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27 Apr 2023 pukul 16.34

SAT_BACKTEST @description TODO: Regroupement of useful functions 

GoldOANDA

Huraian

Library "SAT_BACKTEST"

ex_timezone(tz)
  switch case return exact @timezone for timezone input
  Parameters:
    tz (simple string)
  Returns: syminfo.timezone or tz

if_in_date_range(usefromDate, fromDate, usetoDate, toDate, src_timezone, dst_timezone)
  if_in_date_range : check if @time_close is range [fromDate, toDate]
  Parameters:
    usefromDate (simple bool)
    fromDate (simple int)
    usetoDate (simple bool)
    toDate (simple int)
    src_timezone (simple string)
    dst_timezone (simple string)
  Returns: true if @time_close is range [fromDate, toDate]

if_in_session(useSessionStart, sessionStartHour, sessionStartMinute, useSessionEnd, sessionEndHour, sessionEndMinute, useSessionDay, mon, tue, wed, thu, fri, sat, sun, src_timezone, dst_timezone)
  if_in_session : check if @time_close is range [(sessionStartHour, sessionStartMinute), (sessionEndHour, sessionEndMinute)]
  Parameters:
    useSessionStart (simple bool)
    sessionStartHour (simple int)
    sessionStartMinute (simple int)
    useSessionEnd (simple bool)
    sessionEndHour (simple int)
    sessionEndMinute (simple int)
    useSessionDay (simple bool)
    mon (simple bool)
    tue (simple bool)
    wed (simple bool)
    thu (simple bool)
    fri (simple bool)
    sat (simple bool)
    sun (simple bool)
    src_timezone (simple string)
    dst_timezone (simple string)
  Returns: true if @time_close is range [(sessionStartHour, sessionStartMinute), (sessionEndHour, sessionEndMinute)]

Nota Keluaran

v2

Added:
CheckLevels(lvl, entry, isTake, inLong, inShort, inTrade)
  if_in_session : Check if the SL/TP is reached
  Parameters:
    lvl (float)
    entry (float)
    isTake (bool)
    inLong (bool)
    inShort (bool)
    inTrade (bool)
  Returns: float level

Nota Keluaran

v3

Added:
CheckLevels2(lvl, isTake, inLong, inShort, inTrade)
  if_in_session : Check if the SL/TP is reached
  Parameters:
    lvl (float)
    isTake (bool)
    inLong (bool)
    inShort (bool)
    inTrade (bool)
  Returns: bool achievement_status

Nota Keluaran

v4

Added:
strategy_table(showTable, showHodl)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    showHodl (bool)
  Returns: table strategy table

Nota Keluaran

v5

Updated:
strategy_table(showTable, darkTheme)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    darkTheme (bool)
  Returns: table strategy table

Nota Keluaran

v6

Nota Keluaran

v7

Added:
quick_tp_check(goLong, goShort, entry, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slx)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slx (float)
  Returns: TP_achievment status for 6 tps: [uno_hit,dos_hit, tres_hit, quatro_hit, cinco_hit, six_hit, stop_hit]

Nota Keluaran

v8

Added:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: check commented section: "Function @manageTrade" (lines: 14 - 64).

Nota Keluaran

v9

Added:
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr)
  TP_SL_MATH
  Parameters:
    tpType (string)
    useTp2 (bool)
    useTp3 (bool)
    useTp4 (bool)
    useTp5 (bool)
    useTp6 (bool)
    rr_pt (float)
    reward (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slr (float)
  Returns: PLOTS

Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS

Nota Keluaran

v10

Nota Keluaran

v11

Nota Keluaran

v12

Nota Keluaran

v13

Added:
exit_strategy(exit_strategy, inTrade, ID, entry1, tp1, tp2, tp3, tp4, tp5, sl, tp1y, tp2y, tp3y, tp4y, tp5y, tp6y, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, inShort, inLong)
  TP_SL_MATH
  Parameters:
    exit_strategy (string)
    inTrade (bool)
    ID (string)
    entry1 (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    sl (float)
    tp1y (float)
    tp2y (float)
    tp3y (float)
    tp4y (float)
    tp5y (float)
    tp6y (float)
    tp1_hit (bool)
    tp2_hit (bool)
    tp3_hit (bool)
    tp4_hit (bool)
    tp5_hit (bool)
    tp6_hit (bool)
    tp1_touched (bool)
    tp2_touched (bool)
    tp3_touched (bool)
    tp4_touched (bool)
    tp5_touched (bool)
    tp6_touched (bool)
    inShort (bool)
    inLong (bool)
  Returns: PLOTS STRATEGY ACTIONS

Nota Keluaran

v14

Updated:
plot_tpz(ID, darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    ID (string)
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS

Nota Keluaran

v15

Nota Keluaran

v16

Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS

Nota Keluaran

v17

Added:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh)
  Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
  Parameters:
    colorSess (bool)
    route_cond (bool)
    newDaySession (bool)
    newsessionPerc (float)
    separateDays (bool)
    Day_Bg (color)
    route_color2 (color)
    retxt_color (string)
    low_route (float)
    high_route (float)
    dailyLow (float)
    dailyHigh (float)

Nota Keluaran

v18

Updated:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    tp6 (float)
    sl (float)
  Returns: TP_achievment status for 6 tps: [trade_started, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, sl_touched, entry_hit, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit]

Nota Keluaran

v19

Nota Keluaran

v20

Nota Keluaran

v21

Removed:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description

Nota Keluaran

v22

Nota Keluaran

v23

Nota Keluaran

v24

Added:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    tp6 (float)
    sl (float)
  Returns: TP_achievment status for 6 tps: [trade_started, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, sl_touched, entry_hit, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit]

Nota Keluaran

v25

Updated:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh, linewidth_nwday, linewidth_nwsessCande)
  Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
  Parameters:
    colorSess (bool)
    route_cond (bool)
    newDaySession (bool)
    newsessionPerc (float)
    separateDays (bool)
    Day_Bg (color)
    route_color2 (color)
    retxt_color (string)
    low_route (float)
    high_route (float)
    dailyLow (float)
    dailyHigh (float)
    linewidth_nwday (int)
    linewidth_nwsessCande (int)

Nota Keluaran

v26

Added:
calculateExpectedGrowth(riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
  Expected Growth Calculation
  Parameters:
    riskRewardRatio (int)
    winRate (float)
    riskPerTrade (float)
    tradesPerDay (int)
    tradingDaysPerMonth (int)
  Returns: float expectedGrowthPerMonth

Updated:
strategy_table(showTable, darkTheme, riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    darkTheme (bool)
    riskRewardRatio (int)
    winRate (float)
    riskPerTrade (float)
    tradesPerDay (int)
    tradingDaysPerMonth (int)
  Returns: table strategy table

Nota Keluaran

v27

Nota Keluaran

v28

Nota Keluaran

v29

Updated:
added one more TP mode
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr, perc_from_sl)
  TP_SL_MATH
  Parameters:
    tpType (string)
    useTp2 (bool)
    useTp3 (bool)
    useTp4 (bool)
    useTp5 (bool)
    useTp6 (bool)
    rr_pt (float)
    reward (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slr (float)
    perc_from_sl (float)
  Returns: PLOTS
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