PyneCore v6.4.1 — Bar Magnifier & calc_on_order_fills

Bar Magnifier

Strategy orders now use lower-timeframe sub-bar data to determine the chronological order of intrabar fills. When a bar hits both TP and SL, the magnifier resolves which triggered first using actual LTF candles instead of the simplified OHLC assumption. Enabled by default for all strategies.

calc_on_order_fills & IBPersistent

When calc_on_order_fills=True, the script re-executes after each order fill:

  • Persistent[T] (var) — rolled back before each re-execution
  • IBPersistent[T] (varip) — accumulates across re-executions

Both features are verified against TradingView reference data.

Documentation

Major reference docs overhaul — 20+ new library reference pages, complete type system docs, script format guide. All examples are now Python-centric with full context.

PyneComp 6.0.28

The compiler now correctly emits IBPersistent for varip declarations.

https://github.com/PyneSys/pynecore/releases/tag/v6.4.1