jordanfray

threengine_global_automation_library

jordanfray מעודכן   
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
הערות שחרור:
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()
הערות שחרור:
v3
הערות שחרור:
v4
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
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.
הערות שחרור:
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
הערות שחרור:
v11

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

Updated:
taGetVwap()
  Calculates VWAP based on provided src, anchor, and multiplier
  Returns: VWAP, lower band, and upper band
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
v19

Added a forward slash (/) between the symbol and the base currency to match Alertatron formatting.
הערות שחרור:
v20
הערות שחרור:
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.
הערות שחרור:
v22

Changed ladder lot size to be a standard size for each rung instead of splitting a total amount across the number of rungs.
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
v26

Updated function description.
הערות שחרור:
v27
Split exchange settings out into two functions to fix a bug.
הערות שחרור:
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.
הערות שחרור:
v29

update getAlertatronEntryMessage() to include reduceOnly=true on the stop loss.
הערות שחרור:
v30

Made avgPrice := na when not in a position
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
v35

Added:
formatEntryPrices()
  Formats array of entry prices to supported format
  Returns: CSV string of properly formated entry prices
הערות שחרור:
v36

Add getEntryNames() function
הערות שחרור:
v37

Added:
getEntryNames()
  Gets an array of entry names for number of desired entries
  Returns: array of entry name strings
הערות שחרור:
v38
הערות שחרור:
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
הערות שחרור:
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
הערות שחרור:
v41
הערות שחרור:
v42

Added "%p" to profitTargetAmounts
הערות שחרור:
v43

Added \n to end of each alert message part to see if I can force some line breaks in the code.
הערות שחרור:
v44
הערות שחרור:
v45
הערות שחרור:
v46
הערות שחרור:
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
הערות שחרור:
v48
הערות שחרור:
v49
הערות שחרור:
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
הערות שחרור:
v51
הערות שחרור:
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
הערות שחרור:
v53
הערות שחרור:
v54
הערות שחרור:
v55
הערות שחרור:
v56
הערות שחרור:
v57
הערות שחרור:
v58
הערות שחרור:
v59
Merged all of the Alertatron alert message functions into a single one.
הערות שחרור:
v60

Removed old functions not being used anymore
הערות שחרור:
v61

trying to fix a bug.
הערות שחרור:
v62

Added:
taGetDirectionalIndex()
  Calculates the Directional Index based on a DI Length
  Returns: directional index (float)
הערות שחרור:
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
הערות שחרור:
v65

Fixed the offset and limit offset.
הערות שחרור:
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
הערות שחרור:
v67

Updating library to fix issue where using "Percent of Account" and leverage don't use correct quantity on bybit.
הערות שחרור:
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
הערות שחרור:
v69

Hot fix to fix issue where Stop limit and stop limit offset were reversed on the exchange.
הערות שחרור:
v70

removing adjustment of lot size so we can use the standard lot size input in a strategy.
הערות שחרור:
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.
הערות שחרור:
v74

Added:
convertTimeframeToString()
הערות שחרור:
v75

Added Support/Resistance functions to the lib.
הערות שחרור:
v76
small update to the S/R function names.
הערות שחרור:
v77

Added:
taGetPercentDif()
  Calculate the percent difference between two numbers
@retunrs the percentage difference between the two numbers
הערות שחרור:
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
הערות שחרור:
v79

Updated convertTimeframeToString() to support current chart timeframe
הערות שחרור:
v80

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

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

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

Fixed the getChartSymbol() function by adding support for "USDT.P"
הערות שחרור:
v86

Base Currency Bug fix
הערות שחרור:
v87

Adding support for USD.P currency.
הערות שחרור:
v88

Fixing issue where traditional stocks don't work because they don't have a base currency listed as part of the pair.
הערות שחרור:
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
הערות שחרור:
v90
Fixed stop stopLimitOffset in getStop when using "price" as the type.
הערות שחרור:
v91

Added:
taGetSmoothedVwap()
הערות שחרור:
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.
הערות שחרור:
v95

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

ספריית Pine

ברוח TradingView אמיתית, המחבר פרסם את קוד Pine זה כספריית קוד פתוח כך שמתכנתי Pine אחרים מהקהילה שלנו יוכלו לעשות בו שימוש חוזר. כל הכבוד למחבר! אתה יכול להשתמש בספרייה זו באופן פרטי או בפרסומים אחרים בקוד פתוח, אך השימוש החוזר בקוד זה בפרסום כפוף לכללי הבית.

כתב ויתור

המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.

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