Per-strategy configuration

Override input. More...

Functions
void	strategy_set_input (pf_strategy_t s, const char *key, const char *value)
	Override a Pine input.
void	strategy_set_override (pf_strategy_t s, const char *key, const char *value)
	Override a strategy(...) declaration parameter.
void	strategy_set_magnifier_volume_weighted (pf_strategy_t s, int on)
	Toggle volume-weighted bar-magnifier sampling.
void	strategy_set_trace_enabled (pf_strategy_t s, int on)
	Toggle per-bar trace recording.
void	strategy_set_trade_start_time (pf_strategy_t s, int64_t timestamp_ms)
	Set the earliest Unix-ms timestamp at which strategy order commands may fire.
void	strategy_set_chart_timezone (pf_strategy_t s, const char *tz)
	Set the strategy's chart timezone (IANA / POSIX TZ string).
void	strategy_set_syminfo_timezone (pf_strategy_t s, const char *tz)
	Plumb the symbol's exchange timezone (IANA string) into syminfo.
void	strategy_set_syminfo_session (pf_strategy_t s, const char *session)
	Set the symbol's session string (e.g.
void	strategy_set_syminfo_mintick (pf_strategy_t s, double mintick)
	Set the instrument tick size (syminfo.mintick, default 0.01).
void	strategy_set_syminfo_pointvalue (pf_strategy_t s, double pointvalue)
	Set the instrument point value (syminfo.pointvalue, default 1.0) — the $-per-point-per-contract multiplier applied to every money path: realized PnL and MFE/MAE, open profit / mark-to-market equity (and the drawdown / runup extremes), percent-of-equity and cash position sizing, percent commission notionals, and the margin admission check.
void	strategy_set_syminfo_metadata (pf_strategy_t s, const char *key, double value)
	Inject a fundamental/exchange metadata value by Pine member name (e.g.
const char *	strategy_get_last_error (pf_strategy_t s)
	Returns the error message captured by the most recent run_backtest / run_backtest_full call on this strategy.

Detailed Description

Override input.

*() values, strategy(...) params, and runtime knobs.

Function Documentation

strategy_set_input()

void strategy_set_input	(	pf_strategy_t	s,
		const char *	key,
		const char *	value )

Override a Pine input.

*() value before the next run.

Parameters

s	Strategy handle.
key	The input's title (or fallback identifier).
value	Serialized value — numbers as decimal strings, booleans as "true" / "false".

Calls after run_backtest are accepted but only take effect on subsequent runs.

References PF_API.

strategy_set_override()

void strategy_set_override	(	pf_strategy_t	s,
		const char *	key,
		const char *	value )

Override a strategy(...) declaration parameter.

Recognised key values: initial_capital, commission_value, default_qty_value, pyramiding, slippage, process_orders_on_close, close_entries_rule, default_qty_type, commission_type.

References PF_API.

strategy_set_magnifier_volume_weighted()

void strategy_set_magnifier_volume_weighted	(	pf_strategy_t	s,
		int	on )

Toggle volume-weighted bar-magnifier sampling.

Has no effect unless the bar magnifier is enabled in run_backtest_full.

References PF_API.

strategy_set_trace_enabled()

void strategy_set_trace_enabled	(	pf_strategy_t	s,
		int	on )

Toggle per-bar trace recording.

Default off (zero-cost when off).

Enables capture for // @pf-trace name=expr pragmas already compiled into the strategy .so. Trace records appear in pf_report_t::trace.

References PF_API.

strategy_set_trade_start_time()

void strategy_set_trade_start_time	(	pf_strategy_t	s,
		int64_t	timestamp_ms )

Set the earliest Unix-ms timestamp at which strategy order commands may fire.

Earlier bars still execute user code and warm TA/series state, but strategy.entry/order/exit/close commands are ignored.

References PF_API.

strategy_set_chart_timezone()

void strategy_set_chart_timezone	(	pf_strategy_t	s,
		const char *	tz )

Set the strategy's chart timezone (IANA / POSIX TZ string).

Pine builtins hour, minute, second, dayofmonth, dayofweek, month, year and weekofyear return the wall-clock for the chart's timezone — TV exports trade rows in chart TZ too. Engine bars are stored as Unix-ms (UTC), so without this override these builtins return UTC and silently diverge from TV by N hours when the chart is on a non-UTC zone (Asia/Taipei = UTC+8 is the validator default).

Pass NULL, "", "UTC" or "Etc/UTC" for the legacy UTC behaviour (cheap, mutex-free). Any other value names a TZ resolved by the system tzdata; the per-bar decomposition then runs under a process-global mutex so multi-threaded harnesses don't corrupt each other's wall time.

Should be called before run_backtest / run_backtest_full. Persists across runs on the same strategy handle until overridden.

References PF_API.

strategy_set_syminfo_timezone()

void strategy_set_syminfo_timezone	(	pf_strategy_t	s,
		const char *	tz )

Plumb the symbol's exchange timezone (IANA string) into syminfo.

Feeds session.ismarket / time(session) predicates. Defaults to "UTC" (crypto). Distinct from strategy_set_chart_timezone — the chart TZ drives wall-clock builtins and intraday-cap day rollover; this drives session membership. NULL is ignored. Call before run_backtest*.

References PF_API.

strategy_set_syminfo_session()

void strategy_set_syminfo_session	(	pf_strategy_t	s,
		const char *	session )

Set the symbol's session string (e.g.

"0930-1600:23456", default "24x7"). Feeds session.ismarket / time(session). NULL ignored. Call before run_backtest*.

References PF_API.

strategy_set_syminfo_mintick()

void strategy_set_syminfo_mintick	(	pf_strategy_t	s,
		double	mintick )

Set the instrument tick size (syminfo.mintick, default 0.01).

Drives the directional stop-entry snap and slippage = N*mintick economics. Set per-instrument (e.g. 0.25 for ES, 0.00001 for FX). Non-positive ignored. Call before run_backtest*.

References PF_API.

strategy_set_syminfo_pointvalue()

void strategy_set_syminfo_pointvalue	(	pf_strategy_t	s,
		double	pointvalue )

Set the instrument point value (syminfo.pointvalue, default 1.0) — the $-per-point-per-contract multiplier applied to every money path: realized PnL and MFE/MAE, open profit / mark-to-market equity (and the drawdown / runup extremes), percent-of-equity and cash position sizing, percent commission notionals, and the margin admission check.

Set per-instrument (e.g. 50 for ES). Non-positive ignored. Call before run_backtest*.

References PF_API.

strategy_set_syminfo_metadata()

void strategy_set_syminfo_metadata	(	pf_strategy_t	s,
		const char *	key,
		double	value )

Inject a fundamental/exchange metadata value by Pine member name (e.g.

"shares_outstanding_total", "target_price_average"). These have no OHLCV source; reads of un-injected members return na. Call before run_backtest*.

References PF_API.

strategy_get_last_error()

const char * strategy_get_last_error

(

pf_strategy_t

s

)

Returns the error message captured by the most recent run_backtest / run_backtest_full call on this strategy.

Returns an empty string when the run completed normally, or NULL only when s itself is NULL. The pointer is owned by the engine and remains valid until the next run_backtest* call (which clears the captured error before it begins).

The runtime catches every std::exception derivative inside the engine's run loop so the C ABI never unwinds a C++ exception across the extern "C" boundary. Consumers must check this after every run to surface engine-rejected configurations such as a script timeframe finer than the input timeframe, a request.security timeframe below the chart timeframe without a supported lower-TF emulation, or a missing input timeframe when securities are registered.

References PF_API.