AdaptivePNL

2024年4月7日

Library "Adaptive Profit And Loss"
Provide Take profit and Stop loss values depending on source.

TakeProfitPriceTypes()
  Provides supported Take profit sources
  Returns: Supported Take profit sources

StopLossPriceTypes()
  Provides supported Take profit sources
  Returns: Supported Take profit sources

Price(type)
  Get price value by selected price type
  Parameters:
    type (string): price type from @TakeProfitPriceTypes() or @StopLossPriceTypes()
  Returns: Required price value.

LinearProfit(initPerc, stepPerc)
  Lineary changed profit
  Parameters:
    initPerc (float): Initial profit value in percent unit
    stepPerc (float): Amount of change per every bar since last entry. Posiitive value will decrease profit in time.
  Returns: Profit value lineary increased/decreased since last entry. If there is no opened trade, value is NaN

AdaptedProfit(initPerc, stepPerc, source)
  Profit adapted to lowest/highest value of given source and lineary changes after it
  Parameters:
    initPerc (float): Initial profit value in percent unit
    stepPerc (float): Amount of change per every bar since last entry. Posiitive value will decrease profit in time.
    source (float): Source according to is profit adapted. If it reach high, profit is increased for long positions, same for low and short positions.
  Returns: Profit value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

LinearStopLoss(initPerc, stepPerc)
  Lineary changed stop loss
  Parameters:
    initPerc (float): Initial stop loss value in percent unit
    stepPerc (float): Amount of change per every bar since last entry. Posiitive value will increase stop loss in time.
  Returns: Stop loss value lineary increased/decreased since last entry. If there is no opened trade, value is NaN

AdaptedStopLoss(initPerc, stepPerc, source)
  Stop loss adapted to highest/lowest value of given source and lineary changes after it
  Parameters:
    initPerc (float): Initial stop loss value in percent unit
    stepPerc (float): Amount of change per every bar since last entry. Posiitive value will increase stop loss in time.
    source (float): Source according to is stop loss adapted. If it reach high, stop loss is increased for long positions, same for low and short positions.
  Returns: Stop loss value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

2024年4月7日

版本注释

v2

Added:
TakeProfit(initPerc, stepPerc, source)
  Profit adapted to lowest/highest value of given source and lineary changes after it
  Parameters:
    initPerc (float): Initial profit value in percent unit
    stepPerc (float): Amount of change per every bar since last entry. Posiitive value will decrease profit in time.
    source (float): Source according to is profit adapted. If it reach high, profit is increased for long positions, same for lowest price and short positions.
  Returns: Profit value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

StopLoss(initPerc, stepPerc, source)
  Stop loss adapted to highest/lowest value of given source and lineary changes after it
  Parameters:
    initPerc (float): Initial stop loss value in percent unit
    stepPerc (float): Amount of change per every bar since last entry. Posiitive value will increase stop loss in time.
    source (float): Source according to is stop loss adapted. If it reach high, stop loss is increased for long positions, same for low and short positions.
  Returns: Stop loss value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

Removed:
LinearProfit(initPerc, stepPerc)
  Lineary changed profit

AdaptedProfit(initPerc, stepPerc, source)
  Profit adapted to lowest/highest value of given source and lineary changes after it

LinearStopLoss(initPerc, stepPerc)
  Lineary changed stop loss

AdaptedStopLoss(initPerc, stepPerc, source)
  Stop loss adapted to highest/lowest value of given source and lineary changes after it

2024年4月7日

版本注释

v3

Updated:
TakeProfit(initPerc, stepPerc, source)
  Profit adapted to lowest/highest value of given source and lineary changes after it
  Parameters:
    initPerc (simple float): Initial profit value in percent unit
    stepPerc (simple float): Amount of change per every bar since last entry. Posiitive value will decrease profit in time.
    source (float): Source according to is profit adapted. If it reach high, profit is increased for long positions, same for lowest price and short positions.
  Returns: Profit value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

StopLoss(initPerc, stepPerc, source)
  Stop loss adapted to highest/lowest value of given source and lineary changes after it
  Parameters:
    initPerc (simple float): Initial stop loss value in percent unit
    stepPerc (simple float): Amount of change per every bar since last entry. Posiitive value will increase stop loss in time.
    source (float): Source according to is stop loss adapted. If it reach high, stop loss is increased for long positions, same for low and short positions.
  Returns: Stop loss value lineary increased/decreased and adjusted since last entry. If there is no active trade, value is NaN

Removed:
TakeProfitPriceTypes()
  Provides supported Take profit sources

StopLossPriceTypes()
  Provides supported Take profit sources

2024年4月11日

版本注释

v4

Added:
TruncateQuantity(price, digits)
  Truncate quantity to required number of digits. It's truncate, not round, it simply zeroes digits after required amount. Truncate did not exceeds amount.
  Parameters:
    price (float): Price at which position is opened. Close price for market orders or stop price for stop limit orders.
    digits (int): Number of digits.
  Returns: Quantity truncate

PriceToPips(price)
  Concerts given price to number of pips. Useful for parameters which reauires pips count, e.g. Convert relative price like `price * offset_percent / 100` to trail_offset.
  Parameters:
    price (float): Price will be converted to number of pips.
  Returns: Number of pips which represents given price.

2024年4月17日

版本注释

v5

Updated:
Price(type, relativePrice, atrLen)
  Get price value by selected price type
  Parameters:
    type (string): price type from @TakeProfitPriceTypes() or @StopLossPriceTypes()
    relativePrice (float): price to which is added/substracted ATR value
    atrLen (simple int): ATR length
  Returns: Requested price value