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analytics_tablesLibrary "analytics_tables" 📝 Description This library provides the implementation of several performance-related statistics and metrics, presented in the form of tables. The metrics shown in the afforementioned tables where developed during the past years of my in-depth analalysis of various strategies in an atempt to reason about the performance of each strategy. The visualization and some statistics where inspired by the existing implementations of the "Seasonality" script, and the performance matrix implementations of @QuantNomad and @ZenAndTheArtOfTrading scripts. While this library is meant to be used by my strategy framework "Template Trailing Strategy (Backtester)" script, I wrapped it in a library hoping this can be usefull for other community strategy scripts that will be released in the future. 🤔 How to Guide To use the functionality this library provides in your script you have to import it first! Copy the import statement of the latest release by pressing the copy button below and then paste it into your script. Give a short name to this library so you can refer to it later on. The import statement should look like this: import jason5480/analytics_tables/1 as ant There are three types of tables provided by this library in the initial release. The stats table the metrics table and the seasonality table. Each one shows different kinds of performance statistics. The table UDT shall be initialized once using the `init()` method. They can be updated using the `update()` method where the updated data UDT object shall be passed. The data UDT can also initialized and get updated on demend depending on the use case A code example for the StatsTable is the following: var ant.StatsData statsData = ant.StatsData.new() statsData.update(SideStats.new(), SideStats.new(), 0) if (barstate.islastconfirmedhistory or (barstate.isrealtime and barstate.isconfirmed)) var statsTable = ant.StatsTable.new().init(ant.getTablePos('TOP', 'RIGHT')) statsTable.update(statsData) A code example for the MetricsTable is the following: var ant.StatsData statsData = ant.StatsData.new() statsData.update(ant.SideStats.new(), ant.SideStats.new(), 0) if (barstate.islastconfirmedhistory or (barstate.isrealtime and barstate.isconfirmed)) var metricsTable = ant.MetricsTable.new().init(ant.getTablePos('BOTTOM', 'RIGHT')) metricsTable.update(statsData, 10) A code example for the SeasonalityTable is the following: var ant.SeasonalData seasonalData = ant.SeasonalData.new().init(Seasonality.monthOfYear) seasonalData.update() if (barstate.islastconfirmedhistory or (barstate.isrealtime and barstate.isconfirmed)) var seasonalTable = ant.SeasonalTable.new().init(seasonalData, ant.getTablePos('BOTTOM', 'LEFT')) seasonalTable.update(seasonalData) 🏋️‍♂️ Please refer to the "EXAMPLE" regions of the script for more advanced and up to date code examples! Special thanks to @Mrcrbw for the proposal to develop this library and @DCNeu for the constructive feedback 🏆. getTablePos(ypos, xpos)   Get table position compatible string   Parameters:      ypos (simple string) : The position on y axise      xpos (simple string) : The position on x axise   Returns: The position to be passed to the table method init(this, pos, height, width, positiveTxtColor, negativeTxtColor, neutralTxtColor, positiveBgColor, negativeBgColor, neutralBgColor)   Initialize the stats table object with the given colors in the given position   Namespace types: StatsTable   Parameters:      this (StatsTable) : The stats table object      pos (simple string) : The table position string      height (simple float) : The height of the table as a percentage of the charts height. By default, 0 auto-adjusts the height based on the text inside the cells      width (simple float) : The width of the table as a percentage of the charts height. By default, 0 auto-adjusts the width based on the text inside the cells      positiveTxtColor (simple color) : The text color when positive      negativeTxtColor (simple color) : The text color when negative      neutralTxtColor (simple color) : The text color when neutral      positiveBgColor (simple color) : The background color with transparency when positive      negativeBgColor (simple color) : The background color with transparency when negative      neutralBgColor (simple color) : The background color with transparency when neutral method init(this, pos, height, width, neutralBgColor)   Initialize the metrics table object with the given colors in the given position   Namespace types: MetricsTable   Parameters:      this (MetricsTable) : The metrics table object      pos (simple string) : The table position string      height (simple float) : The height of the table as a percentage of the charts height. By default, 0 auto-adjusts the height based on the text inside the cells      width (simple float) : The width of the table as a percentage of the charts width. By default, 0 auto-adjusts the width based on the text inside the cells      neutralBgColor (simple color) : The background color with transparency when neutral method init(this, seas)   Initialize the seasonal data   Namespace types: SeasonalData   Parameters:      this (SeasonalData) : The seasonal data object      seas (simple Seasonality) : The seasonality of the matrix data method init(this, data, pos, maxNumOfYears, height, width, extended, neutralTxtColor, neutralBgColor)   Initialize the seasonal table object with the given colors in the given position   Namespace types: SeasonalTable   Parameters:      this (SeasonalTable) : The seasonal table object      data (SeasonalData) : The seasonality data of the table      pos (simple string) : The table position string      maxNumOfYears (simple int) : The maximum number of years that fit into the table      height (simple float) : The height of the table as a percentage of the charts height. By default, 0 auto-adjusts the height based on the text inside the cells      width (simple float) : The width of the table as a percentage of the charts width. By default, 0 auto-adjusts the width based on the text inside the cells      extended (simple bool) : The seasonal table with extended columns for performance      neutralTxtColor (simple color) : The text color when neutral      neutralBgColor (simple color) : The background color with transparency when neutral method update(this, wins, losses, numOfInconclusiveExits)   Update the strategy info data of the strategy   Namespace types: StatsData   Parameters:      this (StatsData) : The strategy statistics object      wins (SideStats)      losses (SideStats)      numOfInconclusiveExits (int) : The number of inconclusive trades method update(this, stats, positiveTxtColor, negativeTxtColor, negativeBgColor, neutralBgColor)   Update the stats table object with the given data   Namespace types: StatsTable   Parameters:      this (StatsTable) : The stats table object      stats (StatsData) : The stats data to update the table      positiveTxtColor (simple color) : The text color when positive      negativeTxtColor (simple color) : The text color when negative      negativeBgColor (simple color) : The background color with transparency when negative      neutralBgColor (simple color) : The background color with transparency when neutral method update(this, stats, buyAndHoldPerc, positiveTxtColor, negativeTxtColor, positiveBgColor, negativeBgColor)   Update the metrics table object with the given data   Namespace types: MetricsTable   Parameters:      this (MetricsTable) : The metrics table object      stats (StatsData) : The stats data to update the table      buyAndHoldPerc (float) : The buy and hold percetage      positiveTxtColor (simple color) : The text color when positive      negativeTxtColor (simple color) : The text color when negative      positiveBgColor (simple color) : The background color with transparency when positive      negativeBgColor (simple color) : The background color with transparency when negative method update(this)   Update the seasonal data based on the season and eon timeframe   Namespace types: SeasonalData   Parameters:      this (SeasonalData) : The seasonal data object method update(this, data, positiveTxtColor, negativeTxtColor, neutralTxtColor, positiveBgColor, negativeBgColor, neutralBgColor, timeBgColor)   Update the seasonal table object with the given data   Namespace types: SeasonalTable   Parameters:      this (SeasonalTable) : The seasonal table object      data (SeasonalData) : The seasonal cell data to update the table      positiveTxtColor (simple color) : The text color when positive      negativeTxtColor (simple color) : The text color when negative      neutralTxtColor (simple color) : The text color when neutral      positiveBgColor (simple color) : The background color with transparency when positive      negativeBgColor (simple color) : The background color with transparency when negative      neutralBgColor (simple color) : The background color with transparency when neutral      timeBgColor (simple color) : The background color of the time gradient SideStats   Object that represents the strategy statistics data of one side win or lose   Fields:      numOf (series int)      sumFreeProfit (series float)      freeProfitStDev (series float)      sumProfit (series float)      profitStDev (series float)      sumGain (series float)      gainStDev (series float)      avgQuantityPerc (series float)      avgCapitalRiskPerc (series float)      avgTPExecutedCount (series float)      avgRiskRewardRatio (series float)      maxStreak (series int) StatsTable   Object that represents the stats table   Fields:      table (series table) : The actual table      rows (series int) : The number of rows of the table      columns (series int) : The number of columns of the table StatsData   Object that represents the statistics data of the strategy   Fields:      wins (SideStats)      losses (SideStats)      numOfInconclusiveExits (series int)      avgFreeProfitStr (series string)      freeProfitStDevStr (series string)      lossFreeProfitStDevStr (series string)      avgProfitStr (series string)      profitStDevStr (series string)      lossProfitStDevStr (series string)      avgQuantityStr (series string) MetricsTable   Object that represents the metrics table   Fields:      table (series table) : The actual table      rows (series int) : The number of rows of the table      columns (series int) : The number of columns of the table SeasonalData   Object that represents the seasonal table dynamic data   Fields:      seasonality (series Seasonality)      eonToMatrixRow (map)      numOfEons (series int)      mostRecentMatrixRow (series int)      balances (matrix)      returnPercs (matrix)      maxDDs (matrix)      eonReturnPercs (array)      eonCAGRs (array)      eonMaxDDs (array) SeasonalTable   Object that represents the seasonal table   Fields:      table (series table) : The actual table      headRows (series int) : The number of head rows of the table      headColumns (series int) : The number of head columns of the table      eonRows (series int) : The number of eon rows of the table      seasonColumns (series int) : The number of season columns of the table      statsRows (series int)      statsColumns (series int) : The number of stats columns of the table      rows (series int) : The number of rows of the table      columns (series int) : The number of columns of the table      extended (series bool) : Whether the table has additional performance statistics
Pine Script™ library
by jason5480