PINE LIBRARY
Mis à jour Vantage_PairedSizing
Vantage_PairedSizing — Position sizing for strategies that pair a primary trade with a recovery trade under a daily loss budget.
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WHAT IT DOES
Answers the question "how many contracts can I take on the primary trade so that, if it stops out, a correctly-sized recovery trade still fits within my daily loss limit?" The library scans candidate quantities top-down and returns the largest one whose worst case (primary stop + recovery stop) stays inside the budget, subject to one of four risk-reward modes.
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WHAT IT PROVIDES
A single entry-point auto-sizer that takes the primary leg's entry/stop/target, the recovery leg's entry/stop/target, a daily loss budget, and a sizing mode — and returns a result record with primary quantity, recovery quantity, per-leg dollar risk, worst-case dollar exposure, and net-if-recovery-wins. The scan falls through a mode ladder (MatchPrimaryProfit → MatchPct → NetGreen) and a no-recovery fallback before giving up, so callers get a usable answer in marginal cases instead of a flat rejection.
Four named sizing modes covering the common risk-reward shapes: largest size under a drawdown cap, largest size where the recovery win leaves the session net-green, largest size where the recovery win matches the primary's target profit, and a percentage variant of the match mode.
Two utility functions for the dollar math — risk and profit for a given quantity between two prices — so strategies don't have to redo the tick-size / point-value arithmetic themselves.
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HOW TO USE
A complete example call is in the comment block at the top of the source file — import the library, copy the pattern, plug in your primary and recovery price levels. Hover any exported type, enum, or function in the Pine Editor for per-parameter documentation.
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WHAT IT DOES
Answers the question "how many contracts can I take on the primary trade so that, if it stops out, a correctly-sized recovery trade still fits within my daily loss limit?" The library scans candidate quantities top-down and returns the largest one whose worst case (primary stop + recovery stop) stays inside the budget, subject to one of four risk-reward modes.
─────────────────────────────────────────
WHAT IT PROVIDES
A single entry-point auto-sizer that takes the primary leg's entry/stop/target, the recovery leg's entry/stop/target, a daily loss budget, and a sizing mode — and returns a result record with primary quantity, recovery quantity, per-leg dollar risk, worst-case dollar exposure, and net-if-recovery-wins. The scan falls through a mode ladder (MatchPrimaryProfit → MatchPct → NetGreen) and a no-recovery fallback before giving up, so callers get a usable answer in marginal cases instead of a flat rejection.
Four named sizing modes covering the common risk-reward shapes: largest size under a drawdown cap, largest size where the recovery win leaves the session net-green, largest size where the recovery win matches the primary's target profit, and a percentage variant of the match mode.
Two utility functions for the dollar math — risk and profit for a given quantity between two prices — so strategies don't have to redo the tick-size / point-value arithmetic themselves.
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HOW TO USE
A complete example call is in the comment block at the top of the source file — import the library, copy the pattern, plug in your primary and recovery price levels. Hover any exported type, enum, or function in the Pine Editor for per-parameter documentation.
Notes de version
v2 - Added commission estimateNotes de version
allowed slippage optionBibliothèque Pine
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Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Bibliothèque Pine
Dans l'esprit TradingView, l'auteur a publié ce code Pine sous forme de bibliothèque open source afin que d'autres programmeurs Pine de notre communauté puissent le réutiliser. Bravo à l'auteur! Vous pouvez utiliser cette bibliothèque à titre privé ou dans d'autres publications open source, mais la réutilisation de ce code dans des publications est régie par nos Règles.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.