Hello 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...
Library "HendrixLIBRARY" getVolumeData() getLTF(customTimeframe, ltf) Parameters: customTimeframe ltf sumArray(a) Parameters: a arrs2vals(upVolumeArray, downVolumeArray, volArr) Parameters: upVolumeArray downVolumeArray volArr getVolumesFromUpDownArrays(upVolumeArray, downVolumeArray) Parameters: ...
Library "ZenLibrary" 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(float, float) Truncates (cuts) excess decimal places Parameters: float : _number The...
QUANTILE ESTIMATORS Weighted Harrell-Davis Quantile Estimator with Absolute Deviation Fences. DISCLAIMER: The Following indicator/code IS NOT intended to be a formal investment advice or recommendation by the author, nor should be construed as such. Users will be fully responsible by their use regarding their own trading vehicles/assets. The following...
TL;DR This script doesn't provide any buy/sell signals. This script won't make you profitable implicitly. This script is intended for utility function testing, library testing, custom assertions. It is free and open-source. Introduction About the idea: is not exclusive, programmers tend to use this method a lot and for a long time. The point is to...
Pinescript - Common Label & Line Array Functions Library by RagingRocketBull 2021 Version 1.0 This script provides a library of common array functions for arrays of label and line objects with live testing of all functions. Using this library you can easily create, update, delete, join label/line object arrays, and get/set properties of individual label/line...
Library "DrawIndicatorOnTheChart" this library is used to show an indicator (such RSI, CCI, MOM etc) on the main chart with indicator's horizontal lines in a window. Location of the window is calculated dynamically by last price movemements drawIndicator(indicatorName, indicator, indicatorcolor, period, indimax_, indimin_, levels, precision, xlocation) draws...
Library "MovingAveragesProxy" Moving Averages Proxy - Library of all moving averages spread out in different libraries rvwap(_src, fixedTfInput, minsInput, hoursInput, daysInput, minBarsInput) Calculates the Rolling VWAP (customized VWAP developed by the team of TradingView) Parameters: _src : (float) Source. Default: close fixedTfInput :...
Library "CreateAndShowZigzag" Functions in this library creates/updates zigzag array and shows the zigzag getZigzag(zigzag, prd, max_array_size) calculates zigzag using period Parameters: zigzag : is the float array for the zigzag (should be defined like "var zigzag = array.new_float(0)"). each zigzag points contains 2 element: 1. price level of the zz...
Library "fontilab" Provides function's indicators for pivot - trend - resistance. pivots(src, lenght, isHigh) Detecting pivot points (and returning price + bar index. Parameters: src : The chart we analyse. lenght : Used for the calcul. isHigh : lookging for high if true, low otherwise. Returns: The bar index and the price of the pivot. ...
A user defined function library of probability focused functions.
Library "MiteTricks" Matrix Global Registry. Get, Set, automatic growing, universal get/set, multi-matrix dictionaries, multi-dictionary matrixes.. add slice matrixes of any type, share one common global key registry pull up an item from a category, and item name ie a table of info. same cell needs a color, a size, a string, a value, etc.. all of which can be...
Library "GenericTrading" This library aims to collect rare but useful operations for get_most_recent_long_or_short_position_closed_index() : returns most recent long/short closed bar index. get_most_recent_long_or_short_position_open_index() : returns most recent long/short closed bar index. These two functions designed to help to speed up the...
Library "statistics" General statistics library. erf(x) The "error function" encountered in integrating the normal distribution (which is a normalized form of the Gaussian function). Parameters: x : The input series. Returns: The Error Function evaluated for each element of x. erfc(x) Parameters: x : The input series Returns: The...
Library "Bursa_Sector" : List of stocks classified by sector in Bursa Malaysia (As of Oct 2021) getSector() This function will get the sector of current stock that listed in Bursa Malaysia
Library "ReduceSecurityCalls" This library allows you to reduce the number of request.security calls to 1 per symbol per timeframe. Script provides example how to use it with request.security and possible optimisation applied to htf data call. This data can be used to calculate everything you need and more than that (for example you can calculate 4 emas with...
Library "SetSessionTimesIndia" This library might be useful to code an indicator or strategy that requires to call Indian trading sessions at NSE and MCX. SetSessionTimes()
Library "Helpers" ma(source, length, type) Generates moving average based on the given parameters Parameters: source : - series length : - length of the moving average type : - type of moving average (SMA, WMA, VWMA, RMA, HMA, LSMA, MAEMA, TMA) default: EMA @ returns - moving average series nearby(a, b, atr_period, atr_deviation)...