PINE LIBRARY

SAT_BACKTEST @description TODO: Regroupement of useful functions

アップデート済

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)]

リリースノート

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

リリースノート

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

リリースノート

v4

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

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v5

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

リリースノート

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]

リリースノート

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).

リリースノート

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

リリースノート

v10

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v11

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v12

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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

リリースノート

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

リリースノート

v15

リリースノート

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

リリースノート

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)

リリースノート

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]

リリースノート

v19

リリースノート

v20

リリースノート

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

リリースノート

v22

リリースノート

v23

リリースノート

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]

リリースノート

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)

リリースノート

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

リリースノート

v27

リリースノート

v28

リリースノート

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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