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Investing - Correlation Table This correlation tables idea is nothing new, many sites provides it. However, I couldn't find any simple correlation indicator on TradingView despite how simple this indicator is. This indicator works as its called. Calculating the correlation between 2 projects (can be used in stocks as well) using the 'ta.correlation' feature built into pinescript. When it comes to investing, we do not want our stocks / crypto project to be heavily correlated to each other. If they are heavily correlated to each other, then there isn't much point in diversifying. That being said, it can be useful for traders who trade multiple pairs. ----------------------------------------------------------------------------------------------------------------------------------------------------------- In this indicator, consist of 5 primary input and 15 secondary input (Symbol List). Correlation Source: This input options allow you to change how the correlation is calculated. By default, it uses 'close'. Correlation Percentage(%): This input options allows you configure how many (%) of correlation is considered as 'decoupled'. This correlation will only move between -100% ~ 100%. 100% refers to it moving together. -100% refers to it moving the opposite direction. For example, Project A rises in Price, what is the possibility of Project B following: A 100% correlation between Project A and Project B, refers to Project B will follow Project A movement. A 50% correlation between Project A and Project B, refers to there is only 50% chance for Project B to follow Project A movement. A -20% correlation between Project A and Project B, refers to there is a 20% chance of Project B moving the opposite direction of Project A (Refers to the table on chart above to better understand what the numbers means. DOT/USD has a 100% correlation to DOT/USD. However. MXCUSDT has a -37.2% correlation to DOT/USD.) Amounts Bars To Check: This input options will check the amount of bars since the last bar in the chart. If you want to know the correlation of the past 100 days in a daily chart, you will enter '100' into this options and it will check only the past 100 days. Symbol List This will allow you to input all the project symbol ticker ID to add into the correlation table. ----------------------------------------------------------------------------------------------------------------------------------------------------------- Originally, I wish to use for loop to go through the symbol list to reduce the amount of code required. However, due to limitation of 'request.security' feature, I had to abandon that idea and use hard-coded for requesting security and use a while loop to identify the symbol correlation value in the array set then set the table value accordingly. If there is any script writer could improve this or any unclear explanation, feel free to drop a comment below.
Pine Script™ indikatörü
RrBc2 tarafından
2
Risk:RewardThis Indicator displays Entry and Exits levels. The display is done under 3 modes: - Risk/Reward mode (the one by default. It is set to a 1:1 ratio) - Multiples TP Levels - Custom Levels Click to Set entry Price on chart The displaying is static by default to make it dynamic disable the "Use custom Entry ?" input. Disclaimer: Scripts that I post publicly are experimental. They are not financial advices. Always backtest your ideas using your own methodologies.
Pine Script™ indikatörü
sosso_bott tarafından
1
Position Size Calc. (Minimalist)This is a simplified position size calculator in the form of a table. The reason I published this script is because all other position size calculator scripts try to provide way too much when it should be much simpler, position in strange areas of the chart and leave unwanted chart pollution. This is a bare-bones functional table that takes your risk level, entry, stop and take profit as inputs, and calculates your loss, profit and required position size for your chosen risk level as a result. Inspired by a table type position size calculator made by DojiEmoji design/color-wise. Functionally different however. I hope you find this script useful and include it on your trading journey.
Pine Script™ indikatörü
chartsniping tarafından
Key Performance IndicatorWe are happy to introduce the Key Performance Indicator by Detlev Matthes. This is an amazing tool to quantify the efficiency of a trading system and identify potential spots of improvement. Abstract A key performance indicator with high explanatory value for the quality of trading systems is introduced. Quality is expressed as an indicator and comprises the individual values of qualitative aspects. The work developing the KPI was submitted for the 2017 VTAD Award and won first prize. Introduction Imagine that you have a variety of stock trading systems from which to select. During backtesting, each trading system will deliver different results with regard to its indicators (depending on, inter alia, its parameters and the stock used). You will also get different forms of progression for profit development. It requires great experience to select the “best” trading system from this variety of information (provided by several indicators) and significantly varying equity progression forms. In this paper, an indicator will be introduced that expresses the quality of a trading system in just one figure. With such an indicator, you can view the results of one backtest at a glance and also more easily compare a variety of backtesting results with one another. If you are interested in learning more about the calculations behind this indicator then I have included a link to the english version of his research paper. Along with this, we now offer indicator development services. If you are interested in learning more then feel free to reach out to get a quote for your project. **Please note that we have NOT inputted any real strategy into the code and therefore it is not producing any real value. Feel free to change the code as desired to test any strategy!** drive.google.com
Pine Script™ stratejisi
TechnicusCapital tarafından
3
Grid Settings & MMThis script is designed to help you plan your grid trading or when averaging your position in the spot market. The script has a small error (due to the simplification of the code), it does not take into account the size of the commission. You can set any values on all parameters on any timeframe, except for the number of orders in the grid (from 2 to 5). The usage algorithm is quite simple: 1. Connect the script 2. Install a Fibo grid on the chart - optional (settings at the bottom of the description) 3.On the selected pair, determine the HighPrice & LowPrice levels and insert their values 4.Evaluate grid data (levels, estimated profit ’%’, possible profit ‘$’...) And it's all) Block of variables for calculating grid and MM parameters Variables used regularly --- HighPrice and LowPrice - constant update when changing pairs --- Deposit - deposit amount - periodically set the actual amount Variables that do not require permanent changes --- Grids - set the planned number of grids, default 5 --- Steps - the planned number of orders in the grid, by default 5 --- C_Order - coefficient of increasing the size of orders in the base coin, by default 1.2 --- C_Price - trading levels offset coefficient, default 1.1 --- FirstLevel - location of the first buy level, default 0.5 --- Back_HL - number of candles back, default 150 *** For C_Order and C_Price variables, the value 1 means the same order size and the same distance between buy levels. The fibo grid is used for visualization, you can do without it, ! it is not tied to the script code ! You can calculate the levels of the Fibo grid using the formula: (level price - minimum price) / (maximum price - minimum price) For default values, grid levels are as follows: 1 ... 0.5 2...0.359 3 ... 0.211 4...0.0564 5...-0.1043 Short description: in the upper right corner --- indicator of the price movement for the last 150 candles, in % !!! there is no task here to "catch" the peak values - only a relative estimate. in the upper left corner --- total amount of the deposit --- the planned number of grids --- “cost” of one grid --- the size of the estimated profit depending on the specified HighPrice & LowPrice in the lower left corner --- Buy - price levels for buy orders --- Amount - the number of purchased coins in the corresponding order --- Sell - levels of profit taking by the sum of market orders in the grid --- $$$ - the sum of all orders in the grid, taking into account the last active order --- TP - profit amount by the amount of orders in the grid
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avgtrade tarafından
1
Forex Lot Size CalculatorTo use indicator you need to provide enter and stop prices(you can drag these lines also). Also you able to set your Account Size in USD, Risk in % and Commission you pay your broker per lot. Indicator calculates all this information and provides you with Lot Size(with commission) you need to open a position and target prices for 2R and 3R(also includes commission). Feel free to comment and request new features.
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cryptonnnite tarafından
15
TTMW++ : MM BEST Friend (Normal🔒) V5.0TTMW++ : MM BEST Friend (Normal🔒) V5.0 Developed by Stamp - To The Milky Way Plan your trade. Input the Profit target, Stoploss, and Money in Risk. This indicator calculates your Position Sizing, Risk Reward Ratio, Profit at any target, and many more. TTMW++ : MM BEST Friend (Normal🔒) V5.0 is the trial version of TTMW++ : MM BEST Friend (Premium💚) V5.0 Comparing : -> The normal version can only input 1 profit targets of the 5 profit target. -> The normal version can alert 1 profit targets. -> No Position sizing (QTY) calculation in USD. -> Money Management Best Friend (Premium) V5.0 is developed to be one of your best money management tools on tradingview. The purpose is to help your the money management of investing with many auto calculation parameters. The indicator provides many benefits including the price targets triggered alert and auto calculation on the dashboard calculating the information of trading such as the correct Position sizing to control the loss fixed at the planned number when your trade hit the Stoploss, Risk-Reward Ratio, and the profit at any targets. Input Description : -> Fixed Entry at Price : Select the box to set the fixed price entry price. If the box is not selected, the indicator considers the current price as the entry price. -> Target Plot : Select the box to allow the indicator to indicate the line of any target in the chart. -> Risk Free Auto : Select the box to activate the Auto RiskFree target feature. The target is the price that the traders would consider the Risk-Free the trade. At the target, traders can change the Stoploss to the Entry price to Risk-free the trade. -> SL Risk-Reduction : The first Stoploss target of your plan. This parameter is used to calculate the position sizing of your trade related to the amount of money you can lose in case of the trade hit the Stoploss. -> Target 1-5 : Your profit targets. These target will be alerted when the price trigger the targets. These parameters are used to calculate the Risk Reward Ratio of the trade. -> Stop Loss 2 : Your Plan B Stoploss. This input will be indicated on the chart to help the analysis. -> MM Mode : Select between "Fixed Capital" and "Balance Percentage" to determine the money management method. Select "Fixed Capital" to determine your money in risk (The amount of money you are ready to lose in case of Stoploss) and the indicator calculates the correct Position sizing (QTY) for your trade. Select "Balance Percentage" in case you don't actually consider your amount of money in risk. Input the percentage of the balance that will be your money in risk. The indicator calculates the amount of money in risk and correct Position sizing (QTY) -> $ in Risk : Your amount of money in risk (The amount of money you are ready to lose in case of Stoploss). Don't forget to select "Fixed Capital". -> Percent in Risk : Your percentage of the balance that will be the money in risk. Don't forget to select "Balance Percentage". -> Fixed QTY : Your fixed Position sizing (QTY) of the trade in case you want to see the Profit and the loss at any target. Thanks. To The Milky Way love you 💚
Pine Script™ indikatörü
stampknvt tarafından
1
Trade & Risk Management Tool (Expo)█ Trade & Risk Management Tool (Expo) is a sophisticated and complete trading tool that helps traders manage their position and risk. This tool makes risk and trade management simple and convenient; literally, anyone can use it. The key feature is its ability to set the stop-loss automatically. █ The key feature of this tool is that it sets the stop loss automatically depending on the current market characteristics; in other words, it's a stop-loss that adapts dynamically and optimizes to suggest the best possible stop-loss at that time. In addition, the user can set the preferred risk-reward, and the tool will automatically calculate the RR and Take Profit Levels for you. There is also a possibility to add up to 4 take profit levels, all based on your set RR. The Auto Stop-loss feature comes with even more customization, and the trader can enable a trailing stop and set a custom stop-loss instead of using the default one. █ The Trade & Risk Management Tool also calculates the current position P&L in points/pips or %. Positions size is automatically calculated based on the account size and % of the capital you want to risk. In addition, we have added Expected Return in % for the active position. This is a feature that experienced traders commonly use. Set the Probability of Gain and the Probability of Loss, and the tool will calculate the expected return based on the SL and TP. The probability of gain/loss can be calculated using historical data or for experienced traders by making an educated guess. █ Why is this tool needed? Trade & Risk management is a key concept to grasp and use in your trading, and it's one of the most critical aspects that will determine your long-term success in this industry. The market is uncertain, and it's impossible to know what the future holds. The only way to take control of the unknown is to have a sound risk management system that ensures you don't blow your account in one trade. Therefore all traders need to understand the importance of using a risk- and money management tool that calculates and provides stop-loss and take-profit levels in real-time. This way, you will always know where to take your stop-loss and secure profit. The position size calculator prevents you from taking too much risk and the predefined stop-loss and take-profit levels help you manage your position. The tool makes sure you maximize the profit potential while minimizing the losses. It also prevents you from taking too much risk. It all comes down to managing the risk and managing profit. Make sure that you always know how much you can risk at each trade, where to put your stop-loss, and take profit. A general rule is to find a good balance between reward and risk (RR), preferably a risk-reward ratio of 2:1 or 3:1, where your targeted profits are always double that of your maximum losses. █ This trading tool makes something so important so easy for you, and it's a must-have to succeed in trading for the long term. █ HOW TO USE Use the tool to manage your active position. ----------------- Disclaimer Copyright by Zeiierman. The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs. My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
Pine Script™ indikatörü
Zeiierman tarafından
37
RELATIVE VALUE TRADE MANAGEMENT WEBHOOKThis script it's created to send open-close signals via webhook. It allows you to open a relative value position based in the relative graph. You can set the TP and SL levels and the script will send the signal to your exchange. Due a pine limitations it is necessary apply the script in the 2 different actives and set the alerts. You can just do the relative analysis and then go to the first asset and set the script. Create your alert and then just go to the other asset and create the alert. It doesn't necessary to change anything in the script because the levels are the same. It is also possible to do the analysis using the script, deploying the relative graph, but could be annoying sometimes due scales. Positions will be placed at close always. THIS IS IMPORTANT: I use Zignaly as a exhange so if you are using Binance or other YOU MUST CHANGE the code. If you know the JSON format that It requires would be easy. Here is tips in all the important imputs. But let me explain the most important. The MANDATORY fields are: Ticker IDs: Here you must write the EXACT ID code for the active. Caps included. Example : BINANCE:SUSHIUSDTPERP It is also important select the correct market side. If you want to be long of ANY active you must write that ID in the LONG ID. For short positions is the same. Time frame: Here you can select the time frame of the graph (not the current active graph, I mean the relative one.) The orders will be send using that time frame. I recommend to do the analysis in other window and then use the script to trigger the order in the time frame that you want. Money management: In these fields you can select the qty that you will lose if the SL level is reach. Based in a determinated amount of currency or in a % of your capital. Dates: It is important to select the start date. If the order is already open, we must look for the moment where the activation price was reached. If the order is unopened it is better to select the current date, so the order will be triggered when the entry level is reached. Ids: If you have current open position you can set here that ID to send the correct order to the exchange. To set the alert just call the function {{{strategy.order.alert_message}}}
Pine Script™ stratejisi
ExpensiveJok tarafından
Diversified Investment EMA Cross Strategy SimulatorThis simulating indicator proves that even if you use a simple strategy, you can reduce your risk by diversifying your investments. The strategy itself is simple.(only long) Buy when 50 days EMA crosses over 200 days EMA. Sell ​​when 50 days EMA crosses under 200 days EMA. Or, stop loss when the asset falls by 2% (eg). Using this simple strategy on an asset is just a test of your luck. However, this capital change graph shows that risk can be reduced by diversifying investment into eight assets rather than one asset. Options Total Assets Capital Change represents the sum of capital changes for 8 assets. The gray line is the initial capital. Each Asset Capital Change represents all eight asset capital changes. In this case, the gray line is displayed as the initial capital divided by 8. The rest of the options show a graph of capital change for each asset, showing when buys and sells occurred. And set the start date, initial capital, stop loss %, and commission. And select the 8 assets you want to invest in and you are ready to go. To effectively reduce risk, uncoupled assets would be better if possible. The table in the lower right shows the selected asset and color. Please enjoy the simulation.
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Dicargo_Beam tarafından
Risk Management & Position Size Dashboard ProThis version of the dashboard system factors in trading fees to your max risk to account per trade. This comes in handy when trading very low timeframes where trade risk can be tiny and leverage high where traditional position size calculations can yield huge position sizes where just the fees can far exceed your risk appetite. This system calculates your position size factoring in fees so you will never exceed your risk settings. Details below. **** This indicator is designed to assist traders by instantly providing the necessary information to execute orders based on defined risk parameters. This is not an indicator that tells you WHEN to buy or sell, but HOW MUCH to buy or sell based on your risk appetite. The indicator is compatible with any strategy and any instrument The indicator uses some great pinescript features, allowing you to drag and drop your levels directly on the chart for instant feedback from the risk management dashboard. Huge timesaver. Instructions: 1. The first time you add the indicator to your chart, you will be asked to identify your Entry, Stop and Target levels by clicking on them directly on the chart. You can at any point adjust these levels directly on the chart, or you can manually enter them in settings 2. Setup your risk profile in the indicator settings: (a) Current Capital: Enter the current value of your trading account (b) Max Risk Per Trade: Enter the maximum % of your Capital you want to risk per trade (c) Max Leverage: Enter the maximum leverage you want applied to your account. This comes in handy when you trade on very low timeframes where position sizes can become very large. No matter what you enter here, position size will never exceed Max Risk Per Trade (d) Stop Ticks: Number of ticks to use above/below the identified high/low for stops (e) % fee per trade: enter your brokers fees here to ensure the system takes this into consideration while calculating position size (e) Use Current Price as Entry (Market Orders): By default, the system will use the entry level you have selected for limit orders. If you want to use the system to display data based on current price for market orders, select “Use Current Price as Entry (Market Orders)” (f) number of TP levels: enter the number of TP levels you are planning to use to ensure the fees are calculated for them 3. Based on your stop and target levels, the system will automatically determine if you're looking to long or short and accordingly display all relevant data to you. 4. Display Free Trade Level: toggle this on to display the level you should exit 50% of your position to make the trade risk free 5. Dashboard / Text size / level colours and positions are customisable The Dashboard displays the following information at all times: 1. Entry 2. Stop 3. Trade Risk (%): Percentage price difference between Entry and Stop 4. Max Risk ($): Currency value of loss if the trade is stopped out 5. Size: Position Size to execute your trade based on your risk profile/appetite 6. Size($): Position Size in currency value 7. Total Fees: Total fees for the trade based on settings above 7. P&L($): Potential profit to your Capital in currency value 8. P&L(%): Potential profit to your Capital in % 9. Risk to account: % risk to account - used as confirmation that the max risk to your account, factoring fees is circa your risk appetite 10. R:R: Risk to Reward Ratio 11. % to Target: Percent price needs to move to achieve your target Hope this helps you with your trading. I built this as I was tired of wasting time opening up spreadsheets or calculators to execute trades - especially on lower timeframes. Making the code open source so if you do make improvements to this I'd love to hear from you. Also open to suggestions. Happy Trading!
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elScipio tarafından
1
NK Sir's SRTFirst of all I would like to thanks Nitish Sir for teaching us the concept of SRT, which proves to be an excellent tool for Investing. In a year, there are around 248 to 252 trading days . On dividing the same by 2 we get 124. Even 125 / 126 can be taken. We get SRT value by dividing Nifty Spot with 124 SMA value & SRT is applicable on Nifty in a Day Chart. This value ranges in between 0.6 (Low) to 1.38/1.4/1.45/1.5 (High). Ideal Entry in a stock will be at 0.6, which is very rare. You tend to buy at 0.7/0.8/0.9/1.10. Exit from a stock will be at 1.3 - 1.5. However generally we get a value of 0.8/0.9 and we should start investing 20 % of our capital that we have planned to invest. For every 0.1 decrease in SRT Value, we should add 20% to the stock portfolio. Start Booking Profit if SRT value above 1.35 & book 50 % of the portfolio when SRT value is 1.45. For Traders, as an when SRT value comes to 0.8/ 0.9. Buy when Hilega Milega gives us a clear BUY signal on Monthly Time Frame. Stock bought at SRT value of 0.6 tend to double in a year. It generally quite rare to see a SRT Value of 0.6.
Pine Script™ indikatörü
apurvaverma tarafından
9
Strategy Multiple Orders + Statistics Template - EducationalHello traders It's been a while We're back in a bear market so I have a bit more time to publish new Pine scripts for the TradingView community Special thanks to @fikira for his Multiple Orders script () and to @carnagecain for allowing me to publish this script we worked together on I got widely inspired by @fikira's script for that one This script is for educational purposes only - I wanted to show how we can add multiple TPs/SL + a table with custom statistics In this Strategy template, users can define multiple take-profit and multiple stop-loss levels. Basically, we have 4 trades per trend and each trade has its own SL/TP Statistics Stats are split per trade direction (Long, Short) and then consolidated I put custom stats in that table such as: - Probability of Win - Probability of Loss - Avg Profit/Loss per Trade - APPT: (Probability of Win * Average Gross Profit) - (Probability of Loss * Average Loss) - Number of times each TP/SL has been hit I'm catching up with all recent pinescript features as we speak - more educational scripts template to come soon Best Regards Dave
Pine Script™ stratejisi
Daveatt tarafından
8
SMART4TRADER -ATR viewIndicator in the form of an information panel in the upper right corner the indicator shows ATR (Daily, Weekly, Monthly) in percentage and points. Calculates position size considering volatility and given risk The indicator also takes into account the multipliers in the contract _-------------------------- Индикатор в виде информационной панели в правом верхнем углу индикатор показывает ATR (Daily, Weekly, Monthly) в процентах и пунктах. Рассчитывает размер позиции с учетом волатильности и заданного риска Так же индикатор учитывает множители в составе контракта
Pine Script™ indikatörü
smart4trader tarafından
10
OmidCapitalCalWith this tool, traders are able to calculate position leverage based on risk percentage // ------ Settings Inputs ----------------------------------------------------------------------------------------------------- // "Capital" -- enter your portfolio balance // "Risk" -- enter the percent of your portfolio you are willing to lose if the stop loss is hit // "Entry" -- enter the price at which you will enter the trade // "Stop" -- enter the price at which your stop loss will be set // "Target" -- enter the price at which your take profit will be set // ---------------------------------------------------------------------------------------------------------------------------- // ------ Outputs ------------------------------------------------------------------------------------------------------------- // "Capital" -- displays the portfolio balance entered in settings // "Risk" -- displays the % loss entered in settings and the corresponding amount of your portfolio // "Entry" -- displays the entry price entered in settings // "Stop" -- displays the stop loss price entered in settings // "Stop %" -- displays the calculated percentage loss from the entry price // "Target" -- displays the take profit price entered in settings // "Target %" -- displays the calculated percentage profit from the entry price // "Leverage" -- displays the calculated leverage based on your max loss and stop loss settings
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OMIDCAPITAL tarafından