jordanfray

threengine_global_automation_library

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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:
v3
Notes de version:
v4
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
Notes de version:
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
Notes de version:
v54
Notes de version:
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

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