Margin
This library calculates margin liquidation prices and quantities for long and short positions in your strategies.
Usage example
Get the qty for margin long or short position.
Get the price and qty for margin long or short position.
This library calculates margin liquidation prices and quantities for long and short positions in your strategies.
Usage example
// ############################################################
// # INVESTMENT SETTINGS / INPUT
// ############################################################
// Get the investment capital from the properties tab of the strategy settings.
investment_capital = strategy.initial_capital
// Get the leverage from the properties tab of the strategy settings.
// The leverage is calculated from the order size for example: (300% = x3 leverage)
investment_leverage = margin.leverage()
// The maintainance rate and amount.
investment_leverage_maintenance_rate = input.float(title='Maintanance Rate (%)', defval=default_investment_leverage_maintenance_rate, minval=0, maxval=100, step=0.1, tooltip=tt_investment_leverage_maintenance_rate, group='MARGIN') / 100
investment_leverage_maintenance_amount = input.float(title='Maintanance Amount (%)', defval=default_investment_leverage_maintenance_amount, minval=0, maxval=100, step=0.1, tooltip=tt_investment_leverage_maintenance_amount, group='MARGIN')
// ############################################################
// # LIQUIDATION PRICES
// ############################################################
leverage_liquidation_price_long = 0.0
leverage_liquidation_price_long := na(leverage_liquidation_price_long[1]) ? na : leverage_liquidation_price_long[1]
leverage_liquidation_price_short = 0.0
leverage_liquidation_price_short := na(leverage_liquidation_price_short[1]) ? na : leverage_liquidation_price_short[1]
leverage_liquidation_price_long := margin.liquidation_price_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
leverage_liquidation_price_short := margin.liquidation_price_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)Get the qty for margin long or short position.
margin.qty_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
margin.qty_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)Get the price and qty for margin long or short position.
[price_long, qty_long] = margin.qty_long(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)
[price_short, qty_short] = margin.qty_short(investment_capital, strategy.position_avg_price, investment_leverage, investment_leverage_maintenance_rate, investment_leverage_maintenance_amount)