PINE LIBRARY

Margin/Leverage Calculation

Margin
This library calculates margin liquidation prices and quantities for long and short positions in your strategies.

Usage example

Pine Script®

// ############################################################ // # INVESTMENT SETTINGS / INPUT // ############################################################ // Get the investment capital from the properties tab of the strategy settings. investment_capital = strategy.initial_capital // Get the leverage from the properties tab of the strategy settings. // The leverage is calculated from the order size for example: (300% = x3 leverage) investment_leverage = margin.leverage() // The maintainance rate and amount. investment_leverage_maintenance_rate = input.float(title='Maintanance Rate (%)', defval=default_investment_leverage_maintenance_rate, minval=0, maxval=100, step=0.1, tooltip=tt_investment_leverage_maintenance_rate, group='MARGIN') / 100 investment_leverage_maintenance_amount = input.float(title='Maintanance Amount (%)', defval=default_investment_leverage_maintenance_amount, minval=0, maxval=100, step=0.1, tooltip=tt_investment_leverage_maintenance_amount, group='MARGIN') // ############################################################ // # LIQUIDATION PRICES // ############################################################ leverage_liquidation_price_long = 0.0 leverage_liquidation_price_long := na(leverage_liquidation_price_long[1]) ? na : leverage_liquidation_price_long[1] leverage_liquidation_price_short = 0.0 leverage_liquidation_price_short := na(leverage_liquidation_price_short[1]) ? na : leverage_liquidation_price_short[1] leverage_liquidation_price_long := margin.liquidation_price_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount) leverage_liquidation_price_short := margin.liquidation_price_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)

Get the qty for margin long or short position.

Pine Script®

margin.qty_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount) margin.qty_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)

Get the price and qty for margin long or short position.

Pine Script®

[price_long, qty_long] = margin.qty_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount) [price_short, qty_short] = margin.qty_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)

Perpustakaan Pine

Dalam semangat TradingView sebenar, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah dikawal selia oleh Peraturan Dalaman.

DinGrogu

Juga pada:

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.

Perpustakaan Pine

DinGrogu

Juga pada: