PINE LIBRARY
Vantage_OrderManagement
Vantage_OrderManagement — Converts Pine's strategy.closedtrades array into a stream of per-fill order events your handlers can react to.
─────────────────────────────────────────
WHAT IT DOES
Pine Script has no native order-fill callback — strategies that need to react to individual fills have to reconstruct them by diffing strategy.closedtrades and strategy.opentrades each bar. This library provides the types and state-tracking helpers so the reconstruction is consistent, and each fill arrives in your handler as a clean event record.
─────────────────────────────────────────
WHAT IT PROVIDES
An OrderEvent record type — direction, prices, quantity, and realized profit on exits — that your handler consumes one at a time.
An OrderSystem state object plus the helpers to query current position direction and size, and to apply each detected event so the tracked state stays current. Your handler can inspect state between events, so it sees incremental position changes even when multiple fills arrive on the same bar.
─────────────────────────────────────────
HOW TO USE
Pine libraries cannot call strategy.* or read the trade arrays, so the detection loop lives in your strategy. A minimal copy-paste detection block is in the comment at the top of the source file — open the library in the Pine Editor, copy the block into your script, and the library-side call is one line per event. Hover any exported type or function for per-parameter documentation.
─────────────────────────────────────────
WHAT IT DOES
Pine Script has no native order-fill callback — strategies that need to react to individual fills have to reconstruct them by diffing strategy.closedtrades and strategy.opentrades each bar. This library provides the types and state-tracking helpers so the reconstruction is consistent, and each fill arrives in your handler as a clean event record.
─────────────────────────────────────────
WHAT IT PROVIDES
An OrderEvent record type — direction, prices, quantity, and realized profit on exits — that your handler consumes one at a time.
An OrderSystem state object plus the helpers to query current position direction and size, and to apply each detected event so the tracked state stays current. Your handler can inspect state between events, so it sees incremental position changes even when multiple fills arrive on the same bar.
─────────────────────────────────────────
HOW TO USE
Pine libraries cannot call strategy.* or read the trade arrays, so the detection loop lives in your strategy. A minimal copy-paste detection block is in the comment at the top of the source file — open the library in the Pine Editor, copy the block into your script, and the library-side call is one line per event. Hover any exported type or function for per-parameter documentation.
Pine library
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Pine library
In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in publications is governed by House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.