SAT_BACKTEST @description TODO: Regroupement of useful functions
Library "SAT_BACKTEST"
ex_timezone(tz)
switch case return exact @timezone for timezone input
Parameters:
tz (simple string)
Returns: syminfo.timezone or tz
if_in_date_range(usefromDate, fromDate, usetoDate, toDate, src_timezone, dst_timezone)
if_in_date_range : check if @time_close is range
Parameters:
usefromDate (simple bool)
fromDate (simple int)
usetoDate (simple bool)
toDate (simple int)
src_timezone (simple string)
dst_timezone (simple string)
Returns: true if @time_close is range
if_in_session(useSessionStart, sessionStartHour, sessionStartMinute, useSessionEnd, sessionEndHour, sessionEndMinute, useSessionDay, mon, tue, wed, thu, fri, sat, sun, src_timezone, dst_timezone)
if_in_session : check if @time_close is range
Parameters:
useSessionStart (simple bool)
sessionStartHour (simple int)
sessionStartMinute (simple int)
useSessionEnd (simple bool)
sessionEndHour (simple int)
sessionEndMinute (simple int)
useSessionDay (simple bool)
mon (simple bool)
tue (simple bool)
wed (simple bool)
thu (simple bool)
fri (simple bool)
sat (simple bool)
sun (simple bool)
src_timezone (simple string)
dst_timezone (simple string)
Returns: true if @time_close is range
ex_timezone(tz)
switch case return exact @timezone for timezone input
Parameters:
tz (simple string)
Returns: syminfo.timezone or tz
if_in_date_range(usefromDate, fromDate, usetoDate, toDate, src_timezone, dst_timezone)
if_in_date_range : check if @time_close is range
Parameters:
usefromDate (simple bool)
fromDate (simple int)
usetoDate (simple bool)
toDate (simple int)
src_timezone (simple string)
dst_timezone (simple string)
Returns: true if @time_close is range
if_in_session(useSessionStart, sessionStartHour, sessionStartMinute, useSessionEnd, sessionEndHour, sessionEndMinute, useSessionDay, mon, tue, wed, thu, fri, sat, sun, src_timezone, dst_timezone)
if_in_session : check if @time_close is range
Parameters:
useSessionStart (simple bool)
sessionStartHour (simple int)
sessionStartMinute (simple int)
useSessionEnd (simple bool)
sessionEndHour (simple int)
sessionEndMinute (simple int)
useSessionDay (simple bool)
mon (simple bool)
tue (simple bool)
wed (simple bool)
thu (simple bool)
fri (simple bool)
sat (simple bool)
sun (simple bool)
src_timezone (simple string)
dst_timezone (simple string)
Returns: true if @time_close is range
Release Notes:
v2
Added:
CheckLevels(lvl, entry, isTake, inLong, inShort, inTrade)
if_in_session : Check if the SL/TP is reached
Parameters:
lvl (float)
entry (float)
isTake (bool)
inLong (bool)
inShort (bool)
inTrade (bool)
Returns: float level
Added:
CheckLevels(lvl, entry, isTake, inLong, inShort, inTrade)
if_in_session : Check if the SL/TP is reached
Parameters:
lvl (float)
entry (float)
isTake (bool)
inLong (bool)
inShort (bool)
inTrade (bool)
Returns: float level
Release Notes:
v3
Added:
CheckLevels2(lvl, isTake, inLong, inShort, inTrade)
if_in_session : Check if the SL/TP is reached
Parameters:
lvl (float)
isTake (bool)
inLong (bool)
inShort (bool)
inTrade (bool)
Returns: bool achievement_status
Added:
CheckLevels2(lvl, isTake, inLong, inShort, inTrade)
if_in_session : Check if the SL/TP is reached
Parameters:
lvl (float)
isTake (bool)
inLong (bool)
inShort (bool)
inTrade (bool)
Returns: bool achievement_status
Release Notes:
v4
Added:
strategy_table(showTable, showHodl)
if strategy return table strategy table
Parameters:
showTable (bool)
showHodl (bool)
Returns: table strategy table
Added:
strategy_table(showTable, showHodl)
if strategy return table strategy table
Parameters:
showTable (bool)
showHodl (bool)
Returns: table strategy table
Release Notes:
v5
Updated:
strategy_table(showTable, darkTheme)
if strategy return table strategy table
Parameters:
showTable (bool)
darkTheme (bool)
Returns: table strategy table
Updated:
strategy_table(showTable, darkTheme)
if strategy return table strategy table
Parameters:
showTable (bool)
darkTheme (bool)
Returns: table strategy table
Release Notes:
v6
Release Notes:
v7
Added:
quick_tp_check(goLong, goShort, entry, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slx)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Parameters:
goLong (bool)
goShort (bool)
entry (float)
tp1x (float)
tp2x (float)
tp3x (float)
tp4x (float)
tp5x (float)
tp6x (float)
slx (float)
Returns: TP_achievment status for 6 tps:
Added:
quick_tp_check(goLong, goShort, entry, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slx)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Parameters:
goLong (bool)
goShort (bool)
entry (float)
tp1x (float)
tp2x (float)
tp3x (float)
tp4x (float)
tp5x (float)
tp6x (float)
slx (float)
Returns: TP_achievment status for 6 tps:
Release Notes:
v8
Added:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Parameters:
darkTheme (bool)
useSignal (bool)
inLong (bool)
inShort (bool)
TP1_touched (bool)
TP2_touched (bool)
TP3_touched (bool)
TP4_touched (bool)
TP5_touched (bool)
TP6_touched (bool)
SL_touched (bool)
Returns: check commented section: "Function @manageTrade" (lines: 14 - 64).
Added:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Parameters:
darkTheme (bool)
useSignal (bool)
inLong (bool)
inShort (bool)
TP1_touched (bool)
TP2_touched (bool)
TP3_touched (bool)
TP4_touched (bool)
TP5_touched (bool)
TP6_touched (bool)
SL_touched (bool)
Returns: check commented section: "Function @manageTrade" (lines: 14 - 64).
Release Notes:
v9
Added:
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr)
TP_SL_MATH
Parameters:
tpType (string)
useTp2 (bool)
useTp3 (bool)
useTp4 (bool)
useTp5 (bool)
useTp6 (bool)
rr_pt (float)
reward (float)
tp1x (float)
tp2x (float)
tp3x (float)
tp4x (float)
tp5x (float)
tp6x (float)
slr (float)
Returns: PLOTS
Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
Plots TakeProfits and StopLoss achievement
Parameters:
darkTheme (bool)
useSignal (bool)
inLong (bool)
inShort (bool)
TP1_touched (bool)
TP2_touched (bool)
TP3_touched (bool)
TP4_touched (bool)
TP5_touched (bool)
TP6_touched (bool)
SL_touched (bool)
Returns: PLOTS
Added:
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr)
TP_SL_MATH
Parameters:
tpType (string)
useTp2 (bool)
useTp3 (bool)
useTp4 (bool)
useTp5 (bool)
useTp6 (bool)
rr_pt (float)
reward (float)
tp1x (float)
tp2x (float)
tp3x (float)
tp4x (float)
tp5x (float)
tp6x (float)
slr (float)
Returns: PLOTS
Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
Plots TakeProfits and StopLoss achievement
Parameters:
darkTheme (bool)
useSignal (bool)
inLong (bool)
inShort (bool)
TP1_touched (bool)
TP2_touched (bool)
TP3_touched (bool)
TP4_touched (bool)
TP5_touched (bool)
TP6_touched (bool)
SL_touched (bool)
Returns: PLOTS
Release Notes:
v10
Release Notes:
v11
Release Notes:
v12
Release Notes:
v13
Added:
exit_strategy(exit_strategy, inTrade, ID, entry1, tp1, tp2, tp3, tp4, tp5, sl, tp1y, tp2y, tp3y, tp4y, tp5y, tp6y, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, inShort, inLong)
TP_SL_MATH
Parameters:
exit_strategy (string)
inTrade (bool)
ID (string)
entry1 (float)
tp1 (float)
tp2 (float)
tp3 (float)
tp4 (float)
tp5 (float)
sl (float)
tp1y (float)
tp2y (float)
tp3y (float)
tp4y (float)
tp5y (float)
tp6y (float)
tp1_hit (bool)
tp2_hit (bool)
tp3_hit (bool)
tp4_hit (bool)
tp5_hit (bool)
tp6_hit (bool)
tp1_touched (bool)
tp2_touched (bool)
tp3_touched (bool)
tp4_touched (bool)
tp5_touched (bool)
tp6_touched (bool)
inShort (bool)
inLong (bool)
Returns: PLOTS STRATEGY ACTIONS
Added:
exit_strategy(exit_strategy, inTrade, ID, entry1, tp1, tp2, tp3, tp4, tp5, sl, tp1y, tp2y, tp3y, tp4y, tp5y, tp6y, tp1_hit, tp2_hit, tp3_hit, tp4_hit, tp5_hit, tp6_hit, tp1_touched, tp2_touched, tp3_touched, tp4_touched, tp5_touched, tp6_touched, inShort, inLong)
TP_SL_MATH
Parameters:
exit_strategy (string)
inTrade (bool)
ID (string)
entry1 (float)
tp1 (float)
tp2 (float)
tp3 (float)
tp4 (float)
tp5 (float)
sl (float)
tp1y (float)
tp2y (float)
tp3y (float)
tp4y (float)
tp5y (float)
tp6y (float)
tp1_hit (bool)
tp2_hit (bool)
tp3_hit (bool)
tp4_hit (bool)
tp5_hit (bool)
tp6_hit (bool)
tp1_touched (bool)
tp2_touched (bool)
tp3_touched (bool)
tp4_touched (bool)
tp5_touched (bool)
tp6_touched (bool)
inShort (bool)
inLong (bool)
Returns: PLOTS STRATEGY ACTIONS
Release Notes:
v14
Updated:
plot_tpz(ID, darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
Plots TakeProfits and StopLoss achievement
Parameters:
ID (string)
darkTheme (bool)
useSignal (bool)
inLong (bool)
inShort (bool)
TP1_touched (bool)
TP2_touched (bool)
TP3_touched (bool)
TP4_touched (bool)
TP5_touched (bool)
TP6_touched (bool)
SL_touched (bool)
Returns: PLOTS
Updated:
plot_tpz(ID, darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
Plots TakeProfits and StopLoss achievement
Parameters:
ID (string)
darkTheme (bool)
useSignal (bool)
inLong (bool)
inShort (bool)
TP1_touched (bool)
TP2_touched (bool)
TP3_touched (bool)
TP4_touched (bool)
TP5_touched (bool)
TP6_touched (bool)
SL_touched (bool)
Returns: PLOTS
Release Notes:
v15
Release Notes:
v16
Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
Plots TakeProfits and StopLoss achievement
Parameters:
darkTheme (bool)
useSignal (bool)
inLong (bool)
inShort (bool)
TP1_touched (bool)
TP2_touched (bool)
TP3_touched (bool)
TP4_touched (bool)
TP5_touched (bool)
TP6_touched (bool)
SL_touched (bool)
Returns: PLOTS
Updated:
plot_tpz(darkTheme, useSignal, inLong, inShort, TP1_touched, TP2_touched, TP3_touched, TP4_touched, TP5_touched, TP6_touched, SL_touched)
Plots TakeProfits and StopLoss achievement
Parameters:
darkTheme (bool)
useSignal (bool)
inLong (bool)
inShort (bool)
TP1_touched (bool)
TP2_touched (bool)
TP3_touched (bool)
TP4_touched (bool)
TP5_touched (bool)
TP6_touched (bool)
SL_touched (bool)
Returns: PLOTS
Release Notes:
v17
Added:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh)
Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
Parameters:
colorSess (bool)
route_cond (bool)
newDaySession (bool)
newsessionPerc (float)
separateDays (bool)
Day_Bg (color)
route_color2 (color)
retxt_color (string)
low_route (float)
high_route (float)
dailyLow (float)
dailyHigh (float)
Added:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh)
Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
Parameters:
colorSess (bool)
route_cond (bool)
newDaySession (bool)
newsessionPerc (float)
separateDays (bool)
Day_Bg (color)
route_color2 (color)
retxt_color (string)
low_route (float)
high_route (float)
dailyLow (float)
dailyHigh (float)
Release Notes:
v18
Updated:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Parameters:
goLong (bool)
goShort (bool)
entry (float)
tp1 (float)
tp2 (float)
tp3 (float)
tp4 (float)
tp5 (float)
tp6 (float)
sl (float)
Returns: TP_achievment status for 6 tps:
Updated:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Parameters:
goLong (bool)
goShort (bool)
entry (float)
tp1 (float)
tp2 (float)
tp3 (float)
tp4 (float)
tp5 (float)
tp6 (float)
sl (float)
Returns: TP_achievment status for 6 tps:
Release Notes:
v19
Release Notes:
v20
Release Notes:
v21
Removed:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Removed:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Release Notes:
v22
Release Notes:
v23
Release Notes:
v24
Added:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Parameters:
goLong (bool)
goShort (bool)
entry (float)
tp1 (float)
tp2 (float)
tp3 (float)
tp4 (float)
tp5 (float)
tp6 (float)
sl (float)
Returns: TP_achievment status for 6 tps:
Added:
quick_tp_check(goLong, goShort, entry, tp1, tp2, tp3, tp4, tp5, tp6, sl)
Track TakeProfits and StopLoss achievement for one or many of your buy/sell conditions. CHECK the commented section: "Function @manageTrade" (lines: 14 - 64) for Description
Parameters:
goLong (bool)
goShort (bool)
entry (float)
tp1 (float)
tp2 (float)
tp3 (float)
tp4 (float)
tp5 (float)
tp6 (float)
sl (float)
Returns: TP_achievment status for 6 tps:
Release Notes:
v25
Updated:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh, linewidth_nwday, linewidth_nwsessCande)
Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
Parameters:
colorSess (bool)
route_cond (bool)
newDaySession (bool)
newsessionPerc (float)
separateDays (bool)
Day_Bg (color)
route_color2 (color)
retxt_color (string)
low_route (float)
high_route (float)
dailyLow (float)
dailyHigh (float)
linewidth_nwday (int)
linewidth_nwsessCande (int)
Updated:
Draw_Session_Switch_candle(colorSess, route_cond, newDaySession, newsessionPerc, separateDays, Day_Bg, route_color2, retxt_color, low_route, high_route, dailyLow, dailyHigh, linewidth_nwday, linewidth_nwsessCande)
Draw_Session_Switch_candle is designed to draw session switch indicators on a chart.
Parameters:
colorSess (bool)
route_cond (bool)
newDaySession (bool)
newsessionPerc (float)
separateDays (bool)
Day_Bg (color)
route_color2 (color)
retxt_color (string)
low_route (float)
high_route (float)
dailyLow (float)
dailyHigh (float)
linewidth_nwday (int)
linewidth_nwsessCande (int)
Release Notes:
v26
Added:
calculateExpectedGrowth(riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
Expected Growth Calculation
Parameters:
riskRewardRatio (int)
winRate (float)
riskPerTrade (float)
tradesPerDay (int)
tradingDaysPerMonth (int)
Returns: float expectedGrowthPerMonth
Updated:
strategy_table(showTable, darkTheme, riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
if strategy return table strategy table
Parameters:
showTable (bool)
darkTheme (bool)
riskRewardRatio (int)
winRate (float)
riskPerTrade (float)
tradesPerDay (int)
tradingDaysPerMonth (int)
Returns: table strategy table
Added:
calculateExpectedGrowth(riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
Expected Growth Calculation
Parameters:
riskRewardRatio (int)
winRate (float)
riskPerTrade (float)
tradesPerDay (int)
tradingDaysPerMonth (int)
Returns: float expectedGrowthPerMonth
Updated:
strategy_table(showTable, darkTheme, riskRewardRatio, winRate, riskPerTrade, tradesPerDay, tradingDaysPerMonth)
if strategy return table strategy table
Parameters:
showTable (bool)
darkTheme (bool)
riskRewardRatio (int)
winRate (float)
riskPerTrade (float)
tradesPerDay (int)
tradingDaysPerMonth (int)
Returns: table strategy table
Release Notes:
v27
Release Notes:
v28
Release Notes:
v29
Updated:
added one more TP mode
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr, perc_from_sl)
TP_SL_MATH
Parameters:
tpType (string)
useTp2 (bool)
useTp3 (bool)
useTp4 (bool)
useTp5 (bool)
useTp6 (bool)
rr_pt (float)
reward (float)
tp1x (float)
tp2x (float)
tp3x (float)
tp4x (float)
tp5x (float)
tp6x (float)
slr (float)
perc_from_sl (float)
Returns: PLOTS
Updated:
added one more TP mode
TP_SL_math(tpType, useTp2, useTp3, useTp4, useTp5, useTp6, rr_pt, reward, tp1x, tp2x, tp3x, tp4x, tp5x, tp6x, slr, perc_from_sl)
TP_SL_MATH
Parameters:
tpType (string)
useTp2 (bool)
useTp3 (bool)
useTp4 (bool)
useTp5 (bool)
useTp6 (bool)
rr_pt (float)
reward (float)
tp1x (float)
tp2x (float)
tp3x (float)
tp4x (float)
tp5x (float)
tp6x (float)
slr (float)
perc_from_sl (float)
Returns: PLOTS
Scripts that I post publicly are experimental. They are not financial advices. Always backtest your ideas using your own methodologies.
automate your alert: signalautotrade.com
contact me directly on telegram: @Sosso_bott
automate your alert: signalautotrade.com
contact me directly on telegram: @Sosso_bott