Library "Position" Allows for simulating trades within an indicator.
newTrade(size, price, timestamp) Creates a new trade object. Parameters: size: The size of the trade (number of shares or contracts). price: The price at which the trade took place. timestamp: The timestamp of the trade. Defaults to the current time. Returns: A new trade object.
start(size, price, timestamp) Starts a new position. Parameters: size: The size of the position (number of shares or contracts). price: The price at which the position was started. timestamp: The timestamp of the start of the position. Defaults to the current time. Returns: A new position object.
trade(pos, size, price, timestamp) Modifies an existing position. Parameters: pos: The position to be modified. size: The size of the trade (number of shares or contracts). price: The price at which the trade took place. timestamp: The timestamp of the trade. Defaults to the current time. Returns: The modified position object.
exit(pos, price, timestamp) Closes a position by trading the entire position size at a given price and timestamp. Parameters: pos: The position being closed. price: The price at which the position is being closed. timestamp: The timestamp of the trade, defaults to the current time. Returns: The updated position after the trade.
unrealized(pos, price) Calculates the unrealized gain or loss for a given position and price. Parameters: pos: The position for which to calculate unrealized gain/loss. price: The current market price. Returns: The calculated unrealized gain or loss.
Trade Represents a single trade. Fields: size: Size of the trade in units. price: Price of the trade in currency. value: Total value of the trade in currency units. time: Timestamp of the trade.
Position Represents a single position. Fields: size: Size of the position in units. price: Average price of the position in currency. value: Total value of the position in currency units. start: Timestamp of the first trade that opened the position. net: Realized gains and losses of the position in currency units. history: Array of trades that make up the position.
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v2 Updated thumbnail.
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v3
Added: size(pos) Returns the number of shares held by a position. Parameters: pos: The position for which to read the size. A value of NA will return zero.
isActive(pos) Returns true if the position has shares. Parameters: pos: The position for which to read the size. A value of NA will return false.
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v4 Position State
Added: state(pos) Returns the current state of the position. Parameters: pos: The position to read the state from.
DirectionState The state of a position in one direction Fields: change: The change in shares holding: Indicates whether a position is currently being held increased: Indicates whether the position has increased decreased: Indicates whether the position has decreased
State The bi-directional state of a position Fields: holding: Indicates whether a position is currently being held change long: The state of the long position short: The state of the short position
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v5 Handle NA values.
Updated: state(pos) Returns the current state of the position. Parameters: pos: The position to read the size from.
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v6 Added a default labeling system. The label format can be changed the label is generated.
Added: addLabel(pos, ts) Creates a lablel if a trade was made. Parameters: pos: The position. ts: The state of the position or result of the trade to generate a label from. Returns: The label that was generated or na if none.
Updated: start() Starts a new (blank) position with no trades. Returns: A new position object.
trade(pos, size, price, timestamp) Modifies an existing position. Parameters: pos: The position to be modified. size: The size of the trade (number of shares or contracts). price: The price at which the trade took place. timestamp: The timestamp of the trade. Defaults to the current time. Returns: The result of the trade. (The state of the position.)
Position Represents a single position. Fields: size: The size of the position. price: Average price of the position in currency. value: Total value of the position in currency units. start: Timestamp of the first trade that opened the position. net: Realized gains and losses of the position in currency units. history: Array of trades that make up the position.
DirectionState The state of a position in one direction Fields: size: The size of the position change: The change in size holding: Indicates whether a position is currently being held increased: Indicates whether the position has increased decreased: Indicates whether the position has decreased
State The bi-directional state of a position Fields: size change holding: Indicates whether a position is currently being held long: The state of the long position short: The state of the short position price
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v7 Allow for appending details to tooltip.
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v8 Fix unmatched brace.
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v9 Moved details to bottom.
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v10 Leverage new PineScript extension features. Improve concatenation of strings using array.join.
Can you explain how to use it with the desired indicator? do i have to add the code below the indicator's original code?
Can it be used on any indicator or just the ones that you created?
Thanks in advance!