LO1_News2024H1Library "LO1_News2024H1"
Support Library for News Events
f_loadNewsRows()
f_loadExcSevByTypeId()
f_loadExcTagByTypeId()
f_loadExcDelayAfterNewsMins()
Thư viện Pine Script®
Chỉ báo và chiến lược
LO1_News2026H1Library "LO1_News2026H1"
Support Library for News Events
f_loadNewsRows()
f_loadExcSevByTypeId()
f_loadExcTagByTypeId()
f_loadExcDelayAfterNewsMins()
Thư viện Pine Script®
LO1_News2025H2Library "LO1_News2025H2"
Support Library for News Events
f_loadNewsRows()
f_loadExcSevByTypeId()
f_loadExcTagByTypeId()
f_loadExcDelayAfterNewsMins()
Thư viện Pine Script®
LO1_News2025H1Library "LO1_News2025H1"
Support Library for News Events
f_loadNewsRows()
f_loadExcSevByTypeId()
f_loadExcTagByTypeId()
f_loadExcDelayAfterNewsMins()
Thư viện Pine Script®
LO1_News2024H2Library "LO1_News2024H2"
Support Library for News Events
f_loadNewsRows()
f_loadExcSevByTypeId()
f_loadExcTagByTypeId()
f_loadExcDelayAfterNewsMins()
Thư viện Pine Script®
LO1_TradersPostLibrary "LO1_TradersPost"
Enhanced TradersPost integration library with comprehensive order management
_buildJSONField(key, value, required)
Build a JSON field with proper handling of required vs optional fields
Parameters:
key (string) : The JSON key name
value (string) : The value to include (any type, will be converted to string)
required (bool) : If true, field is always included even if value is na/empty
Returns: String containing JSON field or empty string if optional and na/empty
_buildConditionalField(key, value)
Build a conditional JSON field that's only included if value is valid
Parameters:
key (string) : The JSON key name
value (string) : The value to include
Returns: String containing JSON field or empty string if value is na/empty
_buildConditionalNumericField(key, value)
Build a conditional JSON field for numeric values
Parameters:
key (string) : The JSON key name
value (float) : The numeric value
Returns: String containing JSON field or empty string if value is na
_buildNestedObject(objectType, price, amount, percent, stopType, limitPrice, trailAmount, trailPercent)
Build nested JSON objects for takeProfit/stopLoss
Parameters:
objectType (string) : The type of object being built ("takeProfit" or "stopLoss")
price (float) : The limit price for TP or stop price for SL
amount (float) : The dollar amount (optional)
percent (float) : The percentage (optional)
stopType (series StopLossType) : The stop loss type - only for stopLoss
limitPrice (float) : The limit price for stop_limit orders - only for stopLoss
trailAmount (float) : Trailing amount for trailing stops - only for stopLoss
trailPercent (float) : Trailing percent for trailing stops - only for stopLoss
Returns: String containing nested JSON object or empty string if no valid data
_validateAndBuildJSON(ticker, action, quantity, quantityType, orderType, sentiment, cancel, timeInForce, limitPrice, stopPrice, trailAmount, trailPercent, takeProfitPrice, takeProfitAmount, takeProfitPercent, stopLossPrice, stopLossAmount, stopLossPercent, stopLossType, stopLossLimitPrice, extendedHours, optionType, intrinsicValue, expiration, strikePrice, signalPrice, comment)
Master JSON builder that validates parameters and constructs JSON
Parameters:
ticker (string) : The trading symbol
action (series Action) : The order action (buy, sell, exit, etc.)
quantity (float) : The order quantity
quantityType (series QuantityType) : The type of quantity (fixed, dollar, percent)
orderType (series OrderType) : The order type (market, limit, stop, etc.)
sentiment (series Sentiment) : The position sentiment (long, short, flat) - optional
cancel (bool) : Controls order cancellation (true = cancel existing orders, false = don't cancel)
timeInForce (series TimeInForce) : Time in force for the order (DAY, GTC, IOC, FOK)
limitPrice (float) : Price for limit orders
stopPrice (float) : Price for stop orders
trailAmount (float) : Trailing amount for trailing stops
trailPercent (float) : Trailing percent for trailing stops
takeProfitPrice (float) : Take profit limit price (absolute)
takeProfitAmount (float) : Take profit dollar amount (relative)
takeProfitPercent (float) : Take profit percentage (relative)
stopLossPrice (float) : Stop loss price (absolute)
stopLossAmount (float) : Stop loss dollar amount (relative)
stopLossPercent (float) : Stop loss percentage (relative)
stopLossType (series StopLossType) : Stop loss order type
stopLossLimitPrice (float) : Limit price for stop_limit orders
extendedHours (bool) : Enable extended hours trading (boolean)
optionType (series OptionType) : Option type for options trading (both/call/put)
intrinsicValue (series IntrinsicValue) : Intrinsic value filter for options (itm/otm)
expiration (string) : Option expiration (date string)
strikePrice (float) : Option strike price
signalPrice (float) : The market price at alert time (for slippage tracking)
comment (string) : Optional comment for the order (shows in TradersPost UI for debugging)
Returns: ErrorResponse with success status and JSON string or error details
ValidateOrder(ticker, action, orderType, limitPrice, stopPrice)
Validate order parameters before JSON construction
Parameters:
ticker (string) : Trading symbol
action (series Action) : Order action
orderType (series OrderType) : Order type (market, limit, stop, etc.)
limitPrice (float) : Limit price for limit orders
stopPrice (float) : Stop price for stop orders
Returns: ErrorResponse with validation results
ValidateQuantity(quantity, quantityType)
Validate quantity based on type and constraints
Parameters:
quantity (float) : The quantity value
quantityType (series QuantityType) : The type of quantity
Returns: ErrorResponse with validation results
ValidatePrices(entryPrice, stopPrice, takeProfitPrice, action)
Validate price relationships and values
Parameters:
entryPrice (float) : Entry price for the order
stopPrice (float) : Stop loss price
takeProfitPrice (float) : Take profit price
action (series Action) : Order action (buy/sell)
Returns: ErrorResponse with validation results
ValidateSymbol(ticker)
Validate trading symbol format
Parameters:
ticker (string) : The symbol to validate
Returns: ErrorResponse with validation results
CombineValidationResults(validationResults)
Create validation error collection and reporting system
Parameters:
validationResults (array) : Array of ErrorResponse objects from multiple validations
Returns: Combined ErrorResponse with all validation results
ValidateCompleteOrder(ticker, action, quantity, quantityType, orderType, limitPrice, stopPrice, takeProfitPrice)
Comprehensive validation for all order parameters
Parameters:
ticker (string) : Trading symbol
action (series Action) : Order action
quantity (float) : Order quantity
quantityType (series QuantityType) : Type of quantity
orderType (series OrderType) : Order type
limitPrice (float) : Limit price (optional)
stopPrice (float) : Stop price (optional)
takeProfitPrice (float) : Take profit price (optional)
Returns: ErrorResponse with complete validation results
CreateErrorResponse(success, errorMessages, message, severity, context, functionName)
Create standardized error response
Parameters:
success (bool) : Whether the operation succeeded
errorMessages (array) : Array of error messages
message (string) : Summary message
severity (series ErrorSeverity) : Error severity level
context (string) : Context where error occurred
functionName (string) : Name of function that generated error
Returns: EnhancedErrorResponse with all error details
HandleValidationError(validationResult, context, functionName)
Handle validation errors with context
Parameters:
validationResult (ErrorResponse) : The validation result to handle
context (string) : Description of what was being validated
functionName (string) : Name of calling function
Returns: Processed error response with enhanced context
LogError(errorResponse, displayOnChart)
Log error with appropriate level
Parameters:
errorResponse (EnhancedErrorResponse) : The error response to log
displayOnChart (bool) : Whether to show error on chart
CreateSuccessResponse(message, context, functionName)
Create success response
Parameters:
message (string) : Success message
context (string) : Context of successful operation
functionName (string) : Name of function
Returns: Success response
_validateJSONConstruction(jsonString)
Validate JSON construction and handle malformed data
Parameters:
jsonString (string) : The constructed JSON string
Returns: ErrorResponse indicating if JSON is valid
CreateDetailedError(success, errors, warnings, severity, context)
Create detailed error response with context
Parameters:
success (bool) : Operation success status
errors (array) : Array of error messages
warnings (array) : Array of warning messages
severity (series ErrorSeverity) : Error severity level
context (string) : Context where error occurred
Returns: DetailedErrorResponse object
LogDetailedError(response)
Log detailed error response with appropriate severity
Parameters:
response (DetailedErrorResponse) : DetailedErrorResponse to log
Returns: Nothing - logs to Pine Script console
CombineIntoDetailedResponse(responses, context)
Combine multiple error responses into detailed response
Parameters:
responses (array) : Array of ErrorResponse objects to combine
context (string) : Context for the combined operation
Returns: DetailedErrorResponse with combined results
SendAdvancedOrder(ticker, action, quantity, quantityType, orderType, sentiment, cancel, limitPrice, stopPrice, trailAmount, trailPercent, takeProfitPrice, takeProfitAmount, takeProfitPercent, stopLossPrice, stopLossAmount, stopLossPercent, stopLossType, stopLossLimitPrice, extendedHours, optionType, intrinsicValue, expiration, strikePrice, signalPrice, comment)
Send advanced order with comprehensive parameter validation and JSON construction
Parameters:
ticker (string) : Symbol to trade (defaults to syminfo.ticker)
action (series Action) : Order action (buy/sell/exit/cancel/add)
quantity (float) : Order quantity
quantityType (series QuantityType) : Type of quantity (fixed/dollar/percent)
orderType (series OrderType) : Type of order (market/limit/stop/stop_limit/trailing_stop)
sentiment (series Sentiment) : Position sentiment (long/short/flat, optional)
cancel (bool) : Controls order cancellation (true = cancel existing, false = don't cancel, na = use defaults)
limitPrice (float) : Limit price for limit orders
stopPrice (float) : Stop price for stop orders
trailAmount (float) : Trailing amount for trailing stops
trailPercent (float) : Trailing percent for trailing stops
takeProfitPrice (float) : Take profit limit price (absolute)
takeProfitAmount (float) : Take profit dollar amount (relative)
takeProfitPercent (float) : Take profit percentage (relative)
stopLossPrice (float) : Stop loss price (absolute)
stopLossAmount (float) : Stop loss dollar amount (relative)
stopLossPercent (float) : Stop loss percentage (relative)
stopLossType (series StopLossType) : Stop loss order type
stopLossLimitPrice (float) : Limit price for stop_limit orders
extendedHours (bool) : Enable extended hours trading (boolean)
optionType (series OptionType) : Option type for options trading (both/call/put)
intrinsicValue (series IntrinsicValue) : Intrinsic value filter for options (itm/otm)
expiration (string) : Option expiration (date string)
strikePrice (float) : Option strike price
signalPrice (float) : The market price at alert time (for slippage tracking)
comment (string) : Optional comment for the order (shows in TradersPost UI for debugging)
Returns: ErrorResponse with success status and JSON or error details
SendSentiment(ticker, sentiment, quantity, quantityType, signalPrice, comment)
Send sentiment-based position management order
Parameters:
ticker (string) : Symbol to manage (defaults to syminfo.ticker)
sentiment (series Sentiment) : Target position sentiment (long/short/flat)
quantity (float) : Position size (optional, uses account default if not specified)
quantityType (series QuantityType) : Type of quantity specification
signalPrice (float) : The market price at alert time (for slippage tracking)
comment (string) : Optional comment
Returns: ErrorResponse with success status
SendCancelAll(ticker, comment)
Cancel all open orders for the specified symbol
Parameters:
ticker (string) : Symbol to cancel orders for (defaults to syminfo.ticker)
comment (string) : Optional comment for the cancellation
Returns: ErrorResponse with success status
SendOrderNoCancelExisting(ticker, action, quantity, quantityType, orderType, sentiment, limitPrice, stopPrice, takeProfitPrice, takeProfitAmount, takeProfitPercent, stopLossPrice, stopLossAmount, stopLossPercent, stopLossType, stopLossLimitPrice, signalPrice, comment)
Send order without canceling existing orders
Parameters:
ticker (string) : Symbol to trade (defaults to syminfo.ticker)
action (series Action) : Order action (buy/sell/exit)
quantity (float) : Order quantity
quantityType (series QuantityType) : Type of quantity (fixed/dollar/percent)
orderType (series OrderType) : Type of order (market/limit/stop/stop_limit)
sentiment (series Sentiment) : Position sentiment (long/short/flat, optional)
limitPrice (float) : Limit price for limit orders
stopPrice (float) : Stop price for stop orders
takeProfitPrice (float) : Take profit price
takeProfitAmount (float) : Take profit amount (optional)
takeProfitPercent (float)
stopLossPrice (float) : Stop loss price
stopLossAmount (float) : Stop loss amount (optional)
stopLossPercent (float) : Stop loss percentage (optional)
stopLossType (series StopLossType) : Stop loss order type
stopLossLimitPrice (float) : Limit price for stop_limit orders
signalPrice (float) : The market price at alert time (for slippage tracking)
comment (string) : Optional comment
Returns: ErrorResponse with success status
_buildBracketOrderParams(orderType, entryPrice, entryLimitPrice)
Build bracket order parameters by routing entryPrice to correct parameter based on orderType
This helper function maps the conceptual "entryPrice" to the technical parameters needed
Parameters:
orderType (series OrderType) : The order type for the entry order
entryPrice (float) : The desired entry price (trigger for stops, limit for limits)
entryLimitPrice (float) : The limit price for stop_limit orders (optional)
Returns: array with correct routing
SendBracketOrder(ticker, action, quantity, quantityType, orderType, entryPrice, entryLimitPrice, takeProfitPrice, stopLossPrice, takeProfitAmount, takeProfitPercent, stopLossAmount, stopLossPercent, stopLossType, stopLossLimitPrice, signalPrice, comment)
Send bracket order (entry + take profit + stop loss)
Parameters:
ticker (string) : Symbol to trade
action (series Action) : Entry action (buy/sell)
quantity (float) : Order quantity
quantityType (series QuantityType) : Type of quantity specification
orderType (series OrderType) : Type of entry order
entryPrice (float) : Entry price (trigger price for stop orders, limit price for limit orders)
entryLimitPrice (float) : Entry limit price (only for stop_limit orders, defaults to entryPrice if na)
takeProfitPrice (float) : Take profit price
stopLossPrice (float) : Stop loss price
takeProfitAmount (float) : Take profit dollar amount (alternative to price)
takeProfitPercent (float) : Take profit percentage (alternative to price)
stopLossAmount (float) : Stop loss dollar amount (alternative to price)
stopLossPercent (float) : Stop loss percentage (alternative to price)
stopLossType (series StopLossType) : Stop loss order type
stopLossLimitPrice (float) : Limit price for stop_limit orders
signalPrice (float) : The market price at alert time (for slippage tracking)
comment (string) : Optional comment
Returns: ErrorResponse with success status
SendOTOOrder(primaryTicker, primaryAction, primaryQuantity, primaryOrderType, primaryPrice, secondaryTicker, secondaryAction, secondaryQuantity, secondaryOrderType, secondaryPrice, signalPrice, comment)
Send One-Triggers-Other (OTO) order sequence
Note: OTO linking must be configured in TradersPost strategy settings
This sends two separate orders - TradersPost handles the OTO logic
Parameters:
primaryTicker (string) : Primary order ticker
primaryAction (series Action) : Primary order action
primaryQuantity (float) : Primary order quantity
primaryOrderType (series OrderType) : Primary entry type
primaryPrice (float) : Primary order price
secondaryTicker (string) : Secondary order ticker (defaults to primary ticker)
secondaryAction (series Action) : Secondary order action
secondaryQuantity (float) : Secondary order quantity
secondaryOrderType (series OrderType) : Secondary entry type
secondaryPrice (float) : Secondary order price
signalPrice (float) : The market price at alert time (for slippage tracking)
comment (string) : Optional comment for both orders
Returns: ErrorResponse with success status
SendOCOOrder(ticker, firstAction, firstQuantity, firstOrderType, firstPrice, secondAction, secondQuantity, secondOrderType, secondPrice, signalPrice, comment)
Send One-Cancels-Other (OCO) order pair
Note: OCO linking must be configured in TradersPost strategy settings
This sends two separate orders - TradersPost handles the OCO logic
Parameters:
ticker (string) : Symbol for both orders
firstAction (series Action) : Action for first order
firstQuantity (float) : Quantity for first order
firstOrderType (series OrderType) : Order type for first order
firstPrice (float) : Price for first order
secondAction (series Action) : Action for second order
secondQuantity (float) : Quantity for second order
secondOrderType (series OrderType) : Order type for second order
secondPrice (float) : Price for second order
signalPrice (float) : The market price at alert time (for slippage tracking)
comment (string) : Optional comment
Returns: ErrorResponse with success status
ErrorResponse
Fields:
success (series bool)
errors (array)
message (series string)
EnhancedErrorResponse
Fields:
success (series bool)
errors (array)
message (series string)
severity (series ErrorSeverity)
context (series string)
timestamp (series int)
functionName (series string)
DetailedErrorResponse
Fields:
success (series bool)
errors (array)
warnings (array)
severity (series ErrorSeverity)
context (series string)
message (series string)
Thư viện Pine Script®
News2024H1Library "News2024H1" - This contains news events from 2024 H1 News Events
f_loadNewsRows()
f_loadExcSevByTypeId()
f_loadExcTagByTypeId()
Thư viện Pine Script®
SPX_0DTE_EngineLibrary "SPX_0DTE_Engine"
getATM(price)
Parameters:
price (float)
getCallStrikes(atmStrike, count)
Parameters:
atmStrike (int)
count (int)
getPutStrikes(atmStrike, count)
Parameters:
atmStrike (int)
count (int)
generateOCCSymbol(underlying, year, month, day, optionType, strike)
Parameters:
underlying (string)
year (int)
month (int)
day (int)
optionType (string)
strike (int)
getAdaptiveReference(src, lookback)
Parameters:
src (float)
lookback (int)
detectLiquidityGrabHigh(high, low, close, volume, lookback)
Parameters:
high (float)
low (float)
close (float)
volume (float)
lookback (int)
detectLiquidityGrabLow(high, low, close, volume, lookback)
Parameters:
high (float)
low (float)
close (float)
volume (float)
lookback (int)
getVolatilityRegime(src, bbLength, bbMult)
Parameters:
src (float)
bbLength (int)
bbMult (float)
getESConfirmation(spxClose, esClose, spxHigh, esHigh, spxLow, esLow, lookback)
Parameters:
spxClose (float)
esClose (float)
spxHigh (float)
esHigh (float)
spxLow (float)
esLow (float)
lookback (int)
getDeltaBias(src, adaptiveRef, esClose, spxClose)
Parameters:
src (float)
adaptiveRef (float)
esClose (float)
spxClose (float)
getGammaZone(src, atmStrike)
Parameters:
src (float)
atmStrike (int)
getVegaRegime(vixSymbol)
Parameters:
vixSymbol (simple string)
isFailState(volRegime, hour, minute, vix, atr)
Parameters:
volRegime (int)
hour (int)
minute (int)
vix (float)
atr (float)
checkCallConfluence(liquidityGrabLow, volRegime, esConfirmation, failState, deltaBias, lowGamma)
Parameters:
liquidityGrabLow (bool)
volRegime (int)
esConfirmation (int)
failState (bool)
deltaBias (int)
lowGamma (bool)
checkPutConfluence(liquidityGrabHigh, volRegime, esConfirmation, failState, deltaBias, lowGamma)
Parameters:
liquidityGrabHigh (bool)
volRegime (int)
esConfirmation (int)
failState (bool)
deltaBias (int)
lowGamma (bool)
checkProfitTarget(entryPrice, currentPrice, targetPercent, isCall)
Parameters:
entryPrice (float)
currentPrice (float)
targetPercent (float)
isCall (bool)
checkStopLoss(entryPrice, currentPrice, stopPercent, isCall)
Parameters:
entryPrice (float)
currentPrice (float)
stopPercent (float)
isCall (bool)
checkTimeExit(hour, minute)
Parameters:
hour (int)
minute (int)
checkInvalidation(esConfirmation, isCallPosition)
Parameters:
esConfirmation (int)
isCallPosition (bool)
Thư viện Pine Script®
GaussianWavePacketLibrary "GaussianWavePacket"
gaussianEnvelope(gamma, t, t0)
Parameters:
gamma (float)
t (int)
t0 (int)
oscillatorReal(omega, t, phase)
Parameters:
omega (float)
t (int)
phase (float)
oscillatorImag(omega, t, phase)
Parameters:
omega (float)
t (int)
phase (float)
wavePacket(amplitude, gamma, omega, t, t0, phase)
Parameters:
amplitude (float)
gamma (float)
omega (float)
t (int)
t0 (int)
phase (float)
estimateGamma(amplitudeCurrent, amplitudePast, timeDelta)
Parameters:
amplitudeCurrent (float)
amplitudePast (float)
timeDelta (int)
periodToOmega(period)
Parameters:
period (float)
omegaToPeriod(omega)
Parameters:
omega (float)
Thư viện Pine Script®
Thư viện Pine Script®
Thư viện Pine Script®
NewsTypesLibrary "NewsTypes" Provides the based library for the news system
f_hhmmToMs(_hhmm)
Parameters:
_hhmm (int)
f_addNews(_d, _hhmm, _tid, _dArr, _tArr, _idArr)
Parameters:
_d (string)
_hhmm (int)
_tid (int)
_dArr (array)
_tArr (array)
_idArr (array)
f_addNewsMs(_d, _ms, _tid, _dArr, _tArr, _idArr)
Parameters:
_d (string)
_ms (int)
_tid (int)
_dArr (array)
_tArr (array)
_idArr (array)
f_loadTypeSevByTypeId()
Thư viện Pine Script®
PineML_v6Library "PineML_v6"
ML Library for lightweight strategies. Implements k-NN with matrix storage.
method new_model(k, history, features)
Създава нов модел
Namespace types: series int, simple int, input int, const int
Parameters:
k (int) : Брой съседи (напр. 5)
history (int) : Дълбочина на паметта (напр. 1000 бара)
features (int) : Брой променливи, които ще следим
method train(model, feature_array, label)
Добавя нови данни към паметта на модела
Namespace types: KNN_Model
Parameters:
model (KNN_Model) : Инстанцията на модела
feature_array (array) : Масив с текущите стойности на индикаторите
label (float) : Резултатът (класът), свързан с тези данни
method predict(model, query_features)
Изчислява прогноза на база текущите данни
Namespace types: KNN_Model
Parameters:
model (KNN_Model)
query_features (array)
KNN_Model
Fields:
k_neighbors (series int)
max_history (series int)
features (matrix)
labels (array)
feature_count (series int)
Thư viện Pine Script®
LECAPS_BONCAP_LibraryLibrary "LECAPS_BONCAP_Library"
getInstrumentCount()
getTicker(index)
Parameters:
index (int)
getTickerShort(index)
Parameters:
index (int)
getMaturityPrice(index)
Parameters:
index (int)
getMaturityTimestamp(index)
Parameters:
index (int)
getMaturityYear(index)
Parameters:
index (int)
getMaturityMonth(index)
Parameters:
index (int)
getMaturityDay(index)
Parameters:
index (int)
isBoncap(index)
Parameters:
index (int)
isLecap(index)
Parameters:
index (int)
getInstrumentType(index)
Parameters:
index (int)
getDolarFuturesCount()
getDolarFuturesTicker(index)
Parameters:
index (int)
getDolarFuturesShort(index)
Parameters:
index (int)
getDolarFuturesExpiry(index)
Parameters:
index (int)
getDaysToMaturity(index)
Parameters:
index (int)
getDataSummary(index)
Parameters:
index (int)
Thư viện Pine Script®
Thư viện Pine Script®
Thư viện Pine Script®
StrategyMatrixLibLibrary "StrategyMatrixLib"
render_matrix(posStr, digits, bgCol, headBg, headTxt, valCol, valTxt)
Renders a strategy performance matrix (table) using strategy.* and strategy.closedtrades.*
Parameters:
posStr (string) : Table anchor position: "Top Left" | "Top Right" | "Bottom Left" | "Bottom Right"
digits (int) : Decimal places for numeric formatting
bgCol (color) : Background color for non-header cells
headBg (color) : Background for header rows
headTxt (color) : Text color for header rows
valCol (color) : Background for value cells
valTxt (color) : Text color for value cells
Returns: table id The created/updated table ID
Thư viện Pine Script®
SlopeUtilsLibrary "SlopeUtils"
calcSlope(src, atr_series, length)
Calculates a normalized slope based on price change relative to ATR.
Parameters:
src (float) : (series float) The source input (e.g., close).
atr_series (float) : (series float) The ATR value for normalization.
length (simple int) : (simple int) The lookback period for the slope calculation.
Returns: (float) The normalized slope value.
Thư viện Pine Script®
arraysLibrary "arrays"
Supplementary array methods.
method delete(arr, index)
remove int object from array of integers at specific index
Namespace types: array
Parameters:
arr (array) : int array
index (int) : index at which int object need to be removed
Returns: void
method delete(arr, index)
remove float object from array of float at specific index
Namespace types: array
Parameters:
arr (array) : float array
index (int) : index at which float object need to be removed
Returns: float
method delete(arr, index)
remove bool object from array of bool at specific index
Namespace types: array
Parameters:
arr (array) : bool array
index (int) : index at which bool object need to be removed
Returns: bool
method delete(arr, index)
remove string object from array of string at specific index
Namespace types: array
Parameters:
arr (array) : string array
index (int) : index at which string object need to be removed
Returns: string
method delete(arr, index)
remove color object from array of color at specific index
Namespace types: array
Parameters:
arr (array) : color array
index (int) : index at which color object need to be removed
Returns: color
method delete(arr, index)
remove chart.point object from array of chart.point at specific index
Namespace types: array
Parameters:
arr (array) : chart.point array
index (int) : index at which chart.point object need to be removed
Returns: void
method delete(arr, index)
remove line object from array of lines at specific index and deletes the line
Namespace types: array
Parameters:
arr (array) : line array
index (int) : index at which line object need to be removed and deleted
Returns: void
method delete(arr, index)
remove label object from array of labels at specific index and deletes the label
Namespace types: array
Parameters:
arr (array) : label array
index (int) : index at which label object need to be removed and deleted
Returns: void
method delete(arr, index)
remove box object from array of boxes at specific index and deletes the box
Namespace types: array
Parameters:
arr (array) : box array
index (int) : index at which box object need to be removed and deleted
Returns: void
method delete(arr, index)
remove table object from array of tables at specific index and deletes the table
Namespace types: array
Parameters:
arr (array) : table array
index (int) : index at which table object need to be removed and deleted
Returns: void
method delete(arr, index)
remove linefill object from array of linefills at specific index and deletes the linefill
Namespace types: array
Parameters:
arr (array) : linefill array
index (int) : index at which linefill object need to be removed and deleted
Returns: void
method delete(arr, index)
remove polyline object from array of polylines at specific index and deletes the polyline
Namespace types: array
Parameters:
arr (array) : polyline array
index (int) : index at which polyline object need to be removed and deleted
Returns: void
method popr(arr)
remove last int object from array
Namespace types: array
Parameters:
arr (array) : int array
Returns: int
method popr(arr)
remove last float object from array
Namespace types: array
Parameters:
arr (array) : float array
Returns: float
method popr(arr)
remove last bool object from array
Namespace types: array
Parameters:
arr (array) : bool array
Returns: bool
method popr(arr)
remove last string object from array
Namespace types: array
Parameters:
arr (array) : string array
Returns: string
method popr(arr)
remove last color object from array
Namespace types: array
Parameters:
arr (array) : color array
Returns: color
method popr(arr)
remove last chart.point object from array
Namespace types: array
Parameters:
arr (array) : chart.point array
Returns: void
method popr(arr)
remove and delete last line object from array
Namespace types: array
Parameters:
arr (array) : line array
Returns: void
method popr(arr)
remove and delete last label object from array
Namespace types: array
Parameters:
arr (array) : label array
Returns: void
method popr(arr)
remove and delete last box object from array
Namespace types: array
Parameters:
arr (array) : box array
Returns: void
method popr(arr)
remove and delete last table object from array
Namespace types: array
Parameters:
arr (array) : table array
Returns: void
method popr(arr)
remove and delete last linefill object from array
Namespace types: array
Parameters:
arr (array) : linefill array
Returns: void
method popr(arr)
remove and delete last polyline object from array
Namespace types: array
Parameters:
arr (array) : polyline array
Returns: void
method shiftr(arr)
remove first int object from array
Namespace types: array
Parameters:
arr (array) : int array
Returns: int
method shiftr(arr)
remove first float object from array
Namespace types: array
Parameters:
arr (array) : float array
Returns: float
method shiftr(arr)
remove first bool object from array
Namespace types: array
Parameters:
arr (array) : bool array
Returns: bool
method shiftr(arr)
remove first string object from array
Namespace types: array
Parameters:
arr (array) : string array
Returns: string
method shiftr(arr)
remove first color object from array
Namespace types: array
Parameters:
arr (array) : color array
Returns: color
method shiftr(arr)
remove first chart.point object from array
Namespace types: array
Parameters:
arr (array) : chart.point array
Returns: void
method shiftr(arr)
remove and delete first line object from array
Namespace types: array
Parameters:
arr (array) : line array
Returns: void
method shiftr(arr)
remove and delete first label object from array
Namespace types: array
Parameters:
arr (array) : label array
Returns: void
method shiftr(arr)
remove and delete first box object from array
Namespace types: array
Parameters:
arr (array) : box array
Returns: void
method shiftr(arr)
remove and delete first table object from array
Namespace types: array
Parameters:
arr (array) : table array
Returns: void
method shiftr(arr)
remove and delete first linefill object from array
Namespace types: array
Parameters:
arr (array) : linefill array
Returns: void
method shiftr(arr)
remove and delete first polyline object from array
Namespace types: array
Parameters:
arr (array) : polyline array
Returns: void
method push(arr, val, maxItems)
add int to the end of an array with max items cap. Objects are removed from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : int array
val (int) : int object to be pushed
maxItems (int) : max number of items array can hold
Returns: int
method push(arr, val, maxItems)
add float to the end of an array with max items cap. Objects are removed from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : float array
val (float) : float object to be pushed
maxItems (int) : max number of items array can hold
Returns: float
method push(arr, val, maxItems)
add bool to the end of an array with max items cap. Objects are removed from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : bool array
val (bool) : bool object to be pushed
maxItems (int) : max number of items array can hold
Returns: bool
method push(arr, val, maxItems)
add string to the end of an array with max items cap. Objects are removed from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : string array
val (string) : string object to be pushed
maxItems (int) : max number of items array can hold
Returns: string
method push(arr, val, maxItems)
add color to the end of an array with max items cap. Objects are removed from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : color array
val (color) : color object to be pushed
maxItems (int) : max number of items array can hold
Returns: color
method push(arr, val, maxItems)
add chart.point to the end of an array with max items cap. Objects are removed and deleted from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : chart.point array
val (chart.point) : chart.point object to be pushed
maxItems (int) : max number of items array can hold
Returns: chart.point
method push(arr, val, maxItems)
add line to the end of an array with max items cap. Objects are removed and deleted from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : line array
val (line) : line object to be pushed
maxItems (int) : max number of items array can hold
Returns: line
method push(arr, val, maxItems)
add label to the end of an array with max items cap. Objects are removed and deleted from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : label array
val (label) : label object to be pushed
maxItems (int) : max number of items array can hold
Returns: label
method push(arr, val, maxItems)
add box to the end of an array with max items cap. Objects are removed and deleted from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : box array
val (box) : box object to be pushed
maxItems (int) : max number of items array can hold
Returns: box
method push(arr, val, maxItems)
add table to the end of an array with max items cap. Objects are removed and deleted from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : table array
val (table) : table object to be pushed
maxItems (int) : max number of items array can hold
Returns: table
method push(arr, val, maxItems)
add linefill to the end of an array with max items cap. Objects are removed and deleted from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : linefill array
val (linefill) : linefill object to be pushed
maxItems (int) : max number of items array can hold
Returns: linefill
method push(arr, val, maxItems)
add polyline to the end of an array with max items cap. Objects are removed and deleted from start to maintain max items cap
Namespace types: array
Parameters:
arr (array) : polyline array
val (polyline) : polyline object to be pushed
maxItems (int) : max number of items array can hold
Returns: polyline
method unshift(arr, val, maxItems)
add int to the beginning of an array with max items cap. Objects are removed from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : int array
val (int) : int object to be unshift
maxItems (int) : max number of items array can hold
Returns: int
method unshift(arr, val, maxItems)
add float to the beginning of an array with max items cap. Objects are removed from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : float array
val (float) : float object to be unshift
maxItems (int) : max number of items array can hold
Returns: float
method unshift(arr, val, maxItems)
add bool to the beginning of an array with max items cap. Objects are removed from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : bool array
val (bool) : bool object to be unshift
maxItems (int) : max number of items array can hold
Returns: bool
method unshift(arr, val, maxItems)
add string to the beginning of an array with max items cap. Objects are removed from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : string array
val (string) : string object to be unshift
maxItems (int) : max number of items array can hold
Returns: string
method unshift(arr, val, maxItems)
add color to the beginning of an array with max items cap. Objects are removed from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : color array
val (color) : color object to be unshift
maxItems (int) : max number of items array can hold
Returns: color
method unshift(arr, val, maxItems)
add chart.point to the beginning of an array with max items cap. Objects are removed and deleted from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : chart.point array
val (chart.point) : chart.point object to be unshift
maxItems (int) : max number of items array can hold
Returns: chart.point
method unshift(arr, val, maxItems)
add line to the beginning of an array with max items cap. Objects are removed and deleted from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : line array
val (line) : line object to be unshift
maxItems (int) : max number of items array can hold
Returns: line
method unshift(arr, val, maxItems)
add label to the beginning of an array with max items cap. Objects are removed and deleted from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : label array
val (label) : label object to be unshift
maxItems (int) : max number of items array can hold
Returns: label
method unshift(arr, val, maxItems)
add box to the beginning of an array with max items cap. Objects are removed and deleted from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : box array
val (box) : box object to be unshift
maxItems (int) : max number of items array can hold
Returns: box
method unshift(arr, val, maxItems)
add table to the beginning of an array with max items cap. Objects are removed and deleted from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : table array
val (table) : table object to be unshift
maxItems (int) : max number of items array can hold
Returns: table
method unshift(arr, val, maxItems)
add linefill to the beginning of an array with max items cap. Objects are removed and deleted from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : linefill array
val (linefill) : linefill object to be unshift
maxItems (int) : max number of items array can hold
Returns: linefill
method unshift(arr, val, maxItems)
add polyline to the beginning of an array with max items cap. Objects are removed and deleted from end to maintain max items cap
Namespace types: array
Parameters:
arr (array) : polyline array
val (polyline) : polyline object to be unshift
maxItems (int) : max number of items array can hold
Returns: polyline
method isEmpty(arr)
checks if an int array is either null or empty
Namespace types: array
Parameters:
arr (array) : int array
Returns: bool
method isEmpty(arr)
checks if a float array is either null or empty
Namespace types: array
Parameters:
arr (array) : float array
Returns: bool
method isEmpty(arr)
checks if a string array is either null or empty
Namespace types: array
Parameters:
arr (array) : string array
Returns: bool
method isEmpty(arr)
checks if a bool array is either null or empty
Namespace types: array
Parameters:
arr (array) : bool array
Returns: bool
method isEmpty(arr)
checks if a color array is either null or empty
Namespace types: array
Parameters:
arr (array) : color array
Returns: bool
method isEmpty(arr)
checks if a chart.point array is either null or empty
Namespace types: array
Parameters:
arr (array) : chart.point array
Returns: bool
method isEmpty(arr)
checks if a line array is either null or empty
Namespace types: array
Parameters:
arr (array) : line array
Returns: bool
method isEmpty(arr)
checks if a label array is either null or empty
Namespace types: array
Parameters:
arr (array) : label array
Returns: bool
method isEmpty(arr)
checks if a box array is either null or empty
Namespace types: array
Parameters:
arr (array) : box array
Returns: bool
method isEmpty(arr)
checks if a linefill array is either null or empty
Namespace types: array
Parameters:
arr (array) : linefill array
Returns: bool
method isEmpty(arr)
checks if a polyline array is either null or empty
Namespace types: array
Parameters:
arr (array) : polyline array
Returns: bool
method isEmpty(arr)
checks if a table array is either null or empty
Namespace types: array
Parameters:
arr (array) : table array
Returns: bool
method isNotEmpty(arr)
checks if an int array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : int array
Returns: bool
method isNotEmpty(arr)
checks if a float array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : float array
Returns: bool
method isNotEmpty(arr)
checks if a string array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : string array
Returns: bool
method isNotEmpty(arr)
checks if a bool array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : bool array
Returns: bool
method isNotEmpty(arr)
checks if a color array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : color array
Returns: bool
method isNotEmpty(arr)
checks if a chart.point array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : chart.point array
Returns: bool
method isNotEmpty(arr)
checks if a line array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : line array
Returns: bool
method isNotEmpty(arr)
checks if a label array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : label array
Returns: bool
method isNotEmpty(arr)
checks if a box array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : box array
Returns: bool
method isNotEmpty(arr)
checks if a linefill array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : linefill array
Returns: bool
method isNotEmpty(arr)
checks if a polyline array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : polyline array
Returns: bool
method isNotEmpty(arr)
checks if a table array is not null and has at least one item
Namespace types: array
Parameters:
arr (array) : table array
Returns: bool
method flush(arr)
remove all int objects in an array
Namespace types: array
Parameters:
arr (array) : int array
Returns: int
method flush(arr)
remove all float objects in an array
Namespace types: array
Parameters:
arr (array) : float array
Returns: float
method flush(arr)
remove all bool objects in an array
Namespace types: array
Parameters:
arr (array) : bool array
Returns: bool
method flush(arr)
remove all string objects in an array
Namespace types: array
Parameters:
arr (array) : string array
Returns: string
method flush(arr)
remove all color objects in an array
Namespace types: array
Parameters:
arr (array) : color array
Returns: color
method flush(arr)
remove all chart.point objects in an array
Namespace types: array
Parameters:
arr (array) : chart.point array
Returns: chart.point
method flush(arr)
remove and delete all line objects in an array
Namespace types: array
Parameters:
arr (array) : line array
Returns: line
method flush(arr)
remove and delete all label objects in an array
Namespace types: array
Parameters:
arr (array) : label array
Returns: label
method flush(arr)
remove and delete all box objects in an array
Namespace types: array
Parameters:
arr (array) : box array
Returns: box
method flush(arr)
remove and delete all table objects in an array
Namespace types: array
Parameters:
arr (array) : table array
Returns: table
method flush(arr)
remove and delete all linefill objects in an array
Namespace types: array
Parameters:
arr (array) : linefill array
Returns: linefill
method flush(arr)
remove and delete all polyline objects in an array
Namespace types: array
Parameters:
arr (array) : polyline array
Returns: polyline
Thư viện Pine Script®
bing_CountLibrary "Count"
method comparisonCheck(value1, op, value2)
Namespace types: series int, simple int, input int, const int
Parameters:
value1 (int)
op (string)
value2 (int)
Thư viện Pine Script®
libSchedulerTLDR: This is a lightweight, easy-to-use way to throttle sections of Pinescript v6 scripts, the same as you'd use barstate.isconfirmed or barstate.islast. You can use this for enormous efficiency gains, provided you design your script to handle updates on differing intervals rather than computing everything on each cycle. Usage is easy:
```
import showmethegrail/libScheduler/1 as libScheduler
i_tf_fetch = input.enum(libScheduler.Timeframes.C, "Fetch Interval",
tooltip="Do things just once every interval, default=once per chart timeframe.")
var scheduler = libScheduler.Scheduler.new().init()
if scheduler.every(i_tf_fetch)
// Do stuff
```
That's it. If you need to know more, the code is well-commented.
Combine this with sensible caching, and you can right-size the compute-heavy sections of your script, for better stability and managed use of Pinescript compute quotas. You'll need to know the proper use of var and varip to make the most of this, but I found this effectively replaced a lot of boilerplate in throttling my own scripts.
Sound software engineering, made Pinescript-level easy. That's all.
Thư viện Pine Script®
DeeptestDeeptest: Quantitative Backtesting Library for Pine Script
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█ OVERVIEW
Deeptest is a Pine Script library that provides quantitative analysis tools for strategy backtesting. It calculates over 100 statistical metrics including risk-adjusted return ratios (Sharpe, Sortino, Calmar), drawdown analysis, Value at Risk (VaR), Conditional VaR, and performs Monte Carlo simulation and Walk-Forward Analysis.
█ WHY THIS LIBRARY MATTERS
Pine Script is a simple yet effective coding language for algorithmic and quantitative trading. Its accessibility enables traders to quickly prototype and test ideas directly within TradingView. However, the built-in strategy tester provides only basic metrics (net profit, win rate, drawdown), which is often insufficient for serious strategy evaluation.
Due to this limitation, many traders migrate to alternative backtesting platforms that offer comprehensive analytics. These platforms require other language programming knowledge, environment setup, and significant time investment—often just to test a simple trading idea.
Deeptest bridges this gap by bringing institutional-level quantitative analytics directly to Pine Script. Traders can now perform sophisticated analysis without leaving TradingView or learning complex external platforms. All calculations are derived from strategy.closedtrades.* , ensuring compatibility with any existing Pine Script strategy.
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█ ORIGINALITY AND USEFULNESS
This library is original work that adds value to the TradingView community in the following ways:
1. Comprehensive Metric Suite: Implements 112+ statistical calculations in a single library, including advanced metrics not available in TradingView's built-in tester (p-value, Z-score, Skewness, Kurtosis, Risk of Ruin).
2. Monte Carlo Simulation: Implements trade-sequence randomization to stress-test strategy robustness by simulating 1000+ alternative equity curves.
3. Walk-Forward Analysis: Divides historical data into rolling in-sample and out-of-sample windows to detect overfitting by comparing training vs. testing performance.
4. Rolling Window Statistics: Calculates time-varying Sharpe, Sortino, and Expectancy to analyze metric consistency throughout the backtest period.
5. Interactive Table Display: Renders professional-grade tables with color-coded thresholds, tooltips explaining each metric, and period analysis cards for drawdowns/trades.
6. Benchmark Comparison: Automatically fetches S&P 500 data to calculate Alpha, Beta, and R-squared, enabling objective assessment of strategy skill vs. passive investing.
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█ KEY FEATURES
Performance Metrics
Net Profit, CAGR, Monthly Return, Expectancy
Profit Factor, Payoff Ratio, Sample Size
Compounding Effect Analysis
Risk Metrics
Sharpe Ratio, Sortino Ratio, Calmar Ratio (MAR)
Martin Ratio, Ulcer Index
Max Drawdown, Average Drawdown, Drawdown Duration
Risk of Ruin, R-squared (equity curve linearity)
Statistical Distribution
Value at Risk (VaR 95%), Conditional VaR
Skewness (return asymmetry)
Kurtosis (tail fatness)
Z-Score, p-value (statistical significance testing)
Trade Analysis
Win Rate, Breakeven Rate, Loss Rate
Average Trade Duration, Time in Market
Consecutive Win/Loss Streaks with Expected values
Top/Worst Trades with R-multiple tracking
Advanced Analytics
Monte Carlo Simulation (1000+ iterations)
Walk-Forward Analysis (rolling windows)
Rolling Statistics (time-varying metrics)
Out-of-Sample Testing
Benchmark Comparison
Alpha (excess return vs. benchmark)
Beta (systematic risk correlation)
Buy & Hold comparison
R-squared vs. benchmark
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█ QUICK START
Basic Usage
//@version=6
strategy("My Strategy", overlay=true)
// Import the library
import Fractalyst/Deeptest/1 as *
// Your strategy logic
fastMA = ta.sma(close, 10)
slowMA = ta.sma(close, 30)
if ta.crossover(fastMA, slowMA)
strategy.entry("Long", strategy.long)
if ta.crossunder(fastMA, slowMA)
strategy.close("Long")
// Run the analysis
DT.runDeeptest()
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█ METRIC EXPLANATIONS
The Deeptest table displays 23 metrics across the main row, with 23 additional metrics in the complementary row. Each metric includes detailed tooltips accessible by hovering over the value.
Main Row — Performance Metrics (Columns 0-6)
Net Profit — (Final Equity - Initial Capital) / Initial Capital × 100
— >20%: Excellent, >0%: Profitable, <0%: Loss
— Total return percentage over entire backtest period
Payoff Ratio — Average Win / Average Loss
— >1.5: Excellent, >1.0: Good, <1.0: Losses exceed wins
— Average winning trade size relative to average losing trade. Breakeven win rate = 100% / (1 + Payoff)
Sample Size — Count of closed trades
— >=30: Statistically valid, <30: Insufficient data
— Number of completed trades. Includes 95% confidence interval for win rate in tooltip
Profit Factor — Gross Profit / Gross Loss
— >=1.5: Excellent, >1.0: Profitable, <1.0: Losing
— Ratio of total winnings to total losses. Uses absolute values unlike payoff ratio
CAGR — (Final / Initial)^(365.25 / Days) - 1
— >=10%: Excellent, >0%: Positive growth
— Compound Annual Growth Rate - annualized return accounting for compounding
Expectancy — Sum of all returns / Trade count
— >0.20%: Excellent, >0%: Positive edge
— Average return per trade as percentage. Positive expectancy indicates profitable edge
Monthly Return — Net Profit / (Months in test)
— >0%: Profitable month average
— Average monthly return. Geometric monthly also shown in tooltip
Main Row — Trade Statistics (Columns 7-14)
Avg Duration — Average time in position per trade
— Mean holding period from entry to exit. Influenced by timeframe and trading style
Max CW — Longest consecutive winning streak
— Maximum consecutive wins. Expected value = ln(trades) / ln(1/winRate)
Max CL — Longest consecutive losing streak
— Maximum consecutive losses. Important for psychological risk tolerance
Win Rate — Wins / Total Trades
— Higher is better
— Percentage of profitable trades. Breakeven win rate shown in tooltip
BE Rate — Breakeven Trades / Total Trades
— Lower is better
— Percentage of trades that broke even (neither profit nor loss)
Loss Rate — Losses / Total Trades
— Lower is better
— Percentage of unprofitable trades. Together with win rate and BE rate, sums to 100%
Frequency — Trades per month
— Trading activity level. Displays intelligently (e.g., "12/mo", "1.5/wk", "3/day")
Exposure — Time in market / Total time × 100
— Lower = less risk
— Percentage of time the strategy had open positions
Main Row — Risk Metrics (Columns 15-22)
Sharpe Ratio — (Return - Rf) / StdDev × sqrt(Periods)
— >=3: Excellent, >=2: Good, >=1: Fair, <1: Poor
— Measures risk-adjusted return using total volatility. Annualized using sqrt(252) for daily
Sortino Ratio — (Return - Rf) / DownsideDev × sqrt(Periods)
— >=2: Excellent, >=1: Good, <1: Needs improvement
— Similar to Sharpe but only penalizes downside volatility. Can be higher than Sharpe
Max DD — (Peak - Trough) / Peak × 100
— <5%: Excellent, 5-15%: Moderate, 15-30%: High, >30%: Severe
— Largest peak-to-trough decline in equity. Critical for risk tolerance and position sizing
RoR — Risk of Ruin probability
— <1%: Excellent, 1-5%: Acceptable, 5-10%: Elevated, >10%: Dangerous
— Probability of losing entire trading account based on win rate and payoff ratio
R² — R-squared of equity curve vs. time
— >=0.95: Excellent, 0.90-0.95: Good, 0.80-0.90: Moderate, <0.80: Erratic
— Coefficient of determination measuring linearity of equity growth
MAR — CAGR / |Max Drawdown|
— Higher is better, negative = bad
— Calmar Ratio. Reward relative to worst-case loss. Negative if max DD exceeds CAGR
CVaR — Average of returns below VaR threshold
— Lower absolute is better
— Conditional Value at Risk (Expected Shortfall). Average loss in worst 5% of outcomes
p-value — Binomial test probability
— <0.05: Significant, 0.05-0.10: Marginal, >0.10: Likely random
— Probability that observed results are due to chance. Low p-value means statistically significant edge
Complementary Row — Extended Metrics
Compounding — (Compounded Return / Total Return) × 100
— Percentage of total profit attributable to compounding (position sizing)
Avg Win — Sum of wins / Win count
— Average profitable trade return in percentage
Avg Trade — Sum of all returns / Total trades
— Same as Expectancy (Column 5). Displayed here for convenience
Avg Loss — Sum of losses / Loss count
— Average unprofitable trade return in percentage (negative value)
Martin Ratio — CAGR / Ulcer Index
— Similar to Calmar but uses Ulcer Index instead of Max DD
Rolling Expectancy — Mean of rolling window expectancies
— Average expectancy calculated across rolling windows. Shows consistency of edge
Avg W Dur — Avg duration of winning trades
— Average time from entry to exit for winning trades only
Max Eq — Highest equity value reached
— Peak equity achieved during backtest
Min Eq — Lowest equity value reached
— Trough equity point. Important for understanding worst-case absolute loss
Buy & Hold — (Close_last / Close_first - 1) × 100
— >0%: Passive profit
— Return of simply buying and holding the asset from backtest start to end
Alpha — Strategy CAGR - Benchmark CAGR
— >0: Has skill (beats benchmark)
— Excess return above passive benchmark. Positive alpha indicates genuine value-added skill
Beta — Covariance(Strategy, Benchmark) / Variance(Benchmark)
— <1: Less volatile than market, >1: More volatile
— Systematic risk correlation with benchmark
Avg L Dur — Avg duration of losing trades
— Average time from entry to exit for losing trades only
Rolling Sharpe/Sortino — Dynamic based on win rate
— >2: Good consistency
— Rolling metric across sliding windows. Shows Sharpe if win rate >50%, Sortino if <=50%
Curr DD — Current drawdown from peak
— Lower is better
— Present drawdown percentage. Zero means at new equity high
DAR — CAGR adjusted for target DD
— Higher is better
— Drawdown-Adjusted Return. DAR^5 = CAGR if max DD = 5%
Kurtosis — Fourth moment / StdDev^4 - 3
— ~0: Normal, >0: Fat tails, <0: Thin tails
— Measures "tailedness" of return distribution (excess kurtosis)
Skewness — Third moment / StdDev^3
— >0: Positive skew (big wins), <0: Negative skew (big losses)
— Return distribution asymmetry
VaR — 5th percentile of returns
— Lower absolute is better
— Value at Risk at 95% confidence. Maximum expected loss in worst 5% of outcomes
Ulcer — sqrt(mean(drawdown^2))
— Lower is better
— Ulcer Index - root mean square of drawdowns. Penalizes both depth AND duration
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█ MONTE CARLO SIMULATION
Purpose
Monte Carlo simulation tests strategy robustness by randomizing the order of trades while keeping trade returns unchanged. This simulates alternative equity curves to assess outcome variability.
Method
Extract all historical trade returns
Randomly shuffle the sequence (1000+ iterations)
Calculate cumulative equity for each shuffle
Build distribution of final outcomes
Output
The stress test table shows:
Median Outcome: 50th percentile result
5th Percentile: Worst 5% of outcomes
95th Percentile: Best 95% of outcomes
Success Rate: Percentage of simulations that were profitable
Interpretation
If 95% of simulations are profitable: Strategy is robust
If median is far from actual result: High variance/unreliability
If 5th percentile shows large loss: High tail risk
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█ WALK-FORWARD ANALYSIS
Purpose
Walk-Forward Analysis (WFA) is the gold standard for detecting strategy overfitting. It simulates real-world trading by dividing historical data into rolling "training" (in-sample) and "validation" (out-of-sample) periods. A strategy that performs well on unseen data is more likely to succeed in live trading.
Method
The implementation uses a non-overlapping window approach following AmiBroker's gold standard methodology:
Segment Calculation: Total trades divided into N windows (default: 12), IS = ~75%, OOS = ~25%, Step = OOS length
Window Structure: Each window has IS (training) followed by OOS (validation). Each OOS becomes the next window's IS (rolling forward)
Metrics Calculated: CAGR, Sharpe, Sortino, MaxDD, Win Rate, Expectancy, Profit Factor, Payoff
Aggregation: IS metrics averaged across all IS periods, OOS metrics averaged across all OOS periods
Output
IS CAGR: In-sample annualized return
OOS CAGR: Out-of-sample annualized return ( THE key metric )
IS/OOS Sharpe: In/out-of-sample risk-adjusted return
Success Rate: % of OOS windows that were profitable
Interpretation
Robust: IS/OOS CAGR gap <20%, OOS Success Rate >80%
Some Overfitting: CAGR gap 20-50%, Success Rate 50-80%
Severe Overfitting: CAGR gap >50%, Success Rate <50%
Key Principles:
OOS is what matters — Only OOS predicts live performance
Consistency > Magnitude — 10% IS / 9% OOS beats 30% IS / 5% OOS
Window count — More windows = more reliable validation
Non-overlapping OOS — Prevents data leakage
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█ TABLE DISPLAY
Main Table — Organized into three sections:
Performance Metrics (Cols 0-6): Net Profit, Payoff, Sample Size, Profit Factor, CAGR, Expectancy, Monthly
Trade Statistics (Cols 7-14): Avg Duration, Max CW, Max CL, Win, BE, Loss, Frequency, Exposure
Risk Metrics (Cols 15-22): Sharpe, Sortino, Max DD, RoR, R², MAR, CVaR, p-value
Color Coding
🟢 Green: Excellent performance
🟠 Orange: Acceptable performance
⚪ Gray: Neutral / Fair
🔴 Red: Poor performance
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█ IMPLEMENTATION NOTES
Data Source: All metrics calculated from strategy.closedtrades , ensuring compatibility with any Pine Script strategy
Calculation Timing: All calculations occur on barstate.islastconfirmedhistory to optimize performance
Limitations: Requires at least 1 closed trade for basic metrics, 30+ trades for reliable statistical analysis
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█ QUICK NOTES
➙ This library has been developed and refined over two years of real-world strategy testing. Every calculation has been validated against industry-standard quantitative finance references.
➙ The entire codebase is thoroughly documented inline. If you are curious about how a metric is calculated or want to understand the implementation details, dive into the source code -- it is written to be read and learned from.
➙ This description focuses on usage and concepts rather than exhaustively listing every exported type and function. The library source code is thoroughly documented inline -- explore it to understand implementation details and internal logic.
➙ All calculations execute on barstate.islastconfirmedhistory to minimize runtime overhead. The library is designed for efficiency without sacrificing accuracy.
➙ Beyond analysis, this library serves as a learning resource. Study the source code to understand quantitative finance concepts, Pine Script advanced techniques, and proper statistical methodology.
➙ Metrics are their own not binary good/bad indicators. A high Sharpe ratio with low sample size is misleading. A deep drawdown during a market crash may be acceptable. Study each function and metric individually -- evaluate your strategy contextually, not by threshold alone.
➙ All strategies face alpha decay over time. Instead of over-optimizing a single strategy on one timeframe and market, build a diversified portfolio across multiple markets and timeframes. Deeptest helps you validate each component so you can combine robust strategies into a trading portfolio.
➙ Screenshots shown in the documentation are solely for visual representation to demonstrate how the tables and metrics will be displayed. Please do not compare your strategy's performance with the metrics shown in these screenshots -- they are illustrative examples only, not performance targets or benchmarks.
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█ HOW-TO
Using Deeptest is intentionally straightforward. Just import the library and call DT.runDeeptest() at the end of your strategy code in main scope. .
//@version=6
strategy("My Strategy", overlay=true)
// Import the library
import Fractalyst/Deeptest/1 as DT
// Your strategy logic
fastMA = ta.sma(close, 10)
slowMA = ta.sma(close, 30)
if ta.crossover(fastMA, slowMA)
strategy.entry("Long", strategy.long)
if ta.crossunder(fastMA, slowMA)
strategy.close("Long")
// Run the analysis
DT.runDeeptest()
And yes... it's compatible with any TradingView Strategy! 🪄
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█ CREDITS
Author: @Fractalyst
Font Library: by @fikira - @kaigouthro - @Duyck
Community: Inspired by the @PineCoders community initiative, encouraging developers to contribute open-source libraries and continuously enhance the Pine Script ecosystem for all traders.
if you find Deeptest valuable in your trading journey, feel free to use it in your strategies and give a shoutout to @Fractalyst -- Your recognition directly supports ongoing development and open-source contributions to Pine Script.
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█ DISCLAIMER
This library is provided for educational and research purposes. Past performance does not guarantee future results. Always test thoroughly and use proper risk management. The author is not responsible for any trading losses incurred through the use of this code.
Thư viện Pine Script®
key_level_alerts_libLibrary "key_level_alerts_lib"
shouldFireAlertAbove(level, acceptableRange, filterEnabled)
Detects if price crossed above and closed above a level on this bar
Parameters:
level (float) : The price level to check for cross
acceptableRange (float) : The maximum distance from level for close to be considered valid (used when filterEnabled=true)
filterEnabled (bool) : When true, checks that close is within acceptable range above level
Returns: true if price crossed and closed above the level (optionally within acceptable range)
Detection logic:
Condition A: Opened below level AND closed above level (direct cross up)
Condition B: Opened above level, low touched/dipped to level (low <= level), closed above level
shouldFireAlertBelow(level, acceptableRange, filterEnabled)
Detects if price crossed below and closed below a level on this bar
Parameters:
level (float) : The price level to check for cross
acceptableRange (float) : The maximum distance from level for close to be considered valid (used when filterEnabled=true)
filterEnabled (bool) : When true, checks that close is within acceptable range below level
Returns: true if price crossed and closed below the level (optionally within acceptable range)
Detection logic:
Condition A: Opened above level AND closed below level (direct cross down)
Condition B: Opened below level, high touched/spiked to level (high >= level), closed below level
processAlertAbove(level, acceptableRange, currentState, alertEnabled, filterEnabled)
Process "crossed above" alert for a level - fires alert if transitioning from below/unknown to above
Parameters:
level (float) : The price level to check
acceptableRange (float) : The acceptable range threshold for filtering
currentState (int) : Current alert state (-1=below, 0=unknown, 1=above)
alertEnabled (bool) : Whether the alert is enabled
filterEnabled (bool) : Whether to apply acceptable range filtering
Returns: tuple where newState is updated alert state and shouldFire indicates if alert should trigger
State behavior:
- Alert fires when: state was -1 or 0 AND cross above detected AND alert enabled
- State updates to 1 (above) on any cross above
- State updates to -1 (below) on any cross below (resets for next above alert)
processAlertBelow(level, acceptableRange, currentState, alertEnabled, filterEnabled)
Process "crossed below" alert for a level - fires alert if transitioning from above/unknown to below
Parameters:
level (float) : The price level to check
acceptableRange (float) : The acceptable range threshold for filtering
currentState (int) : Current alert state (-1=below, 0=unknown, 1=above)
alertEnabled (bool) : Whether the alert is enabled
filterEnabled (bool) : Whether to apply acceptable range filtering
Returns: tuple where newState is updated alert state and shouldFire indicates if alert should trigger
State behavior:
- Alert fires when: state was 1 or 0 AND cross below detected AND alert enabled
- State updates to -1 (below) on any cross below
- State updates to 1 (above) on any cross above (resets for next below alert)
calculateAcceptableRange(atrValue, acceptableRangePct)
Calculates the acceptable range threshold for alert filtering based on ATR
Parameters:
atrValue (float) : The daily ATR value
acceptableRangePct (float) : The acceptable range percentage (e.g., 85 for 85%)
Returns: The acceptable range threshold in price units
Calculation: oneFullLevel = ATR × 0.24 (24% of daily ATR = one standard key level spacing)
acceptableRange = (acceptableRangePct / 100) × oneFullLevel
getAlertLabelTextSize(sizeStr)
Converts a size string to Pine Script size constant for labels
Parameters:
sizeStr (string) : The size string ("tiny", "small", "normal", "large", "huge")
Returns: The corresponding Pine Script size constant
Thư viện Pine Script®
