Using for loop to iterate number of occurrences in ta.valuewhen

Question

I'm trying to set up a table with a flexible amount of rows depending on the number of trades that happened within a time window. The variable TradeNumber holds the number of trades. My plan was using a for loop to create the necessary amount of rows:

for i = 1 to TradeNumber
        table.cell(statsTable, 0, i, str.tostring(ta.valuewhen(BreakNegative, TradeNumber, i)))

As you can see, I'd like to display the value of TradeNumber in each row. To obtain this value I'm using ta.valuewhen with BreakNegative as the condition and i as iterator.

I just realized from the error message that i cannot be used since it's a series int and a simple int is needed for the requested number of the occurrence.

Does anyone here know a workaround that allows me to still use a for loop in order to create the table rows? Or will I have to manually create the rows and insert simple int number for the occurrences of ta.valuewhen?

Thanks for your input!

For better context see the entire script below:

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © bimsbrohm

//@version=5
indicator("Backtest Snippet", overlay = true, max_labels_count=500, max_bars_back = 5000)

var float MaxProfit_USD = na
var float MaxProfit_Perc = na
var TradeNumber = 0
var bool InTrade = na
var float EntryPrice = na
var float highest = na
var float lowest = na
var float NumberShares = na
var float TradeLength = na
var string TradeDir = na
var int lookbackCrossUp = na
var int lookbackCrossDown = na
var int barIndexCrossUp = na 
var int barIndexCrossDown = na 

// Rounding Function
RoundDown(number, decimals) =>
    factor = math.pow(10, decimals)
    math.floor(number * factor) / factor


// DATE RANGE FILTERING
DateFilter = input.bool(true, '═════════════ Date Range Filtering', group='Date')
i_startTime = input.time(defval=timestamp('01 Jan 2023 09:30 +0000'), title='Start', group='Date')
i_endTime = input.time(defval=timestamp('31 Dec 2023 16:00 +0000'), title='Ende', group='Date')
TradeDateIsAllowed() =>
    DateFilter ? time >= i_startTime and time <= i_endTime : true

Equity = 10000

// Entry Signal: MA-Cross
MA1 = ta.ema(close, 10)
MA2 = ta.ema(close, 50)

plot(MA1, color=color.red, linewidth = 3)
plot(MA2, color=color.green, linewidth = 3)

CrossUp = ta.crossover(MA1, MA2) and TradeDateIsAllowed()
CrossDown = ta.crossunder(MA1, MA2) and TradeDateIsAllowed()

// CALCULATIONS

if CrossUp or CrossDown
    TradeNumber := TradeNumber + 1
    InTrade := true
    EntryPrice := close
    NumberShares := (Equity/EntryPrice)
    if CrossUp
        TradeDir := 'Long'
    else if CrossDown
        TradeDir := 'Short'
    
if InTrade
    lookbackCrossUp := ta.barssince(CrossUp)
    lookbackCrossDown := ta.barssince(CrossDown)
    barIndexCrossUp := bar_index - lookbackCrossUp
    barIndexCrossDown := bar_index - lookbackCrossDown
    TradeLength := TradeDir == 'Long' ? lookbackCrossUp : TradeDir == 'Short' ? lookbackCrossDown : na
    if lookbackCrossUp > 0 
        highest := ta.highest(lookbackCrossUp)
    else if lookbackCrossDown > 0
        lowest := ta.lowest(lookbackCrossDown)
    MaxProfit_USD := (highest * NumberShares) - (EntryPrice * NumberShares)
    MaxProfit_USD := RoundDown(MaxProfit_USD,2)
    MaxProfit_Perc := ((highest - EntryPrice)/EntryPrice) * 100
    MaxProfit_Perc := RoundDown(MaxProfit_Perc,1)

BreakNegative = ta.crossunder(close, EntryPrice)
if BreakNegative
    InTrade := false

var table statsTable = table.new(position = position.bottom_right, columns = 4, rows = 100, frame_color = color.rgb(0, 0, 0), frame_width = 2, border_color = color.rgb(0, 0, 0), border_width = 1)

// Horizontal headers
table.cell(table_id = statsTable, column = 0, row = 0, text = 'Trade Number', text_halign = text.align_left)
table.cell(table_id = statsTable, column = 1, row = 0, text = 'Trade Length', text_halign = text.align_left)
table.cell(table_id = statsTable, column = 2, row = 0, text = 'Max Profit in %', text_halign = text.align_left)
table.cell(table_id = statsTable, column = 3, row = 0, text = 'Max Profit in USD', text_halign = text.align_left)

for i = 1 to TradeNumber
    table.cell(statsTable, 0, i, str.tostring(ta.valuewhen(BreakNegative, TradeNumber, 1)))
    table.cell(statsTable, 1, i, str.tostring(ta.valuewhen(BreakNegative, TradeLength, 1)))
    table.cell(statsTable, 2, i, str.tostring(ta.valuewhen(BreakNegative, MaxProfit_Perc, 1)))
    table.cell(statsTable, 3, i, str.tostring(ta.valuewhen(BreakNegative, MaxProfit_USD, 1)))

Using for loop to iterate number of occurrences in ta.valuewhen

0 Answers0