TradingView
sosso_bott
27 Th04 2023 16:34

SAT_BACKTEST @description TODO: Regroupement of useful functions 

GoldOANDA

Mô tả

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)]

Phát hành các Ghi chú

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

Phát hành các Ghi chú

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

Phát hành các Ghi chú

v4

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

Phát hành các Ghi chú

v5

Updated:
strategy_table(showTable, darkTheme)
  if strategy return table strategy table
  Parameters:
    showTable (bool)
    darkTheme (bool)
  Returns: table strategy table

Phát hành các Ghi chú

v6

Phát hành các Ghi chú

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]

Phát hành các Ghi chú

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).

Phát hành các Ghi chú

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

Phát hành các Ghi chú

v10

Phát hành các Ghi chú

v11

Phát hành các Ghi chú

v12

Phát hành các Ghi chú

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

Phát hành các Ghi chú

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

Phát hành các Ghi chú

v15

Phát hành các Ghi chú

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

Phát hành các Ghi chú

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)

Phát hành các Ghi chú

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]

Phát hành các Ghi chú

v19

Phát hành các Ghi chú

v20

Phát hành các Ghi chú

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

Phát hành các Ghi chú

v22

Phát hành các Ghi chú

v23

Phát hành các Ghi chú

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]

Phát hành các Ghi chú

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)

Phát hành các Ghi chú

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

Phát hành các Ghi chú

v27

Phát hành các Ghi chú

v28

Phát hành các Ghi chú

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
Thêm nữa