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pine-script

Export backtest strategies to indicator/strategy code for major trading platforms — TradingView, 通达信, 同花顺, 东方财富, MT5.

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SKILL.md
Quality
Evals
Security

Overview

This skill exports a Vibe-Trading strategy to all major trading platforms in one go. Output file: artifacts/strategy.pine (inside the run directory).

Supported platforms (always generate ALL):

GroupPlatformsLanguage
International ChartsTradingViewPine Script v6
China Equities通达信 / 同花顺 / 东方财富TDX Formula
Forex / CFDMetaTrader 5MQL5

Workflow: Export from Backtest

  1. load_skill("pine-script") — read this guide
  2. read_file("config.json") — understand instruments, dates, parameters
  3. read_file("code/signal_engine.py") — understand the Python strategy logic
  4. Translate the strategy to ALL platforms using the references below
  5. write_file("artifacts/strategy.pine") — save the combined output
  6. Return the code in a code block with usage instructions per platform

Workflow: Generate from Description

  1. load_skill("pine-script") — read this guide
  2. Write indicator/strategy code for ALL platforms based on the user's description
  3. write_file("artifacts/strategy.pine") — save the combined output
  4. Return the code with usage instructions

Output Format

The output file uses this structure (all platforms in one file):

================================================================================
  TRADINGVIEW — Pine Script v6
  Paste into: Pine Editor → New blank indicator → Add to Chart
================================================================================

[Pine Script code here]

================================================================================
  通达信 / 同花顺 / 东方财富 (TDX Formula)
  Paste into: 功能 → 公式管理器 → 新建指标公式
================================================================================

[TDX formula code here]

================================================================================
  MT5 — MQL5
  Save as: .mq5 file → MetaEditor → Compile → Navigator → Attach to Chart
================================================================================

[MQL5 code here]

Platform Reference

1. TradingView — Pine Script v6

Template

// This strategy was generated by Vibe-Trading
// Paste into TradingView Pine Editor → Add to Chart
//@version=6
strategy("Strategy Name", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.1, initial_capital=1000000)

// ============================================================================
// INPUTS
// ============================================================================
// [Group inputs logically with input.int(), input.float(), input.string()]

// ============================================================================
// CALCULATIONS
// ============================================================================
// [Core indicator calculations]

// ============================================================================
// CONDITIONS
// ============================================================================
longCondition = false
shortCondition = false
exitLongCondition = false
exitShortCondition = false

// ============================================================================
// STRATEGY EXECUTION
// ============================================================================
if longCondition
    strategy.entry("Long", strategy.long)
if shortCondition
    strategy.entry("Short", strategy.short)
if exitLongCondition
    strategy.close("Long")
if exitShortCondition
    strategy.close("Short")

// ============================================================================
// PLOTS
// ============================================================================
// [Visual overlays: moving averages, bands, signals]

// ============================================================================
// ALERTS
// ============================================================================
alertcondition(longCondition, title="Long Signal", message="Long entry signal triggered")
alertcondition(shortCondition, title="Short Signal", message="Short entry signal triggered")

Python → Pine Script Mapping

Python (pandas/numpy)Pine Script v6
df['close'].rolling(n).mean()ta.sma(close, n)
df['close'].ewm(span=n).mean()ta.ema(close, n)
ta.RSI(df['close'], n) or manual RSIta.rsi(close, n)
ta.MACD(df['close'])[macdLine, signalLine, hist] = ta.macd(close, 12, 26, 9)
df['close'].rolling(n).std()ta.stdev(close, n)
df['high'].rolling(n).max()ta.highest(high, n)
df['low'].rolling(n).min()ta.lowest(low, n)
df['close'].pct_change()(close - close[1]) / close[1]
df['volume'].rolling(n).mean()ta.sma(volume, n)
df['close'] > df['close'].shift(1)close > close[1]
Bollinger Bands[mid, upper, lower] = ta.bb(close, length, mult)
ATRta.atr(length)
ADXta.adx(high, low, close, length)
Stochasticta.stoch(close, high, low, length, smoothK, smoothD)
CCIta.cci(close, length)
Williams %Rta.wpr(length)
MFIta.mfi(close, length)
OBVta.obv
VWAPta.vwap

Data References

PythonPine Script v6
df['open']open
df['high']high
df['low']low
df['close']close
df['volume']volume
df.index (datetime)time
df['close'].shift(n)close[n]

Signal Logic

Python PatternPine Script v6
(fast > slow) & (fast.shift(1) <= slow.shift(1))ta.crossover(fast, slow)
(fast < slow) & (fast.shift(1) >= slow.shift(1))ta.crossunder(fast, slow)
signal.where(condition, 0)condition ? value : 0
np.where(cond, val_true, val_false)cond ? val_true : val_false
signal.clip(-1, 1)math.max(-1, math.min(1, signal))
signal.fillna(0)nz(signal, 0)
pd.isna(value)na(value)

Position Sizing

Python PatternPine Script v6
Equal weight 1/Nstrategy.percent_of_equity with default_qty_value = 100/N
Full position on signal=1.0default_qty_type=strategy.percent_of_equity, default_qty_value=100
Half position on signal=0.5Use strategy.entry(..., qty=strategy.equity * 0.5 / close)
Stop-lossstrategy.exit("Exit", stop=entryPrice * (1 - stopPct))
Take-profitstrategy.exit("Exit", limit=entryPrice * (1 + tpPct))

Syntax Rules (Critical)

  1. Version declaration must be first line: //@version=6
  2. Ternary operators MUST stay on one line: text = condition ? "a" : "b"
  3. Line continuation: continuation lines must be indented MORE than the starting line
  4. No plot() in local scope (if/for/function) — use plot(condition ? value : na)
  5. var: persistent state across bars; regular assignment recalculates each bar
  6. Avoid repainting: use barstate.isconfirmed, lookahead=barmerge.lookahead_off
  7. Limits: max 500 bars lookback, 500 plot calls, 64 entry/exit per bar, 40 request.security()

2. 通达信 / 同花顺 / 东方财富 — TDX Formula

These platforms share 95%+ identical formula syntax. Write ONE version that works on all three.

Template

{Vibe-Trading 策略导出}
{策略名称: XXX}

{——————— 参数 ———————}
N:=14;
M:=6;

{——————— 指标计算 ———————}
RSI_VAL:=RSI(CLOSE,N);
MA_FAST:=MA(CLOSE,5);
MA_SLOW:=MA(CLOSE,20);

{——————— 买卖信号 ———————}
BUY:CROSS(MA_FAST,MA_SLOW) AND RSI_VAL<40,COLORRED;
SELL:CROSS(MA_SLOW,MA_FAST) AND RSI_VAL>60,COLORGREEN;

DRAWTEXT(BUY,LOW,'B'),COLORYELLOW;
DRAWTEXT(SELL,HIGH,'S'),COLORWHITE;

Python → TDX Mapping

PythonTDX Formula
df['close'].rolling(n).mean()MA(CLOSE,N)
df['close'].ewm(span=n).mean()EMA(CLOSE,N)
RSIRSI(CLOSE,N) (returns 0-100)
MACDMACD.DIF, MACD.DEA, MACD.MACD or manual: DIF:=EMA(CLOSE,12)-EMA(CLOSE,26); DEA:=EMA(DIF,9); MACD:=(DIF-DEA)*2;
Bollinger BandsBOLL(N,M)BOLL.UPPER, BOLL.MID, BOLL.LOWER or manual
ATRATR:=MA(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),N);
df['close'].shift(n)REF(CLOSE,N)
df['high'].rolling(n).max()HHV(HIGH,N)
df['low'].rolling(n).min()LLV(LOW,N)
crossover(fast, slow)CROSS(FAST,SLOW)
crossunder(fast, slow)CROSS(SLOW,FAST)
df['volume']VOL
abs(x)ABS(X)
max(a,b)MAX(A,B)
min(a,b)MIN(A,B)
conditionalIF(COND,A,B)
df['close'].pct_change()(CLOSE-REF(CLOSE,1))/REF(CLOSE,1)
count true in N barsCOUNT(COND,N)
sum over N barsSUM(X,N)
std over N barsSTD(CLOSE,N)
slope / linear regressionSLOPE(CLOSE,N)

Syntax Rules

  1. Assignment: := for intermediate variables, : for output (plotted) lines
  2. Comments: {comment} — curly braces, NOT //
  3. No semicolons optional: each statement ends with ;
  4. Colors: COLORRED, COLORGREEN, COLORYELLOW, COLORWHITE, COLORBLUE, COLORCYAN, COLORMAGENTA
  5. Line styles: LINETHICK2, POINTDOT, STICK, VOLSTICK
  6. Draw text: DRAWTEXT(COND, PRICE, 'TEXT'), COLOR;
  7. Draw icon: DRAWICON(COND, PRICE, ICON_ID);
  8. All function/variable names UPPERCASE
  9. No loops / no arrays — everything is vectorized bar-by-bar
  10. Max formula length: ~10,000 characters per formula

Platform Differences

Feature通达信同花顺东方财富
MACD built-inMACD(12,26,9)MACD(12,26,9)same
StochasticKDJ(N,M1,M2)samesame
Custom colorCOLOR+RRGGBBCOLOR+RRGGBBlimited
Strategy backtest条件选股 only条件选股 only条件选股 only

For maximum compatibility, avoid platform-specific extensions. Stick to core functions.


3. MetaTrader 5 — MQL5

Template (Custom Indicator)

//+------------------------------------------------------------------+
//| Generated by Vibe-Trading                                         |
//+------------------------------------------------------------------+
#property copyright "Vibe-Trading"
#property indicator_chart_window       // or indicator_separate_window
#property indicator_buffers 2
#property indicator_plots   2
#property indicator_color1  clrDodgerBlue
#property indicator_color2  clrRed

input int InpPeriod = 14;  // Period

double BuyBuffer[];
double SellBuffer[];

int OnInit()
{
   SetIndexBuffer(0, BuyBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, SellBuffer, INDICATOR_DATA);
   PlotIndexSetInteger(0, PLOT_ARROW, 233);  // up arrow
   PlotIndexSetInteger(1, PLOT_ARROW, 234);  // down arrow
   PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_ARROW);
   PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_ARROW);
   return(INIT_SUCCEEDED);
}

int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
   int start = MathMax(prev_calculated - 1, InpPeriod);
   for(int i = start; i < rates_total; i++)
   {
      BuyBuffer[i]  = EMPTY_VALUE;
      SellBuffer[i] = EMPTY_VALUE;

      // === YOUR LOGIC HERE ===
      // Example: if(buyCondition) BuyBuffer[i] = low[i];
      //          if(sellCondition) SellBuffer[i] = high[i];
   }
   return(rates_total);
}

Python → MQL5 Mapping

PythonMQL5
df['close'].rolling(n).mean()iMA(_Symbol, PERIOD_CURRENT, n, 0, MODE_SMA, PRICE_CLOSE) or manual loop
EMAiMA(..., MODE_EMA, ...)
RSIiRSI(_Symbol, PERIOD_CURRENT, n, PRICE_CLOSE)
MACDiMACD(_Symbol, PERIOD_CURRENT, 12, 26, 9, PRICE_CLOSE)
BollingeriBands(_Symbol, PERIOD_CURRENT, n, 0, mult, PRICE_CLOSE)
ATRiATR(_Symbol, PERIOD_CURRENT, n)
StochasticiStochastic(_Symbol, PERIOD_CURRENT, K, D, slowing, MODE_SMA, STO_LOWHIGH)
df['close'].shift(n)close[i-n] (in OnCalculate loop)
crossoverbuf[i] > ref[i] && buf[i-1] <= ref[i-1]

Syntax Rules

  1. Indicator handles: call iMA() etc. in OnInit(), use CopyBuffer() to get values
  2. Buffer direction: MQL5 buffers are indexed 0=oldest by default; use ArraySetAsSeries() to reverse
  3. EMPTY_VALUE: use for "no signal" on arrow plots
  4. Indicator vs EA: generate indicator (.mq5), not Expert Advisor, to match "indicator export" purpose
  5. Handle-based API: MQL5 uses handles — create in OnInit, read in OnCalculate

Symbol Format Mapping

When generating code, map Vibe-Trading instrument codes appropriately:

Vibe-TradingTradingView通达信/同花顺MT5
000001.SZSZSE:000001000001N/A
600519.SHSSE:600519600519N/A
AAPL.USNASDAQ:AAPLN/AAAPL
BTC-USDTBINANCE:BTCUSDTN/ABTCUSD

Note: Most indicator code is instrument-agnostic — the user applies it to whatever chart they're viewing. Include a comment noting the original instrument for reference only.

Limitations & Transparency

When a Python strategy uses features that can't be directly translated, clearly note it:

Python FeaturePlatform Limitation
ML models (sklearn, etc.)None — flag as "manual implementation required"
Custom pandas operationsTDX — limited to built-in functions
Multi-timeframe logicTDX — no native MTF; Pine/MQL5 — supported
Dynamic position sizingTDX — indicator only, no position control
External data (API calls)All — indicators run offline on chart data only

Always add a comment block at the top listing any features that could not be translated.

Quality Checklist

Before outputting:

  • ALL 3 platform sections are included (Pine Script, TDX, MQL5)
  • Each platform section has proper header with usage instructions
  • Pine Script: //@version=6 is first line, no plot() in local scope, ternary on single lines
  • TDX: all uppercase functions, := for intermediate, : for output, {comments}
  • MQL5: proper handle-based API, EMPTY_VALUE for no-signal
  • Entry/exit conditions match the Python signal logic semantically across ALL platforms
  • Untranslatable features are clearly documented at the top of each section
  • Comment header notes the original Vibe-Trading run_id and instrument
Repository
HKUDS/Vibe-Trading
Last updated
First committed

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