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PINE LIBRARY

SAT_BACKTEST @description TODO: Regroupement of useful functions

By sosso_bott
Updated
Library "SAT_BACKTEST"

ex_timezone(tz)
  switch case return exact timezone for timezone input
  Parameters:
    tz (simple string)
  Returns: syminfo.timezone or tz

if_in_date_range(usefromDate, fromDate, usetoDate, toDate, src_timezone, dst_timezone)
  if_in_date_range : check if @time_close is range [fromDate, toDate]
  Parameters:
    usefromDate (simple bool)
    fromDate (simple int)
    usetoDate (simple bool)
    toDate (simple int)
    src_timezone (simple string)
    dst_timezone (simple string)
  Returns: true if @time_close is range [fromDate, toDate]

if_in_session(useSessionStart, sessionStartHour, sessionStartMinute, useSessionEnd, sessionEndHour, sessionEndMinute, useSessionDay, mon, tue, wed, thu, fri, sat, sun, src_timezone, dst_timezone)
  if_in_session : check if @time_close is range [(sessionStartHour, sessionStartMinute), (sessionEndHour, sessionEndMinute)]
  Parameters:
    useSessionStart (simple bool)
    sessionStartHour (simple int)
    sessionStartMinute (simple int)
    useSessionEnd (simple bool)
    sessionEndHour (simple int)
    sessionEndMinute (simple int)
    useSessionDay (simple bool)
    mon (simple bool)
    tue (simple bool)
    wed (simple bool)
    thu (simple bool)
    fri (simple bool)
    sat (simple bool)
    sun (simple bool)
    src_timezone (simple string)
    dst_timezone (simple string)
  Returns: true if @time_close is range [(sessionStartHour, sessionStartMinute), (sessionEndHour, sessionEndMinute)]
Release Notes
v2

Added:
CheckLevels(lvl, entry, isTake, inLong, inShort, inTrade)
  if_in_session : Check if the SL/TP is reached
  Parameters:
    lvl (float)
    entry (float)
    isTake (bool)
    inLong (bool)
    inShort (bool)
    inTrade (bool)
  Returns: float level
Release Notes
v3

Added:
CheckLevels2(lvl, isTake, inLong, inShort, inTrade)
  if_in_session : Check if the SL/TP is reached
  Parameters:
    lvl (float)
    isTake (bool)
    inLong (bool)
    inShort (bool)
    inTrade (bool)
  Returns: bool achievement_status
Release Notes
v4

Added:
strategy_table(showTable, showHodl)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    showHodl (bool)
  Returns: table strategy table
Release Notes
v5

Updated:
strategy_table(showTable, darkTheme)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    darkTheme (bool)
  Returns: table strategy table
Release Notes
v6
Release Notes
v7

Added:
quick_tp_check(goLong, goShort, entry, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slx)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function managetrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slx (float)
  Returns: TP_achievment status for 6 tps: [uno_hit,dos_hit, tres_hit, quatro_hit, cinco_hit, six_hit, stop_hit]
Release Notes
v8

Added:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function managetrade" (lines: 14 - 64) for Description
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: check commented section: "Function managetrade" (lines: 14 - 64).
Release Notes
v9

Added:
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr)
  TP_SL_MATH
  Parameters:
    tpType (string)
    useTp2 (bool)
    useTp3 (bool)
    useTp4 (bool)
    useTp5 (bool)
    useTp6 (bool)
    rr_pt (float)
    reward (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slr (float)
  Returns: PLOTS

Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS
Release Notes
v10
Release Notes
v11
Release Notes
v12
Release Notes
v13

Added:
exit_strategy(exit_strategy, inTrade, ID, entry1, tp1, tp2, tp3, tp4, tp5, sl, tp1y, tp2y, tp3y, tp4y, tp5y, tp6y, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, inShort, inLong)
  TP_SL_MATH
  Parameters:
    exit_strategy (string)
    inTrade (bool)
    ID (string)
    entry1 (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    sl (float)
    tp1y (float)
    tp2y (float)
    tp3y (float)
    tp4y (float)
    tp5y (float)
    tp6y (float)
    tp1_hit (bool)
    tp2_hit (bool)
    tp3_hit (bool)
    tp4_hit (bool)
    tp5_hit (bool)
    tp6_hit (bool)
    tp1_touched (bool)
    tp2_touched (bool)
    tp3_touched (bool)
    tp4_touched (bool)
    tp5_touched (bool)
    tp6_touched (bool)
    inShort (bool)
    inLong (bool)
  Returns: PLOTS STRATEGY ACTIONS
Release Notes
v14

Updated:
plot_tpz(ID, darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    ID (string)
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS
Release Notes
v15
Release Notes
v16

Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
  Plots TakeProfits and StopLoss achievement
  Parameters:
    darkTheme (bool)
    useSignal (bool)
    inLong (bool)
    inShort (bool)
    TP1_touched (bool)
    TP2_touched (bool)
    TP3_touched (bool)
    TP4_touched (bool)
    TP5_touched (bool)
    TP6_touched (bool)
    SL_touched (bool)
  Returns: PLOTS
Release Notes
v17

Added:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh)
  Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
  Parameters:
    colorSess (bool)
    route_cond (bool)
    newDaySession (bool)
    newsessionPerc (float)
    separateDays (bool)
    Day_Bg (color)
    route_color2 (color)
    retxt_color (string)
    low_route (float)
    high_route (float)
    dailyLow (float)
    dailyHigh (float)
Release Notes
v18

Updated:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function managetrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    tp6 (float)
    sl (float)
  Returns: TP_achievment status for 6 tps: [trade_started, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, sl_touched, entry_hit, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit]
Release Notes
v19
Release Notes
v20
Release Notes
v21

Removed:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function managetrade" (lines: 14 - 64) for Description
Release Notes
v22
Release Notes
v23
Release Notes
v24

Added:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
  Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function managetrade" (lines: 14 - 64) for Description
  Parameters:
    goLong (bool)
    goShort (bool)
    entry (float)
    tp1 (float)
    tp2 (float)
    tp3 (float)
    tp4 (float)
    tp5 (float)
    tp6 (float)
    sl (float)
  Returns: TP_achievment status for 6 tps: [trade_started, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, sl_touched, entry_hit, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit]
Release Notes
v25

Updated:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh, linewidth_nwday, linewidth_nwsessCande)
  Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
  Parameters:
    colorSess (bool)
    route_cond (bool)
    newDaySession (bool)
    newsessionPerc (float)
    separateDays (bool)
    Day_Bg (color)
    route_color2 (color)
    retxt_color (string)
    low_route (float)
    high_route (float)
    dailyLow (float)
    dailyHigh (float)
    linewidth_nwday (int)
    linewidth_nwsessCande (int)
Release Notes
v26

Added:
calculateExpectedGrowth(riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
  Expected Growth Calculation
  Parameters:
    riskRewardRatio (int)
    winRate (float)
    riskPerTrade (float)
    tradesPerDay (int)
    tradingDaysPerMonth (int)
  Returns: float expectedGrowthPerMonth

Updated:
strategy_table(showTable, darkTheme, riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    darkTheme (bool)
    riskRewardRatio (int)
    winRate (float)
    riskPerTrade (float)
    tradesPerDay (int)
    tradingDaysPerMonth (int)
  Returns: table strategy table
Release Notes
v27
Release Notes
v28
Release Notes
v29

Updated:
added one more TP mode
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr, perc_from_sl)
  TP_SL_MATH
  Parameters:
    tpType (string)
    useTp2 (bool)
    useTp3 (bool)
    useTp4 (bool)
    useTp5 (bool)
    useTp6 (bool)
    rr_pt (float)
    reward (float)
    tp1x (float)
    tp2x (float)
    tp3x (float)
    tp4x (float)
    tp5x (float)
    tp6x (float)
    slr (float)
    perc_from_sl (float)
  Returns: PLOTS
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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.

sosso_bott
Scripts that I post publicly are experimental. They are not financial advices. Always backtest your ideas using your own methodologies.

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