since last entry. Posiitive value will increase stop loss in time.
source (float): Source according to is stop loss adapted. If it reach high, stop loss is increased for long positions, same for low and short positions.
Returns: Stop loss value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

Removed:
TakeProfitPriceTypes()
Provides supported Take profit sources

StopLossPriceTypes()
Provides supported Take profit sources

Note di rilascio

v4

Added:
TruncateQuantity(price, digits)
Truncate quantity to required number of digits. It's truncate, not round, it simply zeroes digits after required amount. Truncate did not exceeds amount.
Parameters:
price (float): Price at which position is opened. Close price for market orders or stop price for stop limit orders.
digits (int): Number of digits.
Returns: Quantity truncate

PriceToPips(price)
Concerts given price to number of pips. Useful for parameters which reauires pips count, e.g. Convert relative price like `price * offset_percent / 100` to trail_offset.
Parameters:
price (float): Price will be converted to number of pips.
Returns: Number of pips which represents given price.

Note di rilascio

v5

Updated:
Price(type, relativePrice, atrLen)
Get price value by selected price type
Parameters:
type (string): price type from @TakeProfitPriceTypes() or @StopLossPriceTypes()
relativePrice (float): price to which is added/substracted ATR value
atrLen (simple int): ATR length
Returns: Requested price value

Libreria Pine

In pieno spirito TradingView, l'autore ha pubblicato questo codice Pine come libreria open-source in modo che altri programmatori Pine della nostra comunità possano riutilizzarlo. Complimenti all'autore! È possibile utilizzare questa libreria privatamente o in altre pubblicazioni open-source, ma il riutilizzo di questo codice in una pubblicazione è regolato dal nostro Regolamento.

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Declinazione di responsabilità

Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.

Libreria Pine

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