PINE LIBRARY

tradeEngine

170
Library "tradeEngine"

calculateLiquidationPrice(entryPrice, isLong, leverage, buffer)
  Parameters:
    entryPrice (float)
    isLong (bool)
    leverage (int)
    buffer (float)

calculateTPLevels(entryPrice, atr, isLong, risk)
  Parameters:
    entryPrice (float)
    atr (float)
    isLong (bool)
    risk (RiskConfig)

calculateSL(entryLow, entryHigh, isLong, risk)
  Parameters:
    entryLow (float)
    entryHigh (float)
    isLong (bool)
    risk (RiskConfig)

simulateTrade(highs, lows, closes, entryIdx, entryPrice, entryLow, entryHigh, entryATR, isLong, risk, maxBars)
  Parameters:
    highs (array<float>)
    lows (array<float>)
    closes (array<float>)
    entryIdx (int)
    entryPrice (float)
    entryLow (float)
    entryHigh (float)
    entryATR (float)
    isLong (bool)
    risk (RiskConfig)
    maxBars (int)

createRiskConfig(leverage, liqBuffer, useTP1, tp1ATR, useTP2, tp2ATR, useSL, slBuffer, maker, taker, slip)
  Parameters:
    leverage (int)
    liqBuffer (float)
    useTP1 (bool)
    tp1ATR (float)
    useTP2 (bool)
    tp2ATR (float)
    useSL (bool)
    slBuffer (float)
    maker (float)
    taker (float)
    slip (float)

TradeResult
  Fields:
    exitType (series string)
    exitBarIdx (series int)
    exitPrice (series float)
    finalPnL (series float)
    maxPnL (series float)
    tp1Hit (series bool)
    tp2Hit (series bool)
    slHit (series bool)
    liquidated (series bool)
    barsInTrade (series int)
    tp1Level (series float)
    tp2Level (series float)
    slLevel (series float)
    liqLevel (series float)

RiskConfig
  Fields:
    leverage (series int)
    liquidationBuffer (series float)
    useTP1 (series bool)
    tp1ATR (series float)
    useTP2 (series bool)
    tp2ATR (series float)
    useFixedSL (series bool)
    slBuffer (series float)
    makerFee (series float)
    takerFee (series float)
    slippage (series float)

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.