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lib_statemachineLibrary "lib_statemachine" simple state machine that allows tracking a state an manipulating it with conditions method step(this, before, after, condition)   will step the state of the state machine from one to the next in case of condition   Namespace types: StateMachine   Parameters:      this (StateMachine) : (StateMachine) the state machine to use      before (int) : (int) from state      after (int) : (int) to state      condition (bool) : (bool) if condition is true   Returns: true (bool) if the state of the statemachine changed method step(this, after, condition)   will change the state of the state machine to the next in case of condition (not depending on previous state)   Namespace types: StateMachine   Parameters:      this (StateMachine) : (StateMachine) the state machine to use      after (int) : (int) to state      condition (bool) : (bool) if condition is true   Returns: true (bool) if the state of the statemachine changed method changed(this, within_bars)   will return true if the state of the state machine was changed in this iteration   Namespace types: StateMachine   Parameters:      this (StateMachine) : (StateMachine) the state machine to use      within_bars (int)   Returns: true (bool) if the state of the statemachine changed method reset(this, condition, min_occurrences)   will reset the state machine if a certain 'condition' appears 'min_occurrences' times   Namespace types: StateMachine   Parameters:      this (StateMachine) : (StateMachine) the state machine to use      condition (bool) : (bool) reset condition      min_occurrences (int) : (int) min times 'condition' must appear for the reset to happen   Returns: true (bool) if the state of the statemachine changed StateMachine   Fields:      state (series__integer)      neutral (series__integer)      enabled (series__bool)      reset_counter (series__integer)
Libreria Pine Script™
di robbatt
CNTLibraryLibrary "CNTLibrary" Custom Functions To Help Code In Pinescript V5 Coded By Christian Nataliano First Coded In 10/06/2023 Last Edited In 22/06/2023 Huge Shout Out To © ZenAndTheArtOfTrading and his ZenLibrary V5, Some Of The Custom Functions Were Heavily Inspired By Matt's Work & His Pine Script Mastery Course Another Shout Out To The TradingView's Team Library ta V5 //==================================================================================================================================================== // Custom Indicator Functions //==================================================================================================================================================== GetKAMA(KAMA_lenght, Fast_KAMA, Slow_KAMA)   Calculates An Adaptive Moving Average Based On Perry J Kaufman's Calculations   Parameters:      KAMA_lenght (int) : Is The KAMA Lenght      Fast_KAMA (int) : Is The KAMA's Fastes Moving Average      Slow_KAMA (int) : Is The KAMA's Slowest Moving Average   Returns: Float Of The KAMA's Current Calculations GetMovingAverage(Source, Lenght, Type)   Get Custom Moving Averages Values   Parameters:      Source (float) : Of The Moving Average, Defval = close      Lenght (simple int) : Of The Moving Average, Defval = 50      Type (string) : Of The Moving Average, Defval = Exponential Moving Average   Returns: The Moving Average Calculation Based On Its Given Source, Lenght & Calculation Type (Please Call Function On Global Scope) GetDecimals()   Calculates how many decimals are on the quote price of the current market © ZenAndTheArtOfTrading   Returns: The current decimal places on the market quote price Truncate(number, decimalPlaces)   Truncates (cuts) excess decimal places © ZenAndTheArtOfTrading   Parameters:      number (float)      decimalPlaces (simple float)   Returns: The given number truncated to the given decimalPlaces ToWhole(number)   Converts pips into whole numbers © ZenAndTheArtOfTrading   Parameters:      number (float)   Returns: The converted number ToPips(number)   Converts whole numbers back into pips © ZenAndTheArtOfTrading   Parameters:      number (float)   Returns: The converted number GetPctChange(value1, value2, lookback)   Gets the percentage change between 2 float values over a given lookback period © ZenAndTheArtOfTrading   Parameters:      value1 (float)      value2 (float)      lookback (int) BarsAboveMA(lookback, ma)   Counts how many candles are above the MA © ZenAndTheArtOfTrading   Parameters:      lookback (int)      ma (float)   Returns: The bar count of how many recent bars are above the MA BarsBelowMA(lookback, ma)   Counts how many candles are below the MA © ZenAndTheArtOfTrading   Parameters:      lookback (int)      ma (float)   Returns: The bar count of how many recent bars are below the EMA BarsCrossedMA(lookback, ma)   Counts how many times the EMA was crossed recently © ZenAndTheArtOfTrading   Parameters:      lookback (int)      ma (float)   Returns: The bar count of how many times price recently crossed the EMA GetPullbackBarCount(lookback, direction)   Counts how many green & red bars have printed recently (ie. pullback count) © ZenAndTheArtOfTrading   Parameters:      lookback (int)      direction (int)   Returns: The bar count of how many candles have retraced over the given lookback & direction GetSwingHigh(Lookback, SwingType)   Check If Price Has Made A Recent Swing High   Parameters:      Lookback (int) : Is For The Swing High Lookback Period, Defval = 7      SwingType (int) : Is For The Swing High Type Of Identification, Defval = 1   Returns: A Bool - True If Price Has Made A Recent Swing High GetSwingLow(Lookback, SwingType)   Check If Price Has Made A Recent Swing Low   Parameters:      Lookback (int) : Is For The Swing Low Lookback Period, Defval = 7      SwingType (int) : Is For The Swing Low Type Of Identification, Defval = 1   Returns: A Bool - True If Price Has Made A Recent Swing Low //==================================================================================================================================================== // Custom Risk Management Functions //==================================================================================================================================================== CalculateStopLossLevel(OrderType, Entry, StopLoss)   Calculate StopLoss Level   Parameters:      OrderType (int) : Is To Determine A Long / Short Position, Defval = 1      Entry (float) : Is The Entry Level Of The Order, Defval = na      StopLoss (float) : Is The Custom StopLoss Distance, Defval = 2x ATR Below Close   Returns: Float - The StopLoss Level In Actual Price As A CalculateStopLossDistance(OrderType, Entry, StopLoss)   Calculate StopLoss Distance In Pips   Parameters:      OrderType (int) : Is To Determine A Long / Short Position, Defval = 1      Entry (float) : Is The Entry Level Of The Order, NEED TO INPUT PARAM      StopLoss (float) : Level Based On Previous Calculation, NEED TO INPUT PARAM   Returns: Float - The StopLoss Value In Pips CalculateTakeProfitLevel(OrderType, Entry, StopLossDistance, RiskReward)   Calculate TakeProfit Level   Parameters:      OrderType (int) : Is To Determine A Long / Short Position, Defval = 1      Entry (float) : Is The Entry Level Of The Order, Defval = na      StopLossDistance (float)      RiskReward (float)   Returns: Float - The TakeProfit Level In Actual Price CalculateTakeProfitDistance(OrderType, Entry, TakeProfit)   Get TakeProfit Distance In Pips   Parameters:      OrderType (int) : Is To Determine A Long / Short Position, Defval = 1      Entry (float) : Is The Entry Level Of The Order, NEED TO INPUT PARAM      TakeProfit (float) : Level Based On Previous Calculation, NEED TO INPUT PARAM   Returns: Float - The TakeProfit Value In Pips CalculateConversionCurrency(AccountCurrency, SymbolCurrency, BaseCurrency)   Get The Conversion Currecny Between Current Account Currency & Current Pair's Quoted Currency (FOR FOREX ONLY)   Parameters:      AccountCurrency (simple string) : Is For The Account Currency Used      SymbolCurrency (simple string) : Is For The Current Symbol Currency (Front Symbol)      BaseCurrency (simple string) : Is For The Current Symbol Base Currency (Back Symbol)   Returns: Tuple Of A Bollean (Convert The Currency ?) And A String (Converted Currency) CalculateConversionRate(ConvertCurrency, ConversionRate)   Get The Conversion Rate Between Current Account Currency & Current Pair's Quoted Currency (FOR FOREX ONLY)   Parameters:      ConvertCurrency (bool) : Is To Check If The Current Symbol Needs To Be Converted Or Not      ConversionRate (float) : Is The Quoted Price Of The Conversion Currency (Input The request.security Function Here)   Returns: Float Price Of Conversion Rate (If In The Same Currency Than Return Value Will Be 1.0) LotSize(LotSizeSimple, Balance, Risk, SLDistance, ConversionRate)   Get Current Lot Size   Parameters:      LotSizeSimple (bool) : Is To Toggle Lot Sizing Calculation (Simple Is Good Enough For Stocks & Crypto, Whilst Complex Is For Forex)      Balance (float) : Is For The Current Account Balance To Calculate The Lot Sizing Based Off      Risk (float) : Is For The Current Risk Per Trade To Calculate The Lot Sizing Based Off      SLDistance (float) : Is The Current Position StopLoss Distance From Its Entry Price      ConversionRate (float) : Is The Currency Conversion Rate (Used For Complex Lot Sizing Only)   Returns: Float - Position Size In Units ToLots(Units)   Converts Units To Lots   Parameters:      Units (float) : Is For How Many Units Need To Be Converted Into Lots (Minimun 1000 Units)   Returns: Float - Position Size In Lots ToUnits(Lots)   Converts Lots To Units   Parameters:      Lots (float) : Is For How Many Lots Need To Be Converted Into Units (Minimun 0.01 Units)   Returns: Int - Position Size In Units ToLotsInUnits(Units)   Converts Units To Lots Than Back To Units   Parameters:      Units (float) : Is For How Many Units Need To Be Converted Into Lots (Minimun 1000 Units)   Returns: Float - Position Size In Lots That Were Rounded To Units ATRTrail(OrderType, SourceType, ATRPeriod, ATRMultiplyer, SwingLookback)   Calculate ATR Trailing Stop   Parameters:      OrderType (int) : Is To Determine A Long / Short Position, Defval = 1      SourceType (int) : Is To Determine Where To Calculate The ATR Trailing From, Defval = close      ATRPeriod (simple int) : Is To Change Its ATR Period, Defval = 20      ATRMultiplyer (float) : Is To Change Its ATR Trailing Distance, Defval = 1      SwingLookback (int) : Is To Change Its Swing HiLo Lookback (Only From Source Type 5), Defval = 7   Returns: Float - Number Of The Current ATR Trailing DangerZone(WinRate, AvgRRR, Filter)   Calculate Danger Zone Of A Given Strategy   Parameters:      WinRate (float) : Is The Strategy WinRate      AvgRRR (float) : Is The Strategy Avg RRR      Filter (float) : Is The Minimum Profit It Needs To Be Out Of BE Zone, Defval = 3   Returns: Int - Value, 1 If Out Of Danger Zone, 0 If BE, -1 If In Danger Zone IsQuestionableTrades(TradeTP, TradeSL)   Checks For Questionable Trades (Which Are Trades That Its TP & SL Level Got Hit At The Same Candle)   Parameters:      TradeTP (float) : Is The Trade In Question Take Profit Level      TradeSL (float) : Is The Trade In Question Stop Loss Level   Returns: Bool - True If The Last Trade Was A "Questionable Trade" //==================================================================================================================================================== // Custom Strategy Functions //==================================================================================================================================================== OpenLong(EntryID, LotSize, LimitPrice, StopPrice, Comment, CommentValue)   Open A Long Order Based On The Given Params   Parameters:      EntryID (string) : Is The Trade Entry ID, Defval = "Long"      LotSize (float) : Is The Lot Size Of The Trade, Defval = 1      LimitPrice (float) : Is The Limit Order Price To Set The Order At, Defval = Na / Market Order Execution      StopPrice (float) : Is The Stop Order Price To Set The Order At, Defval = Na / Market Order Execution      Comment (string) : Is The Order Comment, Defval = Long Entry Order      CommentValue (string) : Is For Custom Values In The Order Comment, Defval = Na   Returns: Void OpenShort(EntryID, LotSize, LimitPrice, StopPrice, Comment, CommentValue)   Open A Short Order Based On The Given Params   Parameters:      EntryID (string) : Is The Trade Entry ID, Defval = "Short"      LotSize (float) : Is The Lot Size Of The Trade, Defval = 1      LimitPrice (float) : Is The Limit Order Price To Set The Order At, Defval = Na / Market Order Execution      StopPrice (float) : Is The Stop Order Price To Set The Order At, Defval = Na / Market Order Execution      Comment (string) : Is The Order Comment, Defval = Short Entry Order      CommentValue (string) : Is For Custom Values In The Order Comment, Defval = Na   Returns: Void TP_SLExit(FromID, TPLevel, SLLevel, PercentageClose, Comment, CommentValue)   Exits Based On Predetermined TP & SL Levels   Parameters:      FromID (string) : Is The Trade ID That The TP & SL Levels Be Palced      TPLevel (float) : Is The Take Profit Level      SLLevel (float) : Is The StopLoss Level      PercentageClose (float) : Is The Amount To Close The Order At (In Percentage) Defval = 100      Comment (string) : Is The Order Comment, Defval = Exit Order      CommentValue (string) : Is For Custom Values In The Order Comment, Defval = Na   Returns: Void CloseLong(ExitID, PercentageClose, Comment, CommentValue, Instant)   Exits A Long Order Based On A Specified Condition   Parameters:      ExitID (string) : Is The Trade ID That Will Be Closed, Defval = "Long"      PercentageClose (float) : Is The Amount To Close The Order At (In Percentage) Defval = 100      Comment (string) : Is The Order Comment, Defval = Exit Order      CommentValue (string) : Is For Custom Values In The Order Comment, Defval = Na      Instant (bool) : Is For Exit Execution Type, Defval = false   Returns: Void CloseShort(ExitID, PercentageClose, Comment, CommentValue, Instant)   Exits A Short Order Based On A Specified Condition   Parameters:      ExitID (string) : Is The Trade ID That Will Be Closed, Defval = "Short"      PercentageClose (float) : Is The Amount To Close The Order At (In Percentage) Defval = 100      Comment (string) : Is The Order Comment, Defval = Exit Order      CommentValue (string) : Is For Custom Values In The Order Comment, Defval = Na      Instant (bool) : Is For Exit Execution Type, Defval = false   Returns: Void BrokerCheck(Broker)   Checks Traded Broker With Current Loaded Chart Broker   Parameters:      Broker (string) : Is The Current Broker That Is Traded   Returns: Bool - True If Current Traded Broker Is Same As Loaded Chart Broker OpenPC(LicenseID, OrderType, UseLimit, LimitPrice, SymbolPrefix, Symbol, SymbolSuffix, Risk, SL, TP, OrderComment, Spread)   Compiles Given Parameters Into An Alert String Format To Open Trades Using Pine Connector   Parameters:      LicenseID (string) : Is The Users PineConnector LicenseID      OrderType (int) : Is The Desired OrderType To Open      UseLimit (bool) : Is If We Want To Enter The Position At Exactly The Previous Closing Price      LimitPrice (float) : Is The Limit Price Of The Trade (Only For Pending Orders)      SymbolPrefix (string) : Is The Current Symbol Prefix (If Any)      Symbol (string) : Is The Traded Symbol      SymbolSuffix (string) : Is The Current Symbol Suffix (If Any)      Risk (float) : Is The Trade Risk Per Trade / Fixed Lot Sizing      SL (float) : Is The Trade SL In Price / In Pips      TP (float) : Is The Trade TP In Price / In Pips      OrderComment (string) : Is The Executed Trade Comment      Spread (float) : is The Maximum Spread For Execution   Returns: String - Pine Connector Order Syntax Alert Message ClosePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix)   Compiles Given Parameters Into An Alert String Format To Close Trades Using Pine Connector   Parameters:      LicenseID (string) : Is The Users PineConnector LicenseID      OrderType (int) : Is The Desired OrderType To Close      SymbolPrefix (string) : Is The Current Symbol Prefix (If Any)      Symbol (string) : Is The Traded Symbol      SymbolSuffix (string) : Is The Current Symbol Suffix (If Any)   Returns: String - Pine Connector Order Syntax Alert Message //==================================================================================================================================================== // Custom Backtesting Calculation Functions //==================================================================================================================================================== CalculatePNL(EntryPrice, ExitPrice, LotSize, ConversionRate)   Calculates Trade PNL Based On Entry, Eixt & Lot Size   Parameters:      EntryPrice (float) : Is The Trade Entry      ExitPrice (float) : Is The Trade Exit      LotSize (float) : Is The Trade Sizing      ConversionRate (float) : Is The Currency Conversion Rate (Used For Complex Lot Sizing Only)   Returns: Float - The Current Trade PNL UpdateBalance(PrevBalance, PNL)   Updates The Previous Ginve Balance To The Next PNL   Parameters:      PrevBalance (float) : Is The Previous Balance To Be Updated      PNL (float) : Is The Current Trade PNL To Be Added   Returns: Float - The Current Updated PNL CalculateSlpComm(PNL, MaxRate)   Calculates Random Slippage & Commisions Fees Based On The Parameters   Parameters:      PNL (float) : Is The Current Trade PNL      MaxRate (float) : Is The Upper Limit (In Percentage) Of The Randomized Fee   Returns: Float - A Percentage Fee Of The Current Trade PNL UpdateDD(MaxBalance, Balance)   Calculates & Updates The DD Based On Its Given Parameters   Parameters:      MaxBalance (float) : Is The Maximum Balance Ever Recorded      Balance (float) : Is The Current Account Balance   Returns: Float - The Current Strategy DD CalculateWR(TotalTrades, LongID, ShortID)   Calculate The Total, Long & Short Trades Win Rate   Parameters:      TotalTrades (int) : Are The Current Total Trades That The Strategy Has Taken      LongID (string) : Is The Order ID Of The Long Trades Of The Strategy      ShortID (string) : Is The Order ID Of The Short Trades Of The Strategy   Returns: Tuple Of Long WR%, Short WR%, Total WR%, Total Winning Trades, Total Losing Trades, Total Long Trades & Total Short Trades CalculateAvgRRR(WinTrades, LossTrades)   Calculates The Overall Strategy Avg Risk Reward Ratio   Parameters:      WinTrades (int) : Are The Strategy Winning Trades      LossTrades (int) : Are The Strategy Losing Trades   Returns: Float - The Average RRR Values CAGR(StartTime, StartPrice, EndTime, EndPrice)   Calculates The CAGR Over The Given Time Period © TradingView   Parameters:      StartTime (int) : Is The Starting Time Of The Calculation      StartPrice (float) : Is The Starting Price Of The Calculation      EndTime (int) : Is The Ending Time Of The Calculation      EndPrice (float) : Is The Ending Price Of The Calculation   Returns: Float - The CAGR Values //==================================================================================================================================================== // Custom Plot Functions //==================================================================================================================================================== EditLabels(LabelID, X1, Y1, Text, Color, TextColor, EditCondition, DeleteCondition)   Edit / Delete Labels   Parameters:      LabelID (label) : Is The ID Of The Selected Label      X1 (int) : Is The X1 Coordinate IN BARINDEX Xloc      Y1 (float) : Is The Y1 Coordinate IN PRICE Yloc      Text (string) : Is The Text Than Wants To Be Written In The Label      Color (color) : Is The Color Value Change Of The Label Text      TextColor (color)      EditCondition (int) : Is The Edit Condition of The Line (Setting Location / Color)      DeleteCondition (bool) : Is The Delete Condition Of The Line If Ture Deletes The Prev Itteration Of The Line   Returns: Void EditLine(LineID, X1, Y1, X2, Y2, Color, EditCondition, DeleteCondition)   Edit / Delete Lines   Parameters:      LineID (line) : Is The ID Of The Selected Line      X1 (int) : Is The X1 Coordinate IN BARINDEX Xloc      Y1 (float) : Is The Y1 Coordinate IN PRICE Yloc      X2 (int) : Is The X2 Coordinate IN BARINDEX Xloc      Y2 (float) : Is The Y2 Coordinate IN PRICE Yloc      Color (color) : Is The Color Value Change Of The Line      EditCondition (int) : Is The Edit Condition of The Line (Setting Location / Color)      DeleteCondition (bool) : Is The Delete Condition Of The Line If Ture Deletes The Prev Itteration Of The Line   Returns: Void //==================================================================================================================================================== // Custom Display Functions (Using Tables) //==================================================================================================================================================== FillTable(TableID, Column, Row, Title, Value, BgColor, TextColor, ToolTip)   Filling The Selected Table With The Inputed Information   Parameters:      TableID (table) : Is The Table ID That Wants To Be Edited      Column (int) : Is The Current Column Of The Table That Wants To Be Edited      Row (int) : Is The Current Row Of The Table That Wants To Be Edited      Title (string) : Is The String Title Of The Current Cell Table      Value (string) : Is The String Value Of The Current Cell Table      BgColor (color) : Is The Selected Color For The Current Table      TextColor (color) : Is The Selected Color For The Current Table      ToolTip (string) : Is The ToolTip Of The Current Cell In The Table   Returns: Void DisplayBTResults(TableID, BgColor, TextColor, StartingBalance, Balance, DollarReturn, TotalPips, MaxDD)   Filling The Selected Table With The Inputed Information   Parameters:      TableID (table) : Is The Table ID That Wants To Be Edited      BgColor (color) : Is The Selected Color For The Current Table      TextColor (color) : Is The Selected Color For The Current Table      StartingBalance (float) : Is The Account Starting Balance      Balance (float)      DollarReturn (float) : Is The Account Dollar Reture      TotalPips (float) : Is The Total Pips Gained / loss      MaxDD (float) : Is The Maximum Drawdown Over The Backtesting Period   Returns: Void DisplayBTResultsV2(TableID, BgColor, TextColor, TotalWR, QTCount, LongWR, ShortWR, InitialCapital, CumProfit, CumFee, AvgRRR, MaxDD, CAGR, MeanDD)   Filling The Selected Table With The Inputed Information   Parameters:      TableID (table) : Is The Table ID That Wants To Be Edited      BgColor (color) : Is The Selected Color For The Current Table      TextColor (color) : Is The Selected Color For The Current Table      TotalWR (float) : Is The Strategy Total WR In %      QTCount (int) : Is The Strategy Questionable Trades Count      LongWR (float) : Is The Strategy Total WR In %      ShortWR (float) : Is The Strategy Total WR In %      InitialCapital (float) : Is The Strategy Initial Starting Capital      CumProfit (float) : Is The Strategy Ending Cumulative Profit      CumFee (float) : Is The Strategy Ending Cumulative Fee (Based On Randomized Fee Assumptions)      AvgRRR (float) : Is The Strategy Average Risk Reward Ratio      MaxDD (float) : Is The Strategy Maximum DrawDown In Its Backtesting Period      CAGR (float) : Is The Strategy Compounded Average GRowth In %      MeanDD (float) : Is The Strategy Mean / Average Drawdown In The Backtesting Period   Returns: Void //==================================================================================================================================================== // Custom Pattern Detection Functions //==================================================================================================================================================== BullFib(priceLow, priceHigh, fibRatio)   Calculates A Bullish Fibonacci Value (From Swing Low To High) © ZenAndTheArtOfTrading   Parameters:      priceLow (float)      priceHigh (float)      fibRatio (float)   Returns: The Fibonacci Value Of The Given Ratio Between The Two Price Points BearFib(priceLow, priceHigh, fibRatio)   Calculates A Bearish Fibonacci Value (From Swing High To Low) © ZenAndTheArtOfTrading   Parameters:      priceLow (float)      priceHigh (float)      fibRatio (float)   Returns: The Fibonacci Value Of The Given Ratio Between The Two Price Points GetBodySize()   Gets The Current Candle Body Size IN POINTS © ZenAndTheArtOfTrading   Returns: The Current Candle Body Size IN POINTS GetTopWickSize()   Gets The Current Candle Top Wick Size IN POINTS © ZenAndTheArtOfTrading   Returns: The Current Candle Top Wick Size IN POINTS GetBottomWickSize()   Gets The Current Candle Bottom Wick Size IN POINTS © ZenAndTheArtOfTrading   Returns: The Current Candle Bottom Wick Size IN POINTS GetBodyPercent()   Gets The Current Candle Body Size As A Percentage Of Its Entire Size Including Its Wicks © ZenAndTheArtOfTrading   Returns: The Current Candle Body Size IN PERCENTAGE GetTopWickPercent()   Gets The Current Top Wick Size As A Percentage Of Its Entire Body Size   Returns: Float - The Current Candle Top Wick Size IN PERCENTAGE GetBottomWickPercent()   Gets The Current Bottom Wick Size As A Percentage Of Its Entire Bodu Size   Returns: Float - The Current Candle Bottom Size IN PERCENTAGE BullishEC(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)   Checks If The Current Bar Is A Bullish Engulfing Candle   Parameters:      Allowance (int) : To Give Flexibility Of Engulfing Pattern Detection In Markets That Have Micro Gaps, Defval = 0      RejectionWickSize (float) : To Filter Out long (Upper And Lower) Wick From The Bullsih Engulfing Pattern, Defval = na      EngulfWick (bool) : To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false      NearSwings (bool) : To Specify If We Want The Pattern To Be Near A Recent Swing Low, Defval = true      SwingLookBack (int) : To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10   Returns: Bool - True If The Current Bar Matches The Requirements of a Bullish Engulfing Candle BearishEC(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)   Checks If The Current Bar Is A Bearish Engulfing Candle   Parameters:      Allowance (int) : To Give Flexibility Of Engulfing Pattern Detection In Markets That Have Micro Gaps, Defval = 0      RejectionWickSize (float) : To Filter Out long (Upper And Lower) Wick From The Bearish Engulfing Pattern, Defval = na      EngulfWick (bool) : To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false      NearSwings (bool) : To Specify If We Want The Pattern To Be Near A Recent Swing High, Defval = true      SwingLookBack (int) : To Specify How Many Bars Back To Detect A Recent Swing High, Defval = 10   Returns: Bool - True If The Current Bar Matches The Requirements of a Bearish Engulfing Candle Hammer(Fib, ColorMatch, NearSwings, SwingLookBack, ATRFilterCheck, ATRPeriod)   Checks If The Current Bar Is A Hammer Candle   Parameters:      Fib (float) : To Specify Which Fibonacci Ratio To Use When Determining The Hammer Candle, Defval = 0.382 Ratio      ColorMatch (bool) : To Filter Only Bullish Closed Hammer Candle Pattern, Defval = false      NearSwings (bool) : To Specify If We Want The Doji To Be Near A Recent Swing Low, Defval = true      SwingLookBack (int) : To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10      ATRFilterCheck (float) : To Filter Smaller Hammer Candles That Might Be Better Classified As A Doji Candle, Defval = 1      ATRPeriod (simple int) : To Change ATR Period Of The ATR Filter, Defval = 20   Returns: Bool - True If The Current Bar Matches The Requirements of a Hammer Candle Star(Fib, ColorMatch, NearSwings, SwingLookBack, ATRFilterCheck, ATRPeriod)   Checks If The Current Bar Is A Hammer Candle   Parameters:      Fib (float) : To Specify Which Fibonacci Ratio To Use When Determining The Hammer Candle, Defval = 0.382 Ratio      ColorMatch (bool) : To Filter Only Bullish Closed Hammer Candle Pattern, Defval = false      NearSwings (bool) : To Specify If We Want The Doji To Be Near A Recent Swing Low, Defval = true      SwingLookBack (int) : To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10      ATRFilterCheck (float) : To Filter Smaller Hammer Candles That Might Be Better Classified As A Doji Candle, Defval = 1      ATRPeriod (simple int) : To Change ATR Period Of The ATR Filter, Defval = 20   Returns: Bool - True If The Current Bar Matches The Requirements of a Hammer Candle Doji(MaxWickSize, MaxBodySize, DojiType, NearSwings, SwingLookBack)   Checks If The Current Bar Is A Doji Candle   Parameters:      MaxWickSize (float) : To Specify The Maximum Lenght Of Its Upper & Lower Wick, Defval = 2      MaxBodySize (float) : To Specify The Maximum Lenght Of Its Candle Body IN PERCENT, Defval = 0.05      DojiType (int)      NearSwings (bool) : To Specify If We Want The Doji To Be Near A Recent Swing High / Low (Only In Dragonlyf / Gravestone Mode), Defval = true      SwingLookBack (int) : To Specify How Many Bars Back To Detect A Recent Swing High / Low (Only In Dragonlyf / Gravestone Mode), Defval = 10   Returns: Bool - True If The Current Bar Matches The Requirements of a Doji Candle BullishIB(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)   Checks If The Current Bar Is A Bullish Harami Candle   Parameters:      Allowance (int) : To Give Flexibility Of Harami Pattern Detection In Markets That Have Micro Gaps, Defval = 0      RejectionWickSize (float) : To Filter Out long (Upper And Lower) Wick From The Bullsih Harami Pattern, Defval = na      EngulfWick (bool) : To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false      NearSwings (bool) : To Specify If We Want The Pattern To Be Near A Recent Swing Low, Defval = true      SwingLookBack (int) : To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10   Returns: Bool - True If The Current Bar Matches The Requirements of a Bullish Harami Candle BearishIB(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)   Checks If The Current Bar Is A Bullish Harami Candle   Parameters:      Allowance (int) : To Give Flexibility Of Harami Pattern Detection In Markets That Have Micro Gaps, Defval = 0      RejectionWickSize (float) : To Filter Out long (Upper And Lower) Wick From The Bearish Harami Pattern, Defval = na      EngulfWick (bool) : To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false      NearSwings (bool) : To Specify If We Want The Pattern To Be Near A Recent Swing High, Defval = true      SwingLookBack (int) : To Specify How Many Bars Back To Detect A Recent Swing High, Defval = 10   Returns: Bool - True If The Current Bar Matches The Requirements of a Bearish Harami Candle //==================================================================================================================================================== // Custom Time Functions //==================================================================================================================================================== BarInSession(sess, useFilter)   Determines if the current price bar falls inside the specified session © ZenAndTheArtOfTrading   Parameters:      sess (simple string)      useFilter (bool)   Returns: A boolean - true if the current bar falls within the given time session BarOutSession(sess, useFilter)   Determines if the current price bar falls outside the specified session © ZenAndTheArtOfTrading   Parameters:      sess (simple string)      useFilter (bool)   Returns: A boolean - true if the current bar falls outside the given time session DateFilter(startTime, endTime)   Determines if this bar's time falls within date filter range © ZenAndTheArtOfTrading   Parameters:      startTime (int)      endTime (int)   Returns: A boolean - true if the current bar falls within the given dates DayFilter(monday, tuesday, wednesday, thursday, friday, saturday, sunday)   Checks if the current bar's day is in the list of given days to analyze © ZenAndTheArtOfTrading   Parameters:      monday (bool)      tuesday (bool)      wednesday (bool)      thursday (bool)      friday (bool)      saturday (bool)      sunday (bool)   Returns: A boolean - true if the current bar's day is one of the given days AUSSess()   Checks If The Current Australian Forex Session In Running   Returns: Bool - True If Currently The Australian Session Is Running ASIASess()   Checks If The Current Asian Forex Session In Running   Returns: Bool - True If Currently The Asian Session Is Running EURSess()   Checks If The Current European Forex Session In Running   Returns: Bool - True If Currently The European Session Is Running USSess()   Checks If The Current US Forex Session In Running   Returns: Bool - True If Currently The US Session Is Running UNIXToDate(Time, ConversionType, TimeZone)   Converts UNIX Time To Datetime   Parameters:      Time (int) : Is The UNIX Time Input      ConversionType (int) : Is The Datetime Output Format, Defval = DD-MM-YYYY      TimeZone (string) : Is To Convert The Outputed Datetime Into The Specified Time Zone, Defval = Exchange Time Zone   Returns: String - String Of Datetime
Libreria Pine Script™
di CN_FX-999
Risk ManagementLibrary "RiskManagement" This library keeps your money in check, and is used for testing and later on webhook-applications too. It has four volatility functions and two of them can be used to calculate a Stop-Loss, like Average True Range. It also can calculate Position Size, and the Risk Reward Ratio. But those calculations don't take leverage into account. position_size(portfolio, risk, entry, stop_loss, use_leverage, qty_as_integer)   This function calculates the definite amount of contracts/shares/units you should use to buy or sell. This value can used by `strategy.entry(qty)` for example.   Parameters:      portfolio (float) : This is the total amount of the currency you own, and is also used by strategy.initial_capital, for example. The amount is needed to calculate the maximum risk you are willing to take per trade.      risk (float) : This is the percentage of your Portfolio you willing to loose on a single trade. Possible values are between 0.1 and 100%. Same usecase with strategy(default_qty_type=strategy.percent_of_equity,default_qty_value=100), except its calculation the risk only.      entry (float) : This is the limit-/market-price for the investment. In other words: The price per contract/share/unit you willing to buy or sell.      stop_loss (float) : This is the limit-/market-price when to exit the trade, to minimize your losses.      use_leverage (bool) : This value is optional. When not used or when set to false then this function will let you invest your portfolio at max.      qty_as_integer (bool) : This value is optional. When set to true this function will return a value used with integers. The largest integer less than or equal to the given number. Because some Broker/Exchanges let you trade hole contracts/shares/units only.   Returns: float position_size_currency(portfolio, risk, entry, stop_loss)   This function calculates the definite amount of currency you should use when going long or short.   Parameters:      portfolio (float) : This is the total amount of the currency you own, and is also used by strategy.initial_capital, for example. The amount is needed to calculate the maximum risk you are willing to take per trade.      risk (float) : This is the percentage of your Portfolio you willing to loose on a single trade. For example: 1 is 100% and 0,01 is 1%. Default amount is 0.02 (2%).      entry (float) : This is the limit-/market-price for the current investment. In other words: The price per contract/share/units you willing to buy or sell.      stop_loss (float) : This is the limit-/market-price when to exit the trade, to minimize your losses.   Returns: float rrr(entry, stop_loss, take_profit)   This function calculates the Risk Reward Ratio. Common values are between 1.5 and 2.0 and you should not go lower except for very few special cases.   Parameters:      entry (float) : This is the limit-/market-price for the investment. In other words: The price per contract/share/unit you willing to buy or sell.      stop_loss (float) : This is the limit-/market-price when to exit the trade, to minimize your losses.      take_profit (float) : This is the limit-/market-price when to take profits.   Returns: float change_in_price(length)   This function calculates the difference between price now and close price of the candle 'n' bars before that. If prices are very volatile but closed where they began, then this method would show zero volatility. Over many calculations, this method returns a reasonable measure of volatility, but will always be lower than those using the highs and lows.   Parameters:      length (int) : The length is needed to determine how many candles/bars back should take into account.   Returns: float maximum_price_fluctuation(length)   This function measures volatility over most recent candles, which could be used as an estimate of risk. It may also be effective as the basis for a stop-loss or take-profit, like the ATR but it ignores the frequency of directional changes within the time interval. In other words: The difference between the highest high and lowest low over 'n' bars.   Parameters:      length (int) : The length is needed to determine how many candles/bars back should take into account.   Returns: float absolute_price_changes(length)   This function measures volatility over most recent close prices. This is excellent for comparing volatility. It includes both frequency and magnitude. In other words: Sum of differences between second to last close price and last close price as absolute value for 'n' bars.   Parameters:      length (int) : The length is needed to determine how many candles/bars back should take into account.   Returns: float annualized_volatility(length)   This function measures volatility over most recent close prices. Its the standard deviation of close over the past 'n' periods, times the square root of the number of periods in a year.   Parameters:      length (int) : The length is needed to determine how many candles/bars back should take into account.   Returns: float
Libreria Pine Script™
di weak_hand
LYGLibraryLibrary "LYGLibrary" A collection of custom tools & utility functions commonly used with my scripts getDecimals()   Calculates how many decimals are on the quote price of the current market   Returns: The current decimal places on the market quote price truncate(number, decimalPlaces)   Truncates (cuts) excess decimal places   Parameters:      number (float)      decimalPlaces (simple float)   Returns: The given number truncated to the given decimalPlaces toWhole(number)   Converts pips into whole numbers   Parameters:      number (float)   Returns: The converted number toPips(number)   Converts whole numbers back into pips   Parameters:      number (float)   Returns: The converted number getPctChange(value1, value2, lookback)   Gets the percentage change between 2 float values over a given lookback period   Parameters:      value1 (float)      value2 (float)      lookback (int) av_getPositionSize(balance, risk, stopPoints, conversionRate)   Calculates OANDA forex position size for AutoView based on the given parameters   Parameters:      balance (float)      risk (float)      stopPoints (float)      conversionRate (float)   Returns: The calculated position size (in units - only compatible with OANDA) bullFib(priceLow, priceHigh, fibRatio)   Calculates a bullish fibonacci value   Parameters:      priceLow (float) : The lowest price point      priceHigh (float) : The highest price point      fibRatio (float) : The fibonacci % ratio to calculate   Returns: The fibonacci value of the given ratio between the two price points bearFib(priceLow, priceHigh, fibRatio)   Calculates a bearish fibonacci value   Parameters:      priceLow (float) : The lowest price point      priceHigh (float) : The highest price point      fibRatio (float) : The fibonacci % ratio to calculate   Returns: The fibonacci value of the given ratio between the two price points getMA(length, maType)   Gets a Moving Average based on type (MUST BE CALLED ON EVERY CALCULATION)   Parameters:      length (simple int)      maType (string)   Returns: A moving average with the given parameters getEAP(atr)   Performs EAP stop loss size calculation (eg. ATR >= 20.0 and ATR < 30, returns 20)   Parameters:      atr (float)   Returns: The EAP SL converted ATR size getEAP2(atr)   Performs secondary EAP stop loss size calculation (eg. ATR < 40, add 5 pips, ATR between 40-50, add 10 pips etc)   Parameters:      atr (float)   Returns: The EAP SL converted ATR size barsAboveMA(lookback, ma)   Counts how many candles are above the MA   Parameters:      lookback (int)      ma (float)   Returns: The bar count of how many recent bars are above the MA barsBelowMA(lookback, ma)   Counts how many candles are below the MA   Parameters:      lookback (int)      ma (float)   Returns: The bar count of how many recent bars are below the EMA barsCrossedMA(lookback, ma)   Counts how many times the EMA was crossed recently   Parameters:      lookback (int)      ma (float)   Returns: The bar count of how many times price recently crossed the EMA getPullbackBarCount(lookback, direction)   Counts how many green & red bars have printed recently (ie. pullback count)   Parameters:      lookback (int)      direction (int)   Returns: The bar count of how many candles have retraced over the given lookback & direction getBodySize()   Gets the current candle's body size (in POINTS, divide by 10 to get pips)   Returns: The current candle's body size in POINTS getTopWickSize()   Gets the current candle's top wick size (in POINTS, divide by 10 to get pips)   Returns: The current candle's top wick size in POINTS getBottomWickSize()   Gets the current candle's bottom wick size (in POINTS, divide by 10 to get pips)   Returns: The current candle's bottom wick size in POINTS getBodyPercent()   Gets the current candle's body size as a percentage of its entire size including its wicks   Returns: The current candle's body size percentage isHammer(fib, colorMatch)   Checks if the current bar is a hammer candle based on the given parameters   Parameters:      fib (float)      colorMatch (bool)   Returns: A boolean - true if the current bar matches the requirements of a hammer candle isStar(fib, colorMatch)   Checks if the current bar is a shooting star candle based on the given parameters   Parameters:      fib (float)      colorMatch (bool)   Returns: A boolean - true if the current bar matches the requirements of a shooting star candle isDoji(wickSize, bodySize)   Checks if the current bar is a doji candle based on the given parameters   Parameters:      wickSize (float)      bodySize (float)   Returns: A boolean - true if the current bar matches the requirements of a doji candle isBullishEC(allowance, rejectionWickSize, engulfWick)   Checks if the current bar is a bullish engulfing candle   Parameters:      allowance (float)      rejectionWickSize (float)      engulfWick (bool)   Returns: A boolean - true if the current bar matches the requirements of a bullish engulfing candle isBearishEC(allowance, rejectionWickSize, engulfWick)   Checks if the current bar is a bearish engulfing candle   Parameters:      allowance (float)      rejectionWickSize (float)      engulfWick (bool)   Returns: A boolean - true if the current bar matches the requirements of a bearish engulfing candle isInsideBar()   Detects inside bars   Returns: Returns true if the current bar is an inside bar isOutsideBar()   Detects outside bars   Returns: Returns true if the current bar is an outside bar barInSession(sess, useFilter)   Determines if the current price bar falls inside the specified session   Parameters:      sess (simple string)      useFilter (bool)   Returns: A boolean - true if the current bar falls within the given time session barOutSession(sess, useFilter)   Determines if the current price bar falls outside the specified session   Parameters:      sess (simple string)      useFilter (bool)   Returns: A boolean - true if the current bar falls outside the given time session dateFilter(startTime, endTime)   Determines if this bar's time falls within date filter range   Parameters:      startTime (int)      endTime (int)   Returns: A boolean - true if the current bar falls within the given dates dayFilter(monday, tuesday, wednesday, thursday, friday, saturday, sunday)   Checks if the current bar's day is in the list of given days to analyze   Parameters:      monday (bool)      tuesday (bool)      wednesday (bool)      thursday (bool)      friday (bool)      saturday (bool)      sunday (bool)   Returns: A boolean - true if the current bar's day is one of the given days atrFilter(atrValue, maxSize)   Parameters:      atrValue (float)      maxSize (float) fillCell(tableID, column, row, title, value, bgcolor, txtcolor)   This updates the given table's cell with the given values   Parameters:      tableID (table)      column (int)      row (int)      title (string)      value (string)      bgcolor (color)      txtcolor (color)   Returns: A boolean - true if the current bar falls within the given dates
Libreria Pine Script™
di liyugen
Mizar_LibraryThe "Mizar_Library" is a powerful tool designed for Pine Script™ programmer’s, providing a collection of general functions that facilitate the usage of Mizar’s DCA (Dollar-Cost-Averaging) bot system. To begin using the Mizar Library, you first need to import it into your indicator script. Insert the following line below your indicator initiation line: import Mizar_Trading/Mizar_Library/1 as mizar (mizar is the chosen alias). In the import statement, Mizar_Trading.Mizar_Library_v1 refers to the specific version of the Mizar Library you wish to use. Feel free to modify mizar to your preferred alias name. Once the library is imported, you can leverage its functions by prefixing them with mizar. . This will prompt auto-completion suggestions displaying all the available user-defined functions provided by the Mizar Library. Now, let's delve into some of the key functions available in the Mizar Library: DCA_bot_msg(_cmd) The DCA_bot_msg function accepts an user-defined type (UDT) _cmd as a parameter and returns a string with the complete JSON command for a Mizar DCA bot.   Parameters:      _cmd (bot_params) : ::: User-defined type (UDT) that holds all the necessary information for the bot command.   Returns: A string with the complete JSON command for a Mizar DCA bot. rounding_to_ticks(value, ticks, rounding_type) The rounding_to_ticks function rounds a calculated price to the nearest actual price based on the specified tick size.   Parameters:      value (float) : ::: The calculated price as float type, to be rounded to the nearest real price.      ticks (float) : ::: The smallest possible price obtained through a request in your script.      rounding_type (int) : ::: The rounding type for the price: 0 = closest real price, 1 = closest real price above, 2 = closest real price below.   Returns: A float value representing the rounded price to the next tick. bot_params Bot_params is an user-defined type (UDT) that represents the parameters required for a Mizar DCA bot.   Fields:      bot_id (series string) : The ID number of your Mizar DCA bot.      api_key (series string) : Your private API key from your Mizar account (keep it confidential!).      action (series string) : The command to perform: "open" (standard) or "close" optional .      tp_perc (series string) : The take profit percentage in decimal form (1% = "0.01") optional .      base_asset (series string) : The cryptocurrency you want to buy (e.g., "BTC").      quote_asset (series string) : The coin or fiat currency used for payment (e.g., "USDT" is standard if not specified) optional .      direction (series string) : The direction of the position: "long" or "short" (only applicable for two-way hedge bots) optional . To obtain the JSON command string for the alert_function call, you can use the DCA_bot_msg function provided by the library. Simply pass the cmd_msg UDT as an argument and assign the returned string value to a variable. Here's an example to illustrate the process: // Import of the Mizar Library to use the included functions import/Mizar_Trading/Mizar_Library/1 as mizar // Example to set a variable called “cmd_msg” and all of its parameters cmd_msg = mizar.bot_params. new() cmd_msg.action := "open" cmd_msg.api_key := "top secret" cmd_msg.bot_id := "9999" cmd_msg.base_asset := "BTC" cmd_msg.quote_asset := "USDT" cmd_msg.direction := "long" cmd_msg.tp_perc := "0.015" // Calling the Mizar conversion function named “DCA_bot_msg()” with the cmd_msg as argument to receive the JSON command and save it in a string variable called “alert_msg” alert_msg = mizar.DCA_bot_msg(cmd_msg) Feel free to utilize (series) string variables instead of constant strings. By incorporating the Mizar Library into your Pine Script, you gain access to a powerful set of functions and can leverage them according to your specific requirements. For additional help or support, you can join the Mizar Discord channel. There, you'll find a dedicated Pine Script channel where you can ask any questions related to Pine Script.
Libreria Pine Script™
di Mizar_trading
Strategy UtilitiesThis library comprises valuable functions for implementing strategies on TradingView, articulated in a professional writing style. The initial version features a monthly Profit & Loss table with percentage variations, utilizing a modified version of the script by @QuantNomad. Library "strategy_utilities" monthly_table(results_prec, results_dark)   monthly_table prints the Monthly Returns table, modified from QuantNomad. Please put calc_on_every_tick = true to plot it.   Parameters:      results_prec (int) : for the precision for decimals      results_dark (bool) : true or false to print the table in dark mode   Returns: nothing (void), but prints the monthly equity table Sample Usage import TheSocialCryptoClub/strategy_utilities/1 as su results_prec = input(2, title = "Precision", group="Results Table") results_dark = input.bool(defval=true, title="Dark Mode", group="Results Table") su.monthly_table(results_prec, results_dark)
Libreria Pine Script™
di TheSocialCryptoClub
SAT_BACKTEST @description TODO: Regroupement of useful functionsLibrary "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   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 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   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
Libreria Pine Script™
di sosso_bott
OrderLibLibrary "OrderLib" TODO: add library description here removeOrderView(view)   Parameters:      view (orderView) createOrderView(model, length, profit_color, loss_color, enter_color)   Parameters:      model (orderModel)      length (simple int)      profit_color (simple color)      loss_color (simple color)      enter_color (simple color) createOrder(enter, tp, sl)   Parameters:      enter (float)      tp (float)      sl (float) createOrderByRR(enter, sl, rr)   Parameters:      enter (float)      sl (float)      rr (float) createOrderByRR(enter, sl, rr, commision_percent)   Parameters:      enter (float)      sl (float)      rr (simple float)      commision_percent (simple float) orderModel   Fields:      enter (series__float)      sl (series__float)      tp (series__float) orderView   Fields:      enter (series__line)      sl (series__line)      tp (series__line)
Libreria Pine Script™
di Hamster-Coder
LibreLibrary "Libre" TODO: add library description here MMMM(toe)   Parameters:      toe (string) OOOO(toe, toe1, toe2, toe3, toe4, toe5, init)   Parameters:      toe (string)      toe1 (string)      toe2 (string)      toe3 (string)      toe4 (string)      toe5 (string)      init (int) XXXX(toe)   Parameters:      toe (string) WWWW(toe)   Parameters:      toe (string)
Libreria Pine Script™
di Schwehng
Scaled Order Sizing and Take Profit Target ArraysWOAH Order Scaling! This Provides a user with methods to create a list of profit targets and order sizes which grow or shrink. For size, the will add up to specific sum. for Targets they will include the first and last, and can lean towards either, to scale the order grid. And thanks to @Hoanghetti for the markdown, i've included a basic usage example within the hover , o you don't need to search for the usage example, simply import, and when writing, the code hint contains a full example. scaled_sizes(total_size, count, weight, min_size, as_percent) create an array of sizes which grow or shrink from first to last which add up to 1.0 if set the as_percent flag , or a total value / sum.   Parameters:      total_size : (float) total size to divide ito split      count : (int ) desired number of splits to create      weight : (float) a weight to apply to grow or shrink the split either towards the last being most, or the first being most, or 1.0 being each is equally sized as 1/n count      min_size : (float) a minimum size for the smallest value (in value of ttotal_size units)      as_percent : (float) a minimum size for the smallest value (in value of total_size units)   Returns: Array of Sizes for each split scaled_targets(count, weight, minimum, maximum) create a list of take profitt targets from the smallest to larget distance   Parameters:      count : (int ) number of targets      weight : (float) weight to apply to growing or shrinking      minimum : (float) first value of the output      maximum : (float) last value of the output   Returns: Array of percentage targets
Libreria Pine Script™
di kaigouthro
7
libKageMiscLibrary "libKageMisc" Kage's Miscelaneous library print(_value)   Print a numerical value in a label at last historical bar.   Parameters:      _value : (float) The value to be printed.   Returns: Nothing. barsBackToDate(_year, _month, _day)   Get the number of bars we have to go back to get data from a specific date.   Parameters:      _year : (int) Year of the specific date.      _month : (int) Month of the specific date. Optional. Default = 1.      _day : (int) Day of the specific date. Optional. Default = 1.   Returns: (int) Number of bars to go back until reach the specific date. bodySize(_index)   Calculates the size of the bar's body.   Parameters:      _index : (simple int) The historical index of the bar. Optional. Default = 0.   Returns: (float) The size of the bar's body in price units. shadowSize(_direction)   Size of the current bar shadow. Either "top" or "bottom".   Parameters:      _direction : (string) Direction of the desired shadow.   Returns: (float) The size of the chosen bar's shadow in price units. shadowBodyRatio(_direction)   Proportion of current bar shadow to the bar size   Parameters:      _direction : (string) Direction of the desired shadow.   Returns: (float) Ratio of the shadow size per body size. bodyCloseRatio(_index)   Proportion of chosen bar body size to the close price   Parameters:      _index : (simple int) The historical index of the bar. Optional. Default = 0.()   Returns: (float) Ratio of the body size per close price. lastDayOfMonth(_month)   Returns the last day of a month.   Parameters:      _month : (int) Month number.   Returns: (int) The number (28, 30 or 31) of the last day of a given month. nameOfMonth(_month)   Return the short name of a month.   Parameters:      _month : (int) Month number.   Returns: (string) The short name ("Jan", "Feb"...) of a given month. pl(_initialValue, _finalValue)   Calculate Profit/Loss between two values.   Parameters:      _initialValue : (float) Initial value.      _finalValue : (float) Final value = Initial value + delta.   Returns: (float) Profit/Loss as a percentual change. gma(_Type, _Source, _Length)   Generalist Moving Average (GMA).   Parameters:      _Type : (string) Type of average to be used. Either "EMA", "HMA", "RMA", "SMA", "SWMA", "WMA" or "VWMA".      _Source : (series float) Series of values to process.      _Length : (simple int) Number of bars (length).   Returns: (float) The value of the chosen moving average. xFormat(_percentValue, _minXFactor)   Transform a percentual value in a X Factor value.   Parameters:      _percentValue : (float) Percentual value to be transformed.      _minXFactor : (float) Minimum X Factor to that the conversion occurs. Optional. Default = 10.   Returns: (string) A formated string. isLong()   Check if the open trade direction is long.   Returns: (bool) True if the open position is long. isShort()   Check if the open trade direction is short.   Returns: (bool) True if the open position is short. lastPrice()   Returns the entry price of the last openned trade.   Returns: (float) The last entry price. barsSinceLastEntry()   Returns the number of bars since last trade was oppened.   Returns: (series int) getBotNameFrosty()   Return the name of the FrostyBot Bot.   Returns: (string) A string containing the name. getBotNameZig()   Return the name of the FrostyBot Bot.   Returns: (string) A string containing the name. getTicksValue(_currencyValue)   Converts currency value to ticks   Parameters:      _currencyValue : (float) Value to be converted.   Returns: (float) Value converted to minticks. getSymbol(_botName, _botCustomSymbol)   Formats the symbol string to be used with a bot   Parameters:      _botName : (string) Bot name constant. Either BOT_NAME_FROSTY or BOT_NAME_ZIG. Optional. Default is empty string.      _botCustomSymbol : (string) Custom string. Optional. Default is empy string.   Returns: (string) A string containing the symbol for the bot. If all arguments are empty, the current symbol is returned in Binance format. showProfitLossBoard()   Calculates and shows a board of Profit/Loss through the years.   Returns: Nothing.
Libreria Pine Script™
di marcelokg
2
libKageBotLibrary "libKageBot" Library of function to generate command strings for bots FrostyBot and Zignally. This version ONLY WORKS WITH FROSTYBOT. strSize(_sizePercent, _sizeCurrency)   Converts a float to a formated string suitable to position size in percentage or currency. At leaste one parameter must be given   Parameters:      _sizePercent : (float) Position size in percent value. Optional. Default = na. Mandatory if _sizeCurrency is not given.      _sizeCurrency : (float) Position size in currency value. Optional. Default = na. Mandatory if _sizePercent is not given.   Returns: (string) A formated string containing the position size entry(_bot, _direction, _sizePercent, _sizeCurrency)   Generates a simple entry command string for a bot   Parameters:      _bot : (TradeBot) Previously instancied bot type variable      _direction : (string) Flag to opena long or a short position. Must be either DIRECTION_LONG or DIRECTION_SHORT constant      _sizePercent : (float) Position size in percent value. Optional. Default = na. Mandatory if _sizeCurrency is not given.      _sizeCurrency : (float) Position size in currency value. Optional. Default = na. Mandatory if _sizePercent is not given.   Returns: (string) A string of a simple open position command exit(_bot, _sizePercent, _sizeCurrency, _reduce)   Generates a simple exit command string for a bot   Parameters:      _bot : (TradeBot) Previously instancied bot type variable      _sizePercent : (float) Position size in percent value. Optional. Default = na. Mandatory if _sizeCurrency is not given.      _sizeCurrency : (float) Position size in currency value. Optional. Default = na. Mandatory if _sizePercent is not given.      _reduce : (bool) Flag to use Ruce Only option on Binance positions. Optional. Default = true   Returns: (string) A string of a simple close position command cancelAll(_bot)   Generates a command string for a bot that cancels all open orders   Parameters:      _bot : (TradeBot) Previously instancied bot type variable   Returns: (string) A string of a command to cancel all open orders leverage(_bot, _leverage, _type)   Generates a command string for a bot to set leverage   Parameters:      _bot : (TradeBot) Previously instancied bot type variable      _leverage : (int) The amount of leverage to be used when opening a position. Optional. If does not given, the bot's default will be used      _type : (string) Type of leverage. Must be either LEVERAGE_CROSS or LEVERAGE_ISOLATED. Optional. Default is LEVERAGE_CROSS.   Returns: (string) A string of a simple leverage command entryLong(_bot, _leverage, _leverageType, _sizePercent, _sizeCurrency)   Generates a complete long entry command string for a bot   Parameters:      _bot : (TradeBot) Previously instancied bot type variable      _leverage : (int) The amount of leverage to be used when opening a position. Optional. If does not given, the bot's default will be used      _leverageType : (string) Type of leverage. Must be either LEVERAGE_CROSS or LEVERAGE_ISOLATED. Optional. Default is LEVERAGE_CROSS.      _sizePercent : (float) Position size in percent value. Optional. Default = na. Mandatory if _sizeCurrency is not given.      _sizeCurrency : (float) Position size in currency value. Optional. Default = na. Mandatory if _sizePercent is not given.   Returns: (string) A string of a complete open long position command entryShort(_bot, _leverage, _leverageType, _sizePercent, _sizeCurrency)   Generates a complete short entry command string for a bot   Parameters:      _bot : (TradeBot) Previously instancied bot type variable      _leverage : (int) The amount of leverage to be used when opening a position. Optional. If does not given, the bot's default will be used      _leverageType      _sizePercent : (float) Position size in percent value. Optional. Default = na. Mandatory if _sizeCurrency is not given.      _sizeCurrency : (float) Position size in currency value. Optional. Default = na. Mandatory if _sizePercent is not given.   Returns: (string) A string of a complete open short position command exitPosition(_bot, _sizePercent, _sizeCurrency, _reduce)   Generates a complete close position command string for a bot   Parameters:      _bot : (TradeBot) Previously instancied bot type variable      _sizePercent : (float) Position size in percent value. Optional. Default = na. Mandatory if _sizeCurrency is not given.      _sizeCurrency : (float) Position size in currency value. Optional. Default = na. Mandatory if _sizePercent is not given.      _reduce : (bool) Flag to use Ruce Only option on Binance positions. Optional. Default = true   Returns: (string) A string of a comlete close position command printBot(_bot, _command)   Print bot's information for debug purposes   Parameters:      _bot : (TradeBot) Previously instancied bot type variable      _command : (string) A command string to be debugged   Returns: Nothing. Constants   Constants to be used in both in internal and external code   Fields:      SERVER_FROSTBOT : (string) Identifier to FrostyBot      SERVER_ZIGNALY : (string) Identifier to Zignaly      DIRECTION_LONG : (string) Flag to open a long position      DIRECTION_SHORT      LEVERAGE_CROSS : (string) Flag to set leverage to cross      LEVERAGE_ISOLATED : (string) Flag to set leverage to isolated TradeBot   Bot type to handle its essential information   Fields:      server : (string) Type o server. Must me one of the SERVER_* constant values      id : (string) Id of the account in the server (Stub for FrostyBot or Key to Zignally)      symbol : (string) Symbol of the pair to be negotiated (example: ETH/USDT)      leverage : (int) Leverage coeficient. Default is 1
Libreria Pine Script™
di marcelokg
PositionLibrary "Position" Allows for simulating trades within an indicator. newTrade(size, price, timestamp)   Creates a new trade object.   Parameters:      size : The size of the trade (number of shares or contracts).      price : The price at which the trade took place.      timestamp : The timestamp of the trade. Defaults to the current time.   Returns: A new trade object. start(size, price, timestamp)   Starts a new position.   Parameters:      size : The size of the position (number of shares or contracts).      price : The price at which the position was started.      timestamp : The timestamp of the start of the position. Defaults to the current time.   Returns: A new position object. trade(pos, size, price, timestamp)   Modifies an existing position.   Parameters:      pos : The position to be modified.      size : The size of the trade (number of shares or contracts).      price : The price at which the trade took place.      timestamp : The timestamp of the trade. Defaults to the current time.   Returns: The modified position object. exit(pos, price, timestamp)   Closes a position by trading the entire position size at a given price and timestamp.   Parameters:      pos : The position being closed.      price : The price at which the position is being closed.      timestamp : The timestamp of the trade, defaults to the current time.   Returns: The updated position after the trade. unrealized(pos, price)   Calculates the unrealized gain or loss for a given position and price.   Parameters:      pos : The position for which to calculate unrealized gain/loss.      price : The current market price.   Returns: The calculated unrealized gain or loss. Trade   Represents a single trade.   Fields:      size : Size of the trade in units.      price : Price of the trade in currency.      value : Total value of the trade in currency units.      time : Timestamp of the trade. Position   Represents a single position.   Fields:      size : Size of the position in units.      price : Average price of the position in currency.      value : Total value of the position in currency units.      start : Timestamp of the first trade that opened the position.      net : Realized gains and losses of the position in currency units.      history : Array of trades that make up the position.
Libreria Pine Script™
di Electrified
6
Replica of TradingView's Backtesting Engine with ArraysHello everyone, Here is a perfectly replicated TradingView backtesting engine condensed into a single library function calculated with arrays. It includes TradingView's calculations for Net profit, Total Trades, Percent of Trades Profitable, Profit Factor, Max Drawdown (absolute and percent), and Average Trade (absolute and percent). Here's how TradingView defines each aspect of its backtesting system: Net Profit: The overall profit or loss achieved. Total Trades: The total number of closed trades, winning and losing. Percent Profitable: The percentage of winning trades, the number of winning trades divided by the total number of closed trades. Profit Factor: The amount of money the strategy made for every unit of money it lost, gross profits divided by gross losses. Max Drawdown: The greatest loss drawdown, i.e., the greatest possible loss the strategy had compared to its highest profits. Average Trade: The sum of money gained or lost by the average trade, Net Profit divided by the overall number of closed trades. Here's how each variable is defined in the library function: _backtest(bool _enter, bool _exit, float _startQty, float _tradeQty) bool _enter: When the strategy should enter a trade (entry condition) bool _exit: When the strategy should exit a trade (exit condition) float _startQty: The starting capital in the account (for BTCUSD, it is the amount of USD the account starts with) float _tradeQty: The amount of capital traded (if set to 1000 on BTCUSD, it will trade 1000 USD on each trade) Currently, this library only works with long strategies, and I've included a commented out section under DEMO STRATEGY where you can replicate my results with TradingView's backtesting engine. There's tons I could do with this beyond what is shown, but this was a project I worked on back in June of 2022 before getting burned out. Feel free to comment with any suggestions or bugs, and I'll try to add or fix them all soon. Here's my list of thing to add to the library currently (may not all be added): Add commission calculations. Add support for shorting Add a graph that resembles TradingView's overview graph. Clean and optimize code. Clean up in a way that makes it easy to add other TradingView calculations (such as Sharpe and Sortino ratio). Separate all variables, so they become accessible outside of calculations (such as gross profit, gross loss, number of winning trades, number of losing trades, etc.). Thanks for reading, OztheWoz
Libreria Pine Script™
di OztheWoz
3
Profit EstimateLibrary "profitestimate" Simple profit Estimatr. Engages when Position != 0 and holds until posittion is na/0... if position changes sizes, it will update automatically and adjust. it has an input for comission to estmate exit fees update_avgprice(_sizewas, _delta, _pricewas, _newprice)   Get a new Average position Price   Parameters:      _sizewas : (float) the position prior      _delta : (float) the order amount      _pricewas : (float) the prior price      _newprice : (float) the price of order   Returns: New Avg Price amount(_position, _close, _commission, _leverage, _fullqty)   Position Net Profit Net Commission, automatic on/off if position != 0   Parameters:      _position : (float) position size (total or margin size)      _close      _commission : (float) % where (0.1 = 0.1%)      _leverage : (float) optional if leveraged, default 1x      _fullqty : (bool) if position entered is tottal trade size default is margin qty (1/lev)   Returns: quote value of profit percent(_position, _close, _commission, _leverage, _fullqty)   Position Net Profit, automatic on/off if position != 0   Parameters:      _position : (float) position size (total or margin size)      _close      _commission : (float) % where (0.1 = 0.1%)      _leverage : (float) optional if leveraged, default 1x      _fullqty : (bool) if position entered is tottal trade size, default is margin qty (1/lev)   Returns: percentage profit (1% = 1)
Libreria Pine Script™
di kaigouthro
2
PlurexSignalStrategyLibrary "PlurexSignalStrategy" Provides functions that wrap the built in TradingView strategy functions so you can seemlessly integrate with Plurex Signal automation. NOTE: Be sure to: - set your strategy default_qty_value to the default entry percentage of your signal - set your strategy default_qty_type to strategy.percent_of_equity - set your strategy pyramiding to some value greater than 1 or something appropriate to your strategy in order to have multiple entries. long(secret, budgetPercentage, priceLimit, marketOverride)   Open a new long entry. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      budgetPercentage : Optional, The percentage of budget to use in the entry.      priceLimit : Optional, The worst price to accept for the entry.      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. longAndFixedStopLoss(secret, stop, budgetPercentage, priceLimit, marketOverride)   Open a new long entry. Wraps strategy function and sends plurex message as an alert. Also sets a gobal stop loss for full open position   Parameters:      secret : The secret for your Signal on plurex      stop : The trigger price for the stop loss. See strategy.exit documentation      budgetPercentage : Optional, The percentage of budget to use in the entry.      priceLimit : Optional, The worst price to accept for the entry.      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. longAndTrailingStopLoss(secret, trail_offset, trail_price, trail_points, budgetPercentage, priceLimit, marketOverride)   Open a new long entry. Wraps strategy function and sends plurex message as an alert. Also sets a gobal trailing stop loss for full open position. You must set one of trail_price or trail_points.   Parameters:      secret : The secret for your Signal on plurex      trail_offset : See strategy.exit documentation      trail_price : See strategy.exit documentation      trail_points : See strategy.exit documentation      budgetPercentage : Optional, The percentage of budget to use in the entry.      priceLimit : Optional, The worst price to accept for the entry.      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. short(secret, budgetPercentage, priceLimit, marketOverride)   Open a new short entry. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      budgetPercentage : Optional, The percentage of budget to use in the entry.      priceLimit : Optional, The worst price to accept for the entry.      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. shortAndFixedStopLoss(secret, stop, budgetPercentage, priceLimit, marketOverride)   Open a new short entry. Wraps strategy function and sends plurex message as an alert. Also sets a gobal stop loss for full open position   Parameters:      secret : The secret for your Signal on plurex      stop : The trigger price for the stop loss. See strategy.exit documentation      budgetPercentage : Optional, The percentage of budget to use in the entry.      priceLimit : Optional, The worst price to accept for the entry.      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. shortAndTrailingStopLoss(secret, trail_offset, trail_price, trail_points, budgetPercentage, priceLimit, marketOverride)   Open a new short entry. Wraps strategy function and sends plurex message as an alert. Also sets a gobal trailing stop loss for full open position. You must set one of trail_price or trail_points.   Parameters:      secret : The secret for your Signal on plurex      trail_offset : See strategy.exit documentation      trail_price : See strategy.exit documentation      trail_points : See strategy.exit documentation      budgetPercentage : Optional, The percentage of budget to use in the entry.      priceLimit : Optional, The worst price to accept for the entry.      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. closeAll(secret, marketOverride)   Close all positions. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. closeLongs(secret, marketOverride)   close all longs. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. closeShorts(secret, marketOverride)   close all shorts. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. closeLastLong(secret, marketOverride)   Close last long entry. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. closeLastShort(secret, marketOverride)   Close last short entry. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. closeFirstLong(secret, marketOverride)   Close first long entry. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own. closeFirstShort(secret, marketOverride)   Close first short entry. Wraps strategy function and sends plurex message as an alert.   Parameters:      secret : The secret for your Signal on plurex      marketOverride : Optional, defaults to the syminfo for the ticker. Use the `plurexMarket` function to build your own.
Libreria Pine Script™
di plurex
strategyLibrary "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 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.
Libreria Pine Script™
di Trendoscope
6
TradingWolfLibaryLibrary "TradingWolfLibary" getMA(int, string)   Gets a Moving Average based on type   Parameters:      int : length The MA period      string : maType The type of MA   Returns: A moving average with the given parameters minStop(float, simple, float, string)   Calculates and returns Minimum stop loss   Parameters:      float : entry price (Close if calculating on the entry candle)      simple : int Calculate how many bars back to look at swings      float : Minimum Stop Loss allowed (Should be x 0.01) if input      string : Direciton of trade either "Long" or "Short"   Returns: Stop Loss Value
Libreria Pine Script™
di TradingWolf
Strategy PnL LibraryLibrary "Strategy_PnL_Library" TODO: This is a library that helps you learn current pnl of open position and use it to create your own dynamic take profit or stop loss rules based on current level of your profit. It should only be used with strategies. inTrade()   inTrade: Checks if a position is currently open.   Returns: bool: true for yes, false for no. notInTrade()   inTrade: Checks if a position is currently open. Interchangeable with inTrade but just here for simple semantics.   Returns: bool: true for yes, false for no. pnl()   pnl: Calculates current profit or loss of position after the commission. If the strategy is not in trade it will always return na.   Returns: float: Current Profit or Loss of position, positive values for profit, negative values for loss. entryBars()   entryBars: Checks how many bars it's been since the entry of the position.   Returns: int: Returns a int of strategy entry bars back. Minimum value is always corrected to 1 to avoid lookback errors. pnlvelocity()   pnlvelocity: Calculates the velocity of pnl by following the change in open profit compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl velocity. pnlacc()   pnlacc: Calculates the acceleration of pnl by following the change in profit velocity compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl acceleration. pnljerk()   pnljerk: Calculates the jerk of pnl by following the change in profit acceleration compared to previous bar. If the strategy is not in trade it will always return na.   Returns: float: Returns a float value of pnl jerk. pnlhigh()   pnlhigh: Calculates the highest value the pnl has reached since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float highest value the pnl has reached. pnllow()   pnllow: Calculates the lowest value the pnl has reached since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float lowest value the pnl has reached. pnldev()   pnldev: Calculates the deviance of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float deviance value of the pnl. pnlvar()   pnlvar: Calculates the variance value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float variance value of the pnl. pnlstdev()   pnlstdev: Calculates the stdev value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float stdev value of the pnl. pnlmedian()   pnlmedian: Calculates the median value of the pnl since the start of the current position. If the strategy is not in trade it will always return na.   Returns: float: Returns a float median value of the pnl.
Libreria Pine Script™
di serkany88
2