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NOVA-689: fix funds calculation #834

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006a192
NOVA-689: fix nav_total_return and nav_discount_premium
Feb 5, 2025
b1b7983
NOVA-689: comp
Feb 6, 2025
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62 changes: 53 additions & 9 deletions links/etf.pine.link
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Original file line number Diff line number Diff line change
@@ -1,3 +1,5 @@
import TradingView/RelativeValue/2 as rv

sum(daysBack)=>
startT = startFrom(daysBack)
sum = 0.
Expand Down Expand Up @@ -78,13 +80,55 @@ plot(aumPerf3Y, title="aum_perf.3Y")
plot(aumPerf5Y, title="aum_perf.5Y")
plot(aumPerfYTD, title="aum_perf.YTD")

// nav_total_return.<1M|3M|6M|YTD|1Y|3Y|5Y>
percent(cur, prev) =>
(not na(prev) and prev != 0) ? (cur - prev) / prev * 100 : na
changePercentAgo(source,period) =>
bool anchor = if str.endswith(period, "Y")
mult = period == "3Y" ? 3 : period == "5Y" ? 5 : 1
timeframe.change("12M") and year % mult == 0
else
timeframe.change(period)
prev = rv.averageAtTime(source, 1, anchor, false)
percent(source, prev)
changePercentYTD(source) =>
var float lastYTD = na
if year!=year[1]
lastYTD := source[1]
percent(source, lastYTD)
changePercent(source,period) =>
period == "YTD" ? changePercentYTD(source) : changePercentAgo(source,period)

navTotalReturns(finTicker) =>
[ntr1M, ntr3M, ntr6M, ntr1Y, ntr3Y, ntr5Y, ntrYTD, timeClose, isLast] = request.security(finTicker, fundTF, [changePercent(close, "1M"), changePercent(close, "3M"), changePercent(close, "6M"), changePercent(close, "1Y"), changePercent(close, "3Y"), changePercent(close, "5Y"), changePercent(close, "YTD"), time_close, barstate.islast], lookahead = barmerge.lookahead_on, ignore_invalid_symbol=true)
if isLast and time >= timeClose
[na, na, na, na, na, na, na]
else
[ntr1M, ntr3M, ntr6M, ntr1Y, ntr3Y, ntr5Y, ntrYTD]

navAllTicker = __financial_tickerid(syminfo.tickerid, "NAV_ALL", "D")
[navTotalReturn1M, navTotalReturn3M, navTotalReturn6M, navTotalReturn1Y, navTotalReturn3Y, navTotalReturn5Y, navTotalReturnYTD] = request.security(navAllTicker, fundTF, [fundPerf(month1), fundPerf(month3), fundPerf(month6), fundPerf(years1), fundPerf(years3), fundPerf(years5), fundPerfYTD()], ignore_invalid_symbol=true, gaps=barmerge.gaps_off)

plot(navTotalReturn1M, title="nav_total_return.1M")
plot(navTotalReturn3M, title="nav_total_return.3M")
plot(navTotalReturn6M, title="nav_total_return.6M")
plot(navTotalReturn1Y, title="nav_total_return.1Y")
plot(navTotalReturn3Y, title="nav_total_return.3Y")
plot(navTotalReturn5Y, title="nav_total_return.5Y")
plot(navTotalReturnYTD, title="nav_total_return.YTD")
[ntr1M, ntr3M, ntr6M, ntr1Y, ntr3Y, ntr5Y, ntrYTD] = navTotalReturns(navAllTicker)

var float navTotalReturn1M = na
var float navTotalReturn3M = na
var float navTotalReturn6M = na
var float navTotalReturn1Y = na
var float navTotalReturn3Y = na
var float navTotalReturn5Y = na
var float navTotalReturnYTD = na
if not na(ntr1M)
navTotalReturn1M := ntr1M
navTotalReturn3M := ntr3M
navTotalReturn6M := ntr6M
navTotalReturn1Y := ntr1Y
navTotalReturn3Y := ntr3Y
navTotalReturn5Y := ntr5Y
navTotalReturnYTD := ntrYTD

plot(navTotalReturn1M, title = "nav_total_return.1M")
plot(navTotalReturn3M, title = "nav_total_return.3M")
plot(navTotalReturn6M, title = "nav_total_return.6M")
plot(navTotalReturnYTD, title = "nav_total_return.YTD")
plot(navTotalReturn1Y, title = "nav_total_return.1Y")
plot(navTotalReturn3Y, title = "nav_total_return.3Y")
plot(navTotalReturn5Y, title = "nav_total_return.5Y")
8 changes: 7 additions & 1 deletion links/nav_discount_premium.link
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Original file line number Diff line number Diff line change
Expand Up @@ -2,8 +2,14 @@
symbolName = input.symbol("", title = "Symbol", confirm = false, __optional = true)
getSymbolName(symbol) => symbol == "" ? syminfo.tickerid : symbol
makeTicker(fund, symbol = "") => __financial_tickerid(getSymbolName(symbol), fund, "")
getNAV(finTicker) =>
[sec, timeClose, isLast] = request.security(finTicker, "D", [close, time_close, barstate.islast], lookahead = barmerge.lookahead_on, ignore_invalid_symbol=true)
if isLast and time >= timeClose
float(na)
else
sec
var finTicker = __financial_tickerid(getSymbolName(symbolName), "NAV", "D")
nav = request.security(finTicker, "D", close, ignore_invalid_symbol=true, gaps=barmerge.gaps_on)
nav = getNAV(finTicker)
var float nav_discount_premium = na
if not na(nav)
nav_discount_premium := ((close / nav) - 1) * 100
Expand Down
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