Library "CNTLibrary"
Custom Functions To Help Code In Pinescript V5
Coded By Christian Nataliano
First Coded In 10/06/2023
Last Edited In 22/06/2023
Huge Shout Out To © ZenAndTheArtOfTrading and his ZenLibrary V5, Some Of The Custom Functions Were Heavily Inspired By Matt's Work & His Pine Script Mastery Course
Another Shout Out To The TradingView's Team Library ta V5
//====================================================================================================================================================
// Custom Indicator Functions
//====================================================================================================================================================
GetKAMA(KAMA_lenght, Fast_KAMA, Slow_KAMA)
Calculates An Adaptive Moving Average Based On Perry J Kaufman's Calculations
Parameters:
KAMA_lenght (int): Is The KAMA Lenght
Fast_KAMA (int): Is The KAMA's Fastes Moving Average
Slow_KAMA (int): Is The KAMA's Slowest Moving Average
Returns: Float Of The KAMA's Current Calculations
GetMovingAverage(Source, Lenght, Type)
Get Custom Moving Averages Values
Parameters:
Source (float): Of The Moving Average, Defval = close
Lenght (simple int): Of The Moving Average, Defval = 50
Type (string): Of The Moving Average, Defval = Exponential Moving Average
Returns: The Moving Average Calculation Based On Its Given Source, Lenght & Calculation Type (Please Call Function On Global Scope)
GetDecimals()
Calculates how many decimals are on the quote price of the current market © ZenAndTheArtOfTrading
Returns: The current decimal places on the market quote price
Truncate(number, decimalPlaces)
Truncates (cuts) excess decimal places © ZenAndTheArtOfTrading
Parameters:
number (float)
decimalPlaces (simple float)
Returns: The given number truncated to the given decimalPlaces
ToWhole(number)
Converts pips into whole numbers © ZenAndTheArtOfTrading
Parameters:
number (float)
Returns: The converted number
ToPips(number)
Converts whole numbers back into pips © ZenAndTheArtOfTrading
Parameters:
number (float)
Returns: The converted number
GetPctChange(value1, value2, lookback)
Gets the percentage change between 2 float values over a given lookback period © ZenAndTheArtOfTrading
Parameters:
value1 (float)
value2 (float)
lookback (int)
BarsAboveMA(lookback, ma)
Counts how many candles are above the MA © ZenAndTheArtOfTrading
Parameters:
lookback (int)
ma (float)
Returns: The bar count of how many recent bars are above the MA
BarsBelowMA(lookback, ma)
Counts how many candles are below the MA © ZenAndTheArtOfTrading
Parameters:
lookback (int)
ma (float)
Returns: The bar count of how many recent bars are below the EMA
BarsCrossedMA(lookback, ma)
Counts how many times the EMA was crossed recently © ZenAndTheArtOfTrading
Parameters:
lookback (int)
ma (float)
Returns: The bar count of how many times price recently crossed the EMA
GetPullbackBarCount(lookback, direction)
Counts how many green & red bars have printed recently (ie. pullback count) © ZenAndTheArtOfTrading
Parameters:
lookback (int)
direction (int)
Returns: The bar count of how many candles have retraced over the given lookback & direction
GetSwingHigh(Lookback, SwingType)
Check If Price Has Made A Recent Swing High
Parameters:
Lookback (int): Is For The Swing High Lookback Period, Defval = 7
SwingType (int): Is For The Swing High Type Of Identification, Defval = 1
Returns: A Bool - True If Price Has Made A Recent Swing High
GetSwingLow(Lookback, SwingType)
Check If Price Has Made A Recent Swing Low
Parameters:
Lookback (int): Is For The Swing Low Lookback Period, Defval = 7
SwingType (int): Is For The Swing Low Type Of Identification, Defval = 1
Returns: A Bool - True If Price Has Made A Recent Swing Low
//====================================================================================================================================================
// Custom Risk Management Functions
//====================================================================================================================================================
CalculateStopLossLevel(OrderType, Entry, StopLoss)
Calculate StopLoss Level
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
Entry (float): Is The Entry Level Of The Order, Defval = na
StopLoss (float): Is The Custom StopLoss Distance, Defval = 2x ATR Below Close
Returns: Float - The StopLoss Level In Actual Price As A
CalculateStopLossDistance(OrderType, Entry, StopLoss)
Calculate StopLoss Distance In Pips
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
Entry (float): Is The Entry Level Of The Order, NEED TO INPUT PARAM
StopLoss (float): Level Based On Previous Calculation, NEED TO INPUT PARAM
Returns: Float - The StopLoss Value In Pips
CalculateTakeProfitLevel(OrderType, Entry, StopLossDistance, RiskReward)
Calculate TakeProfit Level
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
Entry (float): Is The Entry Level Of The Order, Defval = na
StopLossDistance (float)
RiskReward (float)
Returns: Float - The TakeProfit Level In Actual Price
CalculateTakeProfitDistance(OrderType, Entry, TakeProfit)
Get TakeProfit Distance In Pips
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
Entry (float): Is The Entry Level Of The Order, NEED TO INPUT PARAM
TakeProfit (float): Level Based On Previous Calculation, NEED TO INPUT PARAM
Returns: Float - The TakeProfit Value In Pips
CalculateConversionCurrency(AccountCurrency, SymbolCurrency, BaseCurrency)
Get The Conversion Currecny Between Current Account Currency & Current Pair's Quoted Currency (FOR FOREX ONLY)
Parameters:
AccountCurrency (simple string): Is For The Account Currency Used
SymbolCurrency (simple string): Is For The Current Symbol Currency (Front Symbol)
BaseCurrency (simple string): Is For The Current Symbol Base Currency (Back Symbol)
Returns: Tuple Of A Bollean (Convert The Currency ?) And A String (Converted Currency)
CalculateConversionRate(ConvertCurrency, ConversionRate)
Get The Conversion Rate Between Current Account Currency & Current Pair's Quoted Currency (FOR FOREX ONLY)
Parameters:
ConvertCurrency (bool): Is To Check If The Current Symbol Needs To Be Converted Or Not
ConversionRate (float): Is The Quoted Price Of The Conversion Currency (Input The request.security Function Here)
Returns: Float Price Of Conversion Rate (If In The Same Currency Than Return Value Will Be 1.0)
LotSize(LotSizeSimple, Balance, Risk, SLDistance, ConversionRate)
Get Current Lot Size
Parameters:
LotSizeSimple (bool): Is To Toggle Lot Sizing Calculation (Simple Is Good Enough For Stocks & Crypto, Whilst Complex Is For Forex)
Balance (float): Is For The Current Account Balance To Calculate The Lot Sizing Based Off
Risk (float): Is For The Current Risk Per Trade To Calculate The Lot Sizing Based Off
SLDistance (float): Is The Current Position StopLoss Distance From Its Entry Price
ConversionRate (float): Is The Currency Conversion Rate (Used For Complex Lot Sizing Only)
Returns: Float - Position Size In Units
ToLots(Units)
Converts Units To Lots
Parameters:
Units (float): Is For How Many Units Need To Be Converted Into Lots (Minimun 1000 Units)
Returns: Float - Position Size In Lots
ToUnits(Lots)
Converts Lots To Units
Parameters:
Lots (float): Is For How Many Lots Need To Be Converted Into Units (Minimun 0.01 Units)
Returns: Int - Position Size In Units
ToLotsInUnits(Units)
Converts Units To Lots Than Back To Units
Parameters:
Units (float): Is For How Many Units Need To Be Converted Into Lots (Minimun 1000 Units)
Returns: Float - Position Size In Lots That Were Rounded To Units
ATRTrail(OrderType, SourceType, ATRPeriod, ATRMultiplyer, SwingLookback)
Calculate ATR Trailing Stop
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
SourceType (int): Is To Determine Where To Calculate The ATR Trailing From, Defval = close
ATRPeriod (simple int): Is To Change Its ATR Period, Defval = 20
ATRMultiplyer (float): Is To Change Its ATR Trailing Distance, Defval = 1
SwingLookback (int): Is To Change Its Swing HiLo Lookback (Only From Source Type 5), Defval = 7
Returns: Float - Number Of The Current ATR Trailing
DangerZone(WinRate, AvgRRR, Filter)
Calculate Danger Zone Of A Given Strategy
Parameters:
WinRate (float): Is The Strategy WinRate
AvgRRR (float): Is The Strategy Avg RRR
Filter (float): Is The Minimum Profit It Needs To Be Out Of BE Zone, Defval = 3
Returns: Int - Value, 1 If Out Of Danger Zone, 0 If BE, -1 If In Danger Zone
IsQuestionableTrades(TradeTP, TradeSL)
Checks For Questionable Trades (Which Are Trades That Its TP & SL Level Got Hit At The Same Candle)
Parameters:
TradeTP (float): Is The Trade In Question Take Profit Level
TradeSL (float): Is The Trade In Question Stop Loss Level
Returns: Bool - True If The Last Trade Was A "Questionable Trade"
//====================================================================================================================================================
// Custom Strategy Functions
//====================================================================================================================================================
OpenLong(EntryID, LotSize, LimitPrice, StopPrice, Comment, CommentValue)
Open A Long Order Based On The Given Params
Parameters:
EntryID (string): Is The Trade Entry ID, Defval = "Long"
LotSize (float): Is The Lot Size Of The Trade, Defval = 1
LimitPrice (float): Is The Limit Order Price To Set The Order At, Defval = Na / Market Order Execution
StopPrice (float): Is The Stop Order Price To Set The Order At, Defval = Na / Market Order Execution
Comment (string): Is The Order Comment, Defval = Long Entry Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Returns: Void
OpenShort(EntryID, LotSize, LimitPrice, StopPrice, Comment, CommentValue)
Open A Short Order Based On The Given Params
Parameters:
EntryID (string): Is The Trade Entry ID, Defval = "Short"
LotSize (float): Is The Lot Size Of The Trade, Defval = 1
LimitPrice (float): Is The Limit Order Price To Set The Order At, Defval = Na / Market Order Execution
StopPrice (float): Is The Stop Order Price To Set The Order At, Defval = Na / Market Order Execution
Comment (string): Is The Order Comment, Defval = Short Entry Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Returns: Void
TP_SLExit(FromID, TPLevel, SLLevel, PercentageClose, Comment, CommentValue)
Exits Based On Predetermined TP & SL Levels
Parameters:
FromID (string): Is The Trade ID That The TP & SL Levels Be Palced
TPLevel (float): Is The Take Profit Level
SLLevel (float): Is The StopLoss Level
PercentageClose (float): Is The Amount To Close The Order At (In Percentage) Defval = 100
Comment (string): Is The Order Comment, Defval = Exit Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Returns: Void
CloseLong(ExitID, PercentageClose, Comment, CommentValue, Instant)
Exits A Long Order Based On A Specified Condition
Parameters:
ExitID (string): Is The Trade ID That Will Be Closed, Defval = "Long"
PercentageClose (float): Is The Amount To Close The Order At (In Percentage) Defval = 100
Comment (string): Is The Order Comment, Defval = Exit Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Instant (bool): Is For Exit Execution Type, Defval = false
Returns: Void
CloseShort(ExitID, PercentageClose, Comment, CommentValue, Instant)
Exits A Short Order Based On A Specified Condition
Parameters:
ExitID (string): Is The Trade ID That Will Be Closed, Defval = "Short"
PercentageClose (float): Is The Amount To Close The Order At (In Percentage) Defval = 100
Comment (string): Is The Order Comment, Defval = Exit Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Instant (bool): Is For Exit Execution Type, Defval = false
Returns: Void
BrokerCheck(Broker)
Checks Traded Broker With Current Loaded Chart Broker
Parameters:
Broker (string): Is The Current Broker That Is Traded
Returns: Bool - True If Current Traded Broker Is Same As Loaded Chart Broker
OpenPC(LicenseID, OrderType, UseLimit, LimitPrice, SymbolPrefix, Symbol, SymbolSuffix, Risk, SL, TP, OrderComment, Spread)
Compiles Given Parameters Into An Alert String Format To Open Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Open
UseLimit (bool): Is If We Want To Enter The Position At Exactly The Previous Closing Price
LimitPrice (float): Is The Limit Price Of The Trade (Only For Pending Orders)
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
Risk (float): Is The Trade Risk Per Trade / Fixed Lot Sizing
SL (float): Is The Trade SL In Price / In Pips
TP (float): Is The Trade TP In Price / In Pips
OrderComment (string): Is The Executed Trade Comment
Spread (float): is The Maximum Spread For Execution
Returns: String - Pine Connector Order Syntax Alert Message
ClosePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix)
Compiles Given Parameters Into An Alert String Format To Close Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Close
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
Returns: String - Pine Connector Order Syntax Alert Message
//====================================================================================================================================================
// Custom Backtesting Calculation Functions
//====================================================================================================================================================
CalculatePNL(EntryPrice, ExitPrice, LotSize, ConversionRate)
Calculates Trade PNL Based On Entry, Eixt & Lot Size
Parameters:
EntryPrice (float): Is The Trade Entry
ExitPrice (float): Is The Trade Exit
LotSize (float): Is The Trade Sizing
ConversionRate (float): Is The Currency Conversion Rate (Used For Complex Lot Sizing Only)
Returns: Float - The Current Trade PNL
UpdateBalance(PrevBalance, PNL)
Updates The Previous Ginve Balance To The Next PNL
Parameters:
PrevBalance (float): Is The Previous Balance To Be Updated
PNL (float): Is The Current Trade PNL To Be Added
Returns: Float - The Current Updated PNL
CalculateSlpComm(PNL, MaxRate)
Calculates Random Slippage & Commisions Fees Based On The Parameters
Parameters:
PNL (float): Is The Current Trade PNL
MaxRate (float): Is The Upper Limit (In Percentage) Of The Randomized Fee
Returns: Float - A Percentage Fee Of The Current Trade PNL
UpdateDD(MaxBalance, Balance)
Calculates & Updates The DD Based On Its Given Parameters
Parameters:
MaxBalance (float): Is The Maximum Balance Ever Recorded
Balance (float): Is The Current Account Balance
Returns: Float - The Current Strategy DD
CalculateWR(TotalTrades, LongID, ShortID)
Calculate The Total, Long & Short Trades Win Rate
Parameters:
TotalTrades (int): Are The Current Total Trades That The Strategy Has Taken
LongID (string): Is The Order ID Of The Long Trades Of The Strategy
ShortID (string): Is The Order ID Of The Short Trades Of The Strategy
Returns: Tuple Of Long WR%, Short WR%, Total WR%, Total Winning Trades, Total Losing Trades, Total Long Trades & Total Short Trades
CalculateAvgRRR(WinTrades, LossTrades)
Calculates The Overall Strategy Avg Risk Reward Ratio
Parameters:
WinTrades (int): Are The Strategy Winning Trades
LossTrades (int): Are The Strategy Losing Trades
Returns: Float - The Average RRR Values
CAGR(StartTime, StartPrice, EndTime, EndPrice)
Calculates The CAGR Over The Given Time Period © TradingView
Parameters:
StartTime (int): Is The Starting Time Of The Calculation
StartPrice (float): Is The Starting Price Of The Calculation
EndTime (int): Is The Ending Time Of The Calculation
EndPrice (float): Is The Ending Price Of The Calculation
Returns: Float - The CAGR Values
//====================================================================================================================================================
// Custom Plot Functions
//====================================================================================================================================================
EditLabels(LabelID, X1, Y1, Text, Color, TextColor, EditCondition, DeleteCondition)
Edit / Delete Labels
Parameters:
LabelID (label): Is The ID Of The Selected Label
X1 (int): Is The X1 Coordinate IN BARINDEX Xloc
Y1 (float): Is The Y1 Coordinate IN PRICE Yloc
Text (string): Is The Text Than Wants To Be Written In The Label
Color (color): Is The Color Value Change Of The Label Text
TextColor (color)
EditCondition (int): Is The Edit Condition of The Line (Setting Location / Color)
DeleteCondition (bool): Is The Delete Condition Of The Line If Ture Deletes The Prev Itteration Of The Line
Returns: Void
EditLine(LineID, X1, Y1, X2, Y2, Color, EditCondition, DeleteCondition)
Edit / Delete Lines
Parameters:
LineID (line): Is The ID Of The Selected Line
X1 (int): Is The X1 Coordinate IN BARINDEX Xloc
Y1 (float): Is The Y1 Coordinate IN PRICE Yloc
X2 (int): Is The X2 Coordinate IN BARINDEX Xloc
Y2 (float): Is The Y2 Coordinate IN PRICE Yloc
Color (color): Is The Color Value Change Of The Line
EditCondition (int): Is The Edit Condition of The Line (Setting Location / Color)
DeleteCondition (bool): Is The Delete Condition Of The Line If Ture Deletes The Prev Itteration Of The Line
Returns: Void
//====================================================================================================================================================
// Custom Display Functions (Using Tables)
//====================================================================================================================================================
FillTable(TableID, Column, Row, Title, Value, BgColor, TextColor, ToolTip)
Filling The Selected Table With The Inputed Information
Parameters:
TableID (table): Is The Table ID That Wants To Be Edited
Column (int): Is The Current Column Of The Table That Wants To Be Edited
Row (int): Is The Current Row Of The Table That Wants To Be Edited
Title (string): Is The String Title Of The Current Cell Table
Value (string): Is The String Value Of The Current Cell Table
BgColor (color): Is The Selected Color For The Current Table
TextColor (color): Is The Selected Color For The Current Table
ToolTip (string): Is The ToolTip Of The Current Cell In The Table
Returns: Void
DisplayBTResults(TableID, BgColor, TextColor, StartingBalance, Balance, DollarReturn, TotalPips, MaxDD)
Filling The Selected Table With The Inputed Information
Parameters:
TableID (table): Is The Table ID That Wants To Be Edited
BgColor (color): Is The Selected Color For The Current Table
TextColor (color): Is The Selected Color For The Current Table
StartingBalance (float): Is The Account Starting Balance
Balance (float)
DollarReturn (float): Is The Account Dollar Reture
TotalPips (float): Is The Total Pips Gained / loss
MaxDD (float): Is The Maximum Drawdown Over The Backtesting Period
Returns: Void
DisplayBTResultsV2(TableID, BgColor, TextColor, TotalWR, QTCount, LongWR, ShortWR, InitialCapital, CumProfit, CumFee, AvgRRR, MaxDD, CAGR, MeanDD)
Filling The Selected Table With The Inputed Information
Parameters:
TableID (table): Is The Table ID That Wants To Be Edited
BgColor (color): Is The Selected Color For The Current Table
TextColor (color): Is The Selected Color For The Current Table
TotalWR (float): Is The Strategy Total WR In %
QTCount (int): Is The Strategy Questionable Trades Count
LongWR (float): Is The Strategy Total WR In %
ShortWR (float): Is The Strategy Total WR In %
InitialCapital (float): Is The Strategy Initial Starting Capital
CumProfit (float): Is The Strategy Ending Cumulative Profit
CumFee (float): Is The Strategy Ending Cumulative Fee (Based On Randomized Fee Assumptions)
AvgRRR (float): Is The Strategy Average Risk Reward Ratio
MaxDD (float): Is The Strategy Maximum DrawDown In Its Backtesting Period
CAGR (float): Is The Strategy Compounded Average GRowth In %
MeanDD (float): Is The Strategy Mean / Average Drawdown In The Backtesting Period
Returns: Void
//====================================================================================================================================================
// Custom Pattern Detection Functions
//====================================================================================================================================================
BullFib(priceLow, priceHigh, fibRatio)
Calculates A Bullish Fibonacci Value (From Swing Low To High) © ZenAndTheArtOfTrading
Parameters:
priceLow (float)
priceHigh (float)
fibRatio (float)
Returns: The Fibonacci Value Of The Given Ratio Between The Two Price Points
BearFib(priceLow, priceHigh, fibRatio)
Calculates A Bearish Fibonacci Value (From Swing High To Low) © ZenAndTheArtOfTrading
Parameters:
priceLow (float)
priceHigh (float)
fibRatio (float)
Returns: The Fibonacci Value Of The Given Ratio Between The Two Price Points
GetBodySize()
Gets The Current Candle Body Size IN POINTS © ZenAndTheArtOfTrading
Returns: The Current Candle Body Size IN POINTS
GetTopWickSize()
Gets The Current Candle Top Wick Size IN POINTS © ZenAndTheArtOfTrading
Returns: The Current Candle Top Wick Size IN POINTS
GetBottomWickSize()
Gets The Current Candle Bottom Wick Size IN POINTS © ZenAndTheArtOfTrading
Returns: The Current Candle Bottom Wick Size IN POINTS
GetBodyPercent()
Gets The Current Candle Body Size As A Percentage Of Its Entire Size Including Its Wicks © ZenAndTheArtOfTrading
Returns: The Current Candle Body Size IN PERCENTAGE
GetTopWickPercent()
Gets The Current Top Wick Size As A Percentage Of Its Entire Body Size
Returns: Float - The Current Candle Top Wick Size IN PERCENTAGE
GetBottomWickPercent()
Gets The Current Bottom Wick Size As A Percentage Of Its Entire Bodu Size
Returns: Float - The Current Candle Bottom Size IN PERCENTAGE
BullishEC(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bullish Engulfing Candle
Parameters:
Allowance (int): To Give Flexibility Of Engulfing Pattern Detection In Markets That Have Micro Gaps, Defval = 0
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bullsih Engulfing Pattern, Defval = na
EngulfWick (bool): To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bullish Engulfing Candle
BearishEC(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bearish Engulfing Candle
Parameters:
Allowance (int): To Give Flexibility Of Engulfing Pattern Detection In Markets That Have Micro Gaps, Defval = 0
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bearish Engulfing Pattern, Defval = na
EngulfWick (bool): To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing High, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing High, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bearish Engulfing Candle
Hammer(Fib, ColorMatch, NearSwings, SwingLookBack, ATRFilterCheck, ATRPeriod)
Checks If The Current Bar Is A Hammer Candle
Parameters:
Fib (float): To Specify Which Fibonacci Ratio To Use When Determining The Hammer Candle, Defval = 0.382 Ratio
ColorMatch (bool): To Filter Only Bullish Closed Hammer Candle Pattern, Defval = false
NearSwings (bool): To Specify If We Want The Doji To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
ATRFilterCheck (float): To Filter Smaller Hammer Candles That Might Be Better Classified As A Doji Candle, Defval = 1
ATRPeriod (simple int): To Change ATR Period Of The ATR Filter, Defval = 20
Returns: Bool - True If The Current Bar Matches The Requirements of a Hammer Candle
Star(Fib, ColorMatch, NearSwings, SwingLookBack, ATRFilterCheck, ATRPeriod)
Checks If The Current Bar Is A Hammer Candle
Parameters:
Fib (float): To Specify Which Fibonacci Ratio To Use When Determining The Hammer Candle, Defval = 0.382 Ratio
ColorMatch (bool): To Filter Only Bullish Closed Hammer Candle Pattern, Defval = false
NearSwings (bool): To Specify If We Want The Doji To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
ATRFilterCheck (float): To Filter Smaller Hammer Candles That Might Be Better Classified As A Doji Candle, Defval = 1
ATRPeriod (simple int): To Change ATR Period Of The ATR Filter, Defval = 20
Returns: Bool - True If The Current Bar Matches The Requirements of a Hammer Candle
Doji(MaxWickSize, MaxBodySize, DojiType, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Doji Candle
Parameters:
MaxWickSize (float): To Specify The Maximum Lenght Of Its Upper & Lower Wick, Defval = 2
MaxBodySize (float): To Specify The Maximum Lenght Of Its Candle Body IN PERCENT, Defval = 0.05
DojiType (int)
NearSwings (bool): To Specify If We Want The Doji To Be Near A Recent Swing High / Low (Only In Dragonlyf / Gravestone Mode), Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing High / Low (Only In Dragonlyf / Gravestone Mode), Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Doji Candle
BullishIB(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bullish Harami Candle
Parameters:
Allowance (int): To Give Flexibility Of Harami Pattern Detection In Markets That Have Micro Gaps, Defval = 0
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bullsih Harami Pattern, Defval = na
EngulfWick (bool): To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bullish Harami Candle
BearishIB(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bullish Harami Candle
Parameters:
Allowance (int): To Give Flexibility Of Harami Pattern Detection In Markets That Have Micro Gaps, Defval = 0
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bearish Harami Pattern, Defval = na
EngulfWick (bool): To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing High, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing High, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bearish Harami Candle
//====================================================================================================================================================
// Custom Time Functions
//====================================================================================================================================================
BarInSession(sess, useFilter)
Determines if the current price bar falls inside the specified session © ZenAndTheArtOfTrading
Parameters:
sess (simple string)
useFilter (bool)
Returns: A boolean - true if the current bar falls within the given time session
BarOutSession(sess, useFilter)
Determines if the current price bar falls outside the specified session © ZenAndTheArtOfTrading
Parameters:
sess (simple string)
useFilter (bool)
Returns: A boolean - true if the current bar falls outside the given time session
DateFilter(startTime, endTime)
Determines if this bar's time falls within date filter range © ZenAndTheArtOfTrading
Parameters:
startTime (int)
endTime (int)
Returns: A boolean - true if the current bar falls within the given dates
DayFilter(monday, tuesday, wednesday, thursday, friday, saturday, sunday)
Checks if the current bar's day is in the list of given days to analyze © ZenAndTheArtOfTrading
Parameters:
monday (bool)
tuesday (bool)
wednesday (bool)
thursday (bool)
friday (bool)
saturday (bool)
sunday (bool)
Returns: A boolean - true if the current bar's day is one of the given days
AUSSess()
Checks If The Current Australian Forex Session In Running
Returns: Bool - True If Currently The Australian Session Is Running
ASIASess()
Checks If The Current Asian Forex Session In Running
Returns: Bool - True If Currently The Asian Session Is Running
EURSess()
Checks If The Current European Forex Session In Running
Returns: Bool - True If Currently The European Session Is Running
USSess()
Checks If The Current US Forex Session In Running
Returns: Bool - True If Currently The US Session Is Running
UNIXToDate(Time, ConversionType, TimeZone)
Converts UNIX Time To Datetime
Parameters:
Time (int): Is The UNIX Time Input
ConversionType (int): Is The Datetime Output Format, Defval = DD-MM-YYYY
TimeZone (string): Is To Convert The Outputed Datetime Into The Specified Time Zone, Defval = Exchange Time Zone
Returns: String - String Of Datetime
Custom Functions To Help Code In Pinescript V5
Coded By Christian Nataliano
First Coded In 10/06/2023
Last Edited In 22/06/2023
Huge Shout Out To © ZenAndTheArtOfTrading and his ZenLibrary V5, Some Of The Custom Functions Were Heavily Inspired By Matt's Work & His Pine Script Mastery Course
Another Shout Out To The TradingView's Team Library ta V5
//====================================================================================================================================================
// Custom Indicator Functions
//====================================================================================================================================================
GetKAMA(KAMA_lenght, Fast_KAMA, Slow_KAMA)
Calculates An Adaptive Moving Average Based On Perry J Kaufman's Calculations
Parameters:
KAMA_lenght (int): Is The KAMA Lenght
Fast_KAMA (int): Is The KAMA's Fastes Moving Average
Slow_KAMA (int): Is The KAMA's Slowest Moving Average
Returns: Float Of The KAMA's Current Calculations
GetMovingAverage(Source, Lenght, Type)
Get Custom Moving Averages Values
Parameters:
Source (float): Of The Moving Average, Defval = close
Lenght (simple int): Of The Moving Average, Defval = 50
Type (string): Of The Moving Average, Defval = Exponential Moving Average
Returns: The Moving Average Calculation Based On Its Given Source, Lenght & Calculation Type (Please Call Function On Global Scope)
GetDecimals()
Calculates how many decimals are on the quote price of the current market © ZenAndTheArtOfTrading
Returns: The current decimal places on the market quote price
Truncate(number, decimalPlaces)
Truncates (cuts) excess decimal places © ZenAndTheArtOfTrading
Parameters:
number (float)
decimalPlaces (simple float)
Returns: The given number truncated to the given decimalPlaces
ToWhole(number)
Converts pips into whole numbers © ZenAndTheArtOfTrading
Parameters:
number (float)
Returns: The converted number
ToPips(number)
Converts whole numbers back into pips © ZenAndTheArtOfTrading
Parameters:
number (float)
Returns: The converted number
GetPctChange(value1, value2, lookback)
Gets the percentage change between 2 float values over a given lookback period © ZenAndTheArtOfTrading
Parameters:
value1 (float)
value2 (float)
lookback (int)
BarsAboveMA(lookback, ma)
Counts how many candles are above the MA © ZenAndTheArtOfTrading
Parameters:
lookback (int)
ma (float)
Returns: The bar count of how many recent bars are above the MA
BarsBelowMA(lookback, ma)
Counts how many candles are below the MA © ZenAndTheArtOfTrading
Parameters:
lookback (int)
ma (float)
Returns: The bar count of how many recent bars are below the EMA
BarsCrossedMA(lookback, ma)
Counts how many times the EMA was crossed recently © ZenAndTheArtOfTrading
Parameters:
lookback (int)
ma (float)
Returns: The bar count of how many times price recently crossed the EMA
GetPullbackBarCount(lookback, direction)
Counts how many green & red bars have printed recently (ie. pullback count) © ZenAndTheArtOfTrading
Parameters:
lookback (int)
direction (int)
Returns: The bar count of how many candles have retraced over the given lookback & direction
GetSwingHigh(Lookback, SwingType)
Check If Price Has Made A Recent Swing High
Parameters:
Lookback (int): Is For The Swing High Lookback Period, Defval = 7
SwingType (int): Is For The Swing High Type Of Identification, Defval = 1
Returns: A Bool - True If Price Has Made A Recent Swing High
GetSwingLow(Lookback, SwingType)
Check If Price Has Made A Recent Swing Low
Parameters:
Lookback (int): Is For The Swing Low Lookback Period, Defval = 7
SwingType (int): Is For The Swing Low Type Of Identification, Defval = 1
Returns: A Bool - True If Price Has Made A Recent Swing Low
//====================================================================================================================================================
// Custom Risk Management Functions
//====================================================================================================================================================
CalculateStopLossLevel(OrderType, Entry, StopLoss)
Calculate StopLoss Level
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
Entry (float): Is The Entry Level Of The Order, Defval = na
StopLoss (float): Is The Custom StopLoss Distance, Defval = 2x ATR Below Close
Returns: Float - The StopLoss Level In Actual Price As A
CalculateStopLossDistance(OrderType, Entry, StopLoss)
Calculate StopLoss Distance In Pips
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
Entry (float): Is The Entry Level Of The Order, NEED TO INPUT PARAM
StopLoss (float): Level Based On Previous Calculation, NEED TO INPUT PARAM
Returns: Float - The StopLoss Value In Pips
CalculateTakeProfitLevel(OrderType, Entry, StopLossDistance, RiskReward)
Calculate TakeProfit Level
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
Entry (float): Is The Entry Level Of The Order, Defval = na
StopLossDistance (float)
RiskReward (float)
Returns: Float - The TakeProfit Level In Actual Price
CalculateTakeProfitDistance(OrderType, Entry, TakeProfit)
Get TakeProfit Distance In Pips
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
Entry (float): Is The Entry Level Of The Order, NEED TO INPUT PARAM
TakeProfit (float): Level Based On Previous Calculation, NEED TO INPUT PARAM
Returns: Float - The TakeProfit Value In Pips
CalculateConversionCurrency(AccountCurrency, SymbolCurrency, BaseCurrency)
Get The Conversion Currecny Between Current Account Currency & Current Pair's Quoted Currency (FOR FOREX ONLY)
Parameters:
AccountCurrency (simple string): Is For The Account Currency Used
SymbolCurrency (simple string): Is For The Current Symbol Currency (Front Symbol)
BaseCurrency (simple string): Is For The Current Symbol Base Currency (Back Symbol)
Returns: Tuple Of A Bollean (Convert The Currency ?) And A String (Converted Currency)
CalculateConversionRate(ConvertCurrency, ConversionRate)
Get The Conversion Rate Between Current Account Currency & Current Pair's Quoted Currency (FOR FOREX ONLY)
Parameters:
ConvertCurrency (bool): Is To Check If The Current Symbol Needs To Be Converted Or Not
ConversionRate (float): Is The Quoted Price Of The Conversion Currency (Input The request.security Function Here)
Returns: Float Price Of Conversion Rate (If In The Same Currency Than Return Value Will Be 1.0)
LotSize(LotSizeSimple, Balance, Risk, SLDistance, ConversionRate)
Get Current Lot Size
Parameters:
LotSizeSimple (bool): Is To Toggle Lot Sizing Calculation (Simple Is Good Enough For Stocks & Crypto, Whilst Complex Is For Forex)
Balance (float): Is For The Current Account Balance To Calculate The Lot Sizing Based Off
Risk (float): Is For The Current Risk Per Trade To Calculate The Lot Sizing Based Off
SLDistance (float): Is The Current Position StopLoss Distance From Its Entry Price
ConversionRate (float): Is The Currency Conversion Rate (Used For Complex Lot Sizing Only)
Returns: Float - Position Size In Units
ToLots(Units)
Converts Units To Lots
Parameters:
Units (float): Is For How Many Units Need To Be Converted Into Lots (Minimun 1000 Units)
Returns: Float - Position Size In Lots
ToUnits(Lots)
Converts Lots To Units
Parameters:
Lots (float): Is For How Many Lots Need To Be Converted Into Units (Minimun 0.01 Units)
Returns: Int - Position Size In Units
ToLotsInUnits(Units)
Converts Units To Lots Than Back To Units
Parameters:
Units (float): Is For How Many Units Need To Be Converted Into Lots (Minimun 1000 Units)
Returns: Float - Position Size In Lots That Were Rounded To Units
ATRTrail(OrderType, SourceType, ATRPeriod, ATRMultiplyer, SwingLookback)
Calculate ATR Trailing Stop
Parameters:
OrderType (int): Is To Determine A Long / Short Position, Defval = 1
SourceType (int): Is To Determine Where To Calculate The ATR Trailing From, Defval = close
ATRPeriod (simple int): Is To Change Its ATR Period, Defval = 20
ATRMultiplyer (float): Is To Change Its ATR Trailing Distance, Defval = 1
SwingLookback (int): Is To Change Its Swing HiLo Lookback (Only From Source Type 5), Defval = 7
Returns: Float - Number Of The Current ATR Trailing
DangerZone(WinRate, AvgRRR, Filter)
Calculate Danger Zone Of A Given Strategy
Parameters:
WinRate (float): Is The Strategy WinRate
AvgRRR (float): Is The Strategy Avg RRR
Filter (float): Is The Minimum Profit It Needs To Be Out Of BE Zone, Defval = 3
Returns: Int - Value, 1 If Out Of Danger Zone, 0 If BE, -1 If In Danger Zone
IsQuestionableTrades(TradeTP, TradeSL)
Checks For Questionable Trades (Which Are Trades That Its TP & SL Level Got Hit At The Same Candle)
Parameters:
TradeTP (float): Is The Trade In Question Take Profit Level
TradeSL (float): Is The Trade In Question Stop Loss Level
Returns: Bool - True If The Last Trade Was A "Questionable Trade"
//====================================================================================================================================================
// Custom Strategy Functions
//====================================================================================================================================================
OpenLong(EntryID, LotSize, LimitPrice, StopPrice, Comment, CommentValue)
Open A Long Order Based On The Given Params
Parameters:
EntryID (string): Is The Trade Entry ID, Defval = "Long"
LotSize (float): Is The Lot Size Of The Trade, Defval = 1
LimitPrice (float): Is The Limit Order Price To Set The Order At, Defval = Na / Market Order Execution
StopPrice (float): Is The Stop Order Price To Set The Order At, Defval = Na / Market Order Execution
Comment (string): Is The Order Comment, Defval = Long Entry Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Returns: Void
OpenShort(EntryID, LotSize, LimitPrice, StopPrice, Comment, CommentValue)
Open A Short Order Based On The Given Params
Parameters:
EntryID (string): Is The Trade Entry ID, Defval = "Short"
LotSize (float): Is The Lot Size Of The Trade, Defval = 1
LimitPrice (float): Is The Limit Order Price To Set The Order At, Defval = Na / Market Order Execution
StopPrice (float): Is The Stop Order Price To Set The Order At, Defval = Na / Market Order Execution
Comment (string): Is The Order Comment, Defval = Short Entry Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Returns: Void
TP_SLExit(FromID, TPLevel, SLLevel, PercentageClose, Comment, CommentValue)
Exits Based On Predetermined TP & SL Levels
Parameters:
FromID (string): Is The Trade ID That The TP & SL Levels Be Palced
TPLevel (float): Is The Take Profit Level
SLLevel (float): Is The StopLoss Level
PercentageClose (float): Is The Amount To Close The Order At (In Percentage) Defval = 100
Comment (string): Is The Order Comment, Defval = Exit Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Returns: Void
CloseLong(ExitID, PercentageClose, Comment, CommentValue, Instant)
Exits A Long Order Based On A Specified Condition
Parameters:
ExitID (string): Is The Trade ID That Will Be Closed, Defval = "Long"
PercentageClose (float): Is The Amount To Close The Order At (In Percentage) Defval = 100
Comment (string): Is The Order Comment, Defval = Exit Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Instant (bool): Is For Exit Execution Type, Defval = false
Returns: Void
CloseShort(ExitID, PercentageClose, Comment, CommentValue, Instant)
Exits A Short Order Based On A Specified Condition
Parameters:
ExitID (string): Is The Trade ID That Will Be Closed, Defval = "Short"
PercentageClose (float): Is The Amount To Close The Order At (In Percentage) Defval = 100
Comment (string): Is The Order Comment, Defval = Exit Order
CommentValue (string): Is For Custom Values In The Order Comment, Defval = Na
Instant (bool): Is For Exit Execution Type, Defval = false
Returns: Void
BrokerCheck(Broker)
Checks Traded Broker With Current Loaded Chart Broker
Parameters:
Broker (string): Is The Current Broker That Is Traded
Returns: Bool - True If Current Traded Broker Is Same As Loaded Chart Broker
OpenPC(LicenseID, OrderType, UseLimit, LimitPrice, SymbolPrefix, Symbol, SymbolSuffix, Risk, SL, TP, OrderComment, Spread)
Compiles Given Parameters Into An Alert String Format To Open Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Open
UseLimit (bool): Is If We Want To Enter The Position At Exactly The Previous Closing Price
LimitPrice (float): Is The Limit Price Of The Trade (Only For Pending Orders)
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
Risk (float): Is The Trade Risk Per Trade / Fixed Lot Sizing
SL (float): Is The Trade SL In Price / In Pips
TP (float): Is The Trade TP In Price / In Pips
OrderComment (string): Is The Executed Trade Comment
Spread (float): is The Maximum Spread For Execution
Returns: String - Pine Connector Order Syntax Alert Message
ClosePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix)
Compiles Given Parameters Into An Alert String Format To Close Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Close
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
Returns: String - Pine Connector Order Syntax Alert Message
//====================================================================================================================================================
// Custom Backtesting Calculation Functions
//====================================================================================================================================================
CalculatePNL(EntryPrice, ExitPrice, LotSize, ConversionRate)
Calculates Trade PNL Based On Entry, Eixt & Lot Size
Parameters:
EntryPrice (float): Is The Trade Entry
ExitPrice (float): Is The Trade Exit
LotSize (float): Is The Trade Sizing
ConversionRate (float): Is The Currency Conversion Rate (Used For Complex Lot Sizing Only)
Returns: Float - The Current Trade PNL
UpdateBalance(PrevBalance, PNL)
Updates The Previous Ginve Balance To The Next PNL
Parameters:
PrevBalance (float): Is The Previous Balance To Be Updated
PNL (float): Is The Current Trade PNL To Be Added
Returns: Float - The Current Updated PNL
CalculateSlpComm(PNL, MaxRate)
Calculates Random Slippage & Commisions Fees Based On The Parameters
Parameters:
PNL (float): Is The Current Trade PNL
MaxRate (float): Is The Upper Limit (In Percentage) Of The Randomized Fee
Returns: Float - A Percentage Fee Of The Current Trade PNL
UpdateDD(MaxBalance, Balance)
Calculates & Updates The DD Based On Its Given Parameters
Parameters:
MaxBalance (float): Is The Maximum Balance Ever Recorded
Balance (float): Is The Current Account Balance
Returns: Float - The Current Strategy DD
CalculateWR(TotalTrades, LongID, ShortID)
Calculate The Total, Long & Short Trades Win Rate
Parameters:
TotalTrades (int): Are The Current Total Trades That The Strategy Has Taken
LongID (string): Is The Order ID Of The Long Trades Of The Strategy
ShortID (string): Is The Order ID Of The Short Trades Of The Strategy
Returns: Tuple Of Long WR%, Short WR%, Total WR%, Total Winning Trades, Total Losing Trades, Total Long Trades & Total Short Trades
CalculateAvgRRR(WinTrades, LossTrades)
Calculates The Overall Strategy Avg Risk Reward Ratio
Parameters:
WinTrades (int): Are The Strategy Winning Trades
LossTrades (int): Are The Strategy Losing Trades
Returns: Float - The Average RRR Values
CAGR(StartTime, StartPrice, EndTime, EndPrice)
Calculates The CAGR Over The Given Time Period © TradingView
Parameters:
StartTime (int): Is The Starting Time Of The Calculation
StartPrice (float): Is The Starting Price Of The Calculation
EndTime (int): Is The Ending Time Of The Calculation
EndPrice (float): Is The Ending Price Of The Calculation
Returns: Float - The CAGR Values
//====================================================================================================================================================
// Custom Plot Functions
//====================================================================================================================================================
EditLabels(LabelID, X1, Y1, Text, Color, TextColor, EditCondition, DeleteCondition)
Edit / Delete Labels
Parameters:
LabelID (label): Is The ID Of The Selected Label
X1 (int): Is The X1 Coordinate IN BARINDEX Xloc
Y1 (float): Is The Y1 Coordinate IN PRICE Yloc
Text (string): Is The Text Than Wants To Be Written In The Label
Color (color): Is The Color Value Change Of The Label Text
TextColor (color)
EditCondition (int): Is The Edit Condition of The Line (Setting Location / Color)
DeleteCondition (bool): Is The Delete Condition Of The Line If Ture Deletes The Prev Itteration Of The Line
Returns: Void
EditLine(LineID, X1, Y1, X2, Y2, Color, EditCondition, DeleteCondition)
Edit / Delete Lines
Parameters:
LineID (line): Is The ID Of The Selected Line
X1 (int): Is The X1 Coordinate IN BARINDEX Xloc
Y1 (float): Is The Y1 Coordinate IN PRICE Yloc
X2 (int): Is The X2 Coordinate IN BARINDEX Xloc
Y2 (float): Is The Y2 Coordinate IN PRICE Yloc
Color (color): Is The Color Value Change Of The Line
EditCondition (int): Is The Edit Condition of The Line (Setting Location / Color)
DeleteCondition (bool): Is The Delete Condition Of The Line If Ture Deletes The Prev Itteration Of The Line
Returns: Void
//====================================================================================================================================================
// Custom Display Functions (Using Tables)
//====================================================================================================================================================
FillTable(TableID, Column, Row, Title, Value, BgColor, TextColor, ToolTip)
Filling The Selected Table With The Inputed Information
Parameters:
TableID (table): Is The Table ID That Wants To Be Edited
Column (int): Is The Current Column Of The Table That Wants To Be Edited
Row (int): Is The Current Row Of The Table That Wants To Be Edited
Title (string): Is The String Title Of The Current Cell Table
Value (string): Is The String Value Of The Current Cell Table
BgColor (color): Is The Selected Color For The Current Table
TextColor (color): Is The Selected Color For The Current Table
ToolTip (string): Is The ToolTip Of The Current Cell In The Table
Returns: Void
DisplayBTResults(TableID, BgColor, TextColor, StartingBalance, Balance, DollarReturn, TotalPips, MaxDD)
Filling The Selected Table With The Inputed Information
Parameters:
TableID (table): Is The Table ID That Wants To Be Edited
BgColor (color): Is The Selected Color For The Current Table
TextColor (color): Is The Selected Color For The Current Table
StartingBalance (float): Is The Account Starting Balance
Balance (float)
DollarReturn (float): Is The Account Dollar Reture
TotalPips (float): Is The Total Pips Gained / loss
MaxDD (float): Is The Maximum Drawdown Over The Backtesting Period
Returns: Void
DisplayBTResultsV2(TableID, BgColor, TextColor, TotalWR, QTCount, LongWR, ShortWR, InitialCapital, CumProfit, CumFee, AvgRRR, MaxDD, CAGR, MeanDD)
Filling The Selected Table With The Inputed Information
Parameters:
TableID (table): Is The Table ID That Wants To Be Edited
BgColor (color): Is The Selected Color For The Current Table
TextColor (color): Is The Selected Color For The Current Table
TotalWR (float): Is The Strategy Total WR In %
QTCount (int): Is The Strategy Questionable Trades Count
LongWR (float): Is The Strategy Total WR In %
ShortWR (float): Is The Strategy Total WR In %
InitialCapital (float): Is The Strategy Initial Starting Capital
CumProfit (float): Is The Strategy Ending Cumulative Profit
CumFee (float): Is The Strategy Ending Cumulative Fee (Based On Randomized Fee Assumptions)
AvgRRR (float): Is The Strategy Average Risk Reward Ratio
MaxDD (float): Is The Strategy Maximum DrawDown In Its Backtesting Period
CAGR (float): Is The Strategy Compounded Average GRowth In %
MeanDD (float): Is The Strategy Mean / Average Drawdown In The Backtesting Period
Returns: Void
//====================================================================================================================================================
// Custom Pattern Detection Functions
//====================================================================================================================================================
BullFib(priceLow, priceHigh, fibRatio)
Calculates A Bullish Fibonacci Value (From Swing Low To High) © ZenAndTheArtOfTrading
Parameters:
priceLow (float)
priceHigh (float)
fibRatio (float)
Returns: The Fibonacci Value Of The Given Ratio Between The Two Price Points
BearFib(priceLow, priceHigh, fibRatio)
Calculates A Bearish Fibonacci Value (From Swing High To Low) © ZenAndTheArtOfTrading
Parameters:
priceLow (float)
priceHigh (float)
fibRatio (float)
Returns: The Fibonacci Value Of The Given Ratio Between The Two Price Points
GetBodySize()
Gets The Current Candle Body Size IN POINTS © ZenAndTheArtOfTrading
Returns: The Current Candle Body Size IN POINTS
GetTopWickSize()
Gets The Current Candle Top Wick Size IN POINTS © ZenAndTheArtOfTrading
Returns: The Current Candle Top Wick Size IN POINTS
GetBottomWickSize()
Gets The Current Candle Bottom Wick Size IN POINTS © ZenAndTheArtOfTrading
Returns: The Current Candle Bottom Wick Size IN POINTS
GetBodyPercent()
Gets The Current Candle Body Size As A Percentage Of Its Entire Size Including Its Wicks © ZenAndTheArtOfTrading
Returns: The Current Candle Body Size IN PERCENTAGE
GetTopWickPercent()
Gets The Current Top Wick Size As A Percentage Of Its Entire Body Size
Returns: Float - The Current Candle Top Wick Size IN PERCENTAGE
GetBottomWickPercent()
Gets The Current Bottom Wick Size As A Percentage Of Its Entire Bodu Size
Returns: Float - The Current Candle Bottom Size IN PERCENTAGE
BullishEC(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bullish Engulfing Candle
Parameters:
Allowance (int): To Give Flexibility Of Engulfing Pattern Detection In Markets That Have Micro Gaps, Defval = 0
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bullsih Engulfing Pattern, Defval = na
EngulfWick (bool): To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bullish Engulfing Candle
BearishEC(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bearish Engulfing Candle
Parameters:
Allowance (int): To Give Flexibility Of Engulfing Pattern Detection In Markets That Have Micro Gaps, Defval = 0
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bearish Engulfing Pattern, Defval = na
EngulfWick (bool): To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing High, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing High, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bearish Engulfing Candle
Hammer(Fib, ColorMatch, NearSwings, SwingLookBack, ATRFilterCheck, ATRPeriod)
Checks If The Current Bar Is A Hammer Candle
Parameters:
Fib (float): To Specify Which Fibonacci Ratio To Use When Determining The Hammer Candle, Defval = 0.382 Ratio
ColorMatch (bool): To Filter Only Bullish Closed Hammer Candle Pattern, Defval = false
NearSwings (bool): To Specify If We Want The Doji To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
ATRFilterCheck (float): To Filter Smaller Hammer Candles That Might Be Better Classified As A Doji Candle, Defval = 1
ATRPeriod (simple int): To Change ATR Period Of The ATR Filter, Defval = 20
Returns: Bool - True If The Current Bar Matches The Requirements of a Hammer Candle
Star(Fib, ColorMatch, NearSwings, SwingLookBack, ATRFilterCheck, ATRPeriod)
Checks If The Current Bar Is A Hammer Candle
Parameters:
Fib (float): To Specify Which Fibonacci Ratio To Use When Determining The Hammer Candle, Defval = 0.382 Ratio
ColorMatch (bool): To Filter Only Bullish Closed Hammer Candle Pattern, Defval = false
NearSwings (bool): To Specify If We Want The Doji To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
ATRFilterCheck (float): To Filter Smaller Hammer Candles That Might Be Better Classified As A Doji Candle, Defval = 1
ATRPeriod (simple int): To Change ATR Period Of The ATR Filter, Defval = 20
Returns: Bool - True If The Current Bar Matches The Requirements of a Hammer Candle
Doji(MaxWickSize, MaxBodySize, DojiType, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Doji Candle
Parameters:
MaxWickSize (float): To Specify The Maximum Lenght Of Its Upper & Lower Wick, Defval = 2
MaxBodySize (float): To Specify The Maximum Lenght Of Its Candle Body IN PERCENT, Defval = 0.05
DojiType (int)
NearSwings (bool): To Specify If We Want The Doji To Be Near A Recent Swing High / Low (Only In Dragonlyf / Gravestone Mode), Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing High / Low (Only In Dragonlyf / Gravestone Mode), Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Doji Candle
BullishIB(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bullish Harami Candle
Parameters:
Allowance (int): To Give Flexibility Of Harami Pattern Detection In Markets That Have Micro Gaps, Defval = 0
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bullsih Harami Pattern, Defval = na
EngulfWick (bool): To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bullish Harami Candle
BearishIB(Allowance, RejectionWickSize, EngulfWick, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bullish Harami Candle
Parameters:
Allowance (int): To Give Flexibility Of Harami Pattern Detection In Markets That Have Micro Gaps, Defval = 0
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bearish Harami Pattern, Defval = na
EngulfWick (bool): To Specify If We Want The Pattern To Also Engulf Its Upper & Lower Previous Wicks, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing High, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing High, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bearish Harami Candle
//====================================================================================================================================================
// Custom Time Functions
//====================================================================================================================================================
BarInSession(sess, useFilter)
Determines if the current price bar falls inside the specified session © ZenAndTheArtOfTrading
Parameters:
sess (simple string)
useFilter (bool)
Returns: A boolean - true if the current bar falls within the given time session
BarOutSession(sess, useFilter)
Determines if the current price bar falls outside the specified session © ZenAndTheArtOfTrading
Parameters:
sess (simple string)
useFilter (bool)
Returns: A boolean - true if the current bar falls outside the given time session
DateFilter(startTime, endTime)
Determines if this bar's time falls within date filter range © ZenAndTheArtOfTrading
Parameters:
startTime (int)
endTime (int)
Returns: A boolean - true if the current bar falls within the given dates
DayFilter(monday, tuesday, wednesday, thursday, friday, saturday, sunday)
Checks if the current bar's day is in the list of given days to analyze © ZenAndTheArtOfTrading
Parameters:
monday (bool)
tuesday (bool)
wednesday (bool)
thursday (bool)
friday (bool)
saturday (bool)
sunday (bool)
Returns: A boolean - true if the current bar's day is one of the given days
AUSSess()
Checks If The Current Australian Forex Session In Running
Returns: Bool - True If Currently The Australian Session Is Running
ASIASess()
Checks If The Current Asian Forex Session In Running
Returns: Bool - True If Currently The Asian Session Is Running
EURSess()
Checks If The Current European Forex Session In Running
Returns: Bool - True If Currently The European Session Is Running
USSess()
Checks If The Current US Forex Session In Running
Returns: Bool - True If Currently The US Session Is Running
UNIXToDate(Time, ConversionType, TimeZone)
Converts UNIX Time To Datetime
Parameters:
Time (int): Is The UNIX Time Input
ConversionType (int): Is The Datetime Output Format, Defval = DD-MM-YYYY
TimeZone (string): Is To Convert The Outputed Datetime Into The Specified Time Zone, Defval = Exchange Time Zone
Returns: String - String Of Datetime
ملاحظات الأخبار:
v2
Added:
CanclePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix)
Compiles Given Parameters Into An Alert String Format To Cancel Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Close
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
Returns: String - Pine Connector Order Syntax Alert Message
Added:
CanclePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix)
Compiles Given Parameters Into An Alert String Format To Cancel Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Close
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
Returns: String - Pine Connector Order Syntax Alert Message
ملاحظات الأخبار:
v3
*Fixed Typo
*Updated OpenPC Command To Include Limit Order & Stop Order Placement
*Updated ClosePC & CancelPC To Include Multi Symbol Capability
Added:
CancelPC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix, OrderComment)
Compiles Given Parameters Into An Alert String Format To Cancel Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Close
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
OrderComment (string): Is The Executed Trade Comment For Multi Strategy Implementation
Returns: String - Pine Connector Order Syntax Alert Message
Updated:
OpenPC(LicenseID, OrderType, UseLimit, UseStop, Price, SymbolPrefix, Symbol, SymbolSuffix, Risk, SL, TP, OrderComment, Spread)
Compiles Given Parameters Into An Alert String Format To Open Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Open
UseLimit (bool): Is If We Want To Enter Using A Limit Order
UseStop (bool): Is If We Want To Enter Using A Stop Order
Price (float): Is The Limit Price Of The Trade (Only For Pending Orders)
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
Risk (float): Is The Trade Risk Per Trade / Fixed Lot Sizing
SL (float): Is The Trade SL In Price / In Pips
TP (float): Is The Trade TP In Price / In Pips
OrderComment (string): Is The Executed Trade Comment
Spread (float): is The Maximum Spread For Execution
Returns: String - Pine Connector Order Syntax Alert Message
ClosePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix, OrderComment)
Compiles Given Parameters Into An Alert String Format To Close Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Close
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
OrderComment (string): Is The Executed Trade Comment For Multi Strategy Implementation
Returns: String - Pine Connector Order Syntax Alert Message
Removed:
CanclePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix)
Compiles Given Parameters Into An Alert String Format To Cancel Trades Using Pine Connector
*Fixed Typo
*Updated OpenPC Command To Include Limit Order & Stop Order Placement
*Updated ClosePC & CancelPC To Include Multi Symbol Capability
Added:
CancelPC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix, OrderComment)
Compiles Given Parameters Into An Alert String Format To Cancel Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Close
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
OrderComment (string): Is The Executed Trade Comment For Multi Strategy Implementation
Returns: String - Pine Connector Order Syntax Alert Message
Updated:
OpenPC(LicenseID, OrderType, UseLimit, UseStop, Price, SymbolPrefix, Symbol, SymbolSuffix, Risk, SL, TP, OrderComment, Spread)
Compiles Given Parameters Into An Alert String Format To Open Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Open
UseLimit (bool): Is If We Want To Enter Using A Limit Order
UseStop (bool): Is If We Want To Enter Using A Stop Order
Price (float): Is The Limit Price Of The Trade (Only For Pending Orders)
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
Risk (float): Is The Trade Risk Per Trade / Fixed Lot Sizing
SL (float): Is The Trade SL In Price / In Pips
TP (float): Is The Trade TP In Price / In Pips
OrderComment (string): Is The Executed Trade Comment
Spread (float): is The Maximum Spread For Execution
Returns: String - Pine Connector Order Syntax Alert Message
ClosePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix, OrderComment)
Compiles Given Parameters Into An Alert String Format To Close Trades Using Pine Connector
Parameters:
LicenseID (string): Is The Users PineConnector LicenseID
OrderType (int): Is The Desired OrderType To Close
SymbolPrefix (string): Is The Current Symbol Prefix (If Any)
Symbol (string): Is The Traded Symbol
SymbolSuffix (string): Is The Current Symbol Suffix (If Any)
OrderComment (string): Is The Executed Trade Comment For Multi Strategy Implementation
Returns: String - Pine Connector Order Syntax Alert Message
Removed:
CanclePC(LicenseID, OrderType, SymbolPrefix, Symbol, SymbolSuffix)
Compiles Given Parameters Into An Alert String Format To Cancel Trades Using Pine Connector
ملاحظات الأخبار:
v4
Added:
New Inside Bar Logic In BullishIBV2 & BearishIBV2
BullishIBV2(RejectionWickSize, IncludeBody, ColorMatch, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bullish Harami Candle
Parameters:
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bullsih Harami Pattern, Defval = na
IncludeBody (bool): To Specify If We Want The Pattern To Also Be "Inside" Its Previous Body Candle And Not Just HiLo Range, Defval = false
ColorMatch (bool): To Have A Bullish & Bearish Variaton Similar To Bullish Engulfing, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bullish Harami Candle Version 2
BearishIBV2(RejectionWickSize, IncludeBody, ColorMatch, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bearish Harami Candle
Parameters:
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bearish Harami Pattern, Defval = na
IncludeBody (bool): To Specify If We Want The Pattern To Also Be "Inside" Its Previous Body Candle And Not Just HiLo Range, Defval = false
ColorMatch (bool): To Have A Bullish & Bearish Variaton Similar To Bullish Engulfing, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing High, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing High, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bearish Harami Candle Version 2
Added:
New Inside Bar Logic In BullishIBV2 & BearishIBV2
BullishIBV2(RejectionWickSize, IncludeBody, ColorMatch, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bullish Harami Candle
Parameters:
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bullsih Harami Pattern, Defval = na
IncludeBody (bool): To Specify If We Want The Pattern To Also Be "Inside" Its Previous Body Candle And Not Just HiLo Range, Defval = false
ColorMatch (bool): To Have A Bullish & Bearish Variaton Similar To Bullish Engulfing, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing Low, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing Low, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bullish Harami Candle Version 2
BearishIBV2(RejectionWickSize, IncludeBody, ColorMatch, NearSwings, SwingLookBack)
Checks If The Current Bar Is A Bearish Harami Candle
Parameters:
RejectionWickSize (float): To Filter Out long (Upper And Lower) Wick From The Bearish Harami Pattern, Defval = na
IncludeBody (bool): To Specify If We Want The Pattern To Also Be "Inside" Its Previous Body Candle And Not Just HiLo Range, Defval = false
ColorMatch (bool): To Have A Bullish & Bearish Variaton Similar To Bullish Engulfing, Defval = false
NearSwings (bool): To Specify If We Want The Pattern To Be Near A Recent Swing High, Defval = true
SwingLookBack (int): To Specify How Many Bars Back To Detect A Recent Swing High, Defval = 10
Returns: Bool - True If The Current Bar Matches The Requirements of a Bearish Harami Candle Version 2