Pet Simulator X Trade Script Download

So I just got the 4S and fox API but have no idea how to use it, or how to make a good stock market script, and all the ones I could find on google seem outdated because they give an error when I try to run them, so does anyone have any advice or a script I could use as a starting point to make my own

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I had a read in the documentation on Pine and my understanding is that a script/strategy gets executed once per historical bar. I am trying to code in a stop loss to my strategy such that if I am in a trade and price falls below a previous bar low it should exit the trade. But if the script only triggers once per bar it wont capture price movements intrabar, how can I get around this?

As you've mentioned, pinescript's scripts (strategies included of course) gets executed on specific occasions, most notably on bar close. That means that if you are checking inside your script if the close price is lower than a specific price, then it will return true or false only on bar close.

In addition to pinescript, TradingView offers a broker emulator for backtesting pinescript strategies, and from there you get the results you see of the backtesting. You can't really access the broker emulator directly, but I believe that most (if not all) the strategy.*() functions are sending and receiving information to and from that emulator.

Basically in the example given above, it's saying to the pinescript system: "when you run the script (usually on bar close) check for this condition. If it returns true send this strategy.close() order to the broker emulator and it'll close the position immediately".

This code will say to the pinescript system: "each time you run the code, send an exit order to the broker emulator stating that it should exit the position only if the "realtime" price (not the close price of the closed bar) is lower than stopLoss value, and keep this SL order until I say otherwise".

Keep in mind that there are some limitations to the broker emulator. For example, on backtesting, the broker emulator gets only 4 prices per bar - open, high, low and close, and it needs to decide when to exit the trade according to only those values. In order to do that, it makes some assumptions, which in some cases will not reflect the true result. For premium members there are some tools to overcome this, but that's another subject.

CFTC Rules 4.41 - Hypothetical or Simulated performance results have certain limitations, unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Of course, past performance is not indicative of future results, but a strategy that proves itself resilient in a multitude of market conditions can, with a little luck, remain just as reliable in the future. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof. It is also documented well, including a handful of tutorials.

Hi, first time asking here, thanks in advance.

As the title implies I am looking for a script/function to account trade deals as "net lots" or "net position" per symbol, while working in a MT5 Hedging account.

One good thing about this requirement is that its a conversion for complex to simple (as hedging mode is generally more complex due to multiple deals).

here is what the script/function will most likely come out to be

The above two solutions are both fulfilling requirement in one deal transaction however,

->in the first case we are left with additional trade open which will have to be closed at some point and the solution is not complete without addressing that additional position.

->in the second case there is no additional trade but the problem is that this will not work for desired = -1.00 and current -0.5 as there is no function like Trade_Action_Add_By. so that will result in an additional position as well and which will have to be address at some point.

So, the main thing is so design an algo which is most efficient ( minimum deals, minimum simultaneous positions)

I am hoping that this has been done before and that someone can direct me.

I searched it a lot and the only close thing I found was this,

The interface of the Add Simulated Trades tab may be quite reminiscent of that of All Products. The principal difference between these two tabs is what the name of the former refers to - here, you add simulated trades in order to analyze various scenarios before you confirm and send the real order. Watch the video below to learn how this interface works. Refer to the Risk Profile and Probability Analysis pages to learn how to analyze your simulated trades.

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January 2023 Update: If you are an MEV searcher, Blocknative now offers an MEV bundle RPC endpoint. Searchers can interact with the RPC endpoint at The API provides JSON-RPC methods for interfacing with Blocknative builders, which are documented via our bundle docs.

At Blocknative we are often asked about getting started in the world of MEV. In this blog, I will go over the creation of a very basic arbitrage script that highlights some key ideas in the world of MEV bots.

Please note the script and smart contract in this blog are for educational purposes only. You will not make any money using this code, so please do your own research before deploying any of your own money into any opportunity. Ethereum mainnet is extremely competitive, and this idea is quite common among the elite bots in the ecosystem. 17dc91bb1f