Margin/Leverage CalculationMargin
This library calculates margin liquidation prices and quantities for long and short positions in your strategies.
Usage example
// ############################################################
// # INVESTMENT SETTINGS / INPUT
// ############################################################
// Get the investment capital from the properties tab of the strategy settings.
investment_capital = strategy.initial_capital
// Get the leverage from the properties tab of the strategy settings.
// The leverage is calculated from the order size for example: (300% = x3 leverage)
investment_leverage = margin.leverage()
// The maintainance rate and amount.
investment_leverage_maintenance_rate = input.float(title='Maintanance Rate (%)', defval=default_investment_leverage_maintenance_rate, minval=0, maxval=100, step=0.1, tooltip=tt_investment_leverage_maintenance_rate, group='MARGIN') / 100
investment_leverage_maintenance_amount = input.float(title='Maintanance Amount (%)', defval=default_investment_leverage_maintenance_amount, minval=0, maxval=100, step=0.1, tooltip=tt_investment_leverage_maintenance_amount, group='MARGIN')
// ############################################################
// # LIQUIDATION PRICES
// ############################################################
leverage_liquidation_price_long = 0.0
leverage_liquidation_price_long := na(leverage_liquidation_price_long ) ? na : leverage_liquidation_price_long
leverage_liquidation_price_short = 0.0
leverage_liquidation_price_short := na(leverage_liquidation_price_short ) ? na : leverage_liquidation_price_short
leverage_liquidation_price_long := margin.liquidation_price_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
leverage_liquidation_price_short := margin.liquidation_price_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
Get the qty for margin long or short position.
margin.qty_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
margin.qty_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
Get the price and qty for margin long or short position.
= margin.qty_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
= margin.qty_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
