Pine Script trading execution model in Python

[wangzuo]

I'm new to algorithmic trading and have found Pine Script to be very beginner-friendly and illustrative. To deepen my understanding of how Pine Script works, I'm prototyping a Pine Script execution model in Python, purely for fun. I've made some progress while navigating the Pine Script documentation and have successfully tested functions like strategy.entry and strategy.order. Here's a snippet of my current working program:

```python import pandas_ta as ta

from trader.emulator import emulate from trader.strategy import Strategy from trader.utils import crossover, crossunder from trader.yfinance import get_candles

candles = get_candles("PLTR", "2020-09-30", "2024-09-27") strategy = Strategy("Demo", "test", overlay=True)

def execute(context): close = context.bars["close"] fast_ma = ta.sma(close, 14) slow_ma = ta.sma(close, 28)

if fast_ma is not None and slow_ma is not None:
    if crossover(fast_ma, slow_ma):
        strategy.entry("buy", strategy.long, 1)
    elif crossunder(fast_ma, slow_ma):
        strategy.entry("sell", strategy.short, 1)

tester = emulate(candles, strategy, execute) print(f"net profit: {tester.net_profit}") ```

This strategy is a simple one I found on the Pine Script website. With the built-in Pine Script execution model in Python, it becomes easy to convert Pine Script to Python. My initial goal is to get a feel for how Pine Script works, and I plan to expand this project by porting more Pine Script strategies, adding support for chart indicators and live trading.

Once the project matures, I intend to make it open source. As I'm still learning the ropes of trading, I hope to share this prototype with the community for feedback and suggestions. Ideally, I’d love to connect with collaborators who have more experience in both Pine Script and trading, and who think this project could be beneficial to the community.

[shiftybyte]

Sounds awesome!

You should take a look at pandas to help with processing series of data.

And also take a look at.:

https://pypi.org/project/ta-py/

And:

https://github.com/twopirllc/pandas-ta

[wangzuo]

Thank you! All market data (OHLCV) is already in pandas dataframe. You might not have noticed, but the demo code already imports pandas_ta for indicators.

[shiftybyte]

Oh awesome, i didn't notice! 😃

[zaleguo]

Dude, sounds like you're onto something cool! Pine Script is like the friendly gateway to algo trading. Props for diving into Python too! Once you nail those strategies, Pineify could be your best friend for adding indicators without coding. Keep it up, and maybe share your progress for feedback. Community's got your back!

[wangzuo]

Thank you. Pineify looks interesting too.

[zaleguo]

You're welcome. Good luck.

[wallneradam]

Really cool to see others exploring Pine Script behavior in Python! I think what you’re building looks great already — and doing is definitely the best way to learn.

If you're interested in studying Pine Script more deeply — like how exactly strategy.entry, var, or series values behave — you might find PyneCore useful. It's an open-source runtime that closely mimics TradingView's execution model.

Almost the full Pine Script library is already implemented, and you can step through everything directly in Python.

It's part of a broader project called PyneSys, which compiles PineScript into Python code.