PINE LIBRARY
已更新 strategy
Library "strategy"
Library containing few key calculations for strategy involving leveraged limit and stop orders
getQty(entry, stop, riskPercentage)
calculate qty and leverage based on entry and stop price for given risk percentage.
Parameters:
entry: Entry Price
stop: Stop Price
riskPercentage: risk percentage per trade
Returns: [quantity, leverage] - Quantity based on the risk and calculated leverage on position including existing positions
bracketOrder(entry, stop, target, maxLeverage, isLimitOrder, riskPercentage)
Calculates position size based on risk and creates bracket orders for given entry/stop/target
Parameters:
entry: Entry Price
stop: Stop Price
target: Target Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskPercentage: risk percentage per trade
Returns: orderPlaced - true if orders successfully placed, false otherwise.
order(entry, stop, maxLeverage, isLimitOrder, riskPercentage)
Calculates position size based on risk and creates order for given entry/stop
Parameters:
entry: Entry Price
stop: Stop Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskPercentage: risk percentage per trade
Returns: orderPlaced - true if orders successfully placed, false otherwise.
Library containing few key calculations for strategy involving leveraged limit and stop orders
getQty(entry, stop, riskPercentage)
calculate qty and leverage based on entry and stop price for given risk percentage.
Parameters:
entry: Entry Price
stop: Stop Price
riskPercentage: risk percentage per trade
Returns: [quantity, leverage] - Quantity based on the risk and calculated leverage on position including existing positions
bracketOrder(entry, stop, target, maxLeverage, isLimitOrder, riskPercentage)
Calculates position size based on risk and creates bracket orders for given entry/stop/target
Parameters:
entry: Entry Price
stop: Stop Price
target: Target Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskPercentage: risk percentage per trade
Returns: orderPlaced - true if orders successfully placed, false otherwise.
order(entry, stop, maxLeverage, isLimitOrder, riskPercentage)
Calculates position size based on risk and creates order for given entry/stop
Parameters:
entry: Entry Price
stop: Stop Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskPercentage: risk percentage per trade
Returns: orderPlaced - true if orders successfully placed, false otherwise.
發行說明
v2Added:
bracketOrderWithoutLeverage(id, entry, stop, target, isLimitOrder)
Creates bracket orders for given entry/stop/target without leverage and qty calculation. (Uses the values from strategy definition)
Parameters:
id
entry: Entry Price
stop: Stop Price
target: Target Price
isLimitOrder: if true, places limit order for entry, else places stop order.
Returns: orderPlaced - true if orders successfully placed, false otherwise.
發行說明
v3發行說明
v4Updated:
getQty(entry, stop, riskAmount, riskType)
calculate qty and leverage based on entry and stop price for given risk percentage.
Parameters:
entry: Entry Price
stop: Stop Price
riskAmount: risk percentage per trade or risk cash per trade
riskType: Can be either trategy.percent_of_equity or strategy.cash
Returns: [quantity, leverage] - Quantity based on the risk and calculated leverage on position including existing positions
bracketOrder(id, entry, stop, target, maxLeverage, isLimitOrder, riskAmount, riskType)
Calculates position size based on risk and creates bracket orders for given entry/stop/target
Parameters:
id
entry: Entry Price
stop: Stop Price
target: Target Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskAmount: risk percentage per trade or risk cash per trade
riskType: Can be either trategy.percent_of_equity or strategy.cash
Returns: orderPlaced - true if orders successfully placed, false otherwise.
order(id, entry, stop, maxLeverage, isLimitOrder, riskAmount, riskType)
Calculates position size based on risk and creates order for given entry/stop
Parameters:
id
entry: Entry Price
stop: Stop Price
maxLeverage: Maximum leverage allowed
isLimitOrder: if true, places limit order for entry, else places stop order.
riskAmount: risk percentage per trade or risk cash per trade
riskType: Can be either trategy.percent_of_equity or strategy.cash
Returns: orderPlaced - true if orders successfully placed, false otherwise.
發行說明
v5Corrected calculation logic for newPosition in getQty function. Thanks to serkany88 for highlighting
Pine腳本庫
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Trial - trendoscope.io/trial
Subscribe - trendoscope.io/pricing
Blog - docs.trendoscope.io
Subscribe - trendoscope.io/pricing
Blog - docs.trendoscope.io
免責聲明
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Pine腳本庫
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Trial - trendoscope.io/trial
Subscribe - trendoscope.io/pricing
Blog - docs.trendoscope.io
Subscribe - trendoscope.io/pricing
Blog - docs.trendoscope.io
免責聲明
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.