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SENTINEL RISK MANAGER | ANONYCRYPTOUSSENTINEL RISK MANAGER | ANONYCRYPTOUS Complete Description & User Manual Pine Script v6 · TradingView ═══════════════════════════════════════ ⚠ Important note, read first! SENTINEL RISK MANAGER does not generate trading signals. It does not tell you when to buy or sell. It does not predict market direction. It does not replace your trading strategy or technical analysis. Sentinel Risk Manager calculates your exact position size before every trade, tracks your session progress in real time, and locks your chart when your limits are reached. Manual logging. Full accountability. Works for prop firm traders, funded accounts, and independent retail traders on any instrument. What it does is simple: it holds up a mirror. Every number on the dashboard is a reflection of your own decisions — your stop placement, your risk tier, your trade results, your discipline. The system tracks what you tell it. It enforces nothing automatically. It stops nothing by force. This means one thing matters above all else: Your Honesty With Yourself! It is easy to disable the lockout when the chart goes red. It is easy to skip logging a trade you are not proud of. It is easy to set your tier to Full when you should be at Half. It is easy to pretend a violation did not happen. The moment you start deceiving the system, you are not deceiving the indicator. You are deceiving yourself. And the market will make sure you pay for that eventually. Sentinel Risk Manager is a tool for traders who are ready to be accountable — not for traders looking for a way around their own rules. Use it honestly. Or do not use it at all. ═══════════════════════════════════════ 1. OVERVIEW Sentinel Risk Manager is a real-time risk compliance and position sizing dashboard for traders of all styles and instruments — from futures scalpers on funded accounts to retail forex traders managing their own capital. The core philosophy is straightforward: before you enter a trade, you should know exactly how much you are risking, how many contracts you are allowed to trade, where your stop is, and where your targets are. After you close a trade, you log the result. The system tracks your session progress, warns you when you are approaching limits, and locks the chart when you have reached them. Everything is manual. Everything is intentional. Manual logging forces conscious decisions. Conscious decisions build the habit of accountability that separates disciplined traders from impulsive ones. Sentinel Risk Manager is part of the Sentinel suite by ANONYCRYPTOUS, following the same design language, dashboard structure, and brand identity as Sentinel Canvas, Sentinel Shift, and Sentinel Orb Engine, Sentinel Pulse. ═══════════════════════════════════════ 2. WHO THIS IS FOR ✅ Prop firm traders tracking daily drawdown limits ✅ Funded account traders using tiered risk rules ✅ Retail traders who want a personal risk framework ✅ Scalpers who need position size calculated instantly ✅ Any trader who wants structure-based stops ✅ Anyone who needs visual accountability on their chart ✅ Traders recovering from a drawdown period ✅ Traders building consistency through disciplined journaling This indicator is for traders who understand that risk management is not a constraint on profitability — it is the foundation of it. ═══════════════════════════════════════ 3. CORE CONCEPTS 3.1 The Tiered Risk System Sentinel Risk Manager uses a three-tier risk framework that reflects your performance state during a session. You set your tier manually based on your results. The system then calculates your allowed position size for that tier. 🟢 FULL — 100% of calculated risk per trade Use at the start of a clean session. No deficit carried over. No losses taken yet today. 🟡 HALF — 50% of calculated risk per trade Use after your first losing trade. You are still in the session but at reduced size. Protect the drawdown. 🔴 QUARTER — 25% of calculated risk per trade Use after a second loss or after a rule violation. Minimum exposure. Your only goal is to stop the bleeding and potentially work back toward promotion. The tier does not change automatically. You change it. That is by design. The moment of demotion is a conscious act of discipline — not something that happens to you, but something you choose to do because you respect the rules. 3.2 Position Sizing Before every trade, Sentinel Risk Manager calculates exactly how many contracts you are allowed to trade based on: - Your daily loss limit - Your max risk percentage per trade - Your current risk tier - Your stop distance in ticks - Your tick value The formula is: Risk Amount = Daily Loss Limit × Max Risk % × Tier Multiplier Contracts = floor(Risk Amount / (Stop Distance in Ticks × Tick Value)) Example (MNQ): Daily Loss Limit: $500 Max Risk %: 2% Tier: FULL (1.0×) Stop Distance: 20 ticks Tick Value: $0.50 Risk Amount = $500 × 2% × 1.0 = $10.00 Contracts = floor($10.00 / (20 × $0.50)) = floor($10.00 / $10.00) = 1 You are allowed 1 MNQ contract on this setup. 3.3 Structure-Based Stops Instead of placing stops at arbitrary price levels based on fear or round numbers, Sentinel Risk Manager calculates stops from recent pivot structure: Long setup: stop below the most recent pivot low plus buffer Short setup: stop above the most recent pivot high plus buffer The buffer is measured in ticks and gives your trade breathing room beyond the exact pivot level. Stops that respect market structure are more meaningful than stops placed at random. You can also disable the auto-pivot stop and enter a manual stop price if you prefer to set your own level. 3.4 RR Levels — Risk/Reward Visualization Once your stop is set, three take profit levels are drawn on the chart automatically based on your risk distance: TP1 = Entry + (Stop Distance × RR1 ratio) TP2 = Entry + (Stop Distance × RR2 ratio) TP3 = Entry + (Stop Distance × RR3 ratio) Default ratios: 1:1, 1:2, 1:3 — all adjustable. A red risk zone box fills the area between entry and stop. A green reward zone box fills the area between entry and TP1. This gives you an immediate visual read on the asymmetry of your planned trade before you enter. If the red box looks bigger than the green box — reconsider. 3.5 The Carryover System When you are demoted from one tier to a lower tier, you carry a deficit from that session into the next. You must earn back half of what you lost before you are eligible to promote back to a higher tier. Example: You lost 12 points at FULL tier. You are demoted to HALF. Your carryover deficit = 12 points. Your promotion threshold = 12 / 2 = 6 points. At HALF tier in the next session, you log your results. The dashboard shows: 3.5 / 6.0 You still need 2.5 more points to promote back to FULL. Quarter Risk Violation Special Case: If you had a rule violation at Quarter tier, an additional deficit is added on top of the standard carryover. You must dig out of a deeper hole — because violations carry consequences, not just losses. 3.6 Session Lockout The session ends and the chart is covered with a status overlay when any of the following occur: ✅ Daily target reached — green overlay, walk away with the win ❌ Maximum trades reached — red overlay, session over ❌ Maximum losses reached — red overlay, session over ❌ Rule violation logged — red overlay, immediate lockout The lockout can be disabled in settings. There is a tooltip that reads: "Disable at your own peril." That is not a joke. The lockout exists for a reason. Traders who disable it and continue trading after a lockout trigger are making a choice that the system cannot protect them from. Only their own discipline can. ═══════════════════════════════════════ 4. UNDERSTANDING RESULT UNITS One of the most common sources of confusion for new users is how to log trade results. SENTINEL RISK MANAGER supports four different result units so that every trader can use the system regardless of their instrument or background. Select your Result Unit at the top of the Trade Log section. The system converts everything internally to a common value. ───────────────────────────── 4.1 Points ───────────────────────────── Standard for futures traders. A point is the base price increment defined by the exchange. How to log: enter the number of points won or lost. Win of 8 points → enter 8 Loss of 5 points → enter -5 ───────────────────────────── 4.2 Ticks ───────────────────────────── One level below points. Multiple ticks make one point. Some traders think naturally in ticks rather than points. How to log: enter the number of ticks won or lost. Win of 32 ticks → enter 32 Loss of 20 ticks → enter -20 The system divides by Ticks Per Point to convert internally. ───────────────────────────── 4.3 Dollar ($) ───────────────────────────── The most universal unit. Everyone understands dollars. Recommended for crypto, forex, stocks, and any trader who wants to track real money directly. How to log: enter your dollar P&L. Win of $400 → enter 400 Loss of $250 → enter -250 ───────────────────────────── 4.4 Percent (%) ───────────────────────────── For traders who think in terms of account percentage. Useful for position sizing consistency across account sizes. How to log: enter your result as a percentage of account size. Win of 0.8% of $50,000 account → enter 0.8 Loss of 0.4% → enter -0.4 The system multiplies by account size and divides by point value to convert internally. ───────────────────────────── 4.5 Instrument Reference Table ───────────────────────────── The table below shows the correct settings for common instruments. Set Tick Value and Ticks Per Point correctly — the contract size calculation depends entirely on these. FUTURES (CME) ───────────────────────────────────────────────────────────── Instrument Tick Size Tick Value Ticks/Point Point Value ───────────────────────────────────────────────────────────── MNQ 0.25 $0.50 4 $2.00 NQ 0.25 $5.00 4 $20.00 MES 0.25 $1.25 4 $5.00 ES 0.25 $12.50 4 $50.00 YM 1.00 $5.00 1 $5.00 MYM 1.00 $0.50 1 $0.50 RTY 0.10 $5.00 10 $50.00 M2K 0.10 $0.50 10 $5.00 CL (Oil) 0.01 $10.00 100 $1000.00 GC (Gold) 0.10 $10.00 10 $100.00 ───────────────────────────────────────────────────────────── CRYPTO (approximate — varies by exchange and contract) ───────────────────────────────────────────────────────────── Instrument Tick Size Tick Value Ticks/Point Point Value ───────────────────────────────────────────────────────────── BTC Perp 0.5 $0.50 1 $0.50 ETH Perp 0.05 $0.05 1 $0.05 BTC/USDT 1.0 varies 1 varies ───────────────────────────────────────────────────────────── Note: Crypto tick values vary significantly by exchange and contract type. Always verify with your broker specification. Use Dollar mode for the simplest and most accurate logging. FOREX ───────────────────────────────────────────────────────────── Forex pip values depend on lot size, pair, and account currency. Use Dollar mode for forex — enter your actual dollar P&L per trade. This is the most accurate and straightforward approach for forex traders. ───────────────────────────── 4.6 Logging Examples by Instrument ──────────────────────────── MNQ trader, Points mode: You win a trade from 18000.00 to 18008.00 = 8 points Log: Trade 1 | FULL | 8 MNQ trader, Ticks mode: Same trade = 32 ticks (8 × 4) Log: Trade 1 | FULL | 32 MNQ trader, Dollar mode: Same trade, 2 contracts × 8 points × $2.00 = $32.00 Log: Trade 1 | FULL | 32 Crypto trader, Dollar mode: You win $180 on a BTC trade Log: Trade 1 | FULL | 180 Forex trader, Dollar mode: You lose $75 on a EUR/USD trade Log: Trade 1 | HALF | -75 Retail trader, Percent mode: You win 0.6% on a $25,000 account Log: Trade 1 | FULL | 0.6 ═══════════════════════════════════════ 5. THE DASHBOARD Sentinel Risk Manager displays eighteen rows of live data. Row 1: SENTINEL RISK MANAGER header — color reflects status Row 2: Status — IN SESSION / TARGET HIT / OUT OF SESSION / RULE VIOLATION Row 3: Risk Tier — FULL (green) / HALF (gold) / QUARTER (red) Row 4: Direction — ▲ LONG / ▼ SHORT Row 5: Entry — current close price (your planned entry) Row 6: Stop Price — calculated or manual stop level Row 7: Stop Distance — distance in ticks from entry to stop Row 8: Risk Per Trade — dollar amount at risk this trade Row 9: Contracts — allowed contracts based on tier and stop Row 10: TP1/TP2/TP3 — take profit price levels Row 11: Trades Taken — count vs maximum (gold warning at max-1) Row 12: Losses — count vs maximum (gold warning at max-1) Row 13: Win Rate — percentage with win/loss count Row 14: Session Result — total in your chosen unit + dollar equivalent Row 15: Daily Target — progress toward your session goal Row 16: Loss Limit Used — percentage of daily loss limit consumed Row 17: Promote Threshold — points earned vs points needed for promotion Row 18: ANONYCRYPTOUS brand footer The dashboard header changes color based on session status: - Green when in session and healthy - Gold when approaching a limit - Red when session is over or a violation occurred - Bright green when target is hit ═══════════════════════════════════════ 6. SETTINGS REFERENCE 6.1 Risk Parameters ───────────────────────────── Account Size ($) (default: $50,000) Your total account or funded balance. Used for percent-based P&L conversion and risk calculations. Daily Loss Limit ($) (default: $2,500) Maximum dollar loss allowed today. For prop firms: your daily drawdown limit. For retail: your personal daily stop. This is the most important number in the system. Set it accurately and respect it. Max Risk % Per Trade (default: 2%) Percentage of your daily loss limit you are willing to risk on a single trade. Keep this conservative. Tick Value ($) (default: $1.25 — MES) Dollar value of one tick for your instrument. See the instrument reference table in section 4.5. Ticks Per Point (default: 4 — standard futures) How many ticks make one point. See table in section 4.5. Set to 1 for most crypto and some forex instruments. Daily Target (default: 25) Your daily profit target in your chosen result unit. When reached, the session ends and the chart shows TARGET HIT. Walk away. Do not push. Max Trades Per Session (default: 3) Maximum number of trades allowed per session. Reaching this limit ends the session regardless of P&L. Max Losses Per Session (default: 2) Maximum number of losing trades before the session ends. Two losses and you are done for the day. 6.2 Risk Tier & Carryover ───────────────────────────── Current Risk Tier (default: FULL) Set this at the start of each session based on your current status. If you are carrying a deficit from yesterday, start at HALF or QUARTER accordingly. Carryover Deficit Enter the result you lost at your previous tier. The system calculates your promotion threshold as half of this value. Use the same unit as your Result Unit. Quarter Risk Violation Active (default: Off) Check this if your previous demotion included a rule violation at Quarter tier. Adds extra deficit. Quarter Violation Extra Deficit The additional deficit amount if a Quarter violation occurred. 6.3 Trade Planning & Stops ───────────────────────────── Trade Direction (default: Long) Determines which pivot is used for stop calculation and which direction the RR levels are drawn. Enable Auto-Pivot Stop (default: On) When on: stop is calculated from the most recent pivot high (short) or pivot low (long) plus your buffer. When off: use the manual stop price below. Pivot Left Bars / Pivot Right Bars (default: 3/3) Bars required on each side for pivot confirmation. Higher values = stronger pivots with more lag. Stop Buffer (Ticks) (default: 4) Ticks added beyond the pivot for breathing room. Manual Stop Price Only active when Auto-Pivot Stop is disabled. Show Pivot Labels (default: Off) Shows H/L labels at detected pivot highs and lows. Long/Short Stop Color + Stop Line Width + Stop Line Style Visual customization for the stop level line on chart. 6.4 RR Levels ───────────────────────────── Show RR Levels (default: On) Master toggle for all entry, stop, and TP lines. Show Entry Line (default: On) Draws a line at the current close — your planned entry. Show TP1/TP2/TP3 (default: all On) Each TP level individually toggleable with adjustable RR ratio, color, and line width. Default RR ratios: 1.0R / 2.0R / 3.0R — all adjustable. Show Risk Zone (default: On) Fills entry→stop area with subtle red background. Show Reward Zone (default: On) Fills entry→TP1 area with subtle green background. RR Label Size / Line Extend (bars right) Visual display preferences for the RR level labels. 6.5 Trade Log ───────────────────────────── Result Unit (default: Points) How you log your trade results. See section 4 for full explanation of all four units and instrument examples. Trade 1–10 Each slot: Risk Tier dropdown + result value. Log each trade after it closes. Be honest. None = slot not yet used. Violation = you broke a rule on this trade. 6.6 Appearance ───────────────────────────── Dashboard Position (default: Top Right) Dashboard Size (default: Small) Show Chart Lockout When Session Ends (default: On) Covers the chart with a colored overlay when the session is over. Disable at your own peril. ═══════════════════════════════════════ 7. HOW TO USE — STEP BY STEP ⚠ All examples below are for educational purposes only. Not financial advice. Not trading signals. 7.1 Session Start Step 1 — Set Your Risk Parameters Enter your account size, daily loss limit, max risk %, tick value, and ticks per point for your instrument. These only need to be set once unless your account changes. Step 2 — Choose Your Starting Tier FULL: starting fresh, no deficit from yesterday HALF: carrying a deficit, demoted from yesterday QUARTER: in penalty mode from a violation or deep loss Step 3 — Enter Any Carryover If you are starting at HALF or QUARTER, enter your carryover deficit from the previous session. This sets your promotion threshold for today. Step 4 — Set Your Direction Before each trade, set Long or Short based on your own technical analysis. Sentinel Risk Manager does not tell you which direction to trade. That is your job. Step 5 — Review the Dashboard Check: Stop Price, Stop Distance, Risk Per Trade, Contracts Allowed. These are calculated from your inputs. If "Check Stop" appears in the Contracts row — your stop is not set or is too far. Adjust before entering. 7.2 Before Each Trade 1. Set your trade direction (Long or Short) 2. Verify the auto-pivot stop makes structural sense or enter your manual stop price 3. Check Contracts Allowed — trade exactly that size 4. Look at the RR level lines on the chart — does TP1 make sense as a target? — is the risk zone acceptable relative to the reward zone? 5. Only then consider entering the trade If you disagree with the stop the system calculated — use the manual stop. The system adapts to your analysis. But do not use a wider stop just to get more contracts. That defeats the entire purpose. 7.3 After Each Trade 1. Wait for the trade to fully close 2. Open the indicator settings 3. Find the next empty Trade slot 4. Select the tier you actually used 5. Enter the result in your chosen unit — positive for a win, negative for a loss 6. Close settings — dashboard updates instantly Do this every time. No exceptions. Not logging a trade because you do not like the result is the first step toward self-deception. 7.4 Mid-Session Adjustments After a loss → manually change your tier to HALF After a second loss → change to QUARTER After a violation → log it as Violation, accept the lockout The system recalculates allowed contracts and shows your new promotion threshold automatically. 7.5 Session End When the session ends (target hit, max trades, max losses, or violation): — If target hit: walk away. Do not give it back. — If locked out by losses: walk away. Come back tomorrow. — If violation: accept the consequence. Log it honestly. Manual reset for next session: 1. Clear all trade log slots back to None / 0 2. Update carryover deficit if you are carrying one 3. Set your new starting tier 4. Adjust daily loss limit if needed for the new day ═══════════════════════════════════════ 8. TIPS & BEST PRACTICES ⚠ Educational purposes only. Not financial advice. 8.1 The Most Important Rule Log every trade. Immediately after it closes. Not later. Not after "one more trade." Right now. The discipline of immediate logging is itself a trading skill. It keeps you present, accountable, and aware of exactly where you stand at all times. 8.2 Respect the Tier System The tier system only works if you apply it consistently. If you take a loss and stay at FULL because "it was a good setup" or "the market was unusual today" — you are not using the system. You are using the system when it is convenient and ignoring it when it is not. Apply the demotion every time, without exception. The whole point of the tier system is that it removes the emotional decision from the equation. Automate your discipline by committing to the rules before the session starts, not in the middle of a losing run. 8.3 Do Not Move Your Stop The contracts allowed calculation is based on your stop distance. If you move your stop wider to give the trade more room, your actual risk per trade increases beyond what the system calculated. You are now taking more risk than the dashboard shows. If you want a wider stop — recalculate. Accept fewer contracts. Do not silently increase your exposure. 8.4 The Lockout Is There For a Reason When the chart goes red and the lockout appears, there is a setting that lets you disable it. Do not use it. The lockout exists because the rules exist. If you have reached your maximum losses or maximum trades, continuing to trade means operating outside your rules — which means operating in a state where previous decisions have already shown your judgment is impaired for the day. Come back tomorrow. The market will still be there. 8.5 Target Hit Means Stop When the dashboard shows TARGET HIT and the chart goes green — that is the signal to stop. Not to "go for one more." Not to "see if the trend continues." Most traders who blow accounts do not do it on bad days. They do it on good days when they got overconfident after hitting their target and kept trading. Walk away with the win. That is a skill. 8.6 Setting Realistic Targets and Limits Your daily loss limit should be a number that, if lost, does not materially damage your account or your psychology. Your daily target should be a number that is achievable on a normal day — not your best day ever. Consistent achievement of a realistic target builds an account faster than occasional achievement of an aggressive target. A useful starting framework: - Daily loss limit: 2-5% of account - Max risk per trade: 1-2% of daily loss limit - Daily target: 2-3× your average risk per trade - Max trades: 3-5 - Max losses: 2-3 Adjust based on your instrument, style, and account size. 8.7 Instrument Tick Value Setup The single most common setup error is entering the wrong tick value. If your contracts allowed number seems too high or too low, check your tick value and ticks per point first. For MNQ: Tick Value = $0.50, Ticks Per Point = 4 For ES: Tick Value = $12.50, Ticks Per Point = 4 For crypto in dollar mode: set tick value to match your contract specification or simply use Dollar result unit. ═══════════════════════════════════════ 9. WHAT THIS INDICATOR DOES NOT DO ❌ Does not generate buy or sell signals ❌ Does not predict market direction ❌ Does not connect to your broker ❌ Does not automatically stop you from trading ❌ Does not track open positions in real time ❌ Does not replace your trading strategy ❌ Does not guarantee profitability ❌ Does not prevent violations — you must log them yourself This is an accountability tool. The accountability only works if you bring the honesty. The indicator brings the structure. You bring the discipline. ═══════════════════════════════════════ 10. FULL DISCLAIMER EDUCATIONAL PURPOSE ONLY Sentinel Risk Manager and all content in this manual are provided strictly for educational and informational purposes. Nothing in this document, and nothing produced by the indicator on your chart, constitutes financial advice, investment advice, trading advice, or any other type of advice or recommendation. Sentinel Risk Manager does not generate trading signals. All directional decisions, entry decisions, stop placement decisions, and exit decisions are made entirely by the user based on their own independent analysis and strategy. The indicator provides tools for risk calculation and session tracking based on parameters entered by the user. The accuracy and usefulness of these calculations depend entirely on the accuracy of the inputs provided by the user. All references to position sizing, stop placement, take profit levels, and session management are purely illustrative examples of how the tool's outputs could theoretically be applied within an educational framework. They are not recommendations to execute any specific trade. Trading financial instruments including but not limited to futures, forex, cryptocurrencies, stocks, and derivatives involves substantial risk of loss and is not appropriate for all investors. You may lose all of your invested capital. Past performance of any indicator, strategy, or example is not indicative of future results. The tiered risk system, carryover deficit system, and session lockout described in this manual are frameworks for personal risk management. They do not guarantee protection against losses. A trader who disables the lockout, misrepresents their tier, or fails to log trades honestly will not be protected by the system regardless of how it is configured. Before making any trading or investment decisions, you should conduct your own independent research and analysis, and consult with a qualified and licensed financial advisor who is familiar with your individual financial situation, goals, and risk tolerance. ANONYCRYPTOUS accepts no responsibility or liability for any losses or damages incurred as a result of using SENTINEL RISK MANAGER or any content in this manual. The indicator is provided as-is. Use it with honesty, discipline, and full understanding of its purpose and limitations. ═══════════════════════════════════════ SENTINEL RISK MANAGER | ANONYCRYPTOUS · v1.0 © 2026 ANONYCRYPTOUS. All rights reserved.
Pine Script® indicator
by Anonycryptous
Candle-Based Leverage & Margin Explorer⚠️ EDUCATIONAL TOOL: READ BEFORE USE This script is a professional mathematical assistant designed for risk management and capital efficiency. It is not a signal provider. It is a calculator built to help traders understand the precise relationship between candle volatility, leverage, and margin requirements. IMPORTANT: Before using this tool in live trades, please test it on a demo account to fully grasp how position sizing works. The "Risk Amount" Philosophy ($100 = 100%) The core of this indicator is the Risk Amount setting (defaulted to $100). Fixed Risk: This value represents 100% of your allowed loss for a single trade. Consistency: The script automatically calculates the position size so that if the price hits the candle's edge (your Stop Loss), your loss will be exactly this amount. Mathematical Protection: Whether you use 10x or 1000x leverage, your risk in dollars remains constant. Higher leverage simply reduces the margin required to hold the position. Main Features Multi-Timeframe Versatility: Works seamlessly on any timeframe. Whether you are scalping the 1-minute chart or swing trading the Daily, the calculations adapt instantly to the current chart's volatility. Dual Leverage Modes: Automatic (Candle-Based): Displays the "perfect" leverage where your theoretical liquidation price aligns with the candle's wick. Manual (Fixed): Set to 100x by default for safety. Use this to calculate the exact margin needed for specific leverage levels provided by your broker. Two Stop Distance Modes: Choose to calculate risk from the Closing Price to the edge or based on the full High/Low range of the candle. How to Read the Labels Lx / Sx: Current Leverage applied (Long or Short). Margin: The exact collateral (in USD) you need to commit in your broker to maintain your fixed risk setup. Educational Purpose Leverage is a powerful tool but carries significant risk. This indicator was created to educate traders on how to use high leverage responsibly by focusing on Nominal Position Size and Margin Allocation rather than just "gambling" with high multipliers. Disclaimer: Trading involves risk. This tool is for educational purposes only and does not constitute financial advice.
Pine Script® indicator
by oDouglasAlex
Multi-Leverage VAR/VaG IndicatorHere's why I developed this indicator: I love leverage but most people don't use leverage correctly. This indicator helps you understanding whether leverage is advantageous and how much should be used. Standard VAR calculations assume linear scaling (2x leverage = 2x risk), which is wrong for leveraged ETFs. Also, most VaR indicators show risk without comparing it to potential reward. This one tells you how do you quantify whether current market conditions are friendly or hostile to leveraged positions? To do this, we calculate both the downside risk (VAR), upside potential (VaG), and their relationship across different leverage levels. PROBLEMS THIS INDICATOR SOLVES THE LEVERAGE SCALING FALLACY Problem: Traders assume 3x leverage means 3x the risk. Reality: Due to volatility decay and daily rebalancing, leveraged ETFs don't scale linearly. A 3x ETF can lose MORE than 3x in high downside volatility markets or LESS than 3x during up trending markets. Solution: This indicator simulates actual leveraged ETF mechanics by applying leverage to each daily return and compounding over your holding period. THE REGIME BLINDNESS PROBLEM Problem: Traders use the same leverage in all market conditions. Reality: Trending, low-volatility markets favor leverage. Choppy, high-volatility markets penalize leverage through volatility drag. Solution: The VaG/|VAR| ratio quantifies leverage efficiency. When the leverage VaG/|VAR| is higher than the 1x VaG/|VAR|, then leverage is friendly . THE RISK-WITHOUT-CONTEXT PROBLEM Problem: Knowing your maximum loss doesn't tell you if that risk is worth taking. Reality: A -10% VAR might be acceptable if VaG is +30%, but terrible if VaG is only +8%. Solution: I calculate both downside and upside at the same confidence level for complete risk/reward context. HOW THIS INDICATOR IS USEFUL TO INVESTORS Determine optimal leverage level for current market conditions Identify when to scale up or reduce leveraged positions based on regime changes Calculate dollar risk on any account size for proper position sizing Understand true risk of leveraged ETFs beyond the "3x" label Detect transitions between leverage-friendly and leverage-hostile regimes CORE METHODOLOGY: Historical simulation with daily rebalancing Unlike parametric VAR (assumes normal distribution) or Monte Carlo (generates synthetic scenarios), this uses historical simulation - what actually happened in the past. Calculate daily returns from closing prices Simulate leveraged ETF behavior with daily rebalancing - apply leverage to each daily return, compound over the holding period, and cap losses at -100% (ETFs can't go negative) Create a distribution by sliding the holding period window across the lookback period (252-day lookback with 21-day holding = 232 scenarios) Sort all outcomes and extract percentiles: VAR = lower tail (e.g., 5th percentile at 95% confidence), VaG = upper tail (e.g., 95th percentile) Calculate efficiency ratio: VaG / |VAR| This tells you: for every dollar of downside risk, how many dollars of upside potential do you get? HOW TO USE THIS INDICATOR Lookback Period (default: 252 days) - Longer = more data but slower to adapt; Shorter = more responsive but less reliable Holding Period (default: 21 days) - Match to your timeframe: 5-10 days (day traders), 21-42 days (swing traders), 63-126 days (position traders) Confidence Level (default: 95%) - 90% for typical outcomes, 95% for balanced view, 99% for extreme tail risk Leverage Levels (default: 1x, 2x, 3x) - Customize to your trading, supports decimals like 1.5x INTERPRETING THE TABLE: Lev = Leverage multiplier VAR (%) = Maximum expected loss over holding period VaG (%) = Minimum expected gain over holding period VaG/|VAR| = Leverage efficiency ratio VAR on $10k = Dollar loss on $10,000 position EXAMPLE INTERPRETATION This QQQ chart demonstrates the indicator's power to identify leverage regimes. Current metrics (table): 1x: VAR -3.21%, VaG +21.58%, Ratio 6.73 2x: VAR -6.79%, VaG +46.58%, Ratio 6.86 3x: VAR -10.71%, VaG +75.26%, Ratio 7.02 This means: Ratios above 6.5 are outstanding - upside is nearly 7x the downside at all leverage levels Backwardation pattern: the ratio IMPROVES with more leverage (6.73 → 7.02), indicating strong trending conditions favor higher leverage VAR remains very manageable even at 3x (-10.71% on a 55-day hold) At 3x leverage, you risk $1,071 to potentially gain $7,526 on $10k - exceptional risk/reward. And understanding risk/reward is one of the most important points here. Trade smart. Manage risk. Know your regime. And let me know if you have any questions or suggestions. - Henrique Centieiro
Pine Script® indicator
by HenriqueCentieiro
Risk Management Calculator [tradeviZion]Risk Management Calculator - Script Description 📖 Overview The Risk Management Calculator helps you find the optimal risk per trade based on your strategy's win rate, risk-to-reward ratio, and your tolerance for drawdowns and blowout risk. Instead of guessing a fixed 1–2%, it uses established formulas (Edge, Kelly criterion, and Risk of Ruin) to suggest a risk % that balances growth with survival. Designed for swing traders, day traders, and systematic traders who want to size positions mathematically rather than by rule of thumb. One risk % does not fit all. Your edge and tolerance for consecutive losses determine the best risk per trade. Edge & Kelly - Computes your strategy edge and Full/Half/Quarter Kelly fractions Risk of Ruin - Shows blowout probability at 1% to 10% risk, or solves for max risk given your target RoR Consecutive Losses - Probability P(k) and drawdown at k losses for your chosen k values Consecutive Losses Cone - Visual pane with P(k) and DD curves (2%, 3%, 5%, Rec, Max DD), k marker (vertical line + dot), best risk % for your selected k. Labels on curves; hover for tooltips. Optional legend in table. --- ⚙️ How It Works ⚪ Edge Your edge is the expected value per unit risked. Positive edge means the strategy is profitable in expectation. Edge = winRate × R:R − lossRate Example: 30% win rate, 1:3 R:R → Edge = 0.30×3 − 0.70 = 0.20 (positive expectancy). ⚪ Risk of Ruin The probability of losing your entire account. The formula uses your edge and risk fraction: RoR ≈ ((1 − edge) / (1 + edge))^(1 / r) where r is risk per trade. Assumes a long series of independent bets with stable edge. Lower risk per trade reduces RoR. Doubling risk increases RoR more than linearly. Approximation; may break down with skewed returns or finite horizons. ⚪ Kelly Criterion The Kelly fraction maximizes long-run geometric growth. Full Kelly is often too aggressive; Half or Quarter Kelly is commonly used. Full Kelly = (R:R × winRate − lossRate) / R:R ⚪ Consecutive Losses Probability of k losses in a row: P(k) = (1 − winRate)^k Drawdown after k losses: DD(k) = 1 − (1 − risk)^k ⚪ Best Risk In Solve mode, the script finds the maximum risk % such that RoR ≤ your target. The Consecutive Losses Cone also computes a best risk % that keeps drawdown at your selected k within your Cone Max DD % limit, and uses the stricter of the two. --- 🎯 How to Use Add the indicator to your chart (any symbol; it uses inputs only) Enter your Account Capital , Win Rate % , and Risk-to-Reward Ratio from your backtest or live stats Choose Mode : Solve for max risk % to get recommended risk, or Show RoR for given risk % to analyze a specific risk level Review the Summary (Edge, Kelly, Recommended risk, Risk amount) and RoR Comparison table Check the Consecutive Losses section to see P(k) and drawdown at your k values Use the Probability Cone to visualize curves and the best risk % for your Cone Risk Marker k and Cone Max DD % . Hover cone labels for tooltips. Enable Cone Legend for a table legend. --- ⚙️ Settings Core Parameters Account Capital - Your trading capital. Used to show risk amount in dollars (e.g., 2% = $200 on $10,000). Win Rate % - Percentage of winning trades (e.g., 30 = 30% winners, 70% losers). Risk-to-Reward Ratio - Profit per unit risk (e.g., 3 = 1:3 R:R). Target RoR % - Maximum acceptable Risk of Ruin. Lower = safer. Used when Mode is Solve for max risk % . Target RoR Mode Mode - Solve for max risk % : finds max risk within Target RoR. Show RoR for given risk % : shows RoR at Reference Risk %. Reference Risk % - Risk % to analyze when Mode is Show RoR . Consecutive Losses k₁ to k₅ - Number of consecutive losses to analyze. Example: k₁=5 shows P(5) and drawdown at 5 losses in a row. Table Settings Color Theme - Dark, Light, Ocean Blue, Forest Green, etc. Table Text Size - Tiny, Small, Normal, Large. Tables Position - Left, Middle, or Right. All three tables stack vertically: Risk Management Calculator (top), Consecutive Losses Cone (middle), Consecutive Losses (bottom). Display Summary - Edge, Kelly, Recommended risk, Risk amount. RoR Comparison - RoR at 1%, 2%, 3%, 5%, 7%, 10%. Consecutive Losses - P(k) and DD table for k₁–k₅. Probability Cone - P(k) and DD curves in a separate pane. Cone Max k - Max consecutive losses on cone x-axis (20–100). Cone Risk Marker k - k value highlighted with vertical line and dot. Cone Max DD % - Max acceptable drawdown at marker k. Best risk respects this limit. Cone Legend - Optional legend in the cone table (P(k) curve, DD curves, Rec%, best risk, k marker). Hover chart labels for the same info. P(k) Color, DD Color, DD Rec% Color - Colors for cone curves. DD Rec% also used for best risk curve when RoR-limited (green); theme color when DD-limited. --- ⚠️ Disclaimer This indicator is for educational and informational purposes only . It does not constitute investment advice. Past performance and backtested statistics do not guarantee future results. The RoR formula is an approximation and may not hold under skewed returns or finite horizons. Always do your own research and consider consulting a qualified financial advisor before trading.
Pine Script® indicator
by TradeVizion
Ultimate Risk Manager: Fixed Dollar Risk & Position CalculatorAre you tired of manually calculating your position size to risk exactly $10, $50, or $100 per trade? The Ultimate Risk Manager is a professional-grade position sizing and risk calculation tool designed for day traders and scalpers. Instead of guessing your position size and hoping your stop loss doesn't wipe out your account, this tool allows you to set a Fixed Dollar Risk. It tells you exactly how much margin to use so that if your Stop Loss is hit, you lose exactly the amount you planned for. Perfect for futures and leverage traders on any exchange (MEXC, Binance, Bybit, etc.). ✨ Key Features: 🎯 Strict Risk Management: Input your desired risk (e.g., $2.00) and the calculator outputs the exact "Total Position" and "Margin" required based on your Stop Loss distance. 🤖 Auto Long/Short Detection: No need to toggle directions. The script automatically detects if it's a LONG or SHORT based on where you place your Stop Loss relative to your Entry. 💸 Built-in Fee Calculator: Input your exchange's round-trip fee percentage. The table calculates your exact fee cost and provides your Net Profit (after fees) at your Take Profit target. 🧹 Ultra-Minimalist Chart Visuals: Say goodbye to indicator lines cutting through your price action. This script uses short, clean floating markers for Entry, SL, and TP that sit neatly in the empty space on the right side of your chart. 🎨 Customizable UI: Includes a Light/Dark theme toggle, adjustable table positioning, and sliders to push the floating chart markers exactly where you want them. 🛠️ How to Use: Open the indicator Settings (Double-click the table). Under "Trade Setup," enter your Fixed Risk ($), Leverage, and Exchange Fee (%). Under "Price Levels," use the Price Picker tool (the target icon) to click your desired Entry, Stop Loss, and Take Profit levels directly on the chart. Look at the dashboard table! Copy the highlighted Yellow Margin Number and type it directly into your exchange's order box. Protect your capital and trade like a professional by keeping your risk mathematically consistent on every single trade.
Pine Script® indicator
by Tolma9202
Position Sizer and CalculatorHere is your properly formatted TradingView-ready description using correct BBCode structure for clean public library display: --- Position Sizer and Calculator (PSC) A professional-grade position sizing and risk evaluation tool designed to quantify trade exposure directly from chart-defined levels. This script calculates trade size, risk, reward, and performance metrics dynamically based on your selected Entry, Take Profit, and Stop Loss levels. It is designed for disciplined traders who manage capital allocation through structured risk control. --- Overview The Position Sizer and Calculator operates on a capital-allocation model. The trader defines the total dollar amount intended for the position. Risk is then derived automatically from the selected Stop Loss level. All outputs update in real time as Entry, TP, or SL levels are adjusted on the chart. This ensures immediate visibility into: Position size Dollar risk Risk percentage Profit potential Risk/Reward ratio --- User Inputs Manual Inputs Trade Value ($) The total capital allocated to the position. Quantity Decimals Controls the number of decimals displayed for share quantity. Fractional shares are supported. Chart-Selected Inputs Entry Take Profit (TP) Stop Loss (SL) Anchor bar (time reference) Levels are selected directly on the chart using TradingView’s confirmation-click system. Adjusting these levels automatically recalculates all metrics. --- Calculation Methodology The script uses the following formulas: Shares Quantity Qty = Trade Value ÷ Entry Price Risk per Share Risk per Share = |Entry − SL| Total Risk (Dollar Risk) Risk = Risk per Share × Qty Risk Percentage of Trade Value Risk % = (Risk ÷ Trade Value) × 100 Reward per Share Reward per Share = |TP − Entry| Profit at Target Profit = Reward per Share × Qty Risk/Reward Ratio R:R = Reward per Share ÷ Risk per Share All risk and reward calculations use absolute price distances to ensure correct handling of both long and short configurations. --- Table Output The summary table displays the following metrics in structured order: Trade Value Shares Quantity Entry Take Profit Stop Loss Profit at Target Risk (Dollar Risk) Risk % (of Trade Value) Risk/Reward Ratio Values update immediately when price levels or trade value are adjusted. --- Structural Controls The script enforces logical trade structure: TP and SL cannot both be above Entry. TP and SL cannot both be below Entry. Risk is always derived from the Stop Loss. Long and short configurations are automatically detected.
Pine Script® indicator
by maryam_bahri
Risk & Reward Position PlannerDescription This script is a trade architecture tool designed to help traders calculate position sizes and visualize risk-reward ratios dynamically on the chart. It focuses on functional precision and clean aesthetics, offering two distinct visual styles: "Cyber" for modern high-tech charts and "Classic" for a traditional look. Key Features Interactive Setup: Upon adding the script or resetting, it prompts you to click directly on the chart to set your Entry and Stop Loss levels. Dynamic Position Sizing: Calculates the total risk in currency (USD) based on your custom unit size. Multi-Target Planning: Visualizes four customizable Take Profit targets based on specific RR ratios. Cyber UI Aesthetics: Full control over colors, neon glow effects, and horizontal alignment to fit any chart layout. Comprehensive Data: Displays price, percentage distance, currency risk, and RR ratios at a single glance. User Guide (How to use) To ensure the most efficient workflow, here are the essential steps for operating the tool: Setting a New Trade (Resetting) If you change your symbol or want to plan a completely new trade, you can clear the current setup and trigger the interactive selection again: Right-click on the indicator in the chart OR click the three dots (...) next to the indicator name in the legend. Select "Reset Points". The indicator will prompt you to click two new points on the chart: first for the Entry, then for the Stop Loss. Moving Entry and Stop Loss Move the mouse over the line of the Entry or the StopLoss and grab the grip of the line to move it up or down. Drop it to the price you want to set.
Pine Script® indicator
by realmacgyver77
2
AlphaStrike: Zen ModeDescription: 1. The Philosophy: Reducing Cognitive Load Modern charts are often cluttered with dozens of noisy lines (Bollinger Bands, Moving Averages, Oscillators) that lead to "Analysis Paralysis." This script is designed with a "Zen" philosophy: P rocess the complexity in the background, but display only the decision. This is not a simple indicator overlay. It is a Risk-Based Trading Engine that runs multiple validation checks (Momentum, Volatility, and Price Action) simultaneously but hides the underlying calculations to keep the chart clean. It focuses the trader's attention on the two things that matter most: Trend Direction and Position Sizing. 2. The "Invisible" Technical Engine The script operates on a Dual-State Logic system that adapts to market conditions. It uses standard indicators as filters, not just visuals. A. Trend State (The Backbone) The script calculates a volatility-adjusted Trend Baseline (SuperTrend). Green State: The market is in a markup phase. The script looks for continuation. Red State: The market is in a markdown phase. The script looks for defense. B. The "Confluence" Reversal Logic Instead of cluttering the screen with Bollinger Bands and RSI windows, the script performs these checks internally: Condition 1 (Volatility): Is price extending beyond the 2.0 Standard Deviation (Bollinger Lower/Upper)? Condition 2 (Momentum): Is RSI overextended (<35 or >65)? Condition 3 (Price Action): Is there a specific Pin Bar candle pattern (Long wick rejection)? Result: Only when all three conditions align does the script print a "Reversal Circle." This filters out weak signals that usually occur in strong trends. 3. The Risk Management Calculator (Key Feature) Most traders fail not because of bad entries, but because of inconsistent sizing. This script features a built-in Dynamic Position Sizing Dashboard located in the bottom right. Adaptive Stop Loss: In a Trend: The Stop Loss is automatically set to the Trend Line (SuperTrend). In a Reversal: The script internally scans for the nearest Swing Low/High (using hidden Pivot calculations) and sets the Stop Loss there. Position Sizing Math: The dashboard reads your Account Size and Risk % inputs. It instantly calculates the "Max Size" (contract/share amount) allowed for the current trade. Formula: Position Size = (Account Value * Risk %) / Distance to Stop. Benefit: This ensures you risk the exact same dollar amount on every trade, whether the stop loss is 1% away or 10% away. 4. How to Read the Signals Triangles (Breakouts): These represent a shift in the dominant trend direction. Green Triangle: Bullish Trend Start. Red Triangle: Bearish Trend Start. Circles (Mean Reversion): These are high-probability counter-trend plays. Blue Circle: Buy Reversal (Oversold + Pinbar + Bollinger Support). Orange Circle: Sell Reversal (Overbought + Pinbar + Bollinger Resistance). 5. Settings Trend Settings: Adjust the ATR Period and Factor to change the sensitivity of the trend line. Reversal Settings: Tweak the RSI and Bollinger thresholds to filter out more/less signals. Risk Management: Input your total Account Size and desired Risk Per Trade (e.g., 1%) to calibrate the Dashboard. Disclaimer This tool provides algorithmic analysis and risk calculations. It does not guarantee profits or provide financial advice. Always verify position sizes before executing.
Pine Script® indicator
by KIRI7077
1
Realtime Position CalculatorRisk management is the single most important factor in trading success. This indicator automates the process of position sizing in real-time based on your account risk and a dynamic technical Stop Loss. It eliminates the need for manual calculations and helps you execute trades faster while adhering to strict risk management rules. How it Works The indicator visually places a Stop Loss line based on recent market structure (Highs/Lows) and instantly calculates the required position size (Contracts/Lots) to match your defined monetary risk. 1. Dynamic Stop Loss : It identifies the highest high (for Shorts) or lowest low (for Longs) over a user-defined lookback period. 2. Position Calculation : It calculates the distance between the current price and the Stop Loss level. 3. Formula : Contract Size = Risk Amount / (Distance * Point Value) 4. Actual vs. Target Risk : Because of the rounding, the script calculates and displays the Actual Risk (e.g., $95) alongside your Target Risk (e.g., $100), so you know exactly what is at stake. Key Features Real-time Calculation : Updates instantly as price moves. Copy Trading Support : Includes an "Account Multiplier" setting. If you trade 10 accounts via a copy trader, set the multiplier to 10. The indicator will show the total contract size needed across all accounts. Point Value Support : Works for Stocks/Crypto (Point Value = 1) and Futures (e.g., ES = 50, NQ = 20). Customizable UI : Toggle specific data on/off in the label (e.g., hide price, show only contracts). Adjustable label offset to keep the chart clean. Settings Guide Trade Direction : Toggle between Long and Short setups. Add the indicator two times and set another for Longs and another for Shorts so you can see both direction at the same time. Risk Amount : Your max risk in currency (e.g., $100). Lookback : How many bars back to look for the SL pivot (e.g., 10 bars). Point Value : Crucial for Futures. Use 1.0 for Crypto/Stocks. Use tick value/point value for futures (e.g., 50 for ES). Account Multiplier : Multiply the position size for multiple accounts. Label Offset : Move the information label to the right to avoid overlapping with price action. Disclaimer This tool is for informational and educational purposes only. Always verify calculations manually before executing trades. Past performance is not indicative of future results.
Pine Script® indicator
by ViltsuFIN
DCA Ladder CalculatorThis script is a DCA (Dollar-Cost Averaging) Ladder Calculator with Risk & Leverage Management baked in. It’s designed for both LONG and SHORT positions, and helps you: 🎯 Strategically scale into positions across multiple entry points 🔐 Control risk exposure via defined capital allocation ⚖️ Utilize leverage responsibly — for efficiency, not destruction 🧮 Visualize risk, stop loss level, and entry distribution 🔁 Adapt to trend reversals or key zones, especially when combined with reversal indicators or higher timeframe signals 🧠 How It Works This tool takes a capital allocation approach to building a ladder of positions: 1. You define: - Portfolio value - Risk per trade (as %) - Leverage - Number of DCA levels - Entry multiplier (e.g. 1x, 2x, 4x...) 2. The script then: - Calculates total margin to risk = Portfolio × Risk % - Calculates total leveraged position size = Margin × Leverage - Distributes entries according to exponential weights (1x, 2x, 4x...), totaling 7 for 3 levels - Calculates per-entry: - Entry price (based on price zone spacing) - Multiplier - Exact margin per entry - Leverage per entry (margin × leverage) - Computes: - Average entry price (margin-weighted) - Approximate stop loss level based on recent ATR and price structure - % drawdown to SL - Total margin and position size 3. Displays all this in a clean on-chart table. 📈 How to Use It 1. Apply the indicator to a chart (default: 1D — ideal for clean zones). 2. Configure your: - Portfolio Value (total trading capital) - Risk per Trade (%) (your acceptable loss) - Leverage (exchange or strategy-based) - DCA Levels (e.g. 3 = anchor + 2 entries) - Multiplier (typically 2.0 for doubling) 3. Choose LONG or SHORT mode depending on direction. 4. The table will show: - Entry price ladder - Margin used per entry - Total position size - Approx. stop loss (where your full risk is defined) Use in conjunction with price action, S/R zones, trendline breaks, volume divergence, or reversal indicators. ✅ Best Practices for Using This Tool - Leverage is a tool, not a weapon. Use it to scale smartly — not recklessly. - Use fewer, higher-conviction entries. Don’t blindly ladder; combine with price structure and signals. - Stick to your risk percent. Never risk more than you can afford to lose. Let this calculator enforce discipline. - Combine with other confirmation tools, like RSI divergence, momentum shifts, OB zones, etc. - Avoid martingale-style over-exposure. This is not a gambling tool — it’s for capital efficiency. 🛡️ What This Tool Does NOT Do - This is not a trade signal indicator. - It does not place trades or auto-manage positions. - It does not replace personal responsibility or strategy — it's a tool to help apply structure. ⚠️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice, nor is it a recommendation to buy or sell any financial instrument. Always consult a licensed financial advisor before making investment decisions. Use of leverage involves high risk and can lead to substantial losses. The author and publisher assume no liability for any trading losses resulting from use of this script.
Pine Script® indicator
by RWCS_LTD
1
Position Size Calculator + Live R/R Panel — SMC/ICT (@PueblaATH)Position Size + Live R/R Panel — SMC/ICT (@PueblaATH) Position Size + Live R/R Panel — SMC/ICT (@PueblaATH) is a professional-grade risk management and execution module built for Smart Money Concepts (SMC) and ICT Traders who require accurate, repeatable, institution-style trade planning. This tool delivers precise position sizing, R:R modeling, leverage and margin projections, fee-adjusted PnL outcomes, and real-time execution metrics—all directly on the chart. Optimized for crypto, forex, and futures, it provides scalpers, day traders, and swing traders with the clarity needed to execute high-quality trades with confidence and consistency. What the Indicator Does Institutional Position Sizing Engine Calculates position size based on account balance, % risk, and SL distance. Supports custom minimum lot size rounding across crypto, FX, indices, and derivatives. Intelligent direction logic (Auto / Long / Short) based on SMC/ICT structure. Advanced Risk/Reward & Profit Modeling Real-time R:R ratio using actual rounded position size. Live PnL readout that updates with price movements. Gross & net profit projections with full fee deduction. Execution Planning with Draggable Levels Entry, SL, and TP levels fully draggable for fast scenario modeling. Automatic projected lines backward/forward with clean label alignment. TP and SL tags include % movement from Entry, ideal for SMC/ICT journaling. Precise modeling of real exchange fee structures Maker fee per side Taker fee per side Mixed fee modes (Maker entry, Taker exit, Average, etc.) Leverage & Margin Forecasting Margin requirements displayed for 3 customizable leverage settings. Helps traders understand capital commitment before executing the trade. Useful for futures, crypto perps, and CFD setups. Clean HUD Panel for Rapid Decision-Making A full professional trading panel displays: Target & actual risk Position size Entry / SL / TP TP/SL percentage distance Gross profit Net profit (after fees) Fees @ TP and @ SL Live PnL Margin requirements Optimized for SMC & ICT Workflows Perfect for traders using: Breakers, FVGs, OBs Liquidity sweeps Session models Precision entries (OTE, Displacement, Rebalancing) Leverage-based execution (crypto perps, futures) How to Use It Attach the indicator to your chart. Set account balance, risk %, fee model, and leverage presets. Drag Entry, SL, and TP to shape the setup. View instant calculations of: Position size; R:R; Net PnL after fees; Margin required Use it as your pre-trade checklist & execution model. Originality & Credits This script is an original creation by @PueblaATH, released under the MPL 2.0 license. It does not copy, modify, or repackage any existing TradingView code. All logic—including the fee engine, margin calculator, responsive HUD, dynamic risk model, and visual execution system—is authored specifically for this indicator.
Pine Script® indicator
by PueblaATH
Position Sizing Calculator (Real-Time) - Futures Edition█ SUMMARY The following indicator is a Position Sizing Calculator based on Average True Range (ATR), originally developed by market technician J. Welles Wilder Jr., intended for real-time trading. This script utilizes the user's account size, acceptable risk percentage, and a stop-loss distance based on ATR to dynamically calculate the appropriate position size for each trade in real time. █ BACKGROUND Developed for use on the Micro E-mini Nasdaq-100 futures (MNQ), this script provides traders with continuously updated dynamic position sizes. It enables traders to instantly determine the exact number of contracts to use when entering a trade while staying within their acceptable risk tolerance. This real-time position sizing tool helps traders make well-informed decisions when planning trade entries and calculating maximum stop-loss levels, ultimately enhancing risk management. █ USER INPUTS Trading Account Size: Total dollar value of the user's trading account. Acceptable Risk (%): Maximum percentage of the trading account that the user is willing to risk per trade. ATR Multiplier for Stop-Loss: Multiplier used to determine the distance of the stop-loss from the current price, based on the ATR value. ATR Length: The length of the lookback period used to calculate the ATR value. Show Target Risk Row: Toggle to hide/show the Target Risk Row SL Levels Display: Option to see Both, Long Only, Short Only, or None of the Stop Loss Level Values. Contract Point Value ($): Point value per contract. Tooltip highlights common values. Tick Size: Minimum Price Movement (Default set to 0.25) Minimum Contracts: Override the Minimum Contracts per trade to a user selected value. (May Exceed User's Target Risk)
Pine Script® indicator
by Stereotypical
Position Size ToolPosition Size Tool What it does: Shows a small on-chart table that converts per-ticker dollar amounts into share counts (shares = amount ÷ current price) for up to 4 configurable tickers. Inputs (indicator settings) Ticker 1–4 — select the symbol (TradingView will show the exchange-qualified form like BATS:TQQQ in the settings). Ticker N $ Amount — dollar amount to convert into shares for that ticker. Show Ticker N — toggle each row on/off. Table Text Color — color of the table text. Table Position — screen location (Top/ Middle/ Bottom × Left/Center/Right). Font Size — Small / Medium / Large. Show Empty Top Row — optional spacer row. What the table displays Left column: the ticker symbol only (the script strips the exchange prefix for display, so BATS:TQQQ appears as TQQQ in the table). Right column: the calculated share count, formatted to two decimal places (or "—" if price is not available or zero). Table updates on the chart’s timeframe using live/last bar prices. How to use Add the indicator to a chart. Open the indicator’s settings panel. In Ticker 1–4, type/select the symbols you want (you may see the exchange prefix there; that’s TradingView’s UI). Enter the dollar amounts for each ticker. Use Show Ticker N to hide/show rows. Adjust text color, font size, and table position as desired. Notes The settings field will always show the exchange-qualified symbol (TradingView behavior); the script strips the exchange only for the on-chart display. If the selected symbol has no price data on the chart/timeframe, the table shows "—". Shares are computed as amt ÷ current close from the requested symbol and timeframe. Example of how to use this tool: Monitor an index and execute trades on leveraged derivative products. This tool will determine the quantity of shares that can be purchased with a pre-determined dollar amount. Ex: Monitor SPX for entry/exit signals and execute trades on UPRO/SPXU/SPXL/SPXS. Input a ticker and a dollar amount for position size, shares that can be purchased will be calculated based on the current asset price. This tool can be helpful for those that use multiple platforms simultaneously to monitor and execute trades.
Pine Script® indicator
by abbadon9
Position Size calculatorOverview This indicator automatically calculates the average candle body size (|open − close|) for the current trading day and derives a position size (quantity) based on your fixed risk per trade (default ₹1000). For example: If today’s average candle body = ₹3.50 and risk = ₹1000 → Quantity = 285 How It Works: The indicator calculates the absolute difference between open and close (the candle’s body) for every bar of the current day. It averages those body sizes to estimate the average daily volatility. Then it divides your chosen risk per trade by the average body size to estimate an appropriate quantity. It automatically resets at the start of each new day. Why Use It While risk size can be derived manually or using TradingView’s built-in Long/Short Position Tool, this indicator provides a faster, more practical alternative when you need to make quick trade decisions — especially in fast-moving intraday markets . It keeps you focused on execution rather than calculation. Tip You can still verify or fine-tune the quantity using the Long/Short Position Tool or a manual calculator, but this indicator helps you react instantly when opportunities appear.
Pine Script® indicator
by JS_Trading_Tradingmadesimple
Risk ModuleThis indicator provides a visual reference for position sizing and approximate stop and target placement. It supports trade planning by calculating equalized risk per trade and maintaining consistent exposure across different markets. For more information about the concept, see the post Position Sizing and Risk Management . Fixed Fractional Risk The indicator calculates the number of shares that can be traded to maintain consistent monetary risk. The formula is based on the distance between the current price and stop reference, adjusting position size proportionally. A closer stop results in a larger position size, while a wider stop results in a smaller one. Position Size = (Account Size × Risk %) ÷ (Entry Price – Stop Price) Stop and Target Stop placement is derived from volatility using the Average True Range (ATR). The target is plotted as a multiple of the stop distance, defining the risk-to-reward relationship in R units. Stop = Price ± ATR × Multiplier Target = Price ± (R × Risk Distance) Chart Elements The stop and target levels are plotted above and below the current price, with the stop marked by a red dot and the target by a green dot. The information table displayed on the chart shows the number of shares to trade, stop level, and target level. Setup and Configuration This configuration only needs to be set once, but can be adjusted later if preferred. 1. Start by setting the account size and risk percentage per trade to define the monetary amount risked on each trade. These values form the basis for position size calculation. 2. Set the ATR multiplier to determine stop distance, common values range between 1 and 3 ATR. Lower values place stops closer to price, increasing sensitivity but risking short-term noise. Higher values widen the stop, which reduces noise impact but extends time in risk. 3. Set the R-multiple to determine target distance relative to the stop. A value of 1 represents a 1:1 risk-to-reward relationship. Lower values reduce potential reward but tend to increase win rate, whereas higher values increase potential reward but tend to reduce win rate. The selection depends on system characteristics and trade expectancy. When the parameters are defined, the indicator displays the stop, target, and calculated position size on the chart. All that remains is to enter the trade with the number of shares shown in the table and place bracket orders at the plotted stop and target levels. Settings Overview Account Size / Risk %: Defines account capital and per-trade exposure. ATR Multiplier: Adjusts stop distance relative to volatility. R Multiple: Sets target distance relative to stop (risk-reward ratio). Position: Choose Long or Short direction. Table Position: Controls information table placement and scale.
Pine Script® indicator
by StockLeave
Kelly Optimal Leverage IndicatorThe Kelly Optimal Leverage Indicator mathematically applies Kelly Criterion to determine optimal position sizing based on market conditions. This indicator helps traders answer the critical question: "How much capital should I allocate to this trade?" Note that "optimal position sizing" does not equal the position sizing that you should have. The Optima position sizing given by the indicator is based on historical data and cannot predict a crash, in which case, high leverage could be devastating. Originally developed for gambling scenarios with known probabilities, the Kelly formula has been adapted here for financial markets to dynamically calculate the optimal leverage ratio that maximizes long-term capital growth while managing risk. Key Features Kelly Position Sizing: Uses historical returns and volatility to calculate mathematically optimal position sizes Multiple Risk Profiles: Displays Full Kelly (aggressive), 3/4 Kelly (moderate), 1/2 Kelly (conservative), and 1/4 Kelly (very conservative) leverage levels Volatility Adjustment: Automatically recommends appropriate Kelly fraction based on current market volatility Return Smoothing: Option to use log returns and smoothed calculations for more stable signals Comprehensive Table: Displays key metrics including annualized return, volatility, and recommended exposure levels How to Use Interpret the Lines: Each colored line represents a different Kelly fraction (risk tolerance level). When above zero, positive exposure is suggested; when below zero, reduce exposure. Note that this is based on historical returns. I personally like to increase my exposure during market downturns, but this is hard to illustrate in the indicator. Monitor the Table: The information panel provides precise leverage recommendations and exposure guidance based on current market conditions. Follow Recommended Position: Use the "Recommended Position" guidance in the table to determine appropriate exposure level. Select Your Risk Profile: Conservative traders should follow the Half Kelly or Quarter Kelly lines, while more aggressive traders might consider the Three-Quarter or Full Kelly lines. Adjust with Volatility: During high volatility periods, consider using more conservative Kelly fractions as recommended by the indicator. Mathematical Foundation The indicator calculates the optimal leverage (f*) using the formula: f* = μ/σ² Where: μ is the annualized expected return σ² is the annualized variance of returns This approach balances potential gains against risk of ruin, offering a scientific framework for position sizing that maximizes long-term growth rate. Notes The Full Kelly is theoretically optimal for maximizing long-term growth but can experience significant drawdowns. You should almost never use full kelly. Most practitioners use fractional Kelly strategies (1/2 or 1/4 Kelly) to reduce volatility while capturing most of the growth benefits This indicator works best on daily timeframes but can be applied to any timeframe Negative Kelly values suggest reducing or eliminating market exposure The indicator should be used as part of a complete trading system, not in isolation Enjoy the indicator! :) P.S. If you are really geeky about the Kelly Criterion, I recommend the book The Kelly Capital Growth Investment Criterion by Edward O. Thorp and others.
Pine Script® indicator
by HenriqueCentieiro
Risk and Position Sizing📏 Why Position Size Should Be Based on Risk? Let’s say you are ready to lose 1,000 in a trade. Based on your stop loss level, you can calculate how many shares (or quantity) to buy, so that if the stop hits, you only lose that ₹1,000. This is called risk-based position sizing. It makes your trade size dynamic — small when SL is wide, bigger when SL is tight. No more random position sizes — just systematic. Portfolio size is multiplied by the selected risk % to get money risk per trade. This amount is then used to calculate how many shares can be bought for the given stop-loss. So chose your portfolio size in settings. Default Portfolio size is 1,00,000 . You can select your risk % per portfolio in the settings — for example: 0.25% for conservative style 0.5% to 1% for balanced traders 1.25% or 1.5% for aggressive ones (not recommended for beginners) This script will automatically calculate how much quantity you should buy, for each stop-loss scenario. 📈 Progressive & Inverse-Progressive Risk Styles Some traders follow progressive position sizing — they start with small risk when the trend is just starting, and increase the risk % as the trend confirms. Others follow inverse-progressive sizing — they take high risk at early stages of a bull market, and reduce risk as the trend matures (when upside becomes limited). 📌 This script allows you to manually control the risk % in settings, so you can adjust it based on your trading phase and style. 📋 Three SL Scenarios – Choose What Matches Your Style The table shows three different stop-loss conditions, and for each one it calculates: Today’s Low – tightest stop loss Yesterday’s Low – slightly safer, ideal for short-term swing trades EMA Stop (configurable) – gives more breathing room. You can visually compare all 3 in the table and choose whichever fits your strategy and comfort. Also, you can customize: Theme: dark or light Font size Table position (upper/lower corners) 🧠 Designed for traders who take risk management seriously. Let this script handle the math. You focus on execution. Happy Trading! – LensOfChartist
Pine Script® indicator
by LensOfChartist
2
Metatrader CalculatorThe “ Metatrader Calculator ” indicator calculates the position size, risk, and potential gain of a trade, taking into account the account balance, risk percentage, entry price, stop loss price, and risk/reward ratio. It supports the XAUUSD, XAGUSD, and BTCUSD pairs, automatically calculating the position size (in lots) based on these parameters. The calculation is displayed in a table on the chart, showing the lot size, loss in dollars, and potential gain based on the defined risk.
Pine Script® indicator
by legioz
1
Nasan Risk Score & Postion Size Estimator** THE RISK SCORE AND POSITION SIZE WILL ONLY BE CALCUTAED ON DIALY TIMEFRAME NOT IN OTHER TIMEFRAMES. The typically accepted generic rule for risk management is not to risk more than 1% - 2 % of the capital in any given trade. It has its own basis however it does not take into account the stocks historic & current performance and does not consider the traders performance metrics (like win rate, profit ratio). The Nasan Risk Score & Position size calculator takes into account all the listed parameters into account and estimates a Risk %. The position size is calculated using the estimated risk % , current ATR and a dynamically adjusted ATR multiple (ATR multiple is adjusted based on true range's volatility and stocks relative performance). It follows a series of calculations: Unadjusted Nasan Risk Score = (Min Risk)^a + b* Min Risk = ( 5 year weighted avg Annual Stock Return - 5 year weighted avg Annual Bench Return) / 5 year weighted avg Annual Max ATR% Max Risk = ( 5 year weighted avg Annual Stock Return - 5 year weighted avg Annual Bench Return) / 5 year weighted avg Annual Min ATR% The min and max return is calculated based on stocks excess return in comparison to the Benchmark return and adjusted for volatility of the stock. When a stock underperforms the benchmark, the default is, it does not calculate a position size , however if we opt it to calculate it will use 1% for Min Risk% and 2% for Max Risk% but all the other calculations and scaling remain the same. Rationale: Stocks outperforming their benchmark with lower volatility (ATR%) score higher. A stock with high returns but excessive volatility gets penalized. This ensures volatility-adjusted performance is emphasized rather than absolute returns. Depending on the risk preference aggressive or conservative Aggressive Risk Scaling: a = max (m, n) and b = min (m, n) Conservative Scaling: a = min (m, n) and b = max (m, n) where n = traders win % /100 and m = 1 - (1/ (1+ profit ratio)) A default of 50% is used for win factor and 1.5 for profit ratio. Aggressive risk scaling increases exposure when the strategy's strongest factor is favorable. Conservative risk scaling ensures more stable risk levels by focusing on the weaker factor. The Unadjusted Nasan risk is score is further refined based on a tolerance factor which is based on the stocks maximum annual drawdown and the trader's maximum draw down tolerance. Tolerance = /100 The correction factor (Tolerance) adjusts the risk score based on downside risk. Here's how it works conceptually: The formula calculates how much the stock's actual drawdown exceeds your acceptable limit. If stocks maximum Annual drawdown is smaller than Trader's maximum acceptable drawdown % , this results in a positive correction factor (indicating the drawdown is within your acceptable range and increases the unadjusted score. If stocks maximum Annual drawdown exceeds Trader's maximum acceptable drawdown %, the correction factor will decrease (indicating that the downside risk is greater than what you are comfortable with, so it will adjust the risk exposure). Once the Risk Score (numerically equal to Risk %) The position size is calculated based on the current market conditions. Nasan Risk Score (Risk%) = Unadjusted Nasan Risk Score * Tolerance. Position Size = (Capital * Risk% )/ ATR-Multiplier * ATR The ATR Multiplier is dynamically adjusted based on the stocks recent relative performance and the variability of the true range itself. It would range between 1 - 3.5. The multiplier widens when conditions are not favorable decreasing the position size and increases position size when conditions are favorable. This Calculation /Estimate Does not give you a very different result than the arbitrary 1% - 2%. However it does fine tune the % based on sock performance, traders performance and tolerance level.
Pine Script® indicator
by federalTacos5392b
4
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
Position Sizing Calculator (Real-Time)█ SUMMARY The following indicator is a Position Sizing Calculator based on Average True Range (ATR), originally developed by market technician J. Welles Wilder Jr., intended for real-time trading. This script utilizes the user's account size, acceptable risk percentage, and a stop-loss distance based on ATR to dynamically calculate the appropriate position size for each trade in real time. █ BACKGROUND Developed for use on the 5-minute timeframe, this script provides traders with continuously updated, dynamic position sizes. It enables traders to instantly determine the exact number of shares and dollar amount to use for entering a trade within their acceptable risk tolerance whenever a trade opportunity arises. This real-time position sizing tool helps traders make well-informed decisions when planning trade entries and calculating maximum stop-loss levels, ultimately enhancing risk management. █ USER INPUTS Trading Account Size: Total dollar value of the user's trading account. Acceptable Risk (%): Maximum percentage of the trading account that the user is willing to risk per trade. ATR Multiplier for Stop-Loss: Multiplier used to determine the distance of the stop-loss from the current price, based on the ATR value. ATR Length: The length of the lookback period used to calculate the ATR value.
Pine Script® indicator
by Stereotypical
5
Equity Trade Risk ManagerEquity Trade Risk Manager is a simple indicator that helps you protect your portfolio by going into each trade risk first ! Equity Trade Risk Manager does this by calculating your ideal position size or ideal stop loss based on your account size, purchase price and risk tolerance. This ensures you are never risking more than your predetermined amount on each trade. Unlike most position size calculators, that will only tell traders how many shares to purchase, Equity Trade Risk Manger allows the trader to choose whether they want to calculate the ideal number of shares to purchase or where to set the trades stop loss based on the number of shares owned. Not only that, but knowing traders need to act fast, the indicator also gives the option to quickly use the current price and low of the day as an entry and stop. Lastly, your stop loss will be plotted onto the chart for a visual aid. Features: Dynamic Risk Settings: Account Customization: Input your account size to get metrics tailored to you. Calculation Choices: Decide if you want the tool to calculate the number of shares you should buy or where to set your stop-loss. Custom Risk Parameters: Use preset risk percentages or set your own to match your comfort level. Price Point Flexibility: Enter your entry and stop price or opt to use the current price and the low of the day. Interactive Display Settings: Customizable Interface: Adjust table positions, text size, and color schemes to match your trading dashboard aesthetic. On-Chart Stop-Loss Indication: Visualize your stop loss on the chart itself. Get a snapshot of your dollar risk, position size, shares to buy, and stop-loss.
Pine Script® indicator
by Amphibiantrading
14