SAT_BACKTEST @description TODO: Regroupement of useful functions

설명

⋅ 2023년 4월 27일 오후 4시 34분

Library "SAT_BACKTEST"

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

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

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

릴리즈 노트

⋅ 2023년 4월 29일 오전 1시 13분

v2

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

릴리즈 노트

⋅ 2023년 4월 29일 오전 1시 29분

v3

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

릴리즈 노트

⋅ 2023년 6월 12일 오후 4시 28분

v4

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

릴리즈 노트

⋅ 2023년 6월 12일 오후 4시 41분

v5

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

릴리즈 노트

⋅ 2023년 6월 12일 오후 4시 56분

v6

릴리즈 노트

⋅ 2023년 6월 12일 오후 11시 34분

v7

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

릴리즈 노트

⋅ 2023년 6월 13일 오전 7시 46분

v8

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

릴리즈 노트

⋅ 2023년 6월 13일 오전 8시 10분

v9

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

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

릴리즈 노트

⋅ 2023년 6월 13일 오후 9시 20분

v10

릴리즈 노트

⋅ 2023년 6월 13일 오후 9시 21분

v11

릴리즈 노트

⋅ 2023년 6월 15일 오전 4시 22분

v12

릴리즈 노트

⋅ 2023년 6월 15일 오전 5시 20분

v13

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

릴리즈 노트

⋅ 2023년 6월 16일 오전 1시 23분

v14

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

릴리즈 노트

⋅ 2023년 6월 16일 오전 1시 53분

v15

릴리즈 노트

⋅ 2023년 6월 16일 오전 2시 55분

v16

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

릴리즈 노트

⋅ 2023년 6월 17일 오전 7시 16분

v17

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

릴리즈 노트

⋅ 2023년 6월 18일 오전 2시 41분

v18

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

릴리즈 노트

⋅ 2023년 6월 18일 오전 2시 44분

v19

릴리즈 노트

⋅ 2023년 6월 18일 오전 3시 0분

v20

릴리즈 노트

⋅ 2023년 6월 18일 오전 3시 37분

v21

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

릴리즈 노트

⋅ 2023년 6월 18일 오전 3시 41분

v22

릴리즈 노트

⋅ 2023년 6월 18일 오전 3시 42분

v23

릴리즈 노트

⋅ 2023년 6월 18일 오전 3시 44분

v24

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

릴리즈 노트

⋅ 2023년 6월 18일 오전 4시 52분

v25

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

릴리즈 노트

⋅ 2023년 6월 18일 오전 6시 55분

v26

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

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

릴리즈 노트

⋅ 2023년 6월 18일 오전 7시 23분

v27

릴리즈 노트

⋅ 2023년 6월 18일 오전 7시 54분

v28

릴리즈 노트

⋅ 2023년 6월 19일 오전 3시 25분

v29

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