Auf geht's
PINE LIBRARY

SAT_BACKTEST @description TODO: Regroupement of useful functions

Von sosso_bott
Aktualisiert
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)]
Versionshinweise
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
Versionshinweise
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
Versionshinweise
v4

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

Updated:
strategy_table(showTable, darkTheme)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    darkTheme (bool)
  Returns: table strategy table
Versionshinweise
v6
Versionshinweise
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]
Versionshinweise
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).
Versionshinweise
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
Versionshinweise
v10
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v11
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v12
Versionshinweise
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
Versionshinweise
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
Versionshinweise
v15
Versionshinweise
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
Versionshinweise
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)
Versionshinweise
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]
Versionshinweise
v19
Versionshinweise
v20
Versionshinweise
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
Versionshinweise
v22
Versionshinweise
v23
Versionshinweise
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]
Versionshinweise
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)
Versionshinweise
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
Versionshinweise
v27
Versionshinweise
v28
Versionshinweise
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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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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