Editors' picksPINE LIBRARYTradingToolsLibrary
Library "TradingToolsLibrary"
Easily create advanced entries, exits, filters and qualifiers to simulate strategies. Supports DCA (Dollar Cost Averaging) Lines, Stop Losses, Take Profits (with trailing or without) & ATR.
method deepCopy(this)
This creates a deep copy instead of a shallow copy of an entry_position. This does NOT deep copy the self_pyramiding_positions array reference, since only the master entry_position needs this to track the rest of its copies for efficiency reasons. This is to prevent a feedback loop.
Namespace types: entry_position
Parameters:
this (entry_position)
Returns: entry_position
method precision_fix(this, precision)
Convert a floating point number to a precise floating point number with digit precision to avoid floating point errors in quantity calculations.
Namespace types: series float, simple float, input float, const float
Parameters:
this (float)
precision (int)
Returns: float
xSellBuyMidInterpolation(_x, _high, _low, _sellRange, _buyRange)
Creates an interpolation for a sell range and buy range but with an emphasis on reaching the _low the closer to the middle of the _sell and _buy range you go.
Parameters:
_x (float): is the value you want to use to control interpolation bewteen the _high and _low value. This will return the lowest percentage at the mid between high and low and highest percentage at the _high and _low.
_high (float)
_low (float)
_sellRange (float)
_buyRange (float)
Returns: an interpolated float between the _high and _low supplied.
xSellBuyInterpolation(_x, _high, _low, _sellRange, _buyRange)
Creates an interpolation a sell range and buy range
Parameters:
_x (float): is the value you want to use to control interpolation bewteen the _high and _low value.
_high (float)
_low (float)
_sellRange (float)
_buyRange (float)
Returns: an interpolated float between the _high and _low supplied.
activate_entries_and_exits(_entries, _exits, _filters, _qualifiers, _equity)
Determines activation for entries or exits. Does not place the actual orders.
Parameters:
_entries (entry_position[])
_exits (exit_position[])
_filters (filter[])
_qualifiers (qualifier[])
_equity (equity_management)
Returns: void
create_entries_and_exits(_entries, _exits, _equity)
Creates actual entry and exit orders if activated
Parameters:
_entries (entry_position[])
_exits (exit_position[])
_equity (equity_management)
Returns: void
filter
Fields:
disabled (series__bool)
filter_for_entries_or_exits (series__string)
filter_for_groups (series__string)
condition (series__bool)
dynamic_condition (series__bool)
use_dynamic_condition (series__bool)
use_override_default_condition (series__bool)
dynamic_condition_operator (series__string)
dynamic_condition_source (series__float)
dynamic_compare_source (series__float)
dynamic_condition_source_prior (series__float)
dynamic_compare_source_prior (series__float)
use_dynamic_compare_source (series__bool)
dynamic_condition_activate_value (series__string)
expire_condition_activate_value (series__string)
expire_condition_source (series__float)
expire_condition_source_prior (series__float)
expire_compare_source (series__float)
expire_compare_source_prior (series__float)
use_expire_compare_source (series__bool)
expire_condition_operator (series__string)
qualifier
Fields:
disabled (series__bool)
qualify_for_entries_or_exits (series__string)
qualify_for_groups (series__string)
disqualify (series__bool)
condition (series__bool)
dynamic_condition (series__bool)
use_dynamic_condition (series__bool)
use_override_default_condition (series__bool)
dynamic_condition_operator (series__string)
dynamic_condition_source (series__float)
dynamic_compare_source (series__float)
dynamic_condition_source_prior (series__float)
dynamic_compare_source_prior (series__float)
use_dynamic_compare_source (series__bool)
dynamic_condition_activate_value (series__string)
expire_after_x_bars (series__integer)
use_expire_after_x_bars (series__bool)
use_expire_condition (series__bool)
use_override_expire_condition (series__bool)
expire_condition_operator (series__string)
expire_condition_source (series__float)
expire_compare_source (series__float)
expire_condition_source_prior (series__float)
expire_compare_source_prior (series__float)
use_expire_compare_source (series__bool)
expire_condition_activate_value (series__string)
active (series__bool)
expire_after_bars_bar_index (series__integer)
expire_after_bars_bar_index_prior (series__integer)
expire_bar_count (series__integer)
expire_bar_changed (series__bool)
entry_position
Fields:
disabled (series__bool)
activate (series__bool)
active (series__bool)
override_occured (series__bool)
passDebug (array__bool)
initial_activation_price (series__float)
dca_done (series__bool)
condition (series__bool)
dynamic_condition (series__bool)
use_dynamic_condition (series__bool)
use_override_default_condition (series__bool)
dynamic_condition_operator (series__string)
dynamic_condition_source (series__float)
dynamic_compare_source (series__float)
dynamic_condition_source_prior (series__float)
dynamic_compare_source_prior (series__float)
use_dynamic_compare_source (series__bool)
dynamic_condition_activate_value (series__string)
use_cash (series__bool)
use_percent_equity (series__bool)
percent_equity_amount (series__float)
cash_amount (series__float)
position_size (series__float)
total_position_size (series__float)
prior_total_position_size (series__float)
equity_remaining (series__float)
prior_equity_remaining (series__float)
initial_equity (series__float)
use_martingale (series__bool)
martingale_win_ratio (series__float)
martingale_lose_ratio (series__float)
martingale_win_limit (series__integer)
martingale_lose_limit (series__integer)
martingale_limit_reset_mode (series__string)
use_dynamic_percent_equity (series__bool)
dynamic_percent_equity_amount (series__float)
initial_dynamic_percent_equity_amount (series__float)
dynamic_percent_equity_source (series__float)
dynamic_percent_equity_min (series__float)
dynamic_percent_equity_max (series__float)
dynamic_percent_equity_source_sell_range (series__float)
dynamic_percent_equity_source_buy_range (series__float)
dynamic_equity_interpolation_method (series__string)
total_bars (series__integer)
bar_index_at_activate (series__integer)
bars_since_active (series__integer)
time_at_activate (series__integer)
time_since_active (series__integer)
bar_index_at_activated (series__integer)
bar_index_at_pyramid_change (series__integer)
name (series__string)
id (series__string)
group (series__string)
pyramiding_limit (series__integer)
self_pyramiding_limit (series__integer)
self_pyramiding_positions (array__|entry_position|#OBJ)
new_pyramid_cancels_dca (series__bool)
num_active_long_positions (series__integer)
num_active_short_positions (series__integer)
num_active_positions (series__integer)
position_remaining (series__float)
prior_position_remaining (series__float)
direction (series__string)
allow_flip_position (series__bool)
flip_occurred (series__bool)
ignore_flip (series__bool)
use_dca (series__bool)
dca_use_limit (series__bool)
dca_num_positions (series__integer)
dca_positions (array__float)
dca_deviation_percentage (series__float)
dca_scale (series__float)
dca_percentages (series__string)
dca_close_cancels (series__bool)
dca_active_positions (series__integer)
use_atr_deviation (series__bool)
dca_atr_length (series__integer)
dca_atr_mult (series__float)
dca_atr_updates_dca_positions (series__bool)
close_price_at_order (series__float)
dca_use_deviation_atr_min (series__bool)
dca_position_quantities (array__float)
use_dca_dynamic_percent_equity (series__bool)
dca_in_use (array__bool)
dca_activated (array__bool)
dca_money_used (array__float)
dca_lines (array__line)
dca_color (series__color)
show_dca_lines (series__bool)
atr_value (series__float)
atr_value_at_activation (series__float)
use_cooldown_bars (series__bool)
cooldown_bars (series__integer)
cooldown_bar_changed (series__bool)
cooldown_bar_index (series__integer)
cooldown_bar_index_prior (series__integer)
cooldown_bar_change_count (series__integer)
expire_condition_activate_value (series__string)
expire_condition_source (series__float)
expire_condition_source_prior (series__float)
expire_compare_source (series__float)
expire_compare_source_prior (series__float)
use_expire_compare_source (series__bool)
expire_condition_operator (series__string)
exit_position
Fields:
disabled (series__bool)
id (series__string)
group (series__string)
exit_for_entries (series__string)
exit_for_groups (series__string)
total_bars (series__integer)
name (series__string)
condition (series__bool)
dynamic_condition (series__bool)
use_dynamic_condition (series__bool)
use_override_default_condition (series__bool)
dynamic_condition_operator (series__string)
dynamic_condition_source (series__float)
dynamic_compare_source (series__float)
dynamic_condition_source_prior (series__float)
dynamic_compare_source_prior (series__float)
use_dynamic_compare_source (series__bool)
dynamic_condition_activate_value (series__string)
activate (series__bool)
active (series__bool)
reset_equity (series__bool)
use_limit (series__bool)
use_alerts (series__bool)
reset_entry_cooldowns (series__bool)
prevent_new_entries_on_partial_close (series__bool)
show_activation_zone (series__bool)
use_average_position (series__bool)
source_value (series__float)
trigger_x_times (series__integer)
amount_of_times_triggered (series__integer)
quantity_percent (series__float)
trade_qty (series__float)
exit_amount (series__float)
entries_exiting_for (array__|entry_position|#OBJ)
atr_value (series__float)
update_atr (series__bool)
use_activate_after_bars (series__bool)
show_activate_after_bars (series__bool)
activate_after_bars (series__integer)
activate_after_bars_bar_changed (series__bool)
activate_after_bars_bar_index (series__integer)
activate_after_bars_bar_index_prior (series__integer)
activate_after_bars_bar_change_count (series__integer)
all_conditions_pass (series__bool)
use_close_if_profit_only (series__bool)
profit_value (series__float)
exit_type (series__string)
exit_modifier (series__string)
update_atr_with_new_pyramid (series__bool)
percentage (series__float)
activation_percentage (series__float)
atr_multiplier (series__float)
use_cancel_if_percent (series__bool)
cancel_if_percent (series__float)
activation_value (series__float)
activation_value_crossed (series__bool)
exit_value (series__float)
hypo_long_exit_value (series__float)
hypo_short_exit_value (series__float)
close_exit_value (series__float)
debug (series__float)
expire_condition_activate_value (series__string)
expire_condition_source (series__float)
expire_condition_source_prior (series__float)
expire_compare_source (series__float)
expire_compare_source_prior (series__float)
use_expire_compare_source (series__bool)
expire_condition_operator (series__string)
equity_management
Fields:
equity (series__float)
prior_equity (series__float)
position_used (series__float)
prior_position_used (series__float)
prevent_future_entries (series__bool)
minimum_order_size (series__float)
decimal_rounding_precision (series__integer)
direction (series__string)
show_order_info_in_comments (series__bool)
show_order_info_in_labels (series__bool)
allow_longs (series__bool)
allow_shorts (series__bool)
override_occured (series__bool)
flip_occured (series__bool)
num_concurrent_wins (series__integer)
num_concurrent_losses (series__integer)
first_entry (|entry_position|#OBJ)
num_win_trades (series__integer)
num_losing_trades (series__integer)
Easily create advanced entries, exits, filters and qualifiers to simulate strategies. Supports DCA (Dollar Cost Averaging) Lines, Stop Losses, Take Profits (with trailing or without) & ATR.
method deepCopy(this)
This creates a deep copy instead of a shallow copy of an entry_position. This does NOT deep copy the self_pyramiding_positions array reference, since only the master entry_position needs this to track the rest of its copies for efficiency reasons. This is to prevent a feedback loop.
Namespace types: entry_position
Parameters:
this (entry_position)
Returns: entry_position
method precision_fix(this, precision)
Convert a floating point number to a precise floating point number with digit precision to avoid floating point errors in quantity calculations.
Namespace types: series float, simple float, input float, const float
Parameters:
this (float)
precision (int)
Returns: float
xSellBuyMidInterpolation(_x, _high, _low, _sellRange, _buyRange)
Creates an interpolation for a sell range and buy range but with an emphasis on reaching the _low the closer to the middle of the _sell and _buy range you go.
Parameters:
_x (float): is the value you want to use to control interpolation bewteen the _high and _low value. This will return the lowest percentage at the mid between high and low and highest percentage at the _high and _low.
_high (float)
_low (float)
_sellRange (float)
_buyRange (float)
Returns: an interpolated float between the _high and _low supplied.
xSellBuyInterpolation(_x, _high, _low, _sellRange, _buyRange)
Creates an interpolation a sell range and buy range
Parameters:
_x (float): is the value you want to use to control interpolation bewteen the _high and _low value.
_high (float)
_low (float)
_sellRange (float)
_buyRange (float)
Returns: an interpolated float between the _high and _low supplied.
activate_entries_and_exits(_entries, _exits, _filters, _qualifiers, _equity)
Determines activation for entries or exits. Does not place the actual orders.
Parameters:
_entries (entry_position[])
_exits (exit_position[])
_filters (filter[])
_qualifiers (qualifier[])
_equity (equity_management)
Returns: void
create_entries_and_exits(_entries, _exits, _equity)
Creates actual entry and exit orders if activated
Parameters:
_entries (entry_position[])
_exits (exit_position[])
_equity (equity_management)
Returns: void
filter
Fields:
disabled (series__bool)
filter_for_entries_or_exits (series__string)
filter_for_groups (series__string)
condition (series__bool)
dynamic_condition (series__bool)
use_dynamic_condition (series__bool)
use_override_default_condition (series__bool)
dynamic_condition_operator (series__string)
dynamic_condition_source (series__float)
dynamic_compare_source (series__float)
dynamic_condition_source_prior (series__float)
dynamic_compare_source_prior (series__float)
use_dynamic_compare_source (series__bool)
dynamic_condition_activate_value (series__string)
expire_condition_activate_value (series__string)
expire_condition_source (series__float)
expire_condition_source_prior (series__float)
expire_compare_source (series__float)
expire_compare_source_prior (series__float)
use_expire_compare_source (series__bool)
expire_condition_operator (series__string)
qualifier
Fields:
disabled (series__bool)
qualify_for_entries_or_exits (series__string)
qualify_for_groups (series__string)
disqualify (series__bool)
condition (series__bool)
dynamic_condition (series__bool)
use_dynamic_condition (series__bool)
use_override_default_condition (series__bool)
dynamic_condition_operator (series__string)
dynamic_condition_source (series__float)
dynamic_compare_source (series__float)
dynamic_condition_source_prior (series__float)
dynamic_compare_source_prior (series__float)
use_dynamic_compare_source (series__bool)
dynamic_condition_activate_value (series__string)
expire_after_x_bars (series__integer)
use_expire_after_x_bars (series__bool)
use_expire_condition (series__bool)
use_override_expire_condition (series__bool)
expire_condition_operator (series__string)
expire_condition_source (series__float)
expire_compare_source (series__float)
expire_condition_source_prior (series__float)
expire_compare_source_prior (series__float)
use_expire_compare_source (series__bool)
expire_condition_activate_value (series__string)
active (series__bool)
expire_after_bars_bar_index (series__integer)
expire_after_bars_bar_index_prior (series__integer)
expire_bar_count (series__integer)
expire_bar_changed (series__bool)
entry_position
Fields:
disabled (series__bool)
activate (series__bool)
active (series__bool)
override_occured (series__bool)
passDebug (array__bool)
initial_activation_price (series__float)
dca_done (series__bool)
condition (series__bool)
dynamic_condition (series__bool)
use_dynamic_condition (series__bool)
use_override_default_condition (series__bool)
dynamic_condition_operator (series__string)
dynamic_condition_source (series__float)
dynamic_compare_source (series__float)
dynamic_condition_source_prior (series__float)
dynamic_compare_source_prior (series__float)
use_dynamic_compare_source (series__bool)
dynamic_condition_activate_value (series__string)
use_cash (series__bool)
use_percent_equity (series__bool)
percent_equity_amount (series__float)
cash_amount (series__float)
position_size (series__float)
total_position_size (series__float)
prior_total_position_size (series__float)
equity_remaining (series__float)
prior_equity_remaining (series__float)
initial_equity (series__float)
use_martingale (series__bool)
martingale_win_ratio (series__float)
martingale_lose_ratio (series__float)
martingale_win_limit (series__integer)
martingale_lose_limit (series__integer)
martingale_limit_reset_mode (series__string)
use_dynamic_percent_equity (series__bool)
dynamic_percent_equity_amount (series__float)
initial_dynamic_percent_equity_amount (series__float)
dynamic_percent_equity_source (series__float)
dynamic_percent_equity_min (series__float)
dynamic_percent_equity_max (series__float)
dynamic_percent_equity_source_sell_range (series__float)
dynamic_percent_equity_source_buy_range (series__float)
dynamic_equity_interpolation_method (series__string)
total_bars (series__integer)
bar_index_at_activate (series__integer)
bars_since_active (series__integer)
time_at_activate (series__integer)
time_since_active (series__integer)
bar_index_at_activated (series__integer)
bar_index_at_pyramid_change (series__integer)
name (series__string)
id (series__string)
group (series__string)
pyramiding_limit (series__integer)
self_pyramiding_limit (series__integer)
self_pyramiding_positions (array__|entry_position|#OBJ)
new_pyramid_cancels_dca (series__bool)
num_active_long_positions (series__integer)
num_active_short_positions (series__integer)
num_active_positions (series__integer)
position_remaining (series__float)
prior_position_remaining (series__float)
direction (series__string)
allow_flip_position (series__bool)
flip_occurred (series__bool)
ignore_flip (series__bool)
use_dca (series__bool)
dca_use_limit (series__bool)
dca_num_positions (series__integer)
dca_positions (array__float)
dca_deviation_percentage (series__float)
dca_scale (series__float)
dca_percentages (series__string)
dca_close_cancels (series__bool)
dca_active_positions (series__integer)
use_atr_deviation (series__bool)
dca_atr_length (series__integer)
dca_atr_mult (series__float)
dca_atr_updates_dca_positions (series__bool)
close_price_at_order (series__float)
dca_use_deviation_atr_min (series__bool)
dca_position_quantities (array__float)
use_dca_dynamic_percent_equity (series__bool)
dca_in_use (array__bool)
dca_activated (array__bool)
dca_money_used (array__float)
dca_lines (array__line)
dca_color (series__color)
show_dca_lines (series__bool)
atr_value (series__float)
atr_value_at_activation (series__float)
use_cooldown_bars (series__bool)
cooldown_bars (series__integer)
cooldown_bar_changed (series__bool)
cooldown_bar_index (series__integer)
cooldown_bar_index_prior (series__integer)
cooldown_bar_change_count (series__integer)
expire_condition_activate_value (series__string)
expire_condition_source (series__float)
expire_condition_source_prior (series__float)
expire_compare_source (series__float)
expire_compare_source_prior (series__float)
use_expire_compare_source (series__bool)
expire_condition_operator (series__string)
exit_position
Fields:
disabled (series__bool)
id (series__string)
group (series__string)
exit_for_entries (series__string)
exit_for_groups (series__string)
total_bars (series__integer)
name (series__string)
condition (series__bool)
dynamic_condition (series__bool)
use_dynamic_condition (series__bool)
use_override_default_condition (series__bool)
dynamic_condition_operator (series__string)
dynamic_condition_source (series__float)
dynamic_compare_source (series__float)
dynamic_condition_source_prior (series__float)
dynamic_compare_source_prior (series__float)
use_dynamic_compare_source (series__bool)
dynamic_condition_activate_value (series__string)
activate (series__bool)
active (series__bool)
reset_equity (series__bool)
use_limit (series__bool)
use_alerts (series__bool)
reset_entry_cooldowns (series__bool)
prevent_new_entries_on_partial_close (series__bool)
show_activation_zone (series__bool)
use_average_position (series__bool)
source_value (series__float)
trigger_x_times (series__integer)
amount_of_times_triggered (series__integer)
quantity_percent (series__float)
trade_qty (series__float)
exit_amount (series__float)
entries_exiting_for (array__|entry_position|#OBJ)
atr_value (series__float)
update_atr (series__bool)
use_activate_after_bars (series__bool)
show_activate_after_bars (series__bool)
activate_after_bars (series__integer)
activate_after_bars_bar_changed (series__bool)
activate_after_bars_bar_index (series__integer)
activate_after_bars_bar_index_prior (series__integer)
activate_after_bars_bar_change_count (series__integer)
all_conditions_pass (series__bool)
use_close_if_profit_only (series__bool)
profit_value (series__float)
exit_type (series__string)
exit_modifier (series__string)
update_atr_with_new_pyramid (series__bool)
percentage (series__float)
activation_percentage (series__float)
atr_multiplier (series__float)
use_cancel_if_percent (series__bool)
cancel_if_percent (series__float)
activation_value (series__float)
activation_value_crossed (series__bool)
exit_value (series__float)
hypo_long_exit_value (series__float)
hypo_short_exit_value (series__float)
close_exit_value (series__float)
debug (series__float)
expire_condition_activate_value (series__string)
expire_condition_source (series__float)
expire_condition_source_prior (series__float)
expire_compare_source (series__float)
expire_compare_source_prior (series__float)
use_expire_compare_source (series__bool)
expire_condition_operator (series__string)
equity_management
Fields:
equity (series__float)
prior_equity (series__float)
position_used (series__float)
prior_position_used (series__float)
prevent_future_entries (series__bool)
minimum_order_size (series__float)
decimal_rounding_precision (series__integer)
direction (series__string)
show_order_info_in_comments (series__bool)
show_order_info_in_labels (series__bool)
allow_longs (series__bool)
allow_shorts (series__bool)
override_occured (series__bool)
flip_occured (series__bool)
num_concurrent_wins (series__integer)
num_concurrent_losses (series__integer)
first_entry (|entry_position|#OBJ)
num_win_trades (series__integer)
num_losing_trades (series__integer)
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 a publication is governed by House rules.
-=Gentleman Goat=- Download the TradingView Input Optimizer at tradingtools.software/optimizer
Discord: discord.gg/pGHHRczpbu
Discord: discord.gg/pGHHRczpbu
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.