jordanfray

threengine_global_automation_library

jordanfray Обновлено   
Library "threengine_global_automation_library"
A collection of functions used for trade automation

getBaseCurrency()
  Gets the base currency for the chart's ticker. Supported trade pairs are USD, USDT, USDC, BTC, and PERP.
  Returns: Base currency as a string

getChartSymbol()
  Get the current chart's symbol without the base currency appended to it. Supported trade paris are USD, USDT, USDC, BTC, and PERP.
  Returns: Ssymbol and base currency

getDecimals()
  Calculates how many decimals are on the quote price of the current market
  Returns: The current deimal places on the market quote price

checkVar()
  Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
  Returns: Label with stringified variable

getStrategyAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a long entry

taGetAdx()
  Calculates the Average Directional Index
  Returns: The value of ADX as a float

taGetEma()
  Calculates the EMA based on a type, source, and length. Supported types are EMA, SMA, RMA, and WMA.
  Returns: The value of the selected EMA

isBetweenTwoTimes()
  Checks to see if within a rage based on two times
@retunrs true/false boolean

getAllTradeIDs()
  This gets all closed trades and open trades
@retunrs an array of all open and closed trade ID's

getOpenTradeIDs()
  This gets all open trades
@retunrs an array of all open trade ID's

orderAlreadyExists()
  This checks to see if a provided order id uses the getAllTradeIDs() function to check
@retunrs an array of all open and closed trade ID's

orderCurrentlyExists()
  This checks to see if a provided order id uses the getAllTradeIDs() function to check
  Returns: an array of all open and closed trade ID's

getContractCount()
  calulates the number of contracts you can buy with a set amount of capital and a limit price
  Returns: number of contracts you can buy based on amount of capital you want to use and a price

getLadderSteps()
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent
Информация о релизе:
v2

Added:
getLadderInSteps()
  Constructs arrays used for creating strategy entry orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

getLadderOutSteps()
  Constructs arrays used for creating strategy exit orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Removed:
getLadderSteps()
Информация о релизе:
v3
Информация о релизе:
v4
Информация о релизе:
v5

Added:
getPriceOfFirstClosedTradeSince()
  This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price
Информация о релизе:
v6

Added:
getClosedTradeSince()
  This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Removed:
getPriceOfFirstClosedTradeSince()
  This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price
Информация о релизе:
v7

Updated:
getClosedTradeSince()
  This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price
Информация о релизе:
v8

Added:
getLadderStart()
  Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
  Returns: Locked ladder start price and the bar number that the first ladder was filled on

getAveragePriceOfFilledLadders()
  Keeps count of the number of ladder orders that have been filled for an strategy entry
  Returns: maximum number of ladder orders filled
Информация о релизе:
v9

Added:
getLockedLadderStart()
  Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
  Returns: Locked ladder start price and the bar number that the first ladder was filled on

Removed:
getLadderStart()
  Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
Информация о релизе:
v10

Added:
orderAlreadyClosedSince()
  Checks to see if a trade has already closed since a past bar number
@retunrs boolean of whether provided trade id has already closed since provided bar number
Информация о релизе:
v11

Added:
taGetVwap()
  Calculates VWAP based on provided src, anchor, and multiplier
  Returns: VWAP, lower band, and upper band
Информация о релизе:
v12
Информация о релизе:
v13
Информация о релизе:
v14

Updated:
taGetVwap()
  Calculates VWAP based on provided src, anchor, and multiplier
  Returns: VWAP, lower band, and upper band
Информация о релизе:
v15

Added:
getAlertatronAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a long entry
Информация о релизе:
v16

Updated:
getAlertatronAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a long entry
Информация о релизе:
v17

Added:
getAlertatronExitMessage()
  Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a exit entry
Информация о релизе:
v18

Updated:
getAlertatronAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
  Returns: Stringifed JSON for an entry

getAlertatronExitMessage()
  Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a exit entry
Информация о релизе:
v19

Added a forward slash (/) between the symbol and the base currency to match Alertatron formatting.
Информация о релизе:
v20
Информация о релизе:
v21

Added:
getAlertatronEntryMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
  Returns: Stringifed JSON for an entry

Removed:
getAlertatronAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
Информация о релизе:
v22

Changed ladder lot size to be a standard size for each rung instead of splitting a total amount across the number of rungs.
Информация о релизе:
v23

Added:
getRateOfChange()
  Calulates the rate of change of a series based on a look back length
  Returns: the rate of change as a float
Информация о релизе:
v24

Updated:
getAlertatronEntryMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
  Returns: Stringifed JSON for an entry

getAlertatronExitMessage()
  Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a exit entry
Информация о релизе:
v25

Added:
getPairDividerForExchange()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a long entry
Информация о релизе:
v26

Updated function description.
Информация о релизе:
v27
Split exchange settings out into two functions to fix a bug.
Информация о релизе:
v28

Updated getAlertatronExitMessage() to include 'reduceOnly=true' so that the exchange doesn't open a short/long when TV is trying to exit a position.
Информация о релизе:
v29

update getAlertatronEntryMessage() to include reduceOnly=true on the stop loss.
Информация о релизе:
v30

Made avgPrice := na when not in a position
Информация о релизе:
v31

Added:
getCountOfClosedTradeSince()
  This gets the count of closed trades since a provided bar index
@retunrs three arrays: closed trade IDs, closing bar number, and closing price
Информация о релизе:
v32

Added:
closeUnfilledEntriesAfter()
  Constructs arrays used for creating strategy exit orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent
Информация о релизе:
v33

Added:
getAlertatronEntryMessageV2()
  Generates a string for a limit order that can be passed to the strategy alert_message for an entry.
  Returns: string that represents a block of entries for alertatron
Информация о релизе:
v34

Added:
getOrderAlertMessage()
  Generates a string for one or more orders to be placed on exchange using Alertatron
  Returns: string to be passed to Alertatron

getCancelUnfilledOrdersAlertMessage()
  Generates a string for the alert message needed to place a stopLimit order when a strategy produces an exit signal after hitting a trailing stop
  Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
  Generates a string for the alert message needed to cancel all unfilled orders with the matching strategy tag
  Returns: string to be passed to Alertatron
Информация о релизе:
v35

Added:
formatEntryPrices()
  Formats array of entry prices to supported format
  Returns: CSV string of properly formated entry prices
Информация о релизе:
v36

Add getEntryNames() function
Информация о релизе:
v37

Added:
getEntryNames()
  Gets an array of entry names for number of desired entries
  Returns: array of entry name strings
Информация о релизе:
v38
Информация о релизе:
v39

Updated:
checkVar()
  Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
  Returns: Label with stringified variable
Информация о релизе:
v40

Updated:
checkVar()
  Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
  Returns: Label with stringified variable

getOrderAlertMessage()
  Generates a string for one or more orders to be placed on exchange using Alertatron
  Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
  Generates a string for the alert message needed to cancel all unfilled orders with the matching strategy tag
  Returns: string to be passed to Alertatron
Информация о релизе:
v41
Информация о релизе:
v42

Added "%p" to profitTargetAmounts
Информация о релизе:
v43

Added \n to end of each alert message part to see if I can force some line breaks in the code.
Информация о релизе:
v44
Информация о релизе:
v45
Информация о релизе:
v46
Информация о релизе:
v47

Updated:
getOrderAlertMessage()
  Generates a string for one or more orders to be placed on exchange using Alertatron
  Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
  Generates a string for the alert message needed to trail the best price a certain distance
  Returns: string to be passed to Alertatron
Информация о релизе:
v48
Информация о релизе:
v49
Информация о релизе:
v50

Updated:
getLadderInSteps()
  Constructs arrays used for creating strategy entry orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent
Информация о релизе:
v51
Информация о релизе:
v52

Updated:
getLadderOutSteps()
  Constructs arrays used for creating strategy exit orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent
Информация о релизе:
v53
Информация о релизе:
v54
Информация о релизе:
v55
Информация о релизе:
v56
Информация о релизе:
v57
Информация о релизе:
v58
Информация о релизе:
v59
Merged all of the Alertatron alert message functions into a single one.
Информация о релизе:
v60

Removed old functions not being used anymore
Информация о релизе:
v61

trying to fix a bug.
Информация о релизе:
v62

Added:
taGetDirectionalIndex()
  Calculates the Directional Index based on a DI Length
  Returns: directional index (float)
Информация о релизе:
v64

Added:
getAlertatronMarketEntryMessage()
  Generates Alertatron alert message for a market entry
  Returns: string of instructions for Alertatron to market enter
side, amount, position, reduceOnly) =>

getAlertatronMarketExitMessage()
  Generates Alertatron alert message for a market exit
  Returns: string of instructions for Alertatron to market close a position
Информация о релизе:
v65

Fixed the offset and limit offset.
Информация о релизе:
v66

Added:
taGetExtremes()
  Calculates and average, min, and max for provided series using a lookback period and sample size
  Returns: Min, Max, and Average values

getLeveragedPercentAmount()
  Calulates the amount for an etnry based on leverage and percent of account you want to use
  Returns: float
Информация о релизе:
v67

Updating library to fix issue where using "Percent of Account" and leverage don't use correct quantity on bybit.
Информация о релизе:
v68

Hotfix for leverage percent calulation.

Removed:
getLeveragedPercentAmount()
  Calulates the amount for an etnry based on leverage and percent of account you want to use
Информация о релизе:
v69

Hot fix to fix issue where Stop limit and stop limit offset were reversed on the exchange.
Информация о релизе:
v70

removing adjustment of lot size so we can use the standard lot size input in a strategy.
Информация о релизе:
v71

Update Alertatron Market orders to include tags for the pair and cancel any existing orders before placing new ones.

Fixes issue where conditional orders were left on the exchange.
Информация о релизе:
v74

Added:
convertTimeframeToString()
Информация о релизе:
v75

Added Support/Resistance functions to the lib.
Информация о релизе:
v76
small update to the S/R function names.
Информация о релизе:
v77

Added:
taGetPercentDif()
  Calculate the percent difference between two numbers
@retunrs the percentage difference between the two numbers
Информация о релизе:
v78

Updated:
taGetDirectionalIndex()
  Calculates the Plust and Minus Directional Index and the distance betwen the two
  Returns: The value of DI Plus, DI Minus, & Distance between them
Информация о релизе:
v79

Updated convertTimeframeToString() to support current chart timeframe
Информация о релизе:
v80

Added:
getAlertatronAlertMessageMarketClosePercentOfPosition()
Информация о релизе:
v81
Includes a function to get the entry amount and contract count for TradingView Strategies and alert messages to Alertatron.
Added:
getLotSize()
Информация о релизе:
v82
Added function to get Alertatron pair override provided in strategy settings.

Added:
getPairOverrides()
Информация о релизе:
Fixed the overloaded function issue that was introduced with the latest version of Pine.
Информация о релизе:
v84

Fixed a bug that was introduced when TV added the "P" to the end of "USDT.P" recently.
Информация о релизе:
v85

Fixed the getChartSymbol() function by adding support for "USDT.P"
Информация о релизе:
v86

Base Currency Bug fix
Информация о релизе:
v87

Adding support for USD.P currency.
Информация о релизе:
v88

Fixing issue where traditional stocks don't work because they don't have a base currency listed as part of the pair.
Информация о релизе:
v89

Added:
getAlertatronOcoMessage()
  Generates Alertatron alert message for a market entry with a stop loss and profit target
  Returns: string of instructions for Alertatron to create an OCO order
Информация о релизе:
v90
Fixed stop stopLimitOffset in getStop when using "price" as the type.
Информация о релизе:
v91

Added:
taGetSmoothedVwap()
Информация о релизе:
v92

Updated:
- getAlertatronMarketEntryMessage()
- getAlertatronMarketExitMessage()

Changes:
- Functions now require a "strategyKey" to be passed which is used to add additional clarity to the tagging structure. This allows multiple strategies to share a single account on the same trading pair.
Информация о релизе:
v95

Added:
wavetrend(source, channelLength, avg, movingAverageLength, oversoldLevel, overboughtLevel)
  Calculates Wavetrend
  Parameters:
    source
    channelLength
    avg
    movingAverageLength
    oversoldLevel
    overboughtLevel
  Returns: Tupple

Библиотека Pine

В истинном духе TradingView автор опубликовал этот код Pine как библиотеку с открытым исходным кодом, чтобы другие разработчики Pine из нашего сообщества могли использовать его повторно. Поблагодарим автора! Вы можете использовать эту библиотеку приватно или в других публикациях с открытым исходным кодом, но повторное использование этого кода в публикации регулируется Правилами поведения.

Отказ от ответственности

Все виды контента, которые вы можете увидеть на TradingView, не являются финансовыми, инвестиционными, торговыми или любыми другими рекомендациями. Мы не предоставляем советы по покупке и продаже активов. Подробнее — в Условиях использования TradingView.

Хотите использовать эту библиотеку?

Скопируйте текст в буфер обмена и вставьте в свой скрипт.