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.
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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.
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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.
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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腳本庫
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Pine腳本庫
秉持TradingView一貫精神，作者已將此Pine代碼以開源函式庫形式發佈，方便我們社群中的其他Pine程式設計師重複使用。向作者致敬！您可以在私人專案或其他開源發表中使用此函式庫，但在公開發表中重用此代碼須遵守社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。