threengine_global_automation_library

2022年7月5日

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

2022年7月6日

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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()

2022年7月6日

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v3

2022年7月6日

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v4

2022年7月6日

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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

2022年7月6日

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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

2022年7月6日

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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

2022年7月7日

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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

2022年7月7日

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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.

2022年7月11日

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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

2022年7月12日

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v11

Added:
taGetVwap()
  Calculates VWAP based on provided src, anchor, and multiplier
  Returns: VWAP, lower band, and upper band

2022年7月12日

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v12

2022年7月12日

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v13

2022年7月12日

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v14

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

2022年7月14日

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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

2022年7月14日

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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

2022年7月14日

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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

2022年7月15日

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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

2022年7月15日

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v19

Added a forward slash (/) between the symbol and the base currency to match Alertatron formatting.

2022年7月16日

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v20

2022年7月16日

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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.

2022年7月18日

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v22

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

2022年7月19日

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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

2022年7月21日

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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

2022年7月21日

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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

2022年7月21日

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v26

Updated function description.

2022年7月21日

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v27
Split exchange settings out into two functions to fix a bug.

2022年7月22日

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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.

2022年7月22日

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v29

update getAlertatronEntryMessage() to include reduceOnly=true on the stop loss.

2022年7月22日

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v30

Made avgPrice := na when not in a position

2022年7月26日

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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

2022年7月26日

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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

2022年7月28日

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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

2022年7月29日

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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

2022年7月30日

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v35

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

2022年8月1日

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v36

Add getEntryNames() function

2022年8月1日

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v37

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

2022年8月1日

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v38

2022年8月2日

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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

2022年8月3日

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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

2022年8月3日

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v41

2022年8月3日

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v42

Added "%p" to profitTargetAmounts

2022年8月3日

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v43

Added \n to end of each alert message part to see if I can force some line breaks in the code.

2022年8月3日

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v44

2022年8月4日

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v45

2022年8月4日

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v46

2022年8月4日

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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

2022年8月4日

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v48

2022年8月4日

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v49

2022年8月4日

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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

2022年8月4日

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v51

2022年8月4日

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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

2022年8月4日

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v53

2022年8月4日

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v54

2022年8月4日

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v55

2022年8月4日

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v56

2022年8月4日

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v57

2022年8月5日

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v58

2022年8月5日

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v59
Merged all of the Alertatron alert message functions into a single one.

2022年8月5日

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v60

Removed old functions not being used anymore

2022年8月11日

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v61

trying to fix a bug.

2022年8月12日

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v62

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

2022年8月13日

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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

2022年8月14日

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v65

Fixed the offset and limit offset.

2022年8月31日

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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

2022年8月31日

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v67

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

2022年8月31日

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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

2022年8月31日

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v69

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

2022年8月31日

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v70

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

2022年9月4日

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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.

2022年9月7日

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v74

Added:
convertTimeframeToString()

2022年9月8日

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v75

Added Support/Resistance functions to the lib.

2022年9月8日

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v76
small update to the S/R function names.

2022年9月8日

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v77

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

2022年9月8日

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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

2022年9月9日

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v79

Updated convertTimeframeToString() to support current chart timeframe

2022年9月17日

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v80

Added:
getAlertatronAlertMessageMarketClosePercentOfPosition()

2022年10月12日

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v81
Includes a function to get the entry amount and contract count for TradingView Strategies and alert messages to Alertatron.
Added:
getLotSize()

2022年10月12日

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v82
Added function to get Alertatron pair override provided in strategy settings.

Added:
getPairOverrides()

2022年10月14日

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Fixed the overloaded function issue that was introduced with the latest version of Pine.

2022年10月25日

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v84

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

2022年10月25日

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v85

Fixed the getChartSymbol() function by adding support for "USDT.P"

2022年10月25日

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v86

Base Currency Bug fix

2022年10月25日

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v87

Adding support for USD.P currency.

2022年10月25日

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v88

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

2022年10月31日

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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

2022年11月8日

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v90
Fixed stop stopLimitOffset in getStop when using "price" as the type.

2022年12月2日

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v91

Added:
taGetSmoothedVwap()

2023年1月15日

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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.

2023年1月19日

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v95

Added:
wavetrend(source, channelLength, avg, movingAverageLength, oversoldLevel, overboughtLevel)
  Calculates Wavetrend
  Parameters:
    source
    channelLength
    avg
    movingAverageLength
    oversoldLevel
    overboughtLevel
  Returns: Tupple [waveTrend1, waveTrend2, wtOversold, wtOverbought, wtCross, wtCrossUp, wtCrossDown]