PINE LIBRARY

Antares

已更新

Library "Antares"
this library contains some utility functions that I use in my open source scripts including moving average helpers, candlstick helpers, money management, formatters, convertors, webhook integration, analysis, filters and drawing helpers

ma(type, length, source)
Wraps all ma functions
Parameters:
type: Either SMA or EMA or RMA or WMA or VWMA
length: Number of bars (length).
source: Series of values to process.
Returns: Moving average of `source` for `length` bars back by the of MA.

bb(ma, length, mult, source)
Overwrites `ta.bb` duo to limitations of simple int.float mult. Bollinger Bands. A Bollinger Band is a technical analysis tool defined by a set of lines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of the security's price, but can be adjusted to user preferences.
Parameters:
ma: Either SMA or EMA or RMA or WMA or VWMA
length: Number of bars (length).
mult: Standard deviation factor.
source: Series of values to process.
Returns: Bollinger Bands.

atr(length, h, l, c)
Overwrites `ta.atr` duo to limitations of simple int length. Function atr (average true range) returns the RMA of true range. True range is max(high - low, abs(high - close[1]), abs(low - close[1])).
Parameters:
length: Number of bars (length).
h: High price high price.
l: low price.
c: Close price close price.
Returns: Average true range.

rsi(length, source)
Overwrites `ta.rsi` duo to limitations of simple int length. Relative strength index. It is calculated using the `ta.rma()` of upward and downward changes of `source` over the last `length` bars.
Parameters:
length: Number of bars (length).
source: Series of values to process.
Returns: Relative strength index.

lowest(length, source, start)
Lowest value for a given number of bars back.
Parameters:
length: Number of bars (length).
source: Series of values to process.
start: Series number of bars that should be skipped before process.
Returns: Lowest value in the series.

highest(length, source, start)
Highest value for a given number of bars back.
Parameters:
length: Number of bars (length).
source: Series of values to process.
start: Series number of bars that should be skipped before process.
Returns: Highest value in the series.

atr_multiplier(rsi, atr_max_multiplier)
Dynamic atr multiplier calculated by RSI.
Parameters:
rsi: Relative strength index.
atr_max_multiplier: The maximum multiplier of atr
Returns: Dynamic multiplier of ATR

offset(atr, atr_multiplier)
Safe dynamic offset you need to use in your stoploss, stop buy/sell, etc.
Parameters:
atr: Average true range.
atr_multiplier: ATR multiplier got from `atr_multiplier(rsi, atr_max_multiplier)`
Returns: Dynamic offset

rsi_emotional(rsi, bottom, top)
Tells you if RSI is in emotional zone.
Parameters:
rsi: Relative Strength Index
bottom: The zone that below it market reacts emotionally
top: The zone that above it market reacts emotionally
Returns: false if RSI was between `bottom` and `top` otherwise true

rsi_signal(rsi, bottom, top)
Tells you if RSI is in good point to check your other strategy conditions.
Parameters:
rsi: Relative Strength Index
bottom: The zone that below it market reacts emotionally
top: The zone that above it market reacts emotionally
Returns: 1 if RSI crossed out 30, 50 or 70. -1 if RSI crossed under 70, 50, 30. otherwise is 0

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v2

Added:
body_high(o, c)
Parameters:
o: Open price
c: Close price

body_low(o, c)
Parameters:
o: Open price
c: Close price

is_green(o, c)
Parameters:
o: Open price
c: Close price

is_red(o, c)
Parameters:
o: Open price
c: Close price

body_size(o, c, mintick)
Parameters:
o: Open price
c: Close price
mintick: Min tick value for the symbol.

body_percent(o, h, l, c)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price

top_wick_size(o, h, c, mintick)
Parameters:
o: Open price
h: High price
c: Close price
mintick: Min tick value for the symbol.

top_wick_percent(o, h, l, c)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price

bottom_wick_size(o, l, c, mintick)
Parameters:
o: Open price
l: Low price
c: Close price
mintick: Min tick value for the symbol.

bottom_wick_percent(o, h, l, c)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price

wick_percent(o, h, l, c)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price

is_hammer(o, h, l, c, fib, color_match)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price
fib: Fibonachi level
color_match: If true then the color of the candle will be checked

is_shooting_star(o, h, l, c, fib, color_match)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price
fib: Fibonachi level
color_match: If true then the color of the candle will be checked

is_doji(o, h, l, c, max_body_percent, wick_size)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price
max_body_percent: Max percentage of candle body
wick_size: Size of wick

is_whalish(offset, o, c)
Parameters:
offset: Safe dynamic offset you need to use in your stoploss, stop buy/sell, etc.
o: Open price
c: Close price

is_bullish_engulfing(o, h, l, c, allowed_gap, allowed_rejection_wick, engulf_wick)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price
allowed_gap: How much gap is allowed
allowed_rejection_wick: Max ratio of top wick size on body size
engulf_wick: Should it engulf wick of previous candle?

is_bearish_engulfing(o, h, l, c, allowed_gap, allowed_rejection_wick, engulf_wick)
Parameters:
o: Open price
h: High price
l: Low price
c: Close price
allowed_gap: How much gap is allowed
allowed_rejection_wick: Max ratio of bottom wick size on body size
engulf_wick: Should it engulf wick of previous candle?

bullish_bars(length, o, c, start)
Parameters:
length: Number of bars (length).
o: Open price
c: Close price
start: Series number of bars that should be skipped before process.

bearish_bars(length, o, c, start)
Parameters:
length: Number of bars (length).
o: Open price
c: Close price
start: Series number of bars that should be skipped before process.

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v3

Added:
trend(light_source, heavy_source, reverse)
Parameters:
light_source: MA with shorter length
heavy_source: MA with longer length
reverse: If true then downtrend chart means the price is bullish
Returns: 1 if light_source crossed over heavy_source, -1 if crossed under heavy_source, otherwise 0

donchian(length, l, h)
Parameters:
length: Number of bars (length).
l: Low price
h: High price

tenkansen(l, h, length)
Parameters:
l: Low price
h: High price
length: Number of bars (length).

kijunsen(l, h, length)
Parameters:
l: Low price
h: High price
length: Number of bars (length).

senkou_a(tenkansen, kijunsen)
Parameters:
tenkansen: Conversion Line, is the mid-point of the highest and lowest prices of an asset over the last nine periods.
kijunsen: Base line, is an indicator and important component of the Ichimoku Kinko Hyo method of technical analysis

senkou_b(l, h, length)
Parameters:
l: Low price
h: High price
length: Number of bars (length).

crossover(heavy_source, light_source, full_enter, full_cross)
Parameters:
heavy_source: MA with longer length
light_source: MA with shorter length
full_enter: False means that previous source can be equal or lower than current one, otherwise should be lower
full_cross: False means that current source can be equal or greater than previous one, otherwise should be greater

crossunder(heavy_source, light_source, full_enter, full_cross)
Parameters:
heavy_source: MA with longer length
light_source: MA with shorter length
full_enter: False means that previous source can be equal or lower than current one, otherwise should be lower
full_cross: False means that current source can be equal or greater than previous one, otherwise should be greater

cross(heavy_source, light_source, full_enter, full_cross)
Parameters:
heavy_source: MA with longer length
light_source: MA with shorter length
full_enter: False means that previous source can be equal or lower than current one, otherwise should be lower
full_cross: False means that current source can be equal or greater than previous one, otherwise should be greater

above_line(line, length, source, start)
Parameters:
line: Horizontal line that source will be checked with
length: Number of bars (length).
source: Series of values to process
start: Series number of bars that should be skipped before process.

below_line(line, length, source, start)
Parameters:
line: Horizontal line that source will be checked with
length: Number of bars (length).
source: Series of values to process
start: Series number of bars that should be skipped before process.

crossover_line(line, length, source, start)
Parameters:
line: Horizontal line that source will be checked with
length: Number of bars (length).
source: Series of values to process
start: Series number of bars that should be skipped before process.

crossunder_line(line, length, source, start)
Parameters:
line: Horizontal line that source will be checked with
length: Number of bars (length).
source: Series of values to process
start: Series number of bars that should be skipped before process.

cross_line(line, length, source, start)
Parameters:
line: Horizontal line that source will be checked with
length: Number of bars (length).
source: Series of values to process
start: Series number of bars that should be skipped before process.

bars_crossover_line(line, length, o, c, start)
Parameters:
line: Horizontal line that source will be checked with
length: Number of bars (length).
o: Open price
c: Close price
start: Series number of bars that should be skipped before process.

bars_crossunder_line(line, length, o, c, start)
Parameters:
line: Horizontal line that source will be checked with
length: Number of bars (length).
o: Open price
c: Close price
start: Series number of bars that should be skipped before process.

bars_cross_line(line, length, o, c, start)
Parameters:
line: Horizontal line that source will be checked with
length: Number of bars (length).
o: Open price
c: Close price
start: Series number of bars that should be skipped before process.

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v4

Added:
percent(number, precision)
the value of `number` percentified to with precision 2 by default
Parameters:
number: The value to be percentified.
precision: Optional argument. Decimal places to which `number` will be rounded. When no argument is supplied, rounding is to the nearest integer.
Returns: The value of `number` percentified according to precision.

sl(sl_offset, o, c)
Parameters:
sl_offset: Comes dynamically from offset(atr, atr_multiplier). But you can use any offset algorithm you want.
o: Open price
c: Close price

qty(risked_capital, sl_offset)
Parameters:
risked_capital: What you stand to lose if given stoploss is reached.
sl_offset: Comes dynamically from offset(atr, atr_multiplier). But you can use any offset algorithm you want.

amount(qty, entry)
Parameters:
qty: The size, or quantity, of the asset/coin (not in quote currency) for a position.
entry: The price at which you enter the trade.

max_risk(sl_offset, capital, leverage, max_margin, entry)
Parameters:
sl_offset: Comes dynamically from offset(atr, atr_multiplier). But you can use any offset algorithm you want.
capital
leverage: The proportion of your trade that will be paid for with borrowed funds. If you are using 2x leverage, you will be funding half of the trade. If you are using 25x leverage you will be funding 1/25 of the trade.
max_margin: Max margin
entry: The price at which you enter the trade.

risked_capital(risk, max_risk, capital, dynamic)
Parameters:
risk: The percentage of your total capital you are willing to risk in this trade.
max_risk: The maximum risk that your margin allows you to do.
capital
dynamic: If true, reduces risked capital based on max risk

risked(risked_capital, capital)
Parameters:
risked_capital: What you stand to lose if given stoploss is reached.
capital

tp(sl, ror, entry)
Parameters:
sl: A price level you can set on a position which will, once reached, close the position and prevent any further loss.
ror: The ratio of potential profit of the trade to its potential loss.
entry: The price at which you enter the trade.

tp_qty(qty, ror, percent)
Parameters:
qty: The size, or quantity, of the asset/coin (not currency) for this position.
ror: The ratio of potential profit of the trade to its potential loss.
percent: The percentage of quantity you're going to take as profit, when the target ROR was reached.

margin(amount, leverage)
Parameters:
amount: The size of the asset/coin (not in base currency) for a position.
leverage: The proportion of your trade that will be paid for with borrowed funds. If you are using 2x leverage, you will be funding half of the trade. If you are using 25x leverage you will be funding 1/25 of the trade.

pnl(exit, qty, short, entry)
Parameters:
exit: The price at which you exit your trade. Can be referred to as your take profit or "TP".
qty: The size, or quantity, of the asset/coin (not currency) for this position.
short: A selling position that enables a trader to profit if the price of an asset decreases.
entry: The price at which you enter the trade.

risk_reward(risked_capital, pnl)
Parameters:
risked_capital: What you stand to lose if given stoploss is reached.
pnl: Profit and Loss. Shows what you stand to gain or lose with the inputs provided.

roe(pnl, margin)
Parameters:
pnl: Profit and Loss. Shows what you stand to gain or lose with the inputs provided.
margin: Margin is the portion of your own funds that you put into a trade. Keep in mind that depending on what margin mode you are using, your losses may not be limited to this margin.

format_percent(number, fallback)
Parameters:
number: Number
fallback: Fallback, if the value was na

format_pairs(main_value, second_value, title, one_line_value, one_line_pair)
Parameters:
main_value: The first value
second_value: The second value
title: The title
one_line_value: If true wraps second value with parenthesis and concats it with the main value, otherwise moves it to another line
one_line_pair: If true divides the pairs with `:`, otherwise moves the values to another line

_format_quote(source, fallback)
Parameters:
source: Series of values to process
fallback: Fallback, if the value was na

_format_base(source, fallback)
Parameters:
source: Series of values to process
fallback: Fallback, if the value was na

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v5
- Fix atr_multiplier

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v6

Updated:
atr_multiplier(rsi, atr_min_multiplier, atr_max_multiplier)
Dynamic atr multiplier calculated by RSI.
Parameters:
rsi: Relative strength index.
atr_min_multiplier: The minimum multiplier of atr
atr_max_multiplier: The maximum multiplier of atr
Returns: Dynamic multiplier of ATR

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v7

Added:
sl_size_percent(sl, entry)
Parameters:
sl: A price level you can set on a position which will, once reached, close the position and prevent any further loss.
entry: The price at which you enter the trade.

str_contains(source, substring, case_sensitive)
Parameters:
source: Source string
substring: The substring to search fo
case_sensitive: Is it case sensitive? default is false
Returns: true if source contains substring

Updated:
json(fields, api_key, chart_id, trade_type, tickerid, exchange, base, currency, timeframe)
Parameters:
fields: Other properties
api_key: ApiKey
chart_id: Chart ID. You can find it in URL: tradingview.com/chart/{{chartId}}
trade_type: Type of the current symbol. Possible values are stock, futures, index, forex, crypto, fund, dr.
tickerid
exchange: Prefix of current symbol name (i.e. for 'CME_EOD:TICKER' prefix is 'CME_EOD').
base: Base currency for the symbol. For the symbol 'BTCUSD' returns 'BTC'.
currency: Currency for the current symbol. Returns currency code: 'USD', 'EUR', etc.
timeframe: A string representation of the chart's timeframe. The returned string's format is "[<quantity>][<units>]", where <quantity> and <units> are in some cases absent. <quantity> is the number of units, but it is absent if that number is 1. <unit> is "S" for seconds, "D" for days, "W" for weeks, "M" for months, but it is absent for minutes. No <unit> exists for hours. The variable will return: "10S" for 10 seconds, "60" for 60 minutes, "D" for one day, "2W" for two weeks, "3M" for one quarter. Can be used as an argument with any function containing a `timeframe` parameter.

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v8

Added:
get_binance_perp_symbol(group, item, group_items)
pagination for binance perpetual symbols.
Parameters:
group: Group
item: Item in each group
group_items: Length of group
Returns: symbol

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v9

Added:
slope_signal(rsi, min_offset, max_offset, offset_check)
Tells you if slope of RSI is either ascending or descending
Parameters:
rsi: Relative Strength Index
min_offset: When RSI is either 0 or 100, offset is min_offset
max_offset: When RSI is 50, offset is max_offset
offset_check: Number of last candles that their offsets should be checked. It should be between 1 and 3

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v11

Added:
get_alt_coin_symbol(group, item, group_items)
pagination for binance perpetual symbols.
Parameters:
group (simple int): Group
item (simple int): Item in each group
group_items (simple int): Length of group
Returns: symbol

Removed:
get_binance_perp_symbol(group, item, group_items)
pagination for binance perpetual symbols.

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v12

Added:
percentify(source, length)
Turns source to a value between 0 and 100.
Parameters:
source (float): Series of values to process.
length (int): Number of bars (length).
Returns: A value between 0 and 100

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v13

Added:
signals(signals, status, name, side)
Checks all required signals and calculates cumulative score and max score.
Parameters:
signals (signal[]): Array of signals to be checked.
status (string): Either "REQUIRED" or "OPTIONAL" or "IGNORE".
name (string): Name of the signal
side (int): Either 1 or -1. 1 means "Long", -1 means "Short". If it was na, then side is in the same direct of first signal
Returns: A single signal calculated by all the signals passed to

multi_trend_signal(symbol, usd, total2btc, btcusd, altusd, altbtc)
Checks usd dominance, total2btc, btcusdt, altusdt and altbtc to see if all of them are verifying the trend.
Parameters:
symbol (string): Ticker ID.
usd (signal): Signal of USD dominance in crypto
total2btc (signal): Signal of TOTAL2/BTC in crypto
btcusd (signal): Signal of BTC/USD in crypto
altusd (signal): Signal of XXX/USD in crypto
altbtc (signal): Signal of XXX/BTC in crypto
Returns: Single trend signal

rsi_score(rsi, bottom, top)
Tells you if RSI is in good point to check your other strategy conditions.
Parameters:
rsi (float): Relative Strength Index
bottom (float): The zone that below it market reacts emotionally
top (float): The zone that above it market reacts emotionally
Returns: 1 if RSI crossed out 30, 50 or 70. -1 if RSI crossed under 70, 50, 30. otherwise is 0

slope_score(rsi, min_offset, max_offset, offset_check)
Tells you if slope of RSI is either ascending or descending
Parameters:
rsi (float): Relative Strength Index
min_offset (float): When RSI is either 0 or 100, offset is min_offset
max_offset (float): When RSI is 50, offset is max_offset
offset_check (int): Number of last candles that their offsets should be checked. It should be between 1 and 3

size_percent(source_start, source_end)
Parameters:
source_start (float): The value of the source in the beginning of the change
source_end (float): The value of the source in the end of the change
Returns: pecent of change

tp_by_limit(mm, limit, percent, enabled)
Parameters:
mm (mm): Money Management onject
limit (float): The price that position should be closed at.
percent (float): The percentage of quantity you're going to take as profit, when the target ROR was reached.
enabled (bool): True when you dont want set tp
Returns: tp object

tp_by_ror(mm, ror, percent, enabled)
Parameters:
mm (mm): Money Management onject
ror (float): The ratio of potential profit of the trade to its potential loss.
percent (float): The percentage of quantity you're going to take as profit, when the target ROR was reached.
enabled (bool): True when you dont want set tp
Returns: tp object

get_btc_pair_symbol(basecurrency)
returns btc pair of the current chart
Parameters:
basecurrency (simple string)
Returns: symbol

signal
Fields:
score (series__integer)
max_score (series__integer)
status (series__string)
name (series__string)
subsignals (array__|signal|#OBJ)

mm
Fields:
entry (series__float)
sl (series__float)
max_risk_percent (series__float)
risked_capital (series__float)
risked_percent (series__float)
sl_size (series__float)
sl_size_percent (series__float)
margin (series__float)
base_qty (series__float)
quote_qty (series__float)

tp
Fields:
ror (series__float)
limit (series__float)
base_qty (series__float)

Updated:
max_risk_percent(sl_size, capital, leverage, max_risk_percent, entry)
Parameters:
sl_size (float): Comes dynamically from offset(atr, atr_multiplier). But you can use any offset algorithm you want.
capital (float): The total amount of capital in your trading account.
leverage (int): The proportion of your trade that will be paid for with borrowed funds. If you are using 2x leverage, you will be funding half of the trade. If you are using 25x leverage you will be funding 1/25 of the trade.
max_risk_percent (float): Max margin
entry (float): The price at which you enter the trade.

risked_capital(risk, max_risk_percent, capital, dynamic)
Parameters:
risk (float): The percentage of your total capital you are willing to risk in this trade.
max_risk_percent (float): The maximum risk that your margin allows you to do.
capital (float): The total amount of capital in your trading account.
dynamic (bool): If true, reduces risked capital based on max risk

Removed:
rsi_signal(rsi, bottom, top)
Tells you if RSI is in good point to check your other strategy conditions.

slope_signal(rsi, min_offset, max_offset, offset_check)
Tells you if slope of RSI is either ascending or descending

sl_size_percent(sl, entry)

tp_limit(sl, ror, entry)

tp_base_qty(base_qty, ror, percent)

tp(sl, base_qty, ror, percent, enabled, entry)

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v14

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v16

Updated:
multi_trend_signal(symbol, usd, total2btc, btcusd, altusd, altbtc, multiplier)
Checks usd dominance, total2btc, btcusdt, altusdt and altbtc to see if all of them are verifying the trend.
Parameters:
symbol (string): Ticker ID.
usd (signal): Signal of USD dominance in crypto
total2btc (signal): Signal of TOTAL2/BTC in crypto
btcusd (signal): Signal of BTC/USD in crypto
altusd (signal): Signal of XXX/USD in crypto
altbtc (signal): Signal of XXX/BTC in crypto
multiplier (float)
Returns: Single trend signal

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v17

Added:
risk(signal, full_risk_percent, full_risk_min_ratio, half_risk_min_ratio, quarter_risk_min_ratio, one_eight_risk_min_ratio)
Handles risk management for your strategies
Parameters:
signal (signal): Signal object
full_risk_percent (float): What should be risk percent at it's maximum value?
full_risk_min_ratio (float): What should be minimum of signal score ratio to use full_risk_percent
half_risk_min_ratio (float): What should be minimum of signal score ratio to use half_risk_percent
quarter_risk_min_ratio (float): What should be minimum of signal score ratio to use quarter_risk_percent
one_eight_risk_min_ratio (float): What should be minimum of signal score ratio to use one_eight_risk_percent
Returns: risk_percent arg of money_mangament function

format_signal(signal, with_name, with_sign)
Parameters:
signal (signal): Signal
with_name (bool): If true prints name of the signal as well
with_sign (bool): If true prints negative sign for short signals

format_signals(signals)
Parameters:
signals (signal[]): Signals

Updated:
risked_capital(risk_percent, max_risk_percent, capital, dynamic)
Parameters:
risk_percent (float)
max_risk_percent (float): The maximum risk that your margin allows you to do.
capital (float): The total amount of capital in your trading account.
dynamic (bool): If true, reduces risked capital based on max risk

money_management(sl, capital, risk_percent, entry, leverage, max_margin)
Calculates everything related to money management
Parameters:
sl (float): A price level you can set on a position which will, once reached, close the position and prevent any further loss.
capital (float): The total amount of capital in your trading account.
risk_percent (float): The percentage of your total capital you are willing to risk in this trade.
entry (float): The price at which you enter the trade.
leverage (int): The proportion of your trade that will be paid for with borrowed funds. If you are using 2x leverage, you will be funding half of the trade. If you are using 25x leverage you will be funding 1/25 of the trade.
max_margin (float): Max margin percentage
Returns: mm object