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lib_priceactionLibrary "lib_priceaction" a library for everything related to price action, starting off with displacements displacement(len, min_strength, o, c)   calculate if there is a displacement and how strong it is   Parameters:      len (int) : The amount of candles to consider for the deviation      min_strength (float) : The minimum displacement strength to trigger a signal      o (float) : The source series on which calculations are based      c (float) : The source series on which calculations are based   Returns: a tuple of (bool signal, float displacement_strength)
Pine Script® 라이브러리
robbatt의
2
Spot Symbols for CryptoLibrary "CryptoSpotSymbols" This Library has one purpose only. It generate Symbols for the Crypto Spot Market, like all the currencies pairs of most Crypto Exchanges available to TradingView. Have a look at .find() , which is an all in one function. Binance(basecurrency)   Generate 27 Symbols for the Spot Market of Binance.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: BinanceUS(basecurrency)   Generate seven Symbols for the Spot Market of BinanceUS.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Bitfinex(basecurrency)   Generate 12 Symbols for the Spot Market of Bitfinex.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: bitFlyer(basecurrency)   Generate three Symbols for the Spot Market of bitFlyer.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Bitget(basecurrency)   Generate seven Symbols for the Spot Market of Bitget.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Bithumb(basecurrency)   Generate two Symbols for the Spot Market of Bithumb.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: bitkub(basecurrency)   Generate one Symbol for the Spot Market of bitkub.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: THB BitMEX(basecurrency)   Generate two Symbols for the Spot Market of BitMEX.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: bitpanda_pro(basecurrency)   Generate six Symbols for the Spot Market of bitpanda pro.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: bitrue(basecurrency)   Generate nine Symbols for the Spot Market of bitrue.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Bitstamp(basecurrency)   Generate eight Symbols for the Spot Market of Bitstamp.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: BITTREX(basecurrency)   Generate six Symbols for the Spot Market of BITTREX.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: BTSE(basecurrency)   Generate 15 Symbols for the Spot Market of BTSE.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: BYBIT(basecurrency)   Generate five Symbols for the Spot Market of BYBIT.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: CapitalCom(basecurrency)   Generate five Symbols for the Spot Market of capital.com.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: coinbase(basecurrency)   Generate seven Symbols for the Spot Market of coinbase.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: CoinEx(basecurrency)   Generate three Symbols for the Spot Market of CoinEx.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: CurrencyCom(basecurrency)   Generate 30 Symbols for the Spot Market of currency.com.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Delta(basecurrency)   Generate one Symbol for the Spot Market of Delta.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: USDT Deribit(basecurrency)   Generate two Symbols for the Spot Market of Deribit.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: easyMarkets(basecurrency)   Generate one Symbol for the Spot Market of easyMarkets.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: USD Eightcap(basecurrency)   Generate one Symbol for the Spot Market of Eightcap.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: USD ExMo(basecurrency)   Generate ten Symbols for the Spot Market of ExMo.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: FOREXcom(basecurrency)   Generate four Symbols for the Spot Market of FOREX.com.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: FXCM(basecurrency)   Generate three Symbols for the Spot Market of FXCM.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: GateIO(basecurrency)   Generate five Symbols for the Spot Market of Gate.io.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Gemini(basecurrency)   Generate ten Symbols for the Spot Market of Gemini.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Kraken(basecurrency)   Generate 14 Symbols for the Spot Market of Kraken.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: KuCoin(basecurrency)   Generate 13 Symbols for the Spot Market of KuCoin.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: MEXC(basecurrency)   Generate six Symbols for the Spot Market of MEXC.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: OANDA(basecurrency)   Generate one Symbol for the Spot Market of OANDA.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: USD OKX(basecurrency)   Generate six Symbols for the Spot Market of OKX.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Pepperstone(basecurrency)   Generate one Symbol for the Spot Market of Pepperstone.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: USD phemex(basecurrency)   Generate four Symbols for the Spot Market of phemex.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: POLONIEX(basecurrency)   Generate nine Symbols for the Spot Market of POLONIEX.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Pyth(basecurrency)   Generate three Symbols for the Spot Market of Pyth.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: Skilling(basecurrency)   Generate four Symbols for the Spot Market of Skilling.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: TimeX(basecurrency)   Generate six Symbols for the Spot Market of TimeX.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: TradeStation(basecurrency)   Generate four Symbols for the Spot Market of TradeStation.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: UpBit(basecurrency)   Generate four Symbols for the Spot Market of UpBit.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: whitebit(basecurrency)   Generate 13 Symbols for the Spot Market of whitebit.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: WOOX(basecurrency)   Generate two Symbols for the Spot Market of WOO.   Parameters:      basecurrency (simple string) : Its the Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`.   Returns: find(exchange, basecurrency)   Generate up to 30 Symbols for the Spot Market, depending on the market picked.   Parameters:      exchange (simple string) : The name of an Exchange. Case insensitivity. Optional. Default value is `syminfo.prefix`. If something else is put in here it will return `na` values.      basecurrency (simple string) : The Basecurrency to generate the Symbols with. Optional. Default value is `syminfo.basecurrency`   Returns: 30x string as tuple
Pine Script® 라이브러리
weak_hand의
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)
Pine Script® 라이브러리
robbatt의
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
Pine Script® 라이브러리
CN_FX-999의
lib_trackingLibrary "lib_tracking" tracking highest and lowest with anchor point to track over dynamic periods, e.g. to track a Session HH/LL live and get the bar/time of the LTF wick that matches the HTF HH/LL // DESIGN DECISION // why anchored replacements for ta.highest / ta.highestbars / ta.lowest / ta.lowestbars: // 1. they require a fixed length/lookback which makes it easier to calculate, but // 2. this prevents us from tracking the HH/LL of a changing timeframe, e.g. live tracking the HH/LL of a running session or unfinished higher timeframe // 3. tracking with anchor/start/reset flag allows to persist values until the next start/reset, so no other external storage is required track_highest(value, reset, track_this_bar)   Parameters:      value (float)      reset (bool) : boolean flag to restart tracking from this point (a.k.a anchor)      track_this_bar (bool) : allows enabling and disabling of tracking, e.g. before a session starts or after it ends, values can be kept until next reset. track_lowest(value, reset, track_this_bar)   Parameters:      value (float)      reset (bool) : boolean flag to restart tracking from this point (a.k.a anchor)      track_this_bar (bool) : allows enabling and disabling of tracking, e.g. before a session starts or after it ends, values can be kept until next reset. track_hl_htf(htf, value_high, value_low)   Parameters:      htf (string) : the higher timeframe in pinescript string notation      value_high (float)      value_low (float)   Returns:
Pine Script® 라이브러리
robbatt의
lib_arrayLibrary "lib_array" several array functions for chained calls, batch conversion, incrementing and comparing arrays. method sort(id, descending)   Namespace types: int   Parameters:      id (int ) : The array to sort (and return again)      descending (bool) : The sort order: order.ascending (default:false, meaning omit this param and just call myArray.sort()) or order.descending => set descending=true @return The array that was passed as parameter id method sort(id, descending)   Namespace types: float   Parameters:      id (float ) : The array to sort (and return again)      descending (bool) : The sort order: order.ascending (default:false, meaning omit this param and just call myArray.sort()) or order.descending => set descending=true @return The array that was passed as parameter id method sort(id, descending)   Namespace types: string   Parameters:      id (string ) : The array to sort (and return again)      descending (bool) : The sort order: order.ascending (default:false, meaning omit this param and just call myArray.sort()) or order.descending => set descending=true @return The array that was passed as parameter id method increment(id, by_value)   Namespace types: int   Parameters:      id (int ) : The array to increment (and return again)      by_value (int) : The value by which to increment (default: 1) @return The array that was passed as parameter id method increment(id, by_value)   Namespace types: float   Parameters:      id (float ) : The array to increment (and return again)      by_value (float) : The value by which to increment (default: 1.0) @return The array that was passed as parameter id method decrement(id, by_value)   Namespace types: int   Parameters:      id (int ) : The array to increment (and return again)      by_value (int) : The value by which to increment (default: 1) @return The array that was passed as parameter id method decrement(id, by_value)   Namespace types: float   Parameters:      id (float ) : The array to increment (and return again)      by_value (float) : The value by which to increment (default: 1.0) @return The array that was passed as parameter id method toint(id)   Namespace types: string   Parameters:      id (string ) : The array to convert method toint(id)   Namespace types: float   Parameters:      id (float ) : The array to convert method tofloat(id)   Namespace types: string   Parameters:      id (string ) : The array to convert method tofloat(id)   Namespace types: int   Parameters:      id (int ) : The array to convert method tostring(id)   Namespace types: int   Parameters:      id (int ) : The array to convert method tostring(id)   Namespace types: float   Parameters:      id (float ) : The array to convert method tobool(id)   Namespace types: float   Parameters:      id (float ) : The array to convert method tobool(id)   Namespace types: int   Parameters:      id (int ) : The array to convert method tobool(id)   Namespace types: string   Parameters:      id (string ) : The array to convert method sum(id)   Namespace types: bool   Parameters:      id (bool ) : The array to convert method enqueue(id, item, max, condition, lifo)   Namespace types: int   Parameters:      id (int ) : The array that is used as queue      item (int) : The item to enqueue (at pos 0, unless lifo = true)      max (int) : The max size of the queue      condition (bool) : An optional flag that allows disabling the adding, which in turn will prevent for in loops from ever running and save performance where not needed      lifo (bool) : An optional flag that allows to change the behavior from First In Last Out (default and consistent with pine scripts history operator with most recent elements at index 0) to a more common and resource efficient approach in programming languages: Last In First Out   Returns: The queue passed as param id method enqueue(id, item, max, condition, lifo)   Namespace types: float   Parameters:      id (float ) : The array that is used as queue      item (float) : The item to enqueue (at pos 0, unless lifo = true)      max (int) : The max size of the queue      condition (bool) : An optional flag that allows disabling the adding, which in turn will prevent for in loops from ever running and save performance where not needed      lifo (bool) : An optional flag that allows to change the behavior from First In Last Out (default and consistent with pine scripts history operator with most recent elements at index 0) to a more common and resource efficient approach in programming languages: Last In First Out   Returns: The queue passed as param id method enqueue(id, item, max, condition, lifo)   Namespace types: string   Parameters:      id (string ) : The array that is used as queue      item (string) : The item to enqueue (at pos 0, unless lifo = true)      max (int) : The max size of the queue      condition (bool) : An optional flag that allows disabling the adding, which in turn will prevent for in loops from ever running and save performance where not needed      lifo (bool) : An optional flag that allows to change the behavior from First In Last Out (default and consistent with pine scripts history operator with most recent elements at index 0) to a more common and resource efficient approach in programming languages: Last In First Out   Returns: The queue passed as param id method enqueue(id, item, max, condition, lifo)   Namespace types: line   Parameters:      id (line ) : The array that is used as queue      item (line) : The item to enqueue (at pos 0, unless lifo = true)      max (int) : The max size of the queue      condition (bool) : An optional flag that allows disabling the adding, which in turn will prevent for in loops from ever running and save performance where not needed      lifo (bool) : An optional flag that allows to change the behavior from First In Last Out (default and consistent with pine scripts history operator with most recent elements at index 0) to a more common and resource efficient approach in programming languages: Last In First Out   Returns: The queue passed as param id method enqueue(id, item, max, condition, lifo)   Namespace types: box   Parameters:      id (box ) : The array that is used as queue      item (box) : The item to enqueue (at pos 0, unless lifo = true)      max (int) : The max size of the queue      condition (bool) : An optional flag that allows disabling the adding, which in turn will prevent for in loops from ever running and save performance where not needed      lifo (bool) : An optional flag that allows to change the behavior from First In Last Out (default and consistent with pine scripts history operator with most recent elements at index 0) to a more common and resource efficient approach in programming languages: Last In First Out   Returns: The queue passed as param id
Pine Script® 라이브러리
robbatt의
lib_unitLibrary "lib_unit" functions for assertions and unit testing method init(this)   Namespace types: Test   Parameters:      this (Test) method is_true(this, expression, message)   assert that expression is true, if it's false a runtime error will be thrown   Namespace types: Test   Parameters:      this (Test)      expression (bool) : The value to be true      message (string) : The message to print in the runtime error method is_false(this, expression, message)   assert that expression is false, if it's true a runtime error will be thrown   Namespace types: Test   Parameters:      this (Test)      expression (bool) : The value to be false      message (string) : The message to print in the runtime error method equals(this, expression, expected, message)   assert if expression and expected are equal, if they don't match a runtime error will be thrown   Namespace types: Test   Parameters:      this (Test)      expression (string) : The value to test      expected (string) : The expected value      message (string) : The message to print in the runtime error method equals(this, expression, expected, message)   assert if expression and expected are equal, if they don't match a runtime error will be thrown   Namespace types: Test   Parameters:      this (Test)      expression (int) : The value to test      expected (int) : The expected value      message (string) : The message to print in the runtime error method equals(this, expression, expected, message)   assert if expression and expected are equal, if they don't match a runtime error will be thrown   Namespace types: Test   Parameters:      this (Test)      expression (float) : The value to test      expected (float) : The expected value      message (string) : The message to print in the runtime error method equals(this, expression, expected, message)   assert if expression and expected are equal, if they don't match a runtime error will be thrown. This version is testing length, order and values   Namespace types: Test   Parameters:      this (Test)      expression (string ) : The array to test      expected (string ) : The expected array      message (string) : The message to print in the runtime error method equals(this, expression, expected, message)   assert if expression and expected are equal, if they don't match a runtime error will be thrown. This version is testing length, order and values   Namespace types: Test   Parameters:      this (Test)      expression (int ) : The array to test      expected (int ) : The expected array      message (string) : The message to print in the runtime error method equals(this, expression, expected, message)   assert if expression and expected are equal, if they don't match a runtime error will be thrown. This version is testing length, order and values   Namespace types: Test   Parameters:      this (Test)      expression (float ) : The array to test      expected (float ) : The expected array      message (string) : The message to print in the runtime error method not_na(this, expression, message)   assert if expression is not na, if it is a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression (string) : The value to test      message (string) : The message to print in the runtime error method not_na(this, expression, message)   assert if expression is not na, if it is a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression (int) : The value to test      message (string) : The message to print in the runtime error method not_na(this, expression, message)   assert if expression is not na, if it is a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression (float) : The value to test      message (string) : The message to print in the runtime error method not_na(this, expression, message)   assert if expression is not na, if it is a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression (string ) : The value to test      message (string) : The message to print in the runtime error method not_na(this, expression, message)   assert if expression is not na, if it is a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression (int ) : The value to test      message (string) : The message to print in the runtime error method not_na(this, expression, message)   assert if expression is not na, if it is a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression (float ) : The value to test      message (string) : The message to print in the runtime error method gt(this, expression1, expression2, message)   assert that expression1 > expression2, if it is not, a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression1 (int) : The value that should be greater      expression2 (int) : The value that should be lesser      message (string) : The message to print in the runtime error method gt(this, expression1, expression2, message)   assert that expression1 > expression2, if it is not, a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression1 (float) : The value that should be greater      expression2 (int) : The value that should be lesser      message (string) : The message to print in the runtime error method gte(this, expression1, expression2, message)   assert that expression1 >= expression2, if it is not, a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression1 (int) : The value that should be greater or equal      expression2 (int) : The value that should be lesser or equal      message (string) : The message to print in the runtime error method gte(this, expression1, expression2, message)   assert that expression1 >= expression2, if it is not, a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression1 (float) : The value that should be greater or equal      expression2 (int) : The value that should be lesser or equal      message (string) : The message to print in the runtime error method lt(this, expression1, expression2, message)   assert that expression1 < expression2, if it is not, a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression1 (int) : The value that should be lesser      expression2 (int) : The value that should be greater      message (string) : The message to print in the runtime error method lt(this, expression1, expression2, message)   assert that expression1 < expression2, if it is not, a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression1 (float) : The value that should be lesser      expression2 (int) : The value that should be greater      message (string) : The message to print in the runtime error method lte(this, expression1, expression2, message)   assert that expression1 <= expression2, if it is not, a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression1 (int) : The value that should be lesser or equal      expression2 (int) : The value that should be greater or equal      message (string) : The message to print in the runtime error method lte(this, expression1, expression2, message)   assert that expression1 <= expression2, if it is not, a runtime error will be thrown.   Namespace types: Test   Parameters:      this (Test)      expression1 (float) : The value that should be lesser or equal      expression2 (int) : The value that should be greater or equal      message (string) : The message to print in the runtime error Test   Fields:      strict (series__bool)      verbose (series__bool)      logger (|robbatt/lib_log/2;Logger|#OBJ)
Pine Script® 라이브러리
robbatt의
lib_logLibrary "lib_log" library for logging and debugging pine scripts method init(this)   Namespace types: Logger   Parameters:      this (Logger) method debug(this, message, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger to add the entry to      message (string) : The Message to add      condition (bool) : optional flag to enable disable logging of this entry dynamically (default: true) method info(this, message, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger to add the entry to      message (string) : The Message to add      condition (bool) : optional flag to enable disable logging of this entry dynamically (default: true) method success(this, message, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger to add the entry to      message (string) : The Message to add      condition (bool) : optional flag to enable disable logging of this entry dynamically (default: true) method warning(this, message, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger to add the entry to      message (string) : The Message to add      condition (bool) : optional flag to enable disable logging of this entry dynamically (default: true) method error(this, message, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger to add the entry to      message (string) : The Message to add      condition (bool) : optional flag to enable disable logging of this entry dynamically (default: true) method debug_bar(this, message, bar, y, y_offset, last_only, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger object to check global min level condition      message (string) : The string to print      bar (int) : The bar to print the label at (default: bar_index)      y (float) : The price value to print at (default: high)      y_offset (float) : A price offset from y if you want to print multiple labels at the same spot      last_only (bool)      condition (bool) method info_bar(this, message, bar, y, y_offset, last_only, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger object to check global min level condition      message (string) : The string to print      bar (int) : The bar to print the label at (default: bar_index)      y (float) : The price value to print at (default: high)      y_offset (float) : A price offset from y if you want to print multiple labels at the same spot      last_only (bool)      condition (bool) method success_bar(this, message, bar, y, y_offset, last_only, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger object to check global min level condition      message (string) : The string to print      bar (int) : The bar to print the label at (default: bar_index)      y (float) : The price value to print at (default: high)      y_offset (float) : A price offset from y if you want to print multiple labels at the same spot      last_only (bool)      condition (bool) method warning_bar(this, message, bar, y, y_offset, last_only, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger object to check global min level condition      message (string) : The string to print      bar (int) : The bar to print the label at (default: bar_index)      y (float) : The price value to print at (default: high)      y_offset (float) : A price offset from y if you want to print multiple labels at the same spot      last_only (bool)      condition (bool) method error_bar(this, message, bar, y, y_offset, last_only, condition)   Namespace types: Logger   Parameters:      this (Logger) : Logger object to check global min level condition      message (string) : The string to print      bar (int) : The bar to print the label at (default: bar_index)      y (float) : The price value to print at (default: high)      y_offset (float) : A price offset from y if you want to print multiple labels at the same spot      last_only (bool)      condition (bool) LogEntry   Fields:      timestamp (series__integer)      bar (series__integer)      level (series__integer)      message (series__string) Logger   Fields:      min_level (series__integer)      color_logs (series__bool)      max_lines (series__integer)      line_idx (series__integer)      table_pos (series__string)      display (series__table)      log (array__|LogEntry|#OBJ)
Pine Script® 라이브러리
robbatt의
DerivativeAlertPlaceHoldersLibrary "DerivativeAlertPlaceHolders" TODO: Creation of Placeholders for Alerts, for using in FNO segment. BasicPH(CustomMessage)   Parameters:      CustomMessage (string) : TODO: Requires Custom Input of Message   Returns: TODO: String with PH CustomPlaceHoldersFNO(CustomInputMessage, InputPrice)   Parameters:      CustomInputMessage (string) : TODO: Requires Custom Input of Message      InputPrice (float)   Returns: TODO: Alert String with PH used in major FNO alert Segments
Pine Script® 라이브러리
TradeWiseWithEase의
VolatilityIndicatorsLibrary "VolatilityIndicators" This is a library of Volatility Indicators . It aims to facilitate the grouping of this category of indicators, and also offer the customized supply of the parameters and sources, not being restricted to just the closing price. @Thanks and credits: 1. Dynamic Zones: Leo Zamansky, Ph.D., and David Stendahl 2. Deviation: Karl Pearson (code by TradingView) 3. Variance: Ronald Fisher (code by TradingView) 4. Z-score: Veronique Valcu (code by HPotter) 5. Standard deviation: Ronald Fisher (code by TradingView) 6. ATR (Average True Range): J. Welles Wilder (code by TradingView) 7. ATRP (Average True Range Percent): millerrh 8. Historical Volatility: HPotter 9. Min-Max Scale Normalization: gorx1 10. Mean Normalization: gorx1 11. Standardization: gorx1 12. Scaling to unit length: gorx1 13. LS Volatility Index: Alexandre Wolwacz (Stormer), Fabrício Lorenz, Fábio Figueiredo (Vlad) (code by me) 14. Bollinger Bands: John Bollinger (code by TradingView) 15. Bollinger Bands %: John Bollinger (code by TradingView) 16. Bollinger Bands Width: John Bollinger (code by TradingView) dev(source, length, anotherSource)   Deviation. Measure the difference between a source in relation to another source   Parameters:      source (float)      length (simple int) : (int) Sequential period to calculate the deviation      anotherSource (float) : (float) Source to compare   Returns: (float) Bollinger Bands Width variance(src, mean, length, biased, degreesOfFreedom)   Variance. A statistical measurement of the spread between numbers in a data set. More specifically, variance measures how far each number in the set is from the mean (average), and thus from every other number in the set. Variance is often depicted by this symbol: σ2. It is used by both analysts and traders to determine volatility and market security.   Parameters:      src (float) : (float) Source to calculate variance      mean (float) : (float) Mean (Moving average)      length (simple int) : (int) The sequential period to calcule the variance (number of values in data set)      biased (simple bool) : (bool) Defines the type of standard deviation. If true, uses biased sample variance (n),      degreesOfFreedom (simple int) : (int) Degrees of freedom. The number of values in the final calculation of a statistic that are free to vary. Default value is n-1, where n here is length. Only applies when biased parameter is defined as true.   Returns: (float) Standard deviation stDev(src, length, mean, biased, degreesOfFreedom)   Measure the Standard deviation from a source in relation to it's moving average. In this implementation, you pass the average as a parameter, allowing a more personalized calculation.   Parameters:      src (float) : (float) Source to calculate standard deviation      length (simple int) : (int) The sequential period to calcule the standard deviation      mean (float) : (float) Moving average.      biased (simple bool) : (bool) Defines the type of standard deviation. If true, uses biased sample variance (n), else uses unbiased sample variance (n-1 or another value, as long as it is in the range between 1 and n-1), where n=length.      degreesOfFreedom (simple int) : (int) Degrees of freedom. The number of values in the final calculation of a statistic that are free to vary. Default value is n-1, where n here is length.   Returns: (float) Standard deviation zscore(src, mean, length, biased, degreesOfFreedom)   Z-Score. A z-score is a statistical measurement that indicates how many standard deviations a data point is from the mean of a data set. It is also known as a standard score. The formula for calculating a z-score is (x - μ) / σ, where x is the individual data point, μ is the mean of the data set, and σ is the standard deviation of the data set. Z-scores are useful in identifying outliers or extreme values in a data set. A positive z-score indicates that the data point is above the mean, while a negative z-score indicates that the data point is below the mean. A z-score of 0 indicates that the data point is equal to the mean. Z-scores are often used in hypothesis testing and determining confidence intervals. They can also be used to compare data sets with different units or scales, as the z-score standardizes the data. Overall, z-scores provide a way to measure the relative position of a data point in a data   Parameters:      src (float) : (float) Source to calculate z-score      mean (float) : (float) Moving average.      length (simple int) : (int) The sequential period to calcule the standard deviation      biased (simple bool) : (bool) Defines the type of standard deviation. If true, uses biased sample variance (n), else uses unbiased sample variance (n-1 or another value, as long as it is in the range between 1 and n-1), where n=length.      degreesOfFreedom (simple int) : (int) Degrees of freedom. The number of values in the final calculation of a statistic that are free to vary. Default value is n-1, where n here is length.   Returns: (float) Z-score atr(source, length)   ATR: Average True Range. Customized version with source parameter.   Parameters:      source (float) : (float) Source      length (simple int) : (int) Length (number of bars back)   Returns: (float) ATR atrp(length, sourceP)   ATRP (Average True Range Percent)   Parameters:      length (simple int) : (int) Length (number of bars back) for ATR      sourceP (float) : (float) Source for calculating percentage relativity   Returns: (float) ATRP atrp(source, length, sourceP)   ATRP (Average True Range Percent). Customized version with source parameter.   Parameters:      source (float) : (float) Source for ATR      length (simple int) : (int) Length (number of bars back) for ATR      sourceP (float) : (float) Source for calculating percentage relativity   Returns: (float) ATRP historicalVolatility(lengthATR, lengthHist)   Historical Volatility   Parameters:      lengthATR (simple int) : (int) Length (number of bars back) for ATR      lengthHist (simple int) : (int) Length (number of bars back) for Historical Volatility   Returns: (float) Historical Volatility historicalVolatility(source, lengthATR, lengthHist)   Historical Volatility   Parameters:      source (float) : (float) Source for ATR      lengthATR (simple int) : (int) Length (number of bars back) for ATR      lengthHist (simple int) : (int) Length (number of bars back) for Historical Volatility   Returns: (float) Historical Volatility minMaxNormalization(src, numbars)   Min-Max Scale Normalization. Maximum and minimum values are taken from the sequential range of numbars bars back, where numbars is a number defined by the user.   Parameters:      src (float) : (float) Source to normalize      numbars (simple int) : (int) Numbers of sequential bars back to seek for lowest and hightest values.   Returns: (float) Normalized value minMaxNormalization(src, numbars, minimumLimit, maximumLimit)   Min-Max Scale Normalization. Maximum and minimum values are taken from the sequential range of numbars bars back, where numbars is a number defined by the user. In this implementation, the user explicitly provides the desired minimum (min) and maximum (max) values for the scale, rather than using the minimum and maximum values from the data.   Parameters:      src (float) : (float) Source to normalize      numbars (simple int) : (int) Numbers of sequential bars back to seek for lowest and hightest values.      minimumLimit (simple float) : (float) Minimum value to scale      maximumLimit (simple float) : (float) Maximum value to scale   Returns: (float) Normalized value meanNormalization(src, numbars, mean)   Mean Normalization   Parameters:      src (float) : (float) Source to normalize      numbars (simple int) : (int) Numbers of sequential bars back to seek for lowest and hightest values.      mean (float) : (float) Mean of source   Returns: (float) Normalized value standardization(src, mean, stDev)   Standardization (Z-score Normalization). How "outside the mean" values relate to the standard deviation (ratio between first and second)   Parameters:      src (float) : (float) Source to normalize      mean (float) : (float) Mean of source      stDev (float) : (float) Standard Deviation   Returns: (float) Normalized value scalingToUnitLength(src, numbars)   Scaling to unit length   Parameters:      src (float) : (float) Source to normalize      numbars (simple int) : (int) Numbers of sequential bars back to seek for lowest and hightest values.   Returns: (float) Normalized value lsVolatilityIndex(movingAverage, sourceHvol, lengthATR, lengthHist, lenNormal, lowerLimit, upperLimit)   LS Volatility Index. Measures the volatility of price in relation to an average.   Parameters:      movingAverage (float) : (float) A moving average      sourceHvol (float) : (float) Source for calculating the historical volatility      lengthATR (simple int) : (float) Length for calculating the ATR (Average True Range)      lengthHist (simple int) : (float) Length for calculating the historical volatility      lenNormal (simple int) : (float) Length for normalization      lowerLimit (simple int)      upperLimit (simple int)   Returns: (float) LS Volatility Index lsVolatilityIndex(sourcePrice, movingAverage, sourceHvol, lengthATR, lengthHist, lenNormal, lowerLimit, upperLimit)   LS Volatility Index. Measures the volatility of price in relation to an average.   Parameters:      sourcePrice (float) : (float) Source for measure the distance      movingAverage (float) : (float) A moving average      sourceHvol (float) : (float) Source for calculating the historical volatility      lengthATR (simple int) : (float) Length for calculating the ATR (Average True Range)      lengthHist (simple int) : (float) Length for calculating the historical volatility      lenNormal (simple int)      lowerLimit (simple int)      upperLimit (simple int)   Returns: (float) LS Volatility Index bollingerBands(src, length, mult, basis)   Bollinger Bands. A Bollinger Band is a technical analysis tool defined by a set of lines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of the security's price, but can be adjusted to user preferences. In this version you can pass a customized basis (moving average), not only SMA.   Parameters:      src (float) : (float) Source to calculate standard deviation used in Bollinger Bands      length (simple int) : (int) The time period to be used in calculating the standard deviation      mult (simple float) : (float) Multiplier used in standard deviation. Basically, the upper/lower bands are standard deviation multiplied by this.      basis (float) : (float) Basis of Bollinger Bands (a moving average)   Returns: (float) A tuple of Bollinger Bands, where index 1=basis; 2=basis+dev; 3=basis-dev; and dev=multiplier*stdev bollingerBands(src, length, aMult, basis)   Bollinger Bands. A Bollinger Band is a technical analysis tool defined by a set of lines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of the security's price, but can be adjusted to user preferences. In this version you can pass a customized basis (moving average), not only SMA. Also, various multipliers can be passed, thus getting more bands (instead of just 2).   Parameters:      src (float) : (float) Source to calculate standard deviation used in Bollinger Bands      length (simple int) : (int) The time period to be used in calculating the standard deviation      aMult (float ) : (float ) An array of multiplies used in standard deviation. Basically, the upper/lower bands are standard deviation multiplied by this. This array of multipliers permit the use of various bands, not only 2.      basis (float) : (float) Basis of Bollinger Bands (a moving average)   Returns: (float ) An array of Bollinger Bands, where: index 1=basis; 2=basis+dev1; 3=basis-dev1; 4=basis+dev2, 5=basis-dev2, 6=basis+dev2, 7=basis-dev2, Nup=basis+devN, Nlow=basis-devN and dev1, dev2, devN are ```multiplier N * stdev``` bollingerBandsB(src, length, mult, basis)   Bollinger Bands %B - or Percent Bandwidth (%B). Quantify or display where price (or another source) is in relation to the bands. %B can be useful in identifying trends and trading signals. Calculation: %B = (Current Price - Lower Band) / (Upper Band - Lower Band)   Parameters:      src (float) : (float) Source to calculate standard deviation used in Bollinger Bands      length (simple int) : (int) The time period to be used in calculating the standard deviation      mult (simple float) : (float) Multiplier used in standard deviation      basis (float) : (float) Basis of Bollinger Bands (a moving average)   Returns: (float) Bollinger Bands %B bollingerBandsB(src, length, aMult, basis)   Bollinger Bands %B - or Percent Bandwidth (%B). Quantify or display where price (or another source) is in relation to the bands. %B can be useful in identifying trends and trading signals. Calculation %B = (Current Price - Lower Band) / (Upper Band - Lower Band)   Parameters:      src (float) : (float) Source to calculate standard deviation used in Bollinger Bands      length (simple int) : (int) The time period to be used in calculating the standard deviation      aMult (float ) : (float ) Array of multiplier used in standard deviation. Basically, the upper/lower bands are standard deviation multiplied by this. This array of multipliers permit the use of various bands, not only 2.      basis (float) : (float) Basis of Bollinger Bands (a moving average)   Returns: (float ) An array of Bollinger Bands %B. The number of results in this array is equal the numbers of multipliers passed via parameter. bollingerBandsW(src, length, mult, basis)   Bollinger Bands Width. Serve as a way to quantitatively measure the width between the Upper and Lower Bands Calculation: Bollinger Bands Width = (Upper Band - Lower Band) / Middle Band   Parameters:      src (float) : (float) Source to calculate standard deviation used in Bollinger Bands      length (simple int) : (int) Sequential period to calculate the standard deviation      mult (simple float) : (float) Multiplier used in standard deviation      basis (float) : (float) Basis of Bollinger Bands (a moving average)   Returns: (float) Bollinger Bands Width bollingerBandsW(src, length, aMult, basis)   Bollinger Bands Width. Serve as a way to quantitatively measure the width between the Upper and Lower Bands Calculation Bollinger Bands Width = (Upper Band - Lower Band) / Middle Band   Parameters:      src (float) : (float) Source to calculate standard deviation used in Bollinger Bands      length (simple int) : (int) Sequential period to calculate the standard deviation      aMult (float ) : (float ) Array of multiplier used in standard deviation. Basically, the upper/lower bands are standard deviation multiplied by this. This array of multipliers permit the use of various bands, not only 2.      basis (float) : (float) Basis of Bollinger Bands (a moving average)   Returns: (float ) An array of Bollinger Bands Width. The number of results in this array is equal the numbers of multipliers passed via parameter. dinamicZone(source, sampleLength, pcntAbove, pcntBelow)   Get Dynamic Zones   Parameters:      source (float) : (float) Source      sampleLength (simple int) : (int) Sample Length      pcntAbove (simple float) : (float) Calculates the top of the dynamic zone, considering that the maximum values are above x% of the sample      pcntBelow (simple float) : (float) Calculates the bottom of the dynamic zone, considering that the minimum values are below x% of the sample   Returns: A tuple with 3 series of values: (1) Upper Line of Dynamic Zone; (2) Lower Line of Dynamic Zone; (3) Center of Dynamic Zone (x = 50%) Examples:
Pine Script® 라이브러리
andre_007의
2
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
Pine Script® 라이브러리
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