TradingView
DinGrogu
4 Nov 2023 pukul 09.43

Margin/Leverage Calculation 

Bitcoin / TetherUSBinance

Deskripsi

Margin
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)
Lebih lanjut