PINE LIBRARY

threengine_global_automation_library

Mis à jour

Library "threengine_global_automation_library"
A collection of functions used for trade automation

getBaseCurrency()
Gets the base currency for the chart's ticker. Supported trade pairs are USD, USDT, USDC, BTC, and PERP.
Returns: Base currency as a string

getChartSymbol()
Get the current chart's symbol without the base currency appended to it. Supported trade paris are USD, USDT, USDC, BTC, and PERP.
Returns: Ssymbol and base currency

getDecimals()
Calculates how many decimals are on the quote price of the current market
Returns: The current deimal places on the market quote price

checkVar()
Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
Returns: Label with stringified variable

getStrategyAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a long entry

taGetAdx()
Calculates the Average Directional Index
Returns: The value of ADX as a float

taGetEma()
Calculates the EMA based on a type, source, and length. Supported types are EMA, SMA, RMA, and WMA.
Returns: The value of the selected EMA

isBetweenTwoTimes()
Checks to see if within a rage based on two times
@retunrs true/false boolean

getAllTradeIDs()
This gets all closed trades and open trades
@retunrs an array of all open and closed trade ID's

getOpenTradeIDs()
This gets all open trades
@retunrs an array of all open trade ID's

orderAlreadyExists()
This checks to see if a provided order id uses the getAllTradeIDs() function to check
@retunrs an array of all open and closed trade ID's

orderCurrentlyExists()
This checks to see if a provided order id uses the getAllTradeIDs() function to check
Returns: an array of all open and closed trade ID's

getContractCount()
calulates the number of contracts you can buy with a set amount of capital and a limit price
Returns: number of contracts you can buy based on amount of capital you want to use and a price

getLadderSteps()
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Notes de version

v2

Added:
getLadderInSteps()
Constructs arrays used for creating strategy entry orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

getLadderOutSteps()
Constructs arrays used for creating strategy exit orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Removed:
getLadderSteps()

Notes de version

v5

Added:
getPriceOfFirstClosedTradeSince()
This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Notes de version

v6

Added:
getClosedTradeSince()
This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Removed:
getPriceOfFirstClosedTradeSince()
This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Notes de version

v7

Updated:
getClosedTradeSince()
This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Notes de version

v8

Added:
getLadderStart()
Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
Returns: Locked ladder start price and the bar number that the first ladder was filled on

getAveragePriceOfFilledLadders()
Keeps count of the number of ladder orders that have been filled for an strategy entry
Returns: maximum number of ladder orders filled

Notes de version

v9

Added:
getLockedLadderStart()
Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
Returns: Locked ladder start price and the bar number that the first ladder was filled on

Removed:
getLadderStart()
Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.

Notes de version

v10

Added:
orderAlreadyClosedSince()
Checks to see if a trade has already closed since a past bar number
@retunrs boolean of whether provided trade id has already closed since provided bar number

Notes de version

v11

Added:
taGetVwap()
Calculates VWAP based on provided src, anchor, and multiplier
Returns: VWAP, lower band, and upper band

Notes de version

v12

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v13

Notes de version

v14

Updated:
taGetVwap()
Calculates VWAP based on provided src, anchor, and multiplier
Returns: VWAP, lower band, and upper band

Notes de version

v15

Added:
getAlertatronAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a long entry

Notes de version

v16

Updated:
getAlertatronAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a long entry

Notes de version

v17

Added:
getAlertatronExitMessage()
Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a exit entry

Notes de version

v18

Updated:
getAlertatronAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
Returns: Stringifed JSON for an entry

getAlertatronExitMessage()
Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a exit entry

Notes de version

v19

Added a forward slash (/) between the symbol and the base currency to match Alertatron formatting.

Notes de version

v20

Notes de version

v21

Added:
getAlertatronEntryMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
Returns: Stringifed JSON for an entry

Removed:
getAlertatronAlertMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.

Notes de version

v22

Changed ladder lot size to be a standard size for each rung instead of splitting a total amount across the number of rungs.

Notes de version

v23

Added:
getRateOfChange()
Calulates the rate of change of a series based on a look back length
Returns: the rate of change as a float

Notes de version

v24

Updated:
getAlertatronEntryMessage()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
Returns: Stringifed JSON for an entry

getAlertatronExitMessage()
Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a exit entry

Notes de version

v25

Added:
getPairDividerForExchange()
Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
Returns: Stringifed JSON for a long entry

Notes de version

v26

Updated function description.

Notes de version

v27
Split exchange settings out into two functions to fix a bug.

Notes de version

v28

Updated getAlertatronExitMessage() to include 'reduceOnly=true' so that the exchange doesn't open a short/long when TV is trying to exit a position.

Notes de version

v29

update getAlertatronEntryMessage() to include reduceOnly=true on the stop loss.

Notes de version

v30

Made avgPrice := na when not in a position

Notes de version

v31

Added:
getCountOfClosedTradeSince()
This gets the count of closed trades since a provided bar index
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Notes de version

v32

Added:
closeUnfilledEntriesAfter()
Constructs arrays used for creating strategy exit orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Notes de version

v33

Added:
getAlertatronEntryMessageV2()
Generates a string for a limit order that can be passed to the strategy alert_message for an entry.
Returns: string that represents a block of entries for alertatron

Notes de version

v34

Added:
getOrderAlertMessage()
Generates a string for one or more orders to be placed on exchange using Alertatron
Returns: string to be passed to Alertatron

getCancelUnfilledOrdersAlertMessage()
Generates a string for the alert message needed to place a stopLimit order when a strategy produces an exit signal after hitting a trailing stop
Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
Generates a string for the alert message needed to cancel all unfilled orders with the matching strategy tag
Returns: string to be passed to Alertatron

Notes de version

v35

Added:
formatEntryPrices()
Formats array of entry prices to supported format
Returns: CSV string of properly formated entry prices

Notes de version

v36

Add getEntryNames() function

Notes de version

v37

Added:
getEntryNames()
Gets an array of entry names for number of desired entries
Returns: array of entry name strings

Notes de version

v38

Notes de version

v39

Updated:
checkVar()
Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
Returns: Label with stringified variable

Notes de version

v40

Updated:
checkVar()
Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
Returns: Label with stringified variable

getOrderAlertMessage()
Generates a string for one or more orders to be placed on exchange using Alertatron
Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
Generates a string for the alert message needed to cancel all unfilled orders with the matching strategy tag
Returns: string to be passed to Alertatron

Notes de version

v41

Notes de version

v42

Added "%p" to profitTargetAmounts

Notes de version

v43

Added \n to end of each alert message part to see if I can force some line breaks in the code.

Notes de version

v44

Notes de version

v45

Notes de version

v46

Notes de version

v47

Updated:
getOrderAlertMessage()
Generates a string for one or more orders to be placed on exchange using Alertatron
Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
Generates a string for the alert message needed to trail the best price a certain distance
Returns: string to be passed to Alertatron

Notes de version

v48

Notes de version

v49

Notes de version

v50

Updated:
getLadderInSteps()
Constructs arrays used for creating strategy entry orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Notes de version

v51

Notes de version

v52

Updated:
getLadderOutSteps()
Constructs arrays used for creating strategy exit orders via a for loop
Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Notes de version

v53

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v54

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v55

Notes de version

v56

Notes de version

v57

Notes de version

v58

Notes de version

v59
Merged all of the Alertatron alert message functions into a single one.

Notes de version

v60

Removed old functions not being used anymore

Notes de version

v61

trying to fix a bug.

Notes de version

v62

Added:
taGetDirectionalIndex()
Calculates the Directional Index based on a DI Length
Returns: directional index (float)

Notes de version

v64

Added:
getAlertatronMarketEntryMessage()
Generates Alertatron alert message for a market entry
Returns: string of instructions for Alertatron to market enter
side, amount, position, reduceOnly) =>

getAlertatronMarketExitMessage()
Generates Alertatron alert message for a market exit
Returns: string of instructions for Alertatron to market close a position

Notes de version

v65

Fixed the offset and limit offset.

Notes de version

v66

Added:
taGetExtremes()
Calculates and average, min, and max for provided series using a lookback period and sample size
Returns: Min, Max, and Average values

getLeveragedPercentAmount()
Calulates the amount for an etnry based on leverage and percent of account you want to use
Returns: float

Notes de version

v67

Updating library to fix issue where using "Percent of Account" and leverage don't use correct quantity on bybit.

Notes de version

v68

Hotfix for leverage percent calulation.

Removed:
getLeveragedPercentAmount()
Calulates the amount for an etnry based on leverage and percent of account you want to use

Notes de version

v69

Hot fix to fix issue where Stop limit and stop limit offset were reversed on the exchange.

Notes de version

v70

removing adjustment of lot size so we can use the standard lot size input in a strategy.

Notes de version

v71

Update Alertatron Market orders to include tags for the pair and cancel any existing orders before placing new ones.

Fixes issue where conditional orders were left on the exchange.

Notes de version

v74

Added:
convertTimeframeToString()

Notes de version

v75

Added Support/Resistance functions to the lib.

Notes de version

v76
small update to the S/R function names.

Notes de version

v77

Added:
taGetPercentDif()
Calculate the percent difference between two numbers
@retunrs the percentage difference between the two numbers

Notes de version

v78

Updated:
taGetDirectionalIndex()
Calculates the Plust and Minus Directional Index and the distance betwen the two
Returns: The value of DI Plus, DI Minus, & Distance between them

Notes de version

v79

Updated convertTimeframeToString() to support current chart timeframe

Notes de version

v80

Added:
getAlertatronAlertMessageMarketClosePercentOfPosition()

Notes de version

v81
Includes a function to get the entry amount and contract count for TradingView Strategies and alert messages to Alertatron.
Added:
getLotSize()

Notes de version

v82
Added function to get Alertatron pair override provided in strategy settings.

Added:
getPairOverrides()

Notes de version

Fixed the overloaded function issue that was introduced with the latest version of Pine.

Notes de version

v84

Fixed a bug that was introduced when TV added the "P" to the end of "USDT.P" recently.

Notes de version

v85

Fixed the getChartSymbol() function by adding support for "USDT.P"

Notes de version

v86

Base Currency Bug fix

Notes de version

v87

Adding support for USD.P currency.

Notes de version

v88

Fixing issue where traditional stocks don't work because they don't have a base currency listed as part of the pair.

Notes de version

v89

Added:
getAlertatronOcoMessage()
Generates Alertatron alert message for a market entry with a stop loss and profit target
Returns: string of instructions for Alertatron to create an OCO order

Notes de version

v90
Fixed stop stopLimitOffset in getStop when using "price" as the type.

Notes de version

v91

Added:
taGetSmoothedVwap()

Notes de version

v92

Updated:
- getAlertatronMarketEntryMessage()
- getAlertatronMarketExitMessage()

Changes:
- Functions now require a "strategyKey" to be passed which is used to add additional clarity to the tagging structure. This allows multiple strategies to share a single account on the same trading pair.

Notes de version

v95

Added:
wavetrend(source, channelLength, avg, movingAverageLength, oversoldLevel, overboughtLevel)
Calculates Wavetrend
Parameters:
source
channelLength
avg
movingAverageLength
oversoldLevel
overboughtLevel
Returns: Tupple [waveTrend1, waveTrend2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown]

jordanfray

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