jordanfray

threengine_global_automation_library

jordanfray Updated   
Library "threengine_global_automation_library"
A collection of functions used for trade automation

getBaseCurrency()
  Gets the base currency for the chart's ticker. Supported trade pairs are USD, USDT, USDC, BTC, and PERP.
  Returns: Base currency as a string

getChartSymbol()
  Get the current chart's symbol without the base currency appended to it. Supported trade paris are USD, USDT, USDC, BTC, and PERP.
  Returns: Ssymbol and base currency

getDecimals()
  Calculates how many decimals are on the quote price of the current market
  Returns: The current deimal places on the market quote price

checkVar()
  Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
  Returns: Label with stringified variable

getStrategyAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a long entry

taGetAdx()
  Calculates the Average Directional Index
  Returns: The value of ADX as a float

taGetEma()
  Calculates the EMA based on a type, source, and length. Supported types are EMA, SMA, RMA, and WMA.
  Returns: The value of the selected EMA

isBetweenTwoTimes()
  Checks to see if within a rage based on two times
@retunrs true/false boolean

getAllTradeIDs()
  This gets all closed trades and open trades
@retunrs an array of all open and closed trade ID's

getOpenTradeIDs()
  This gets all open trades
@retunrs an array of all open trade ID's

orderAlreadyExists()
  This checks to see if a provided order id uses the getAllTradeIDs() function to check
@retunrs an array of all open and closed trade ID's

orderCurrentlyExists()
  This checks to see if a provided order id uses the getAllTradeIDs() function to check
  Returns: an array of all open and closed trade ID's

getContractCount()
  calulates the number of contracts you can buy with a set amount of capital and a limit price
  Returns: number of contracts you can buy based on amount of capital you want to use and a price

getLadderSteps()
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent
Release Notes:
v2

Added:
getLadderInSteps()
  Constructs arrays used for creating strategy entry orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

getLadderOutSteps()
  Constructs arrays used for creating strategy exit orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent

Removed:
getLadderSteps()
Release Notes:
v3
Release Notes:
v4
Release Notes:
v5

Added:
getPriceOfFirstClosedTradeSince()
  This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price
Release Notes:
v6

Added:
getClosedTradeSince()
  This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price

Removed:
getPriceOfFirstClosedTradeSince()
  This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price
Release Notes:
v7

Updated:
getClosedTradeSince()
  This gets all closed trades since a provided bar number
@retunrs three arrays: closed trade IDs, closing bar number, and closing price
Release Notes:
v8

Added:
getLadderStart()
  Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
  Returns: Locked ladder start price and the bar number that the first ladder was filled on

getAveragePriceOfFilledLadders()
  Keeps count of the number of ladder orders that have been filled for an strategy entry
  Returns: maximum number of ladder orders filled
Release Notes:
v9

Added:
getLockedLadderStart()
  Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
  Returns: Locked ladder start price and the bar number that the first ladder was filled on

Removed:
getLadderStart()
  Detect when the ladder has started to fill so that the ladder start can be locked to the initial strategy entry price. After trades close, reset it back to zero.
Release Notes:
v10

Added:
orderAlreadyClosedSince()
  Checks to see if a trade has already closed since a past bar number
@retunrs boolean of whether provided trade id has already closed since provided bar number
Release Notes:
v11

Added:
taGetVwap()
  Calculates VWAP based on provided src, anchor, and multiplier
  Returns: VWAP, lower band, and upper band
Release Notes:
v12
Release Notes:
v13
Release Notes:
v14

Updated:
taGetVwap()
  Calculates VWAP based on provided src, anchor, and multiplier
  Returns: VWAP, lower band, and upper band
Release Notes:
v15

Added:
getAlertatronAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a long entry
Release Notes:
v16

Updated:
getAlertatronAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a long entry
Release Notes:
v17

Added:
getAlertatronExitMessage()
  Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a exit entry
Release Notes:
v18

Updated:
getAlertatronAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
  Returns: Stringifed JSON for an entry

getAlertatronExitMessage()
  Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a exit entry
Release Notes:
v19

Added a forward slash (/) between the symbol and the base currency to match Alertatron formatting.
Release Notes:
v20
Release Notes:
v21

Added:
getAlertatronEntryMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
  Returns: Stringifed JSON for an entry

Removed:
getAlertatronAlertMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
Release Notes:
v22

Changed ladder lot size to be a standard size for each rung instead of splitting a total amount across the number of rungs.
Release Notes:
v23

Added:
getRateOfChange()
  Calulates the rate of change of a series based on a look back length
  Returns: the rate of change as a float
Release Notes:
v24

Updated:
getAlertatronEntryMessage()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for an entry.
  Returns: Stringifed JSON for an entry

getAlertatronExitMessage()
  Generates stringified JSON for a limit Exit that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a exit entry
Release Notes:
v25

Added:
getPairDividerForExchange()
  Generates stringified JSON for a limit order that can be passed to the strategy alert_message for a long entry.
  Returns: Stringifed JSON for a long entry
Release Notes:
v26

Updated function description.
Release Notes:
v27
Split exchange settings out into two functions to fix a bug.
Release Notes:
v28

Updated getAlertatronExitMessage() to include 'reduceOnly=true' so that the exchange doesn't open a short/long when TV is trying to exit a position.
Release Notes:
v29

update getAlertatronEntryMessage() to include reduceOnly=true on the stop loss.
Release Notes:
v30

Made avgPrice := na when not in a position
Release Notes:
v31

Added:
getCountOfClosedTradeSince()
  This gets the count of closed trades since a provided bar index
@retunrs three arrays: closed trade IDs, closing bar number, and closing price
Release Notes:
v32

Added:
closeUnfilledEntriesAfter()
  Constructs arrays used for creating strategy exit orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent
Release Notes:
v33

Added:
getAlertatronEntryMessageV2()
  Generates a string for a limit order that can be passed to the strategy alert_message for an entry.
  Returns: string that represents a block of entries for alertatron
Release Notes:
v34

Added:
getOrderAlertMessage()
  Generates a string for one or more orders to be placed on exchange using Alertatron
  Returns: string to be passed to Alertatron

getCancelUnfilledOrdersAlertMessage()
  Generates a string for the alert message needed to place a stopLimit order when a strategy produces an exit signal after hitting a trailing stop
  Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
  Generates a string for the alert message needed to cancel all unfilled orders with the matching strategy tag
  Returns: string to be passed to Alertatron
Release Notes:
v35

Added:
formatEntryPrices()
  Formats array of entry prices to supported format
  Returns: CSV string of properly formated entry prices
Release Notes:
v36

Add getEntryNames() function
Release Notes:
v37

Added:
getEntryNames()
  Gets an array of entry names for number of desired entries
  Returns: array of entry name strings
Release Notes:
v38
Release Notes:
v39

Updated:
checkVar()
  Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
  Returns: Label with stringified variable
Release Notes:
v40

Updated:
checkVar()
  Plot a string as a label on the chart to test variable value. Use str.tostring() for any variable that isn't a string.
  Returns: Label with stringified variable

getOrderAlertMessage()
  Generates a string for one or more orders to be placed on exchange using Alertatron
  Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
  Generates a string for the alert message needed to cancel all unfilled orders with the matching strategy tag
  Returns: string to be passed to Alertatron
Release Notes:
v41
Release Notes:
v42

Added "%p" to profitTargetAmounts
Release Notes:
v43

Added \n to end of each alert message part to see if I can force some line breaks in the code.
Release Notes:
v44
Release Notes:
v45
Release Notes:
v46
Release Notes:
v47

Updated:
getOrderAlertMessage()
  Generates a string for one or more orders to be placed on exchange using Alertatron
  Returns: string to be passed to Alertatron

getTrailingStopAlertMessage()
  Generates a string for the alert message needed to trail the best price a certain distance
  Returns: string to be passed to Alertatron
Release Notes:
v48
Release Notes:
v49
Release Notes:
v50

Updated:
getLadderInSteps()
  Constructs arrays used for creating strategy entry orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent
Release Notes:
v51
Release Notes:
v52

Updated:
getLadderOutSteps()
  Constructs arrays used for creating strategy exit orders via a for loop
  Returns: array of ladder entry prices and amounts based on total amount you want to invest across all ladder rungs and either a range between ladderStart and LadderStop based on specificed number of ladderRungs OR ladderStart, ladderRungs, and LadderSpacingPercent
Release Notes:
v53
Release Notes:
v54
Release Notes:
v55
Release Notes:
v56
Release Notes:
v57
Release Notes:
v58
Release Notes:
v59
Merged all of the Alertatron alert message functions into a single one.
Release Notes:
v60

Removed old functions not being used anymore
Release Notes:
v61

trying to fix a bug.
Release Notes:
v62

Added:
taGetDirectionalIndex()
  Calculates the Directional Index based on a DI Length
  Returns: directional index (float)
Release Notes:
v64

Added:
getAlertatronMarketEntryMessage()
  Generates Alertatron alert message for a market entry
  Returns: string of instructions for Alertatron to market enter
side, amount, position, reduceOnly) =>

getAlertatronMarketExitMessage()
  Generates Alertatron alert message for a market exit
  Returns: string of instructions for Alertatron to market close a position
Release Notes:
v65

Fixed the offset and limit offset.
Release Notes:
v66

Added:
taGetExtremes()
  Calculates and average, min, and max for provided series using a lookback period and sample size
  Returns: Min, Max, and Average values

getLeveragedPercentAmount()
  Calulates the amount for an etnry based on leverage and percent of account you want to use
  Returns: float
Release Notes:
v67

Updating library to fix issue where using "Percent of Account" and leverage don't use correct quantity on bybit.
Release Notes:
v68

Hotfix for leverage percent calulation.

Removed:
getLeveragedPercentAmount()
  Calulates the amount for an etnry based on leverage and percent of account you want to use
Release Notes:
v69

Hot fix to fix issue where Stop limit and stop limit offset were reversed on the exchange.
Release Notes:
v70

removing adjustment of lot size so we can use the standard lot size input in a strategy.
Release Notes:
v71

Update Alertatron Market orders to include tags for the pair and cancel any existing orders before placing new ones.

Fixes issue where conditional orders were left on the exchange.
Release Notes:
v74

Added:
convertTimeframeToString()
Release Notes:
v75

Added Support/Resistance functions to the lib.
Release Notes:
v76
small update to the S/R function names.
Release Notes:
v77

Added:
taGetPercentDif()
  Calculate the percent difference between two numbers
@retunrs the percentage difference between the two numbers
Release Notes:
v78

Updated:
taGetDirectionalIndex()
  Calculates the Plust and Minus Directional Index and the distance betwen the two
  Returns: The value of DI Plus, DI Minus, & Distance between them
Release Notes:
v79

Updated convertTimeframeToString() to support current chart timeframe
Release Notes:
v80

Added:
getAlertatronAlertMessageMarketClosePercentOfPosition()
Release Notes:
v81
Includes a function to get the entry amount and contract count for TradingView Strategies and alert messages to Alertatron.
Added:
getLotSize()
Release Notes:
v82
Added function to get Alertatron pair override provided in strategy settings.

Added:
getPairOverrides()
Release Notes:
Fixed the overloaded function issue that was introduced with the latest version of Pine.
Release Notes:
v84

Fixed a bug that was introduced when TV added the "P" to the end of "USDT.P" recently.
Release Notes:
v85

Fixed the getChartSymbol() function by adding support for "USDT.P"
Release Notes:
v86

Base Currency Bug fix
Release Notes:
v87

Adding support for USD.P currency.
Release Notes:
v88

Fixing issue where traditional stocks don't work because they don't have a base currency listed as part of the pair.
Release Notes:
v89

Added:
getAlertatronOcoMessage()
  Generates Alertatron alert message for a market entry with a stop loss and profit target
  Returns: string of instructions for Alertatron to create an OCO order
Release Notes:
v90
Fixed stop stopLimitOffset in getStop when using "price" as the type.
Release Notes:
v91

Added:
taGetSmoothedVwap()
Release Notes:
v92

Updated:
- getAlertatronMarketEntryMessage()
- getAlertatronMarketExitMessage()

Changes:
- Functions now require a "strategyKey" to be passed which is used to add additional clarity to the tagging structure. This allows multiple strategies to share a single account on the same trading pair.
Release Notes:
v95

Added:
wavetrend(source, channelLength, avg, movingAverageLength, oversoldLevel, overboughtLevel)
  Calculates Wavetrend
  Parameters:
    source
    channelLength
    avg
    movingAverageLength
    oversoldLevel
    overboughtLevel
  Returns: Tupple

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House Rules.

Disclaimer

The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.

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