PINE LIBRARY

tradeEngine

341
Library "tradeEngine"

calculateLiquidationPrice(entryPrice, isLong, leverage, buffer)
  Parameters:
    entryPrice (float)
    isLong (bool)
    leverage (int)
    buffer (float)

calculateTPLevels(entryPrice, atr, isLong, risk)
  Parameters:
    entryPrice (float)
    atr (float)
    isLong (bool)
    risk (RiskConfig)

calculateSL(entryLow, entryHigh, isLong, risk)
  Parameters:
    entryLow (float)
    entryHigh (float)
    isLong (bool)
    risk (RiskConfig)

simulateTrade(highs, lows, closes, entryIdx, entryPrice, entryLow, entryHigh, entryATR, isLong, risk, maxBars)
  Parameters:
    highs (array<float>)
    lows (array<float>)
    closes (array<float>)
    entryIdx (int)
    entryPrice (float)
    entryLow (float)
    entryHigh (float)
    entryATR (float)
    isLong (bool)
    risk (RiskConfig)
    maxBars (int)

createRiskConfig(leverage, liqBuffer, useTP1, tp1ATR, useTP2, tp2ATR, useSL, slBuffer, maker, taker, slip)
  Parameters:
    leverage (int)
    liqBuffer (float)
    useTP1 (bool)
    tp1ATR (float)
    useTP2 (bool)
    tp2ATR (float)
    useSL (bool)
    slBuffer (float)
    maker (float)
    taker (float)
    slip (float)

TradeResult
  Fields:
    exitType (series string)
    exitBarIdx (series int)
    exitPrice (series float)
    finalPnL (series float)
    maxPnL (series float)
    tp1Hit (series bool)
    tp2Hit (series bool)
    slHit (series bool)
    liquidated (series bool)
    barsInTrade (series int)
    tp1Level (series float)
    tp2Level (series float)
    slLevel (series float)
    liqLevel (series float)

RiskConfig
  Fields:
    leverage (series int)
    liquidationBuffer (series float)
    useTP1 (series bool)
    tp1ATR (series float)
    useTP2 (series bool)
    tp2ATR (series float)
    useFixedSL (series bool)
    slBuffer (series float)
    makerFee (series float)
    takerFee (series float)
    slippage (series float)

Haftungsausschluss

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