2023년 7월 29일
Library "TradingToolsLibrary" Easily create advanced entries, exits, filters and qualifiers to simulate strategies. Supports DCA (Dollar Cost Averaging) Lines, Stop Losses, Take Profits (with trailing or without) & ATR.method deepCopy(this) This creates a deep copy instead of a shallow copy of an entry_position. This does NOT deep copy the self_pyramiding_positions array reference, since only the master entry_position needs this to track the rest of its copies for efficiency reasons. This is to prevent a feedback loop. Namespace types: entry_position Parameters: this (entry_position) Returns: entry_positionmethod precision_fix(this, precision) Convert a floating point number to a precise floating point number with digit precision to avoid floating point errors in quantity calculations. Namespace types: series float, simple float, input float, const float Parameters: this (float) precision (int) Returns: floatxSellBuyMidInterpolation(_x, _high, _low, _sellRange, _buyRange) Creates an interpolation for a sell range and buy range but with an emphasis on reaching the _low the closer to the middle of the _sell and _buy range you go. Parameters: _x (float) : is the value you want to use to control interpolation bewteen the _high and _low value. This will return the lowest percentage at the mid between high and low and highest percentage at the _high and _low. _high (float) _low (float) _sellRange (float) _buyRange (float) Returns: an interpolated float between the _high and _low supplied.xSellBuyInterpolation(_x, _high, _low, _sellRange, _buyRange) Creates an interpolation a sell range and buy range Parameters: _x (float) : is the value you want to use to control interpolation bewteen the _high and _low value. _high (float) _low (float) _sellRange (float) _buyRange (float) Returns: an interpolated float between the _high and _low supplied.activate_entries_and_exits(_entries, _exits, _filters, _qualifiers, _equity) Determines activation for entries or exits. Does not place the actual orders. Parameters: _entries (entry_position[]) _exits (exit_position[]) _filters (filter[]) _qualifiers (qualifier[]) _equity (equity_management) Returns: voidcreate_entries_and_exits(_entries, _exits, _equity) Creates actual entry and exit orders if activated Parameters: _entries (entry_position[]) _exits (exit_position[]) _equity (equity_management) Returns: voidfilter Fields: disabled (series__bool) filter_for_entries_or_exits (series__string) filter_for_groups (series__string) condition (series__bool) dynamic_condition (series__bool) use_dynamic_condition (series__bool) use_override_default_condition (series__bool) dynamic_condition_operator (series__string) dynamic_condition_source (series__float) dynamic_compare_source (series__float) dynamic_condition_source_prior (series__float) dynamic_compare_source_prior (series__float) use_dynamic_compare_source (series__bool) dynamic_condition_activate_value (series__string) expire_condition_activate_value (series__string) expire_condition_source (series__float) expire_condition_source_prior (series__float) expire_compare_source (series__float) expire_compare_source_prior (series__float) use_expire_compare_source (series__bool) expire_condition_operator (series__string) qualifier Fields: disabled (series__bool) qualify_for_entries_or_exits (series__string) qualify_for_groups (series__string) disqualify (series__bool) condition (series__bool) dynamic_condition (series__bool) use_dynamic_condition (series__bool) use_override_default_condition (series__bool) dynamic_condition_operator (series__string) dynamic_condition_source (series__float) dynamic_compare_source (series__float) dynamic_condition_source_prior (series__float) dynamic_compare_source_prior (series__float) use_dynamic_compare_source (series__bool) dynamic_condition_activate_value (series__string) expire_after_x_bars (series__integer) use_expire_after_x_bars (series__bool) use_expire_condition (series__bool) use_override_expire_condition (series__bool) expire_condition_operator (series__string) expire_condition_source (series__float) expire_compare_source (series__float) expire_condition_source_prior (series__float) expire_compare_source_prior (series__float) use_expire_compare_source (series__bool) expire_condition_activate_value (series__string) active (series__bool) expire_after_bars_bar_index (series__integer) expire_after_bars_bar_index_prior (series__integer) expire_bar_count (series__integer) expire_bar_changed (series__bool) entry_position Fields: disabled (series__bool) activate (series__bool) active (series__bool) override_occured (series__bool) passDebug (array__bool) initial_activation_price (series__float) dca_done (series__bool) condition (series__bool) dynamic_condition (series__bool) use_dynamic_condition (series__bool) use_override_default_condition (series__bool) dynamic_condition_operator (series__string) dynamic_condition_source (series__float) dynamic_compare_source (series__float) dynamic_condition_source_prior (series__float) dynamic_compare_source_prior (series__float) use_dynamic_compare_source (series__bool) dynamic_condition_activate_value (series__string) use_cash (series__bool) use_percent_equity (series__bool) percent_equity_amount (series__float) cash_amount (series__float) position_size (series__float) total_position_size (series__float) prior_total_position_size (series__float) equity_remaining (series__float) prior_equity_remaining (series__float) initial_equity (series__float) use_martingale (series__bool) martingale_win_ratio (series__float) martingale_lose_ratio (series__float) martingale_win_limit (series__integer) martingale_lose_limit (series__integer) martingale_limit_reset_mode (series__string) use_dynamic_percent_equity (series__bool) dynamic_percent_equity_amount (series__float) initial_dynamic_percent_equity_amount (series__float) dynamic_percent_equity_source (series__float) dynamic_percent_equity_min (series__float) dynamic_percent_equity_max (series__float) dynamic_percent_equity_source_sell_range (series__float) dynamic_percent_equity_source_buy_range (series__float) dynamic_equity_interpolation_method (series__string) total_bars (series__integer) bar_index_at_activate (series__integer) bars_since_active (series__integer) time_at_activate (series__integer) time_since_active (series__integer) bar_index_at_activated (series__integer) bar_index_at_pyramid_change (series__integer) name (series__string) id (series__string) group (series__string) pyramiding_limit (series__integer) self_pyramiding_limit (series__integer) self_pyramiding_positions (array__|entry_position|#OBJ) new_pyramid_cancels_dca (series__bool) num_active_long_positions (series__integer) num_active_short_positions (series__integer) num_active_positions (series__integer) position_remaining (series__float) prior_position_remaining (series__float) direction (series__string) allow_flip_position (series__bool) flip_occurred (series__bool) ignore_flip (series__bool) use_dca (series__bool) dca_use_limit (series__bool) dca_num_positions (series__integer) dca_positions (array__float) dca_deviation_percentage (series__float) dca_scale (series__float) dca_percentages (series__string) dca_close_cancels (series__bool) dca_active_positions (series__integer) use_atr_deviation (series__bool) dca_atr_length (series__integer) dca_atr_mult (series__float) dca_atr_updates_dca_positions (series__bool) close_price_at_order (series__float) dca_use_deviation_atr_min (series__bool) dca_position_quantities (array__float) use_dca_dynamic_percent_equity (series__bool) dca_in_use (array__bool) dca_activated (array__bool) dca_money_used (array__float) dca_lines (array__line) dca_color (series__color) show_dca_lines (series__bool) atr_value (series__float) atr_value_at_activation (series__float) use_cooldown_bars (series__bool) cooldown_bars (series__integer) cooldown_bar_changed (series__bool) cooldown_bar_index (series__integer) cooldown_bar_index_prior (series__integer) cooldown_bar_change_count (series__integer) expire_condition_activate_value (series__string) expire_condition_source (series__float) expire_condition_source_prior (series__float) expire_compare_source (series__float) expire_compare_source_prior (series__float) use_expire_compare_source (series__bool) expire_condition_operator (series__string) exit_position Fields: disabled (series__bool) id (series__string) group (series__string) exit_for_entries (series__string) exit_for_groups (series__string) total_bars (series__integer) name (series__string) condition (series__bool) dynamic_condition (series__bool) use_dynamic_condition (series__bool) use_override_default_condition (series__bool) dynamic_condition_operator (series__string) dynamic_condition_source (series__float) dynamic_compare_source (series__float) dynamic_condition_source_prior (series__float) dynamic_compare_source_prior (series__float) use_dynamic_compare_source (series__bool) dynamic_condition_activate_value (series__string) activate (series__bool) active (series__bool) reset_equity (series__bool) use_limit (series__bool) use_alerts (series__bool) reset_entry_cooldowns (series__bool) prevent_new_entries_on_partial_close (series__bool) show_activation_zone (series__bool) use_average_position (series__bool) source_value (series__float) trigger_x_times (series__integer) amount_of_times_triggered (series__integer) quantity_percent (series__float) trade_qty (series__float) exit_amount (series__float) entries_exiting_for (array__|entry_position|#OBJ) atr_value (series__float) update_atr (series__bool) use_activate_after_bars (series__bool) show_activate_after_bars (series__bool) activate_after_bars (series__integer) activate_after_bars_bar_changed (series__bool) activate_after_bars_bar_index (series__integer) activate_after_bars_bar_index_prior (series__integer) activate_after_bars_bar_change_count (series__integer) all_conditions_pass (series__bool) use_close_if_profit_only (series__bool) profit_value (series__float) exit_type (series__string) exit_modifier (series__string) update_atr_with_new_pyramid (series__bool) percentage (series__float) activation_percentage (series__float) atr_multiplier (series__float) use_cancel_if_percent (series__bool) cancel_if_percent (series__float) activation_value (series__float) activation_value_crossed (series__bool) exit_value (series__float) hypo_long_exit_value (series__float) hypo_short_exit_value (series__float) close_exit_value (series__float) debug (series__float) expire_condition_activate_value (series__string) expire_condition_source (series__float) expire_condition_source_prior (series__float) expire_compare_source (series__float) expire_compare_source_prior (series__float) use_expire_compare_source (series__bool) expire_condition_operator (series__string) equity_management Fields: equity (series__float) prior_equity (series__float) position_used (series__float) prior_position_used (series__float) prevent_future_entries (series__bool) minimum_order_size (series__float) decimal_rounding_precision (series__integer) direction (series__string) show_order_info_in_comments (series__bool) show_order_info_in_labels (series__bool) allow_longs (series__bool) allow_shorts (series__bool) override_occured (series__bool) flip_occured (series__bool) num_concurrent_wins (series__integer) num_concurrent_losses (series__integer) first_entry (|entry_position|#OBJ) num_win_trades (series__integer) num_losing_trades (series__integer)