TradersPost Trade Replay

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TradersPost

//@version=6
strategy("TradersPost Trade Replay", overlay=true, default_qty_type=strategy.fixed, default_qty_value=1, initial_capital=10000, commission_type=strategy.commission.cash_per_contract, commission_value=0.62, slippage=0, calc_on_every_tick=true, use_bar_magnifier=true, margin_long=0, margin_short=0)

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// DESCRIPTION
// Replays trades exported from TradersPost by executing at the exact times
// and prices from your trade history.
//
// USAGE:
// 1. Export trades from TradersPost (CSV format)
// 2. Run: python tools/traderspost-to-pine.py your_export.csv
// 3. Copy the generated array code and paste below (TRADE DATA section)
// 4. Apply to chart on appropriate timeframe
//
// The script will execute entries and exits at the exact signal prices.
// ══════════════════════════════════════════════════════════════════════════════

// ═══════════════════════════════════════════════════════════════════════════════
// USER-DEFINED TYPES
// ═══════════════════════════════════════════════════════════════════════════════

type TradeSignal
    int     tradeTime   // Unix timestamp in milliseconds
    int     direction   // 1 = long entry, -1 = short entry, 0 = exit
    float   price       // Signal price
    int     qty         // Quantity

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// PERSISTENT STATE
// ═══════════════════════════════════════════════════════════════════════════════

var array<TradeSignal> trades = array.new<TradeSignal>()
var map<int, bool> executedTrades = map.new<int, bool>()

// ═══════════════════════════════════════════════════════════════════════════════
// TRADE DATA - Generated from TradersPost export
// To update: python tools/traderspost-to-pine.py your_export.csv
// ═══════════════════════════════════════════════════════════════════════════════

var array<int> tradeTimes = array.from(1763993700000, 1763994601000, 1764167400000, 1764174065000, 1764680400000, 1764686249000, 1764837900000, 1764858660000, 1765435500000, 1765446797000, 1765471500000, 1765475835000, 1765813500000, 1765816404000, 1765880102000, 1765882548000, 1766067300000, 1766072094000, 1766133900000, 1766149390000, 1766394900000, 1766414001000, 1766416500000, 1766438100000, 1766575800000, 1766599126000, 1766600160000, 1766704500000, 1766780100000, 1766783700000, 1766970900000, 1766997563000, 1766999700000, 1767016257000, 1767022200000, 1767042900000, 1767075300000, 1767129300000, 1767166200000, 1767191803000, 1767200400000, 1767211683000, 1767214800000, 1767215700000, 1767366900000, 1767367801000, 1767369600000, 1767376985000, 1767381300000, 1767388500000, 1767714300000, 1767716564000, 1767796200000, 1767798026000, 1767804300000, 1767808222000, 1767811500000, 1767816850000, 1767833100000, 1767852067000, 1767854700000, 1767882677000, 1767938400000, 1767965400000, 1768386148000, 1768417200000, 1768423211000, 1768890523000, 1768967100000, 1768996154000, 1769004000000, 1769004905000, 1769023800000, 1769024700000, 1769095800000, 1769097005000, 1769098500000, 1769104981000)
var array<int> tradeDirections = array.from(1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 0, 0, 0, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 0, 1, 0, 0, 0, 0, 1, 0, 1, 0, 1, 0, 1, 0)
var array<float> tradePrices = array.from(24570.00, 24516.00, 25222.00, 25321.50, 25498.75, 25601.50, 25639.25, 25664.00, 25509.75, 25611.50, 25565.25, 25590.00, 25176.75, 25201.75, 25212.00, 25236.75, 25260.25, 25360.00, 25374.25, 25274.00, 25703.75, 25738.50, 25677.75, 25700.50, 25792.00, 25892.25, 25861.75, 25892.75, 25873.00, 25868.75, 25875.25, 25752.75, 25760.50, 25660.50, 25745.00, 25737.25, 25733.25, 25686.50, 25600.00, 25635.00, 25605.25, 25504.50, 25455.00, 25458.50, 25604.00, 25489.75, 25375.00, 25340.00, 25386.25, 25396.50, 25723.50, 25688.75, 25790.75, 25825.00, 25942.25, 25977.00, 25969.50, 25869.00, 25833.50, 25733.50, 25699.50, 25733.75, 25693.25, 25715.75, 25778.75, 25515.00, 25634.50, 25299.50, 25203.75, 25079.00, 25085.00, 25203.50, 25429.75, 25560.25, 25592.50, 25627.00, 25653.75, 25688.00)
var array<int> tradeQtys = array.from(2, 2, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1)

// ═══════════════════════════════════════════════════════════════════════════════
// INTRABAR DATA - Request 1-minute data to check if exit price was crossed
// ═══════════════════════════════════════════════════════════════════════════════

array<float> lowerTfHighs = request.security_lower_tf(syminfo.tickerid, "1", high)
array<float> lowerTfLows = request.security_lower_tf(syminfo.tickerid, "1", low)

// Function to check if price was crossed within the bar using 1-minute data
priceCrossedInBar(float targetPrice) =>
    bool crossed = false
    if array.size(lowerTfHighs) > 0 and array.size(lowerTfLows) > 0
        for j = 0 to array.size(lowerTfHighs) - 1
            float barHigh = array.get(lowerTfHighs, j)
            float barLow = array.get(lowerTfLows, j)
            if barLow <= targetPrice and targetPrice <= barHigh
                crossed := true
                break
    crossed

// ═══════════════════════════════════════════════════════════════════════════════
// MAIN LOGIC
// ═══════════════════════════════════════════════════════════════════════════════

// Load trade data on first bar only
if barstate.isfirst
    if array.size(tradeTimes) > 0
        for i = 0 to array.size(tradeTimes) - 1
            int tradeTime = array.get(tradeTimes, i)
            if tradeTime > 0
                int direction = array.get(tradeDirections, i)
                float price = array.get(tradePrices, i)
                int qty = array.get(tradeQtys, i)
                array.push(trades, TradeSignal.new(tradeTime, direction, price, qty))

// Calculate bar duration for matching
int barDuration = timeframe.in_seconds(timeframe.period) * 1000
int nextBarTime = time + barDuration

// Check each trade for execution
int tradeCount = array.size(trades)

for i = 0 to math.max(0, tradeCount - 1)
    if tradeCount > 0
        TradeSignal trade = array.get(trades, i)
        int tradeKey = trade.tradeTime

        // Entries: Place order on preceding bar (look ahead to next bar)
        bool entryMatch = trade.direction != 0 and nextBarTime <= trade.tradeTime and trade.tradeTime < nextBarTime + barDuration

        // Exits: Check on current bar if the exit price was crossed
        bool exitMatch = trade.direction == 0 and time <= trade.tradeTime and trade.tradeTime < time + barDuration

        // Execute entries
        if entryMatch and not map.contains(executedTrades, tradeKey)
            if trade.direction == 1
                strategy.entry("Long", strategy.long, qty=trade.qty, comment="Long")
            else if trade.direction == -1
                strategy.entry("Short", strategy.short, qty=trade.qty, comment="Short")
            map.put(executedTrades, tradeKey, true)

        // Execute exits - check if price was crossed using 1-minute data
        if exitMatch and not map.contains(executedTrades, tradeKey)
            if priceCrossedInBar(trade.price)
                if strategy.position_size > 0
                    strategy.close("Long", comment="Exit", immediately=true)
                else if strategy.position_size < 0
                    strategy.close("Short", comment="Exit", immediately=true)
                map.put(executedTrades, tradeKey, true)