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Portfolio management

Minimalist Trading Plan ChecklistMinimalist Trading Plan Checklist A clean, customizable indicator to monitor your trading plan. Features: Checklist: Monitor bias, narrative, context, entry. Timeframes: Set or leave blank (❌). Risk-Reward Ratio: Display in a neat box. News Checkbox: Toggle for high-impact events. Customizable: Adjust colors and layout. Stay organized and focused on your strategy with this minimalist tool. Short and sweet! Let me know if you need further tweaks. 😊
Pine Script® indicator
by mafole4x
Binance Leveraged Liquidations ApproximationBinance Leveraged Liquidations Approximation (BLLA) The Binance Leveraged Liquidations Approximation (BLLA) indicator is a tool designed to estimate liquidation levels for leveraged trading on Binance. It calculates the approximate prices at which liquidations could occur for long and short positions, based on the entry price and leverage levels selected by the user. Key Features: Liquidation Level Calculation: Estimates liquidation prices for multiple leverage levels (e.g., 20x, 10x, 5x, etc.). Supports both long and short positions. Customization: Allows the user to manually input the entry price or automatically calculate it as the midpoint between the low and high of a defined period. Leverage levels are configurable, enabling the indicator to adapt to different trading strategies. Clear Visualization: Displays liquidation levels directly on the chart, with labels indicating the corresponding leverage. Uses distinct colors for long positions (yellow) and short positions (blue). Recommended Use: Risk Management: Helps identify liquidation levels to adjust stop-loss orders and manage risk in leveraged trading. Market Analysis: Provides a quick overview of key levels where significant price movements might occur due to mass liquidations. Settings: Entry Price: Enter manually or leave at 0.0 to calculate automatically. Leverage: Configure desired leverage levels (e.g., 20x, 10x, 5x, etc.). Transparency and Display: Adjust the transparency of the lines and the number of bars displayed. Quick Instructions: Add the indicator to your chart. Enter the entry price or leave it at 0.0 to calculate automatically. Configure leverage levels according to your strategy. Observe liquidation levels on the chart and use them to manage your risk. Note: This indicator is an approximation and does not guarantee absolute accuracy of liquidation levels, as these may vary depending on market conditions and exchange policies.
Pine Script® indicator
by ceshead
The Investment Clock Orbital GraphThe Investment Clock Orbital Graph is an advanced visualization tool designed to help traders and investors track economic cycles using a dynamic scatter plot of GDP growth vs. CPI inflation rates. This indicator is a fusion of two powerful TradingView indicators: LuxAlgo ’s Relative Strength Scatter Plot – A robust scatter plot for tracking relative strength. The Investment Clock Indicator – A cycle-based approach to market rotation. This indicator contains more information regarding The Investment Clock. By combining these approaches, the Investment Clock Orbital Graph enables traders to visualize economic momentum and inflationary trends in a unique, orbital-style scatter plot. Key Features & Improvements Orbital Graph Representation – Displays GDP growth and CPI inflation as a dynamic, evolving scatter plot, showing how the economy moves through different phases. Quadrant-Based Market Regimes – Identifies four key economic phases: 1)🔥 Overheating (High Growth, High Inflation) 2)📉 Stagflation (Low Growth, High Inflation) 3)🤒 Recovery (High Growth, Low Inflation) 4)🎈 Reflation (Low Growth, Low Inflation) Data-Driven Analysis – Utilizes FRED (Federal Reserve Economic Data) for accurate real-world GDP & CPI data. Trailing Path of Economic Evolution – Tracks historical economic cycles over time to show momentum and cyclical movements. Customizable Parameters – Set sustainable GDP growth and inflation thresholds, adjust trail length, and fine-tune scatter plot resolution. Auto-Labeled Quadrants & Revised Accurate Market Guidance – Each quadrant includes newly updated tooltips and annotations (like ETF suggestions) to help traders make informed decisions. Live Macro Forecasting Tool – Helps traders anticipate future market conditions, rate hikes/cuts, and sector rotations. How to Use for Trading Decisions The Investment Clock Orbital Graph helps traders and macro investors by identifying market phases and providing insights into asset class performance during different economic conditions. 📌 Step 1: Identify the Current Quadrant Locate the most recent point on the orbital graph to see if the economy is in Overheating, Stagflation, Recovery, or Reflation. 📌 Step 2: Forecast Market Trends The trajectory of the points can predict upcoming economic shifts: Overheating → Stagflation ➡️ Expect economic slowdowns, bearish stock markets. Stagflation → Reflation ➡️ Interest rate cuts likely, bonds and defensive stocks perform well. Reflation → Recovery ➡️ Risk-on rally, technology and cyclicals perform best. Recovery → Overheating ➡️ Commodities surge, inflation rises, and central banks intervene. 📌 Step 3: Align Trading & Investing Strategies 🔥 Overheating – Favor commodities & energy (Oil, Industrial Stocks, Materials). 📉 Stagflation – Favor defensive assets (Cash, Utilities, Healthcare). 🤒 Recovery – Favor growth stocks (Technology, Consumer Discretionary). 🎈 Reflation – Favor bonds, value stocks, and financials. 📌 Step 4: Monitor Trends Over Time The indicator visualizes economic movement over multiple months, allowing traders to confirm long-term trends vs. short-term noise. The Investment Clock Orbital Graph is an essential macro trading tool, providing a real-time visualization of economic conditions. By tracking GDP growth vs. CPI inflation, traders and investors can align their portfolios with major macroeconomic shifts, predict sector rotations, and anticipate central bank policy changes.
Pine Script® indicator
by BarefootJoey
6
CAPM Alpha & BetaThe CAPM Alpha & Beta indicator is a crucial tool in finance and investment analysis derived from the Capital Asset Pricing Model (CAPM) . It provides insights into an asset's risk-adjusted performance (Alpha) and its relationship to broader market movements (Beta). Here’s a breakdown: 1. How Does It Work? Alpha: Definition: Alpha measures the portion of an investment's return that is not explained by market movements, i.e., the excess return over and above what the market is expected to deliver. Purpose: It represents the value a fund manager or strategy adds (or subtracts) from an investment’s performance, adjusting for market risk. Calculation: Alpha is derived from comparing actual returns to expected returns predicted by CAPM: Alpha = Actual Return − (Risk-Free Rate + β × (Market Return − Risk-Free Rate)) Alpha = Actual Return − (Risk-Free Rate + β × (Market Return − Risk-Free Rate)) Interpretation: Positive Alpha: The investment outperformed its CAPM prediction (good performance for additional value/risk). Negative Alpha: The investment underperformed its CAPM prediction. Beta: Definition: Beta measures the sensitivity of an asset's returns relative to the overall market's returns. It quantifies systematic risk. Purpose: Indicates how volatile or correlated an investment is relative to the market benchmark (e.g., S&P 500). Calculation: Beta is computed as the ratio of the covariance of the asset and market returns to the variance of the market returns: β = Covariance (Asset Return, Market Return) / Variance (Market Return) β = Variance (Market Return) Covariance (Asset Return, Market Return)​ Interpretation: Beta = 1: The asset’s price moves in line with the market. Beta > 1: The asset is more volatile than the market (higher risk/higher potential reward). Beta < 1: The asset is less volatile than the market (lower risk/lower reward). Beta < 0: The asset moves inversely to the market. 2. How to Use It? Using Alpha: Portfolio Evaluation: Investors use Alpha to gauge whether a portfolio manager or a strategy has successfully outperformed the market on a risk-adjusted basis. If Alpha is consistently positive, the portfolio may deliver higher-than-expected returns for the given level of risk. Stock/Asset Selection: Compare Alpha across multiple securities. Positive Alpha signals that the asset may be a good addition to your portfolio for excess returns. Adjusting Investment Strategy: If Alpha is negative, reassess the asset's role in the portfolio and refine strategies. Using Beta: Risk Management: A high Beta (e.g., 1.5) indicates higher sensitivity to market movements. Use such assets if you want to take on more risk during bullish market phases or expect higher returns. A low Beta (e.g., 0.7) indicates stability and is useful in diversifying risk in volatile or bearish markets. Portfolio Diversification: Combine assets with varying Betas to achieve the desired level of market responsiveness and smooth out portfolio volatility. Monitoring Systematic Risk: Beta helps identify whether an investment aligns with your risk tolerance. For example, high-Beta stocks may not be suitable for conservative investors. Practical Application: Use both Alpha and Beta together: Assess performance with Alpha (excess returns). Assess risk exposure with Beta (market sensitivity). Example: A stock with a Beta of 1.2 and a highly positive Alpha might suggest a solid performer that is slightly more volatile than the market, making it a suitable pick for risk-tolerant, return-maximizing investors. In conclusion, the CAPM Alpha & Beta indicator gives a comprehensive view of an asset's performance and risk. Alpha enables performance evaluation on a risk-adjusted basis, while Beta reveals the level of market risk. Together, they help investors make informed decisions, build optimal portfolios, and align investments with their risk-return preferences.
Pine Script® indicator
by Kendrick_Chan
Average Daily LiquidityIt is important to ensure sufficient stock trading liquidity so that you have sufficient volume to enter the trade and most importantly sufficient liquidity to exit the trade. Because daily trading liquidity can jump around so much by price changes and volume changes, it is important to smooth out the liquidity by using a moving average. Some use a 5 days (trading week) moving average, others use 10 day (2 weeks), 20 day ("month") and some use 65 day (quarter). The default is 10 days based upon the work of Colin Nicholson (The Aggressive Investor and Building Wealth in the Stock Market). Liquidity line changes color dependent upon the chart background luminescence. The amount you are planning to invest in a stock should have a liquidity of 10 (default) times that amount.
Pine Script® indicator
by Katandra
PnL MonitorThe PnL Monitor is a customizable tool designed to help traders track the Profit and Loss (PnL) of up to 20 currency pairs or assets in real-time. This script provides a clear and organized table that displays the entry price, and PnL percentage for each pair, making it an essential tool for monitoring open positions or tracking potential trades. Key Features: Multi-Asset Tracking: Monitor up to 20 currency pairs or assets simultaneously. Simply input the pair symbol and your entry price, and the script will calculate the PnL in real-time. Dynamic Table Positioning: Choose where the table appears on your chart with the Table Position input. Options include: Top Left Top Right Bottom Left Bottom Right Real-Time PnL Calculation: The script fetches the current price of each pair and calculates the PnL percentage based on your entry price. Positive PnL is highlighted in green, while negative PnL is highlighted in red. Exchange and Pair Separation: The script automatically separates the exchange name (if provided) from the pair symbol, making it easier to identify the source of the data. Customizable Inputs: Add or remove pairs as needed. Leave the price field blank for pairs you don’t want to track. How to Use: Input Your Pairs: In the script settings, input the symbol of the pair (e.g., NASDAQ:AAPL or BTCUSD) and your entry price. Leave the price field blank for pairs you don’t want to track. Choose Table Position: Select where you want the table to appear on your chart. Monitor PnL: The table will automatically update with the current price and PnL percentage for each pair. Why Use This Script? Efficiency: Track multiple pairs in one place without switching charts. Clarity: Easily identify profitable and losing positions at a glance. Flexibility: Customize the table to fit your trading style and preferences. Ideal For: Forex, crypto, and stock traders managing multiple positions.
Pine Script® indicator
by X_Brain
1
Multi Asset Similarity MatrixProvides a unique and visually stunning way to analyze the similarity between various stock market indices. This script uses a range of mathematical measures to calculate the correlation between different assets, such as indices, forex, crypto, etc.. Key Features: Similarity Measures: The script offers a range of similarity measures to choose from, including SSD (Sum of Squared Differences), Euclidean Distance, Manhattan Distance, Minkowski Distance, Chebyshev Distance, Correlation Coefficient, Cosine Similarity, Camberra Index, Mean Absolute Error (MAE), Mean Squared Error (MSE), Lorentzian Function, Intersection, and Penrose Shape. Asset Selection: Users can select the assets they want to analyze by entering a comma-separated list of tickers in the "Asset List" input field. Color Gradient: The script uses a color gradient to represent the similarity values between each pair of indices, with red indicating low similarity and blue indicating high similarity. How it Works: The script calculates the source method (Returns or Volume Modified Returns) for each index using the sec function. It then creates a matrix to hold the current values of each index over a specified window size (default is 10). For each pair of indices, it applies the selected similarity measure using the select function and stores the result in a separate matrix. The script calculates the maximum and minimum values of the similarity matrix to normalize the color gradient. Finally, it creates a table with the index names as rows and columns, displaying the similarity values for each pair of indices using the calculated colors. Visual Insights: The indicator provides an intuitive way to visualize the relationships between different assets. By analyzing the color-coded tables, traders can gain insights into: Which assets are highly correlated (blue) or uncorrelated (red) The strength and direction of these correlations Potential trading opportunities based on similarities and differences between assets Overall, MASM is a powerful tool for market analysis and visualization, offering a unique perspective on the relationships between various assets. ~llama3
Pine Script® indicator
by RicardoSantos
6
Asset Allocation CalculatorOverview This script is a tool that automatically calculates asset allocation for your investment portfolio. Users can set the weight of multiple assets and monitor the portfolio value in real time based on price fluctuations. Key Features Supports input of asset allocation percentages Dynamic allocation calculation based on real-time price data Automatically calculates allocated amounts for each asset based on the total investment amount User-friendly interface with intuitive visual feedback Settings Total Capital : Enter the total capital, including the value of assets. Quantity rounding : Using the rounding function may cause the target allocation to exceed 100%. Tickers, Weight, Holdings : To retrieve accurate asset prices, specify both the exchange and the ticker. If you want to include cash in your portfolio, use $. Ensure that the total allocation sums to 100%. Refer to the pre-filled example for the correct format. Table Settings : You can adjust the table's position, height, font size, and background color. How to Use By buying or selling the quantity shown in the Buy column, you can continuously maintain your target allocation. Hold - Current holdings Buy - Quantity to buy or sell to reach the target allocation Target - Quantity aimed for after buying or selling Caution It can only calculate for a single currency, so do not mix multiple currency markets. 자산 배분 계산기 소개 이 스크립트는 투자 포트폴리오의 자산 배분을 자동으로 계산해주는 도구입니다. 사용자는 여러 자산의 비중을 설정할 수 있으며, 가격 변동에 따라 포트폴리오 가치를 실시간으로 모니터링할 수 있습니다. 주요 기능 자산 배분 비율 입력 지원 실시간 가격 데이터를 기반으로 한 동적 배분 계산 총 투자 금액을 기준으로 각 자산에 할당된 금액 자동 계산 직관적인 시각적 피드백을 제공하는 사용자 친화적인 인터페이스 설정 Total Capital : 자산 가치를 포함한 총 자본금을 입력하세요. Quantity rounding : 반올림 기능을 사용하면 목표 비중이 100%를 초과할 수 있습니다. Tickers, Weight, Holdings : 정확한 자산 가격을 불러오기 위해 거래소와 티커를 함께 입력하세요. 포트폴리오에 현금을 포함하려면 '$'를 사용하세요. 비중 합계가 반드시 100%가 되도록 설정하세요. 예제 형식을 참고하여 올바르게 입력하세요. 한국(원화) 시장을 위한 입력 예시입니다. KRX:360750, 17.5, 100 KRX:310960, 17.5, 120 KRX:148070, 25, 20 KRX:305080, 25, 10 KRX:139320, 10, 150 UPBIT:BTCKRW, 5, 0.002 $,0,5000000 Table Settings : 테이블의 위치, 높이, 글자 크기 및 배경색을 조정할 수 있습니다. 사용 방법 Buy 열에 표시된 수량만큼 매수 또는 매도하면 목표 비중을 지속적으로 유지할 수 있습니다. Hold - 현재 보유 수량 Buy - 목표 비중을 맞추기 위해 매수 또는 매도해야 하는 수량 Target - 매수, 매도 후 목표로 하는 수량 주의 한 가지 통화로만 계산할 수 있으니 여러 통화 시장을 혼용하지 마세요.
Pine Script® indicator
by CHULTOO
Consecutive Bullish/Bearish Candles🔍 Overview: This indicator detects market manipulation and deception by identifying sequences of consecutive bullish or bearish candles. It highlights potential reversal zones where trends may exhaust or trap traders before reversing. 📌 How It Works: The user can set a custom number of consecutive bullish or bearish candles (default: 5). If the set number of consecutive green (bullish) or red (bearish) candles appears, the indicator plots a signal on the chart. This pattern often signals exhaustion, stop hunts, or market traps, making it useful for traders looking for reversal opportunities. 📊 Features: ✅ Customizable candle count for detection ✅ Visual signals (✅ for bullish, ❌ for bearish) ✅ Alerts support for automated notifications ✅ Works on all timeframes and all markets (crypto, stocks, forex) ⚠️ Note: This indicator does not guarantee reversals but helps identify areas where traders may be trapped and a trend shift is likely. Always use it with other confluence factors like volume, support/resistance, and market sentiment. 🚀 Use this tool to spot market deception and trade smart!
Pine Script® indicator
by MostafaFarahmand
The Ultimate Lot Size Calculator Backstory I created this Pine Script tool to calculate lot sizes with precision. While there are many lot size calculators available on TradingView, I found that most had significant flaws. I started teaching myself Pine Script over three and a half years ago with the sole purpose of building this tool. My first version was messy and lacked accuracy, so I never published it. I wanted it to be better than any other available tool, but my limited knowledge back then held me back. Recently, I received a request to create a similar tool, as the current options still fail to deliver the precision and reliability traders need. This inspired me to revisit my original idea. With improved skills and a better understanding of Pine Script, I redesigned the tool from scratch, making it as precise, reliable, and efficient as possible. This tool features built-in error detection to minimize mistakes and ensure accuracy in lot size calculations. I've spent more time on this project than on any other, focusing on delivering a solution that stands out on TradingView. While I plan to add more features based on user feedback, the current version is already a powerful, dependable, and easy-to-use tool for traders who value precision and efficiency in their lot size calculations. How to use the tool ? At first it might seem complicated, but it is quite easy to use the tool. There are two modes: auto and manual. By default, the tool is set on manual mode. When you apply the tool on the chart, it will ask you to choose the entry price, then the stop-loss price, and at last the take-profit price. Select all of them one by one. These values can be changed later. Settings There are various setting given for making the tool as flexible as possible. Here is the explanation for some of most important settings. Play with them and make yourself comfortable. General settings Auto mode : Use this mode if you want the the risk reward to be fixed and stop loss to be based on ATR. However the stop loss can be changed to be based on user input. Manual mode : Use this mode if you want full control over entry, stop loss and take profit. Contract Size : The tool works perfectly for all forex pairs including gold and silver but as the contract size is different for different assets it is difficult to add every single asset into the script manually so i have provided this option. In case you want to calculate lot size for a asset other then forex, gold or silver make sure to change this. Contract size = Quantity of the asset in 1 standerd lot. Account settings Automatic mode settings and ATR stop settings Manual mode settings Table and risk-reward box settings are pretty much self-explanatory i guess. Error handling A lot size calculator is a complex program. There are numerous points where it may fail and produce incorrect results. To make it robust and accurate, these issues must be addressed and managed properly, which practically all existing lot size calculator scripts fail to do. Golden tip When the symbol is changed it will display a symbol change warning as the entry, stop loss and take profit price won't change. There are 2 ways to get fix this. Either manually enter all three values which i hate the most or remove the script from the chart and re-apply the script on chart again. So to re-apply the indicator in most easy way follow the following instructions: Note : If you encounter any other error then read the instruction to fix it and if it is an unknow error pleas report it to me in comments or DM.
Pine Script® indicator
by a_guy_from_wall_street
5
JMA Quantum Edge: Adaptive Precision Trading System JMA Quantum Edge: Adaptive Precision Trading System - Enhanced Visuals & Risk Management Get ready to experience a groundbreaking trading strategy that adapts in real-time to market conditions! This powerful, open-source script combines advanced technical analysis with state-of-the-art risk management tools, designed to give you the edge you need in today's dynamic markets. What It Does: Adaptive JMA Indicator: Utilizes a custom Jurik Moving Average (JMA) that adjusts its sensitivity based on market volatility, ensuring you get precise signals even in the most fluctuating environments. Dynamic Risk Management: Features built-in support for partial exits (scaling out) to secure profits, along with an optional Kelly Criterion-based position sizing that tailors your exposure based on historical performance metrics. Robust Error Handling: Incorporates market condition filters—like minimum volume and maximum allowed gap percentage—to ensure trades are only executed under favorable conditions. Vivid Visual Enhancements: Enjoy an animated background that reflects market momentum, dynamic pivot markers, and clearly drawn trend channels. Plus, interactive tables provide real-time performance analytics and detailed error metrics. Fully Customizable: With a comprehensive set of inputs, you can easily tailor the strategy to your personal trading style and market preferences. Adjust everything from JMA parameters to refresh intervals for tables and labels! How to Use It: Add the Script: Copy and paste the script into the Pine Script Editor on TradingView and click “Add to Chart.” Configure Your Settings: Customize your risk management (capital, commission, position sizing, partial exits, etc.) and tweak the JMA settings to match your preferred trading style. Use the extensive input panel to adjust visuals, alerts, and more. Backtest & Optimize: Run the strategy in the Strategy Tester to analyze its historical performance. Monitor real-time analytics and error metrics via the interactive tables, and fine-tune your parameters for optimal performance. Go Live with Confidence: Once you're satisfied with the backtest results, use the generated signals for live trading, and let the system help you stay ahead in fast-paced markets! How to use the imputs: This cutting-edge strategy is designed to adapt to changing market conditions and offers you complete control over your trading parameters. Here’s a breakdown of what each group of inputs does and how you should use them: Risk Management & Trade Settings Recalculate on Every Tick: What it does: When enabled, the strategy recalculates on every price update. Recommendation: Leave it true for fast charts. Initial Capital: What it does: Sets your starting capital for backtesting, which influences position sizing and performance metrics. Recommendation: Start with $10,000 (or adjust according to your trading capital). Commission (%): What it does: Simulates the cost per trade. Recommendation: Use a realistic rate (e.g., 0.04%). Position Size & Quantity Type: What they do: Define how large each trade will be. Choose between a fixed unit amount or a percentage of equity. Recommendation: For beginners, the default fixed value is a good start. Experiment later with percentage-based sizing if needed. Order Comment: What it does: Adds a label to your orders for easier tracking. Allow Reverse Orders: What it does: If disabled, the strategy will close opposing positions before entering a new trade, reducing conflicts. Enable Dynamic Position Sizing: What it does: Adjusts trade size based on current volatility. Recommendation: Beginners may start with this disabled until they understand basic sizing. Partial Exit Inputs: What they do: Enable Partial Exits: When turned on, you can scale out of your position to lock in profits. Partial Exit Profit (%): The profit percentage that triggers a partial exit. Partial Exit Percentage: The percentage of your current position to exit. Recommendation: Use defaults (e.g., 5% profit, 50% exit) to secure profits gradually. Kelly Criterion Option: What it does: When enabled, adjusts your position sizing using historical performance (win rate and profit factor). Recommendation: Beginners might leave this disabled until comfortable with backtest performance metrics. Market Condition Filters: What they do: Minimum Volume: Ensures trades occur only when there’s sufficient market activity. Maximum Gap (%): Prevents trading if there’s an unusually large gap between the previous close and current open. Recommendation: Defaults work well for most markets. If trades seem erratic, consider tightening these limits. JMA Settings Price Source: What it does: The input series for the JMA calculation, typically set to the closing price. JMA Length: What it does: Controls the smoothing period of the JMA. Lower values are more sensitive; higher values smooth out the noise. Recommendation: Start with 21. JMA Phase & Power: What they do: Adjust how responsive the JMA is. Phase controls timing; power adjusts the intensity. Recommendation: Default settings (63 phase and 3 power) are a balanced starting point. Visual Settings & Style Show JMA Line, Pivot Lines, and Pivot Labels: What they do: Toggle visual elements on your chart for easier signal identification. Pivot History Count: What it does: Limits how many historical pivot markers are displayed. Color Settings (Up/Down Neon Colors): What they do: Set the visual cues for buy and sell signals. Pivot Marker & Line Style: What they do: Choose the style and thickness of your pivot markers and lines. Show Stats Panel: What it does: Displays real-time performance and error metrics. Dynamic Background & Visual Enhancements Animate Background: What it does: Changes the background color based on market momentum. Show Trend Channels & Volume Zones: What they do: Draw trend channels and highlight areas of high volatility/volume. Show Data-Rich Labels: What it does: Displays key metrics like volume, error percentage, and momentum on the chart. High Volatility Threshold: What it does: Determines the multiplier for when the chart background should change due to high volatility. Multi-Timeframe Settings Higher Timeframe: What it does: Uses a higher timeframe’s JMA for trend confirmation. Recommendation: Use Daily ('D') or Weekly ('W') for broader trend analysis. Show HTF Trend Zone & Opacity: What they do: Display a visual zone from the higher timeframe to help confirm trends. 6. Trailing Stop Settings Trailing Stop ATR Factor & Offset Multiplier: What they do: Calculate trailing stops based on the Average True Range (ATR), adjusting stop distances dynamically. Recommendation: Default settings are a good balance but can be fine-tuned based on asset volatility. Alerts & Notifications Alerts on Pivot Formation & JMA Crossover: What they do: Notify you when key events occur. Dynamic Power Threshold: What it does: Sets the sensitivity for dynamic alerts. 8. Static Stop Loss / Take Profit Static Stop Loss (%) & Take Profit (%): What they do: Allow you to set fixed stop loss or take profit levels. Recommendation: Leave them at 0 to disable if you prefer dynamic risk management, or set them if you have strict risk/reward preferences. Advanced Settings ATR Length: What it does: Determines the period for ATR calculation, impacting trailing stop sensitivity. Recommendation: Start with 14. Optimization Feedback & Enhanced Error Analysis Error Metric Length & Error Threshold (%): What they do: Calculate error metrics (like average error, skewness, and kurtosis) to help you fine-tune the JMA. Recommendation: Use the defaults and adjust if the error metrics seem off during backtesting. UI - User-Driven Tweaking & Table Customization Parameter Tweaker Panel, Debug/Performance Table Settings: What they do: Provide interactive tables that display real-time performance, error metrics, and allow you to monitor strategy parameters. Refresh Frequency Options (Table & Label Refresh Intervals): What they do: Set how often the tables and labels update. Recommendation: Start with an interval of 1 bar; increase it if your chart is too busy. Important for Beginners: Default Settings: All default values have been chosen for balanced performance across different markets. If you ever experience unexpected behavior, start by resetting the inputs to their defaults. Step-by-Step Adjustments: Experiment by changing one setting at a time while observing how the strategy’s signals and performance metrics change. This will help you understand the impact of each parameter. Resetting to Defaults: If things seem off or you’re not getting the expected results, you can always reset the indicator. Either reload the script or use the “Reset Inputs” option (if available) to revert to the default settings. Jump in, experiment, and enjoy the power of adaptive precision trading. This strategy is built to grow with your skills—have fun exploring and refining your trading edge! Happy trading!
Pine Script® strategy
by UnknownUnicorn18653794
11
Money Flow Index MTF + Alerts with Candle Opacity & LabelsHow to Use the Money Flow Index MTF + Alerts with Candle Opacity & Labels Indicator Overview: This indicator is designed to help you gauge the buying and selling pressure in a market by using the Money Flow Index (MFI). Unlike many momentum oscillators, the MFI incorporates both price and volume, providing a unique perspective on market activity. It is particularly useful when you want to visually assess potential overbought or oversold conditions. Indicator Components: Money Flow Index (MFI) Calculation: The indicator computes the MFI using a user-defined look-back period (default is 14 bars). The MFI is scaled between 0 and 100, where values above 80 typically indicate overbought conditions and values below 20 suggest oversold conditions. Multi-Timeframe (MTF) Capability: You can choose to calculate the MFI using either the current chart’s timeframe or a custom timeframe (for example, a 4-hour chart). This flexibility allows you to compare longer-term money flow trends against your primary trading timeframe. Candle Opacity Based on MFI: The opacity of the candles on your chart is dynamically adjusted based on the current MFI reading. When the MFI is high (near 100), candles become more opaque; when the MFI is low (near 0), candles appear more transparent. This visual cue can help you quickly spot changes in market momentum. Visual Labels for Overbought/Oversold Conditions: When the MFI crosses into the overbought territory, a red label reading “Overbought” is displayed above the high of the bar. Similarly, when it crosses into the oversold territory, a green label reading “Oversold” is placed below the low of the bar. These labels provide an immediate visual alert to potential reversal points or areas of caution. Alert Conditions: The script also includes alert conditions for both overbought and oversold signals. You can set up TradingView alerts so that you are notified in real time when the indicator detects these conditions. Theory Behind the Money Flow Index (MFI): The Money Flow Index is a momentum oscillator that uses both price and volume to signal the strength behind price moves. Overbought Conditions: When the MFI is above 80, it suggests that buying pressure is very strong and the asset might be due for a pullback or consolidation. Oversold Conditions: Conversely, when the MFI falls below 20, selling pressure is high and the asset might be oversold, potentially priming it for a bounce. Keep in mind that in strong trending markets, overbought or oversold readings can persist for extended periods, so the MFI should be used in conjunction with other technical analysis tools. Position Management Guidance: While the indicator is useful for spotting potential overbought and oversold conditions, it is not designed to serve as an automatic signal to completely close a position. Instead, you might consider using it as a guide for pyramiding—gradually adding to your position over several days rather than exiting all at once. This approach allows you to better manage risk by: Scaling In or Out Gradually: Instead of making one large position change, you can add or reduce your position in increments as market conditions evolve. Diversifying Risk: Pyramiding helps you avoid the pitfalls of trying to time the market perfectly on a single trade exit or entry. How to Get Started: Apply the Indicator: Add the indicator to your TradingView chart. Adjust the input settings (length, oversold/overbought levels, and resolution) as needed for your trading style and the market you’re analyzing. Watch the Candles: Observe the dynamic opacity of your candles. A sudden change in opacity can be a sign that the underlying money flow is shifting. Monitor the Labels: Pay attention to the “Overbought” or “Oversold” labels that appear. Use these cues in combination with your broader analysis to decide if it might be a good time to add to or gradually exit your position. Set Up Alerts: Configure TradingView alerts based on the indicator’s alert conditions so that you are notified when the MFI reaches extreme levels. Use as Part of a Broader Strategy: Remember, no single indicator should dictate your entire trading decision. Combine MFI signals with other technical analysis, risk management rules, and market insights to guide your trades.
Pine Script® indicator
by livingdracula
3
Price Action Trend and Margin EquityThe Price Action Trend and Margin Equity indicator is a multifunctional market analysis tool that combines elements of money management and price pattern analysis. The indicator helps traders identify key price action patterns and determine optimal entry, exit and stop loss levels based on the current trend. The main components of the indicator: Money Management: Allows the trader to set risk management parameters such as the percentage of possible loss on the position, the use of fixed leverage and the total capital. Calculates the required leverage level to achieve a specified percentage of loss. Price Action: Correctly identifies various price patterns such as Pin Bar, Engulfing Bar, PPR Bar and Inside Bar. Displays these patterns on the chart with the ability to customize candle colors and display styles. Allows the trader to customize take profit and stop loss points to display them on the chart. The ability to display patterns only in the direction of the trend. Trend: (some code taken from ChartPrime) Uses a trend cloud to visualize the current market direction. The trend cloud is displayed on the chart and helps traders determine whether the market is in an uptrend or a downtrend. Alert: Allows you to set an alert that will be triggered when the pattern is formed. Example of use: Let's say a trader uses the indicator to trade the crypto market. He sets the money management parameters, setting the maximum loss per position to 5% and using a fixed leverage of 1:100. The indicator automatically calculates the required position size to meet these parameters ($: on the label). Or displays the leverage (X: on the label) to achieve the required risk. The trader receives an alert when a Pin Bar is formed. The indicator displays the entry, exit, and stop loss levels based on this pattern. The trader opens a position for the recommended amount in the direction indicated by the indicator and sets the stop loss and take profit at the recommended levels. General Settings: Position Loss Percentage: Sets the maximum loss percentage you are willing to take on a single position. Use Fixed Leverage: Enables or disables the use of fixed leverage. Fixed Leverage: Sets the fixed leverage level. Total Equity: Specifies the total equity you are using for trading. (Required for calculation when using fixed leverage) Turn Patterns On/Off: You can turn on or off the display of various price patterns such as Pin Bar, Outside Bar (Engulfing), Inside Bar, and PPR Bar. Pattern Colors: Sets the colors for displaying each pattern on the chart. Candle Color: Allows you to set a neutral color for candles that do not match the price action. Show Lines: Allows you to turn on or off the display of labels and lines. Line Length: Sets the length of the stop, entry, and take profit lines. Label color: One color for all labels (configured below) or the color of the labels in the color of the candle pattern. Pin entry: Select the entry point for the pin bar: candle head, bar close, or 50% of the candle. Coefficients for stop and take lines. Use trend for price action: When enabled, will show price action signals only in the direction of the trend. Display trend cloud: Enables or disables the display of the trend cloud. Cloud calculation period: Sets the period for which the maximum and minimum values ​​​​for the cloud are calculated. The longer the period, the smoother the cloud will be. Cloud colors: Sets the colors for uptrends and downtrends, as well as the transparency of the cloud. The logic of the indicator: Pin Bar is a candle with a long upper or lower shadow and a short body. Logic: If the length of one shadow is twice the body and the opposite shadow of the candle, it is considered a Pin Bar. An Inside Bar is a candle that is completely engulfed by the previous candle. Logic: If the high and low of the current candle are inside the previous candle, it is an Inside Bar. An Outside Bar or Engulfing is a candle that completely engulfs the previous candle. Logic: If the high and low of the current candle are outside the previous candle and close outside the previous candle, it is an Outside Bar. A PPR Bar is a candle that closes above or below the previous candle. Logic: If the current candle closes above the high of the previous candle or below its low, it is a PPR Bar. Stop Loss Levels: Calculated based on the specified ratios. If set to 1.0, it shows the correct stop for the pattern by pushing away from the entry point. Take Profit Levels: Calculated based on the specified ratios. Create a Label: The label is created at the stop loss level and contains information about the potential leverage and loss. The formula for calculating the $ value is: =(Total Capital x (Maximum Loss Percentage on Position/100)) / (Difference between Entry Level and Stop Loss Level × Ratio that sets the stop loss level relative to the length of the candlestick shadow × Fixed Leverage Value) . ​ Labels contain the following information: The percentage of price change from the recommended entry point to the stop loss level. Required Leverage (X: ): The amount of leverage required to achieve the specified loss percentage. (Or a fixed value if selected). Required Capital ($: ): The amount of capital required to open a position with the specified leverage and loss percentage (only displayed when using fixed leverage). The trend cloud identifies the maximum and minimum price values ​​for the specified period. The cloud value is set depending on whether the current price is equal to the high or low values. If the current closing price is equal to the high value, the cloud is set at the low value, and vice versa. RU Индикатор "Price Action Trend and Margin Equity" представляет собой многофункциональный инструмент для анализа рынка, объединяющий в себе элементы управления капиталом и анализа ценовых паттернов. Индикатор помогает трейдерам идентифицировать ключевые прайс экшн паттерны и определять оптимальные уровни входа, выхода и стоп-лосс на основе текущего тренда. Основные компоненты индикатора: Управление капиталом: Позволяет трейдеру задавать параметры управления рисками, такие как процент возможного убытка по позиции, использование фиксированного плеча и общий капитал. Рассчитывает необходимый уровень плеча для достижения заданного процента убытка. Price Action: Правильно идентифицирует различные ценовые паттерны, такие как Pin Bar, Поглащение Бар, PPR Bar и Внутренний Бар. Отображает эти паттерны на графике с возможностью настройки цветов свечей и стилей отображения. Позволяет трейдеру настраивать точки тейк профита и стоп лосса для отображения их на графике. Возможность отображения паттернов только в натправлении тренда. Trend: (часть кода взята у ChartPrime) Использует облако тренда для визуализации текущего направления рынка. Облако тренда отображается на графике и помогает трейдерам определить, находится ли рынок в восходящем или нисходящем тренде. Оповещение: Дает возможность установить оповещение которое будет срабатывать при формировании паттерна. Пример применения: Предположим, трейдер использует индикатор для торговли на крипто рынке. Он настраивает параметры управления капиталом, устанавливая максимальный убыток по позиции в 5% и используя фиксированное плечо 1:100. Индикатор автоматически рассчитывает необходимый объем позиции для соблюдения этих параметров ($: на лейбле). Или отображает плечо (Х: на лейбле) для достижения необходимого риска. Трейдер получает оповещение о формировании Pin Bar. Индикатор отображает уровни входа, выхода и стоп-лосс, основанные на этом паттерне. Трейдер открывает позицию на рекомендуемую сумму в направлении, указанном индикатором, и устанавливает стоп-лосс и тейк-профит на рекомендованных уровнях. Общие настройки: Процент убытка по позиции: Устанавливает максимальный процент убытка, который вы готовы понести по одной позиции. Использовать фиксированное плечо: Включает или отключает использование фиксированного плеча. Уровень фиксированного плеча: Задает уровень фиксированного плеча. Общий капитал: Указывает общий капитал, который вы используете для торговли. (Необходим для расчета при использовании фиксированного плеча) Включение/отключение паттернов: Вы можете включить или отключить отображение различных ценовых паттернов, таких как Pin Bar, Outside Bar (Поглощение), Inside Bar и PPR Bar. Цвета паттернов: Задает цвета для отображения каждого паттерна на графике. Цвет свечей: Позволяет задать нейтральный цвет для свечей неподходящих под прйс экшн. Показывать линии: Позволяет включить или отключить отображение лейблов и линий. Длинна линий: Настройка длинны линий стопа, линии входа и тейк профита. Цвет лейбла: Один цвет для всех лейблов (настраивается ниже) или цвет лейблов в цвет паттерна свечи. Вход в пин: Выбор точки входа для пин бара: голова свечи, точка закрытия бара или 50% свечи. Коэффиценты для стоп и тейк линий. Использовать тренд для прайс экшна: При включении будет показывать прайс экшн сигналы только в направлении тренда. Отображение облака тренда: Включает или отключает отображение облака тренда. Период расчета облака: Устанавливает период, за который рассчитываются максимальные и минимальные значения для облака. Чем больше период, тем более сглаженным будет облако. Цвета облака: Задает цвета для восходящего и нисходящего трендов, а также прозрачность облака. Логика работы индикатора: Pin Bar — это свеча с длинной верхней или нижней тенью и коротким телом. Логика: Если длина одной тени вдвое больше тела и противоположной тени свечи, считается, что это Pin Bar. Inside Bar — это свеча, полностью поглощенная предыдущей свечой. Логика: Если максимум и минимум текущей свечи находятся внутри предыдущей свечи, это Inside Bar. Outside Bar или Поглощение — это свеча, которая полностью поглощает предыдущую свечу. Логика: Если максимум и минимум текущей свечи выходят за пределы предыдущей свечи и закрывается за пределами предыдущей свечи, это Outside Bar. PPR Bar — это свеча, которая закрывается выше или ниже предыдущей свечи. Логика: Если текущая свеча закрывается выше максимума предыдущей свечи или ниже ее минимума, это PPR Bar. Уровни стоп-лосс: Рассчитываются на основе заданных коэффициентов. При значении 1.0 показывает правильный стоп для паттерна отталкиваясь от точки входа. Уровки тейк-профита: Рассчитываются на основе заданных коэффициентов. Создание метки: Метка создается на уровне стоп-лосс и содержит информацию о потенциальном плече и убытке. Формула для вычисления значения $: =(Общий капитал x (Максимальный процент убытка по позиции/100)) / (Разница между уровнем входа и уровнем стоп-лосс × Коэффициент, задающий уровень стоп-лосс относительно длины тени свечи × Значение фиксированного плеча). Метки содержат следующую информацию: Процент изменения цены от рекомендованной точки входа до уровня стоп-лосс. Необходимое плечо (Х: ): Уровень плеча, необходимый для достижения заданного процента убытка. (Или фиксированное значение если оно выбрано). Необходимый капитал ($: ): Сумма капитала, необходимая для открытия позиции с заданным плечом и процентом убытка (отображается только при использовании фиксированного плеча). Облако тренда определяет максимальные и минимальные значения цены за указанный период. Значение облака устанавливается в зависимости от того, совпадает ли текущая цена с максимальными или минимальными значениями. Если текущая цена закрытия равна максимальному значению, облако устанавливается на уровне минимального значения, и наоборот.
Pine Script® indicator
by Shaman4eG
Broad Market MOEX non normalazeBroad Market MOEX - Relative Strength Indicator for MOEX Stocks This indicator allows you to compare the price dynamics of major Moscow Exchange stocks relative to the selected asset during the trading session. Features: • Tracks 10 key MOEX stocks: Sberbank, Rosneft, Lukoil, Gazprom Neft, NOVATEK, Nornickel, Polyus, Tatneft, Surgutneftegas, Severstal • Shows the percentage price change of each stock relative to the base price at the start of trading (default 9:00 MSK) • Allows you to customize the base time for reference • Clearly displays the strength and weakness of individual stocks relative to each other • Helps identify leaders and laggards during the trading session How to use: 1. Add the indicator to any MOEX stock chart 2. Adjust the base time if needed (default 9:00) 3. Monitor the relative dynamics of stocks 4. Use for: - Finding strong/weak stocks - Identifying sector rotation - Intraday trading - Correlation analysis Color coding of lines helps easily identify each stock on the chart. The indicator is useful for intraday traders and anyone monitoring the relative strength of stocks on the Moscow Exchange.
Pine Script® indicator
by AlekMel
Live Portfolio P&LThis script calculates live P&L (Profit & Loss) for up to 40 instruments — stocks, ETFs, options, futures, and Forex pairs supported by TradingView. Instead of juggling numerous inputs, you paste your portfolio in CSV format into a single text field, and the script handles the rest. It parses each position and displays a comprehensive table showing the symbol, current price, position value, total P&L, and today’s P&L—all updated in real time. Key Features CSV Portfolio Input – Effortlessly import all your positions at once without filling in multiple fields. You can export the position from your broker, save it in the required format, and paste it into this script. Supports Various Asset Classes – Works with any instrument that TradingView provides data for, including futures, options, and Forex. Up to 40 Instruments – Track a broad and diverse set of holdings in one place. Real-Time Updates – Get immediate feedback on live price changes, total value, and current P&L. Today’s P&L – Monitor your daily performance to gauge short-term trends. CSV is consumed in the following format: Symbol (supported TradingView instruments) Entry Price Quantity (negative for short position) Lot Size (for futures/options, it might not be one) For example: AAPL,237,100,1 TSLA,400,-150,1 ESM2025,6000,5,50 Planned Enhancements Multi-Currency Support – Automatically convert and display your positions’ values in different currencies. Advanced Metrics – Get deeper insights with calculations for drawdown, Sharpe ratio, and more. Risk Management Tools – Set stop-loss and take-profit levels and receive alerts when thresholds are hit. Option Greeks & Margin Calculations – Manage complex option strategies and track margin requirements. Questions for You What additional features would you like to see? Are there any specific metrics or analytics you’d find especially valuable? How might this script fit into your current trading workflow? Feel free to share your thoughts and suggestions. Your feedback will help shape future updates and make this tool even more helpful for traders like you! Disclaimer Please remember that past performance may not be indicative of future results. Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting. This post and the script don’t provide any financial advice.
Pine Script® indicator
by QuantNomad
2
Position Tracker 1.0Position Tracker 1.0 allows users to input their position using USD, quantity, or a DCA approach while setting take profit (TP) and stop loss (SL) levels based on either fixed dollar values or percentages. The indicator provides optional markers for TP/SL crossings and an entry label showing key trade details. A live tracker can be enabled for real-time P&L updates, and all visual elements are customizable for clarity and preference. Instructions for Position Tracker 1.0 1. Input Method & Position Details: * Choose between USD, Quantity, or DCA. * Enter your entry price, entry time, investment amount, or quantity as needed. 2. TP & SL Setup: * For each TP (up to 5) and the SL, select whether to use a fixed dollar target or a percentage target relative to your entry price. * Enter the corresponding price (if using Dollar) or percentage (if using Percentage). * For TPs, specify the percentage of your position to sell when the level is hit. 3. Marker & Display Options: * Toggle the TP and SL crossing markers on or off. * Adjust which details (Price, Diff, Sell for TP; Price, Diff, Loss for SL) are shown on the labels. * The entry label always shows the Avg. Cost and can optionally include the quantity, invested amount, and live tracker (real-time P&L). 4. Visual Customization: * Change text size, marker size, and colors for profit, loss, TP, and SL lines as desired.
Pine Script® indicator
by kaan1edremitli
Binance Pseudo Funding FeeThe indicator calculates the Funding Fee for Binance based on the Premium Index provided by TradingView. The calculation formula can be found here: Binance Funding Rate Introduction . This is NOT the official rate visible on binance.com and used for settlements, but rather an estimated rate, which is inherently INACCURATE . The accuracy of the calculation heavily depends on the timeframe, with almost perfect results on minute-based timeframes. For the most accurate calculations, you need to visit Binance Funding History and fill in the corresponding Interval , Interest Rate , and Funding Cap/Floor settings for the specific symbol in the indicator's settings. I understand this is not convenient, but for now, this is how it works. The blue bars indicate the settlement time. Funding can be smoothed using moving averages. Both the funding rate and the moving averages are displayed using plot and are labeled, so you can set alerts on them.
Pine Script® indicator
by Azzrael
5
Gold Pro StrategyHere’s the strategy description in a chat format: --- **Gold (XAU/USD) Trend-Following Strategy** This **trend-following strategy** is designed for trading gold (XAU/USD) by combining moving averages, MACD momentum indicators, and RSI filters to capture sustained trends while managing volatility risks. The strategy uses volatility-adjusted stops to protect gains and prevent overexposure during erratic price movements. The aim is to take advantage of trending markets by confirming momentum and ensuring entries are not made at extreme levels. --- **Key Components** 1. **Trend Identification** - **50 vs 200 EMA Crossover** - **Bullish Trend:** 50 EMA crosses above 200 EMA, and the price closes above the 200 EMA - **Bearish Trend:** 50 EMA crosses below 200 EMA, and the price closes below the 200 EMA 2. **Momentum Confirmation** - **MACD (12,26,9)** - **Buy Signal:** MACD line crosses above the signal line - **Sell Signal:** MACD line crosses below the signal line - **RSI (14 Period)** - **Bullish Zone:** RSI between 50-70 to avoid overbought conditions - **Bearish Zone:** RSI between 30-50 to avoid oversold conditions 3. **Entry Criteria** - **Long Entry:** Bullish trend, MACD bullish crossover, and RSI between 50-70 - **Short Entry:** Bearish trend, MACD bearish crossover, and RSI between 30-50 4. **Exit & Risk Management** - **ATR Trailing Stops (14 Period):** - Initial Stop: 3x ATR from entry price - Trailing Stop: Adjusts to lock in profits as price moves favorably - **Position Sizing:** 100% of equity per trade (high-risk strategy) --- **Key Logic Flow** 1. **Trend Filter:** Use the 50/200 EMA relationship to define the market's direction 2. **Momentum Confirmation:** Confirm trend momentum with MACD crossovers 3. **RSI Validation:** Ensure RSI is within non-extreme ranges before entering trades 4. **Volatility-Based Risk Management:** Use ATR stops to manage market volatility --- **Visual Cues** - **Blue Line:** 50 EMA - **Red Line:** 200 EMA - **Green Triangles:** Long entry signals - **Red Triangles:** Short entry signals --- **Strengths** - **Clear Trend Focus:** Avoids counter-trend trades - **RSI Filter:** Prevents entering overbought or oversold conditions - **ATR Stops:** Adapts to gold’s inherent volatility - **Simple Rules:** Easy to follow with minimal inputs --- **Weaknesses & Risks** - **Infrequent Signals:** 50/200 EMA crossovers are rare - **Potential Missed Opportunities:** Strict RSI criteria may miss some valid trends - **Aggressive Position Sizing:** 100% equity allocation can lead to large drawdowns - **No Profit Targets:** Relies on trailing stops rather than defined exit targets --- **Performance Profile** | Metric | Expected Range | |----------------------|---------------------| | Annual Trades | 4-8 | | Win Rate | 55-65% | | Max Drawdown | 25-35% | | Profit Factor | 1.8-2.5 | --- **Optimization Recommendations** 1. **Increase Trade Frequency** Adjust the EMAs to shorter periods: - `emaFastLen = input.int(30, "Fast EMA")` - `emaSlowLen = input.int(150, "Slow EMA")` 2. **Relax RSI Filters** Adjust the RSI range to: - `rsiBullish = rsi > 45 and rsi < 75` - `rsiBearish = rsi < 55 and rsi > 25` 3. **Add Profit Targets** Introduce a profit target at 1.5% above entry: ```pine strategy.exit("Long Exit", "Long", stop=longStopPrice, profit=close*1.015, // 1.5% target trail_offset=trailOffset) ``` 4. **Reduce Position Sizing** Risk a smaller percentage per trade: - `default_qty_value=25` --- **Best Use Case** This strategy excels in **strong trending markets** such as gold rallies during economic or geopolitical crises. However, during sideways or choppy market conditions, the strategy might require manual intervention to avoid false signals. Additionally, integrating fundamental analysis—like monitoring USD weakness or geopolitical risks—can enhance its effectiveness. --- This strategy offers a balanced approach for trading gold, combining trend-following principles with risk management tailored to the volatility of the market.
Pine Script® strategy
by zackseal
3
Sharpe and Sortino Ratios with Date RangeThis indicator calculates the Sharpe and Sortino ratios using a chart symbol's periodic price returns. I added the ability to calculate SORTINO and Sharpe based on CUSTOM DATES within the option menu. It builds on the script here: by adding this feature. A little about the Sortino Ratio. www.nasdaq.com I want equity market returns, but I don’t want equity market volatility. This is the sentiment many investors naturally feel. This sentiment often grows stronger as one approaches or is in the phase where they desire distributions from their savings to improve lifestyle. This is why there is a need for active management in the investment arena. The desire to control downside volatility, but also participate in the upside growth is a very fundamental human desire. The Sortino Ratio measures how well a particular investment meets this fundamental human desire. There is the old adage, “volatility is the price you pay for returns.” However, what if we could measure the historical performance of an investment and see if it has given above average returns compared to the downside volatility. This is a simple division problem. It will tell us if the volatility “price we are paying for returns” is good. We can then compare that to other investments to see how they compare. Let us take the return and subtract the risk-free interest rate and then simply divide that by the downside movement from the average. A basic division problem yielding a number that measures a very basic human desire: How well did this investment do compared to the downside risk it experienced. In the world of financial analysis and investment management, ratios are abundant. There are many ratios that are truly important to a particular analysis. However, the sheer abundance of ratios that are available often overwhelms the casual investor, leading them to disregard ratios altogether. I would argue for those investors that desire a way to rank an investment by its ability to satisfy this very fundamental human desire, the Sortino Ratio is the number they need to consider. Disappointing in the marketplace for research, the Sortino Ratio is not featured prominently. It is much easier to find the inflows a particular ETF has experienced than the Sortino Ratio. Inflows are important. They measure how much people are investing into an ETF. However, they are mostly only important to the fund manager, not the investor. What investors care about is the Risk-Adjusted Return. This is the Sortino Ratio.
Pine Script® indicator
by ProgressiveFlatTax
Rolling CAGRRolling CAGR (Compound Annual Growth Rate) Indicator This indicator calculates and plots the rolling Compound Annual Growth Rate (CAGR) for any selected data source. CAGR represents the mean annual growth rate of an investment over a specified time period, taking into account the effect of compounding. Features: • Customizable data source (default: close price) • Adjustable time period in years • Configurable trading days per year (252 for stocks, 365 for crypto) • Results displayed as percentage values • Works on daily timeframes Input Parameters: • Data Source: Select the price or indicator data to analyze • Number of Years: Set the lookback period for CAGR calculation • Trading Days in a Year: Adjust based on market type (252 for stocks, 365 for crypto) Usage: Perfect for analyzing long-term growth rates and comparing investment performance across different periods. The indicator provides a rolling view of compound growth, helping traders and investors understand the sustained growth rate of an asset over their chosen timeframe. Note: This indicator is designed for daily timeframes as CAGR calculations are most meaningful over longer periods. Formula Used: CAGR = (End Value / Start Value)^(1/number of years) - 1
Pine Script® indicator
by collegewap
Position Size Calculator (MOEX Futures)Описание на русском языке Этот скрипт для TradingView создан специально для трейдеров, работающих с фьючерсами на Московской бирже. Его основная цель – помочь трейдерам быстро и точно рассчитывать параметры позиции, такие как количество контрактов, риск на сделку, общий размер маржи, а также цены стоп-лосса и тейк-профита. Функционал: Расчет цены контракта: учитывает цену актива (в пунктах) и стоимость одного пункта. Риск на сделку: определяется как процент от общего капитала. Размер позиции: рассчитывается на основе риска на сделку и стоп-лосса. Количество контрактов: округляется до целого числа вниз. Общий размер маржи: определяется исходя из количества контрактов и маржи на один контракт. Цены стоп-лосса и тейк-профита: вычисляются как для лонг-, так и для шорт-позиций. Интерактивная таблица: статично отображается в правом верхнем углу графика и обновляется автоматически при изменении входных данных. Скрипт заточен исключительно под специфику фьючерсов Московской биржи и позволяет трейдерам оптимизировать расчёты, минимизировать ошибки и экономить время. Description in English This TradingView script is specifically designed for traders working with futures on the Moscow Exchange. Its primary purpose is to help traders quickly and accurately calculate position parameters, such as the number of contracts, risk per trade, total margin size, and stop-loss and take-profit prices. Features: Contract price calculation: Takes into account the asset price (in points) and the price per point. Risk per trade: Defined as a percentage of the total capital. Position size: Calculated based on the risk per trade and stop-loss percentage. Number of contracts: Rounded down to the nearest whole number. Total margin size: Determined based on the number of contracts and margin per contract. Stop-loss and take-profit prices: Calculated for both long and short positions. Interactive table: Statically displayed in the top-right corner of the chart and dynamically updated when input parameters change. This script is tailored exclusively to the specifics of futures trading on the Moscow Exchange, enabling traders to optimize calculations, minimize errors, and save time.
Pine Script® indicator
by shevtsov360