Position

2023년 2월 7일

Library "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.

2023년 2월 7일

릴리즈 노트

v2 Updated thumbnail.

2023년 2월 7일

릴리즈 노트

v3

Added:
size(pos)
  Returns the number of shares held by a position.
  Parameters:
    pos: The position for which to read the size. A value of NA will return zero.

isActive(pos)
  Returns true if the position has shares.
  Parameters:
    pos: The position for which to read the size. A value of NA will return false.

2023년 2월 8일

릴리즈 노트

v4 Position State

Added:
state(pos)
  Returns the current state of the position.
  Parameters:
    pos: The position to read the state from.

DirectionState
  The state of a position in one direction
  Fields:
    change: The change in shares
    holding: Indicates whether a position is currently being held
    increased: Indicates whether the position has increased
    decreased: Indicates whether the position has decreased

State
  The bi-directional state of a position
  Fields:
    holding: Indicates whether a position is currently being held
    change
    long: The state of the long position
    short: The state of the short position

2023년 2월 8일

릴리즈 노트

v5 Handle NA values.

Updated:
state(pos)
  Returns the current state of the position.
  Parameters:
    pos: The position to read the size from.

2023년 2월 8일

릴리즈 노트

v6 Added a default labeling system. The label format can be changed the label is generated.

Added:
addLabel(pos, ts)
  Creates a lablel if a trade was made.
  Parameters:
    pos: The position.
    ts: The state of the position or result of the trade to generate a label from.
  Returns: The label that was generated or na if none.

Updated:
start()
  Starts a new (blank) position with no trades.
  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 result of the trade. (The state of the position.)

Position
  Represents a single position.
  Fields:
    size: The size of the position.
    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.

DirectionState
  The state of a position in one direction
  Fields:
    size: The size of the position
    change: The change in size
    holding: Indicates whether a position is currently being held
    increased: Indicates whether the position has increased
    decreased: Indicates whether the position has decreased

State
  The bi-directional state of a position
  Fields:
    size
    change
    holding: Indicates whether a position is currently being held
    long: The state of the long position
    short: The state of the short position
    price

2023년 2월 26일

릴리즈 노트

v7 Allow for appending details to tooltip.

2023년 2월 26일

릴리즈 노트

v8 Fix unmatched brace.

2023년 2월 26일

릴리즈 노트

v9 Moved details to bottom.

2023년 2월 28일

릴리즈 노트

v10 Leverage new PineScript extension features. Improve concatenation of strings using array.join.

2023년 2월 28일

릴리즈 노트

v11