PINE LIBRARY

Position

已更新

Library "Position"
Allows for simulating trades within an indicator.

newTrade(size, price, timestamp)
Creates a new trade object.
Parameters:
size: The size of the trade (number of shares or contracts).
price: The price at which the trade took place.
timestamp: The timestamp of the trade. Defaults to the current time.
Returns: A new trade object.

start(size, price, timestamp)
Starts a new position.
Parameters:
size: The size of the position (number of shares or contracts).
price: The price at which the position was started.
timestamp: The timestamp of the start of the position. Defaults to the current time.
Returns: A new position object.

trade(pos, size, price, timestamp)
Modifies an existing position.
Parameters:
pos: The position to be modified.
size: The size of the trade (number of shares or contracts).
price: The price at which the trade took place.
timestamp: The timestamp of the trade. Defaults to the current time.
Returns: The modified position object.

exit(pos, price, timestamp)
Closes a position by trading the entire position size at a given price and timestamp.
Parameters:
pos: The position being closed.
price: The price at which the position is being closed.
timestamp: The timestamp of the trade, defaults to the current time.
Returns: The updated position after the trade.

unrealized(pos, price)
Calculates the unrealized gain or loss for a given position and price.
Parameters:
pos: The position for which to calculate unrealized gain/loss.
price: The current market price.
Returns: The calculated unrealized gain or loss.

Trade
Represents a single trade.
Fields:
size: Size of the trade in units.
price: Price of the trade in currency.
value: Total value of the trade in currency units.
time: Timestamp of the trade.

Position
Represents a single position.
Fields:
size: Size of the position in units.
price: Average price of the position in currency.
value: Total value of the position in currency units.
start: Timestamp of the first trade that opened the position.
net: Realized gains and losses of the position in currency units.
history: Array of trades that make up the position.

發布通知

v2 Updated thumbnail.

發布通知

v3

Added:
size(pos)
Returns the number of shares held by a position.
Parameters:
pos: The position for which to read the size. A value of NA will return zero.

isActive(pos)
Returns true if the position has shares.
Parameters:
pos: The position for which to read the size. A value of NA will return false.

發布通知

v4 Position State

Added:
state(pos)
Returns the current state of the position.
Parameters:
pos: The position to read the state from.

DirectionState
The state of a position in one direction
Fields:
change: The change in shares
holding: Indicates whether a position is currently being held
increased: Indicates whether the position has increased
decreased: Indicates whether the position has decreased

State
The bi-directional state of a position
Fields:
holding: Indicates whether a position is currently being held
change
long: The state of the long position
short: The state of the short position

發布通知

v5 Handle NA values.

Updated:
state(pos)
Returns the current state of the position.
Parameters:
pos: The position to read the size from.

發布通知

v6 Added a default labeling system. The label format can be changed the label is generated.

Added:
addLabel(pos, ts)
Creates a lablel if a trade was made.
Parameters:
pos: The position.
ts: The state of the position or result of the trade to generate a label from.
Returns: The label that was generated or na if none.

Updated:
start()
Starts a new (blank) position with no trades.
Returns: A new position object.

trade(pos, size, price, timestamp)
Modifies an existing position.
Parameters:
pos: The position to be modified.
size: The size of the trade (number of shares or contracts).
price: The price at which the trade took place.
timestamp: The timestamp of the trade. Defaults to the current time.
Returns: The result of the trade. (The state of the position.)

Position
Represents a single position.
Fields:
size: The size of the position.
price: Average price of the position in currency.
value: Total value of the position in currency units.
start: Timestamp of the first trade that opened the position.
net: Realized gains and losses of the position in currency units.
history: Array of trades that make up the position.

DirectionState
The state of a position in one direction
Fields:
size: The size of the position
change: The change in size
holding: Indicates whether a position is currently being held
increased: Indicates whether the position has increased
decreased: Indicates whether the position has decreased

State
The bi-directional state of a position
Fields:
size
change
holding: Indicates whether a position is currently being held
long: The state of the long position
short: The state of the short position
price

發布通知

v7 Allow for appending details to tooltip.

發布通知

v8 Fix unmatched brace.

發布通知

v9 Moved details to bottom.

發布通知

v10 Leverage new PineScript extension features. Improve concatenation of strings using array.join.

發布通知

v11