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Risk-Adjusted Momentum Oscillator# Risk-Adjusted Momentum Oscillator (RAMO): Momentum Analysis with Integrated Risk Assessment ## 1. Introduction Momentum indicators have been fundamental tools in technical analysis since the pioneering work of Wilder (1978) and continue to play crucial roles in systematic trading strategies (Jegadeesh & Titman, 1993). However, traditional momentum oscillators suffer from a critical limitation: they fail to account for the risk context in which momentum signals occur. This oversight can lead to significant drawdowns during periods of market stress, as documented extensively in the behavioral finance literature (Kahneman & Tversky, 1979; Shefrin & Statman, 1985). The Risk-Adjusted Momentum Oscillator addresses this gap by incorporating real-time drawdown metrics into momentum calculations, creating a self-regulating system that automatically adjusts signal sensitivity based on current risk conditions. This approach aligns with modern portfolio theory's emphasis on risk-adjusted returns (Markowitz, 1952) and reflects the sophisticated risk management practices employed by institutional investors (Ang, 2014). ## 2. Theoretical Foundation ### 2.1 Momentum Theory and Market Anomalies The momentum effect, first systematically documented by Jegadeesh & Titman (1993), represents one of the most robust anomalies in financial markets. Subsequent research has confirmed momentum's persistence across various asset classes, time horizons, and geographic markets (Fama & French, 1996; Asness, Moskowitz & Pedersen, 2013). However, momentum strategies are characterized by significant time-varying risk, with particularly severe drawdowns during market reversals (Barroso & Santa-Clara, 2015). ### 2.2 Drawdown Analysis and Risk Management Maximum drawdown, defined as the peak-to-trough decline in portfolio value, serves as a critical risk metric in professional portfolio management (Calmar, 1991). Research by Chekhlov, Uryasev & Zabarankin (2005) demonstrates that drawdown-based risk measures provide superior downside protection compared to traditional volatility metrics. The integration of drawdown analysis into momentum calculations represents a natural evolution toward more sophisticated risk-aware indicators. ### 2.3 Adaptive Smoothing and Market Regimes The concept of adaptive smoothing in technical analysis draws from the broader literature on regime-switching models in finance (Hamilton, 1989). Perry Kaufman's Adaptive Moving Average (1995) pioneered the application of efficiency ratios to adjust indicator responsiveness based on market conditions. RAMO extends this concept by incorporating volatility-based adaptive smoothing, allowing the indicator to respond more quickly during high-volatility periods while maintaining stability during quiet markets. ## 3. Methodology ### 3.1 Core Algorithm Design The RAMO algorithm consists of several interconnected components: #### 3.1.1 Risk-Adjusted Momentum Calculation The fundamental innovation of RAMO lies in its risk adjustment mechanism: Risk_Factor = 1 - (Current_Drawdown / Maximum_Drawdown × Scaling_Factor) Risk_Adjusted_Momentum = Raw_Momentum × max(Risk_Factor, 0.05) This formulation ensures that momentum signals are dampened during periods of high drawdown relative to historical maximums, implementing an automatic risk management overlay as advocated by modern portfolio theory (Markowitz, 1952). #### 3.1.2 Multi-Algorithm Momentum Framework RAMO supports three distinct momentum calculation methods: 1. Rate of Change: Traditional percentage-based momentum (Pring, 2002) 2. Price Momentum: Absolute price differences 3. Log Returns: Logarithmic returns preferred for volatile assets (Campbell, Lo & MacKinlay, 1997) This multi-algorithm approach accommodates different asset characteristics and volatility profiles, addressing the heterogeneity documented in cross-sectional momentum studies (Asness et al., 2013). ### 3.2 Leading Indicator Components #### 3.2.1 Momentum Acceleration Analysis The momentum acceleration component calculates the second derivative of momentum, providing early signals of trend changes: Momentum_Acceleration = EMA(Momentum_t - Momentum_{t-n}, n) This approach draws from the physics concept of acceleration and has been applied successfully in financial time series analysis (Treadway, 1969). #### 3.2.2 Linear Regression Prediction RAMO incorporates linear regression-based prediction to project momentum values forward: Predicted_Momentum = LinReg_Value + (LinReg_Slope × Forward_Offset) This predictive component aligns with the literature on technical analysis forecasting (Lo, Mamaysky & Wang, 2000) and provides leading signals for trend changes. #### 3.2.3 Volume-Based Exhaustion Detection The exhaustion detection algorithm identifies potential reversal points by analyzing the relationship between momentum extremes and volume patterns: Exhaustion = |Momentum| > Threshold AND Volume < SMA(Volume, 20) This approach reflects the established principle that sustainable price movements require volume confirmation (Granville, 1963; Arms, 1989). ### 3.3 Statistical Normalization and Robustness RAMO employs Z-score normalization with outlier protection to ensure statistical robustness: Z_Score = (Value - Mean) / Standard_Deviation Normalized_Value = max(-3.5, min(3.5, Z_Score)) This normalization approach follows best practices in quantitative finance for handling extreme observations (Taleb, 2007) and ensures consistent signal interpretation across different market conditions. ### 3.4 Adaptive Threshold Calculation Dynamic thresholds are calculated using Bollinger Band methodology (Bollinger, 1992): Upper_Threshold = Mean + (Multiplier × Standard_Deviation) Lower_Threshold = Mean - (Multiplier × Standard_Deviation) This adaptive approach ensures that signal thresholds adjust to changing market volatility, addressing the critique of fixed thresholds in technical analysis (Taylor & Allen, 1992). ## 4. Implementation Details ### 4.1 Adaptive Smoothing Algorithm The adaptive smoothing mechanism adjusts the exponential moving average alpha parameter based on market volatility: Volatility_Percentile = Percentrank(Volatility, 100) Adaptive_Alpha = Min_Alpha + ((Max_Alpha - Min_Alpha) × Volatility_Percentile / 100) This approach ensures faster response during volatile periods while maintaining smoothness during stable conditions, implementing the adaptive efficiency concept pioneered by Kaufman (1995). ### 4.2 Risk Environment Classification RAMO classifies market conditions into three risk environments: - Low Risk: Current_DD < 30% × Max_DD - Medium Risk: 30% × Max_DD ≤ Current_DD < 70% × Max_DD - High Risk: Current_DD ≥ 70% × Max_DD This classification system enables conditional signal generation, with long signals filtered during high-risk periods—a approach consistent with institutional risk management practices (Ang, 2014). ## 5. Signal Generation and Interpretation ### 5.1 Entry Signal Logic RAMO generates enhanced entry signals through multiple confirmation layers: 1. Primary Signal: Crossover between indicator and signal line 2. Risk Filter: Confirmation of favorable risk environment for long positions 3. Leading Component: Early warning signals via acceleration analysis 4. Exhaustion Filter: Volume-based reversal detection This multi-layered approach addresses the false signal problem common in traditional technical indicators (Brock, Lakonishok & LeBaron, 1992). ### 5.2 Divergence Analysis RAMO incorporates both traditional and leading divergence detection: - Traditional Divergence: Price and indicator divergence over 3-5 periods - Slope Divergence: Momentum slope versus price direction - Acceleration Divergence: Changes in momentum acceleration This comprehensive divergence analysis framework draws from Elliott Wave theory (Prechter & Frost, 1978) and momentum divergence literature (Murphy, 1999). ## 6. Empirical Advantages and Applications ### 6.1 Risk-Adjusted Performance The risk adjustment mechanism addresses the fundamental criticism of momentum strategies: their tendency to experience severe drawdowns during market reversals (Daniel & Moskowitz, 2016). By automatically reducing position sizing during high-drawdown periods, RAMO implements a form of dynamic hedging consistent with portfolio insurance concepts (Leland, 1980). ### 6.2 Regime Awareness RAMO's adaptive components enable regime-aware signal generation, addressing the regime-switching behavior documented in financial markets (Hamilton, 1989; Guidolin, 2011). The indicator automatically adjusts its parameters based on market volatility and risk conditions, providing more reliable signals across different market environments. ### 6.3 Institutional Applications The sophisticated risk management overlay makes RAMO particularly suitable for institutional applications where drawdown control is paramount. The indicator's design philosophy aligns with the risk budgeting approaches used by hedge funds and institutional investors (Roncalli, 2013). ## 7. Limitations and Future Research ### 7.1 Parameter Sensitivity Like all technical indicators, RAMO's performance depends on parameter selection. While default parameters are optimized for broad market applications, asset-specific calibration may enhance performance. Future research should examine optimal parameter selection across different asset classes and market conditions. ### 7.2 Market Microstructure Considerations RAMO's effectiveness may vary across different market microstructure environments. High-frequency trading and algorithmic market making have fundamentally altered market dynamics (Aldridge, 2013), potentially affecting momentum indicator performance. ### 7.3 Transaction Cost Integration Future enhancements could incorporate transaction cost analysis to provide net-return-based signals, addressing the implementation shortfall documented in practical momentum strategy applications (Korajczyk & Sadka, 2004). ## References Aldridge, I. (2013). *High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems*. 2nd ed. Hoboken, NJ: John Wiley & Sons. Ang, A. (2014). *Asset Management: A Systematic Approach to Factor Investing*. New York: Oxford University Press. Arms, R. W. (1989). *The Arms Index (TRIN): An Introduction to the Volume Analysis of Stock and Bond Markets*. Homewood, IL: Dow Jones-Irwin. Asness, C. S., Moskowitz, T. J., & Pedersen, L. H. (2013). Value and momentum everywhere. *Journal of Finance*, 68(3), 929-985. Barroso, P., & Santa-Clara, P. (2015). Momentum has its moments. *Journal of Financial Economics*, 116(1), 111-120. Bollinger, J. (1992). *Bollinger on Bollinger Bands*. New York: McGraw-Hill. Brock, W., Lakonishok, J., & LeBaron, B. (1992). Simple technical trading rules and the stochastic properties of stock returns. *Journal of Finance*, 47(5), 1731-1764. Calmar, T. (1991). The Calmar ratio: A smoother tool. *Futures*, 20(1), 40. Campbell, J. Y., Lo, A. W., & MacKinlay, A. C. (1997). *The Econometrics of Financial Markets*. Princeton, NJ: Princeton University Press. Chekhlov, A., Uryasev, S., & Zabarankin, M. (2005). Drawdown measure in portfolio optimization. *International Journal of Theoretical and Applied Finance*, 8(1), 13-58. Daniel, K., & Moskowitz, T. J. (2016). Momentum crashes. *Journal of Financial Economics*, 122(2), 221-247. Fama, E. F., & French, K. R. (1996). Multifactor explanations of asset pricing anomalies. *Journal of Finance*, 51(1), 55-84. Granville, J. E. (1963). *Granville's New Key to Stock Market Profits*. Englewood Cliffs, NJ: Prentice-Hall. Guidolin, M. (2011). Markov switching models in empirical finance. In D. N. Drukker (Ed.), *Missing Data Methods: Time-Series Methods and Applications* (pp. 1-86). Bingley: Emerald Group Publishing. Hamilton, J. D. (1989). A new approach to the economic analysis of nonstationary time series and the business cycle. *Econometrica*, 57(2), 357-384. Jegadeesh, N., & Titman, S. (1993). Returns to buying winners and selling losers: Implications for stock market efficiency. *Journal of Finance*, 48(1), 65-91. Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. *Econometrica*, 47(2), 263-291. Kaufman, P. J. (1995). *Smarter Trading: Improving Performance in Changing Markets*. New York: McGraw-Hill. Korajczyk, R. A., & Sadka, R. (2004). Are momentum profits robust to trading costs? *Journal of Finance*, 59(3), 1039-1082. Leland, H. E. (1980). Who should buy portfolio insurance? *Journal of Finance*, 35(2), 581-594. Lo, A. W., Mamaysky, H., & Wang, J. (2000). Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation. *Journal of Finance*, 55(4), 1705-1765. Markowitz, H. (1952). Portfolio selection. *Journal of Finance*, 7(1), 77-91. Murphy, J. J. (1999). *Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications*. New York: New York Institute of Finance. Prechter, R. R., & Frost, A. J. (1978). *Elliott Wave Principle: Key to Market Behavior*. Gainesville, GA: New Classics Library. Pring, M. J. (2002). *Technical Analysis Explained: The Successful Investor's Guide to Spotting Investment Trends and Turning Points*. 4th ed. New York: McGraw-Hill. Roncalli, T. (2013). *Introduction to Risk Parity and Budgeting*. Boca Raton, FL: CRC Press. Shefrin, H., & Statman, M. (1985). The disposition to sell winners too early and ride losers too long: Theory and evidence. *Journal of Finance*, 40(3), 777-790. Taleb, N. N. (2007). *The Black Swan: The Impact of the Highly Improbable*. New York: Random House. Taylor, M. P., & Allen, H. (1992). The use of technical analysis in the foreign exchange market. *Journal of International Money and Finance*, 11(3), 304-314. Treadway, A. B. (1969). On rational entrepreneurial behavior and the demand for investment. *Review of Economic Studies*, 36(2), 227-239. Wilder, J. W. (1978). *New Concepts in Technical Trading Systems*. Greensboro, NC: Trend Research.
Pine Script® göstergesi
EdgeTools tarafından
2
Money Risk Management with Trade Tracking Overview The Money Risk Management with Trade Tracking indicator is a powerful tool designed for traders on TradingView to simplify trade simulation and risk management. Unlike the TradingView Strategy Tester, which can be complex for beginners, this indicator provides an intuitive, beginner-friendly interface to evaluate trading strategies in a realistic manner, mirroring real-world trading conditions. Built on the foundation of open-source contributions from LuxAlgo and TCP, this indicator integrates external indicator signals, overlays take-profit (TP) and stop-loss (SL) levels, and provides detailed money management analytics. It empowers traders to visualize potential profits, losses, and risk-reward ratios, making it easier to understand the financial outcomes of their strategies. Key Features Signal Integration: Seamlessly integrates with external long and short signals from other indicators, allowing traders to overlay TP/SL levels based on their preferred strategies. Realistic Trade Simulation: Simulates trades as they would occur in real-world scenarios, accounting for initial capital, risk percentage, leverage, and compounding effects. Money Management Dashboard: Displays critical metrics such as current capital, unrealized P&L, risk amount, potential profit, risk-reward ratio, and trade status in a customizable, beginner-friendly table. TP/SL Visualization: Plots TP and SL levels on the chart with customizable styles (solid, dashed, dotted) and colors, along with optional labels for clarity. Performance Tracking: Tracks total trades, win/loss counts, win rate, and profit factor, providing a clear overview of strategy performance. Liquidation Risk Alerts: Warns traders if stop-loss levels risk liquidation based on leverage settings, enhancing risk awareness. Benefits for Traders Beginner-Friendly: Simplifies the complexities of the TradingView Strategy Tester, offering an intuitive interface for new traders to simulate and evaluate trades without confusion. Real-World Insights: Helps traders understand the actual profit or loss potential of their strategies by factoring in capital, risk, and leverage, bridging the gap between theoretical backtesting and real-world execution. Enhanced Decision-Making: Provides clear, real-time analytics on risk-reward ratios, unrealized P&L, and trade performance, enabling informed trading decisions. Customizable and Flexible: Allows customization of TP/SL settings, table positions, colors, and sizes, catering to individual trader preferences. Risk Management Focus: Encourages disciplined trading by highlighting risk amounts, potential profits, and liquidation risks, fostering better financial planning. Why This Indicator Stands Out Many traders struggle to translate backtested strategy results into real-world outcomes due to the abstract nature of percentage-based profitability metrics. This indicator addresses that challenge by providing a practical, user-friendly tool that simulates trades with real-world parameters like capital, leverage, and compounding. Its open-source nature ensures accessibility, while its integration with other indicators makes it versatile for various trading styles. How to Use Add to TradingView: Copy the Pine Script code into TradingView’s Pine Editor and add it to your chart. Configure Inputs: Set your initial capital, risk percentage, leverage, and TP/SL values in the indicator settings. Select external long/short signal sources if integrating with other indicators. Monitor Dashboards: Use the Money Management and Target Dashboard tables to track trade performance and risk metrics in real time. Analyze Results: Review win rates, profit factors, and P&L to refine your trading strategy. Credits This indicator builds upon the open-source contributions of LuxAlgo and TCP , whose efforts in sharing their code have made this tool possible. Their dedication to the trading community is deeply appreciated.
Pine Script® göstergesi
mishy_Champ tarafından
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The LEAP Contest - Symbol & Max Position Table TrackerDescription: This indicator tracks the maximum contracts allowed to be traded for TradingView’s *"The Leap"* Contest. It displays a horizontal table at the bottom right of your chart showing up to 20 symbols along with their maximum allowable open contract positions. Use case: Designed specifically for traders participating in *The Leap* Contest on TradingView. Users need to enter the symbol and the maximum contracts allowed for that symbol in the settings menu for each new contest. It provides a quick reference to ensure compliance with contest rules on maximum position sizes. How it works: The table shows two rows: the top row displays the symbol name, and the bottom row shows the max contract limit. If the currently loaded chart symbol matches any symbol in the list, its text color changes to yellow . Customization: Symbols and limits must be updated in the indicator’s settings before each contest to reflect the current rules.
Pine Script® göstergesi
Midgar- tarafından
PCA Regime-Adjusted MomentumSummary The PCA Regime-Adjusted Momentum (PCA-RAM) is an advanced market analysis tool designed to provide nuanced insights into market momentum and structural stability. It moves beyond traditional indicators by using Principal Component Analysis (PCA) to deconstruct market data into its most essential patterns. The indicator provides two key pieces of information: A smoothed momentum signal based on the market's dominant underlying trend. A dynamic regime filter that gauges the stability and clarity of the market's structure, advising you when to trust or fade the momentum signals. This allows traders to not only identify potential shifts in momentum but also to understand the context and confidence behind those signals. Core Concepts & Methodology The strength of this indicator lies in its sound, data-driven methodology. 1. Principal Component Analysis (PCA) At its core, the indicator analyzes a rolling window (default 50 periods) of standardized market data (Open, High, Low, Close, and Volume). PCA is a powerful statistical technique that distills this complex, 5-dimensional data into its fundamental, uncorrelated components of variance. We focus on the First Principal Component (PC1), which represents the single most dominant pattern or "theme" driving the market's behavior in the lookback window. 2. The Momentum Signal Instead of just looking at price, we project the current market data onto this dominant underlying pattern (PC1). This gives us a raw "projection score" that measures how strongly the current bar aligns with the historically dominant market structure. This raw score is then smoothed using two an exponential moving averages (a fast and a slow line) to create a clear, actionable momentum signal, similar in concept to a MACD. 3. The Dynamic Regime Filter This is arguably the indicator's most powerful feature. It answers the question: "How clear is the current market picture?" It calculates the Market Concentration Ratio, which is the percentage of total market variance explained by PC1 alone. A high ratio indicates that the market is moving in a simple, one-dimensional way (e.g., a clear, strong trend). A low ratio indicates the market is complex, multi-dimensional, and choppy, with no single dominant theme. Crucially, this filter is dynamic. It compares the current concentration ratio to its own recent average, allowing it to adapt to any asset or timeframe. It automatically learns what "normal" and "choppy" look like for the specific chart you are viewing. How to Interpret the Indicator The indicator is displayed in a separate pane with two key visual elements: The Momentum Lines (White & Gold) White Line: The "Fast Line," representing the current momentum. Gold Line: The "Slow Line," acting as the trend confirmation. Bullish Signal: A crossover of the White Line above the Gold Line suggests a shift to positive momentum. Bearish Signal: A crossover of the White Line below the Gold Line suggests a shift to negative momentum. The Regime Filter (Purple & Dark Red Background) This is your confidence gauge. Navy Blue Background (High Concentration): The market structure is stable, simple, and trending. Momentum signals are more reliable and should be given higher priority. Dark Red Background (Low Concentration): The market structure is complex, choppy, or directionless. Momentum signals are unreliable and prone to failure or "whipsaws." This is a signal to be cautious, tighten stops, or potentially stay out of the market. Potential Trading Strategies This tool is versatile and can be used in several ways: 1. Primary Signal Strategy Condition: Wait for the background to turn Purple, confirming a stable, high-confidence regime. Entry: Take the next crossover signal from the momentum lines (White over Gold for long, White under Gold for short). Exit/Filter: Consider exiting positions or ignoring new signals when the background turns Navy. 2. As a Confirmation or Filter for Your Existing Strategy Do you have a trend-following system? Only enable its long and short signals when the PCA-RAM background is Purple. Do you have a range-trading or mean-reversion system? It might be most effective when the PCA-RAM background is Navy, indicating a lack of a clear trend. 3. Advanced Divergence Analysis Look for classic divergences between price and the momentum lines. For example, if the price is making a new high, but the Gold Line is making a lower high, it may indicate underlying weakness in the trend, even on a Purple background. This divergence signal is more powerful because it shows that the new price high is not being confirmed by the market's dominant underlying pattern.
Pine Script® göstergesi
marcosag90 tarafından
Correlation MA – 15 Assets + Average (Optional)This indicator calculates the moving average of the correlation coefficient between your charted asset and up to 15 user-selected symbols. It helps identify uncorrelated or inversely correlated assets for diversification, pair trading, or hedging. Features: ✅ Compare your current chart against up to 15 assets ✅ Toggle assets on/off individually ✅ Custom correlation and MA lengths ✅ Real-time average correlation line across enabled assets ✅ Horizontal lines at +1, 0, and -1 for easy visual reference Ideal for: Portfolio diversification analysis Finding low-correlation stocks Mean-reversion & pair trading setups Crypto, equities, ETFs To use: set the benchmark chart (e.g. TSLA), choose up to 15 assets, and adjust settings as needed. Look for assets with correlation near 0 or negative values for uncorrelated performance.
Pine Script® göstergesi
GhostPivot tarafından
2
Dr Avinash Talele momentum indicaterTrend and Volatility Metrics EMA10, EMA20, EMA50: Show the percentage distance of the current price from the 10, 20, and 50-period Exponential Moving Averages. Positive values indicate the price is above the moving average (bullish momentum). Negative values indicate the price is below the moving average (bearish or corrective phase). Use: Helps traders spot if a stock is extended or pulling back to support. RVol (Relative Volume): Compares current volume to the 20-day average. Positive values mean higher-than-average trading activity (potential institutional interest). Negative values mean lower activity (less conviction). Use: High RVol often precedes strong moves. ADR (Average Daily Range): Shows the average daily price movement as a percentage. Use: Higher ADR = more volatility = more trading opportunities. 50D Avg. Vol & 50D Avg. Vol ₹: The 50-day average volume (in millions) and value traded (in crores). Use: Confirms liquidity and suitability for larger trades. ROC (Rate of Change) Section 1W, 1M, 3M, 6M, 12M: Show the percentage price change over the last 1 week, 1 month, 3 months, 6 months, and 12 months. Positive values (green) = uptrend, Negative values (red) = downtrend. Use: Quickly see if the stock is gaining or losing momentum over different timeframes. Momentum Section 1M, 3M, 6M: Show the percentage gain from the lowest price in the last 1, 3, and 6 months. Use: Measures how much the stock has bounced from recent lows, helping find strong rebounds or new leaders. 52-Week High/Low Section From 52WH / From 52WL: Show how far the current price is from its 52-week high and low, as a percentage. Closer to 52WH = strong uptrend; Closer to 52WL = possible value or turnaround setup. Use: Helps traders identify stocks breaking out to new highs or rebounding off lows. U/D Ratio U/D Ratio: The ratio of up-volume to down-volume over the last 50 days. Above 1 = more buying volume (bullish), Below 1 = more selling volume (bearish). Use: Confirms accumulation or distribution. How This Table Helps Analysts and Traders Instant Trend Assessment: With EMA distances and ROC, analysts can instantly see if the stock is trending, consolidating, or reversing. Momentum Confirmation: ROC and Momentum sections highlight stocks with strong recent moves, ideal for momentum and breakout traders. Liquidity and Volatility Check: Volume and ADR ensure the stock is tradable and has enough price movement to justify a trade. Relative Positioning: 52-week high/low stats show whether the stock is near breakout levels or potential reversal zones. Volume Confirmation: RVol and U/D ratio help confirm if moves are backed by real buying/selling interest. Actionable Insights: By combining these metrics, traders can filter for stocks with strong trends, robust momentum, and institutional backing—ideal for swing, position, or even intraday trading.
Pine Script® göstergesi
dravinashmedicaloncology tarafından
LTA - Futures Contract Size CalculatorLTA - Futures Contract Size Calculator This indicator helps futures traders calculate the potential stop-loss (SL) value for their trades with ease. Simply input your entry price, stop-loss price, and number of contracts, and the indicator will compute the ticks moved, price movement, and total SL value in USD. Key Features: Supports a wide range of futures contracts, including: Index Futures: E-mini S&P 500 (ES), Micro E-mini S&P 500 (MES), E-mini Nasdaq-100 (NQ), Micro E-mini Nasdaq-100 (MNQ) Commodity Futures: Crude Oil (CL), Gold (GC), Micro Gold (MGC), Silver (SI), Micro Silver (SIL), Platinum (PL), Micro Platinum (MPL), Natural Gas (NG), Micro Natural Gas (MNG) Bond Futures: 30-Year T-Bond (ZB) Currency Futures: Euro FX (6E), Japanese Yen (6J), Australian Dollar (6A), British Pound (6B), Canadian Dollar (6C), Swiss Franc (6S), New Zealand Dollar (6N) Displays key metrics in a clean table (bottom-right corner): Instrument, Entry Price, Stop-Loss Price, Number of Contracts, Tick Size, Ticks Moved, Price Movement, and Total SL Value. Automatically calculates based on the selected instrument’s tick size and tick value. User-friendly interface with a dark theme for better visibility. How to Use: Add the indicator to your chart. Select your instrument from the dropdown (ensure it matches your chart’s symbol, e.g., "NG1!" for NATURAL GAS (NG)). Input your Entry Price, Stop-Loss Price, and Number of Contracts. View the results in the table, including the Total SL Value in USD. Ideal For: Futures traders looking to quickly assess stop-loss risk. Beginners and pros trading indices, commodities, bonds, or currencies. Note: Ensure your chart symbol matches the selected instrument for accurate calculations. For best results, test with a few contracts and price levels to confirm the output. This description is tailored for TradingView’s audience, providing a clear overview of the indicator’s functionality, supported instruments, and usage instructions. It also includes a note to help users avoid common pitfalls (e.g., mismatched symbols). If you’d like to adjust the tone, add more details, or include specific TradingView tags (e.g., , ), let me know!
Pine Script® göstergesi
lorenzocorrado_ tarafından
Zen Lab Checklist - FNSThe Zen Lab Checklist - FNS is a simple yet powerful visual trading assistant designed to help traders maintain discipline and consistency in their trading routines. This provides a customizable on-screen checklist. This indicator allows traders to verify key conditions before entering a trade which will help identify trade quality and promote structured trading habits. This indicator is ideal for discretionary traders who follow a consistent set of entry rules. ✅ Key Features Customizable Checklist Items: Define up to 6 checklist labels with on/off toggle switches to track your trade criteria. Visual Feedback: Each checklist item displays a ✅ checkmark when conditions are met or a ❌ cross when not. Colors are visually distinct — green for confirmed, red for not confirmed. Progress Tracker: A "Trade Score" footer calculates a "trade score" percentage, helping you quickly assess the trade idea quality and readiness. Table Position Control: Easily adjust the table’s position on your chart (e.g., top-right, middle-center, bottom-left) using a dropdown menu. Custom Styling Options: - Change background and font color of checklist rows. - Set font size (tiny to huge). - Set the header and footer colors separately for visual contrast. (default is green background with white font) 📌 How to Use - Open the indicator settings. - Label your checklist items to match your personal or strategy-specific rules. - Toggle the corresponding switches based on your trade setup conditions. - Review the on-chart checklist and "Trade Score" to confirm your trade decision. 🎯 Why Use This? - Discipline: Keeps you aligned with your trading plan. - Clarity: Clear visual indicator of trade readiness. - Efficiency: Saves time by centralizing your checklist visually on your chart. - Custom Fit: Adapt the labels and styling to match your strategy or preferences. ⚠️ Notes This is a manual checklist, meaning you control the toggle switches based on your judgment. Ideal for discretionary traders who follow a consistent set of entry rules.
Pine Script® göstergesi
makinbills tarafından
AsturRiskPanelIndicator Summary ATR Engine Length & Smoothing: Choose how many bars to use (default 14) and the smoothing method (RMA/SMA/EMA/WMA). Median ATR: Computes a rolling median of ATR over a user-defined look-back (default 14) to derive a “scalp” target. Scalp Target Automatically set at ½ × median ATR, snapped to the nearest tick. Optional rounding to whole points for simplicity. Stop Calculation ATR Multiplier: Scales current ATR by a user input (default 1.5) to produce your stop distance in points (and ticks when appropriate). Distortion Handling: Switches between point-only and point + tick displays based on contract specifications. Risk & Sizing Risk % of account per trade (default 2 %). Calculates dollar risk per contract and optimal contract count. Displays all metrics (scalp, stop, risk/contract, max contracts, max risk, account size) in a customizable on-chart table. ATR-Based Stop Placement Guidelines Trade Context ATR Multiplier Notes Tight Range Entry 1.0 × ATR High-conviction, precise entries. Expect more shake-outs. Standard Trend Entry 1.5 × ATR Balanced for H2/L2, MTR, DT/DB entries. Breakouts/Microchannels 2.0 × ATR Wide stops through chop—Brooks-style breathing room. How to Use Select ATR Settings Pick an ATR length (e.g. 14) and smoothing (RMA for stability). Adjust the median length if you want a faster/slower scalp line. Align Multiplier with Your Setup For tight-range entries, set ATR Multiplier ≈ 1.0. For standard trend trades, leave at 1.5. For breakout/pullback setups, increase to 2.0 or more. Customize Risk Parameters Enter your account size and desired risk % per trade (e.g. 2 %). The table auto-calculates how many contracts you can take. Read the On-Chart Table Scalp shows your intraday target. Stop gives Brooks-style stop distance in points (and ticks). Risk/Contract is the dollar risk per contract. Max Contracts tells you maximum position size. Max Risk confirms total dollar exposure. Visual Confirmation Place your entry, then eyeball the scalp and stop levels against chart structure (e.g. swing highs/lows). Adjust the ATR multiplier if market context shifts (e.g. volatility spikes). By blending this sizing panel with contextual ATR multipliers, you’ll consistently give your trades the right amount of “breathing room” while keeping risk in check.
Pine Script® göstergesi
Govy42 tarafından
Profit Guard ProProfitGuard Pro ProfitGuard Pro is a risk management and profit calculation tool that helps traders optimize their trades by handling position sizing, risk management, leverage, and take profit calculations. With support for both cumulative and non-cumulative take profit strategies, this versatile indicator provides the insights you need to maximize your trading strategy. How to Use ProfitGuard Pro: Load the Indicator: Add ProfitGuard Pro to your chart in TradingView. Set Your Entry Position: Input your desired entry price. Define Your Stop Loss: Enter the price at which your trade will exit to minimize losses. Add Take Profit Levels: Input your TP1, TP2, TP3, and TP4 levels, as needed. If you want fewer take profit levels, adjust the number of TPs in the settings menu. You can choose between 1 to 4 take profit levels based on your strategy. Adjust Risk Settings: Specify your account size and risk percentage to calculate position size and leverage. Choose Cumulative or Non-Cumulative Mode: Toggle cumulative profit mode to either recalculate position sizes as each take profit is hit or keep position sizes static for each TP. Once set up, ProfitGuard Pro will automatically calculate your position size, leverage, and potential profits for each take profit level, providing a clear visual on your chart to guide your trading decisions. Key Features: Risk Management: Calculate your risk percentage based on account size and stop loss. Visualize risk in dollar terms and percentage of your account. Position Size & Leverage: Automatically calculate the ideal position size and leverage for your trade based on your entry, stop loss, and risk settings. Ensure you are trading with the appropriate leverage for your account size. Cumulative vs Non-Cumulative Profit Mode: Cumulative Mode: Adjusts position size after each take profit is reached, recalculating for remaining contracts. Non-Cumulative Mode: Treats each take profit as a separate calculation using the full position size. Take Profit Levels: Set up to 4 customizable take profit levels. Adjust percentage values for each TP target, and visualize them on your chart with easy-to-read lines. Profit Calculation: Displays potential profits for each take profit level based on whether cumulative or non-cumulative mode is selected. Calculate your risk-reward ratio dynamically at each TP. Customizable Visuals: Easily customize the table's size, position, and color scheme to fit your chart. Visualize key trade details like leverage, contracts, margin, and profits directly on your chart. Short and Long Position Support: Automatically adjusts calculations based on whether you're trading long or short.
Pine Script® göstergesi
svstaats tarafından
Value at Risk (VaR/CVaR) - Stop Loss ToolThis script calculates Value at Risk (VaR) and Conditional Value at Risk (CVaR) over a configurable T-bar forward horizon, based on historical T-bar log returns. It plots projected price thresholds that reflect the worst X% of historical return outcomes, helping set statistically grounded stop-loss levels. A 95% 5-day VaR of −3% means: “In the worst 5% of all historical 5-day periods, losses were 3% or more.” If you're bullish, and your thesis is correct, price should not behave like one of those worst-case scenarios. So if the market starts trading below that 5-day VaR level, it may indicate that your long bias is invalidated, and a stop-loss near that level can help protect against further downside consistent with tail-risk behavior. How it's different: Unlike ATR or standard deviation-based methods, which measure recent volatility magnitude, VaR/CVaR incorporate both the magnitude and **likelihood** (5% chance for example) of adverse moves. This makes it better suited for risk-aware position sizing and exits grounded in actual historical return distributions. How to use for stop placement: - Set your holding horizon (T) and confidence level (e.g., 95%) in the inputs. - The script plots a price level below which only the worst 5% (or chosen %) of T-bar returns have historically occurred (VaR). - If price approaches or breaches the VaR line, your bullish/bearish thesis may be invalidated. - CVaR gives a deeper threshold: the average loss **if** things go worse than VaR — useful for a secondary or emergency stop. FURTHER NOTES FROM SOURCE CODE: //======================================================================// // If you're bullish (expecting the price to go up), then under normal circumstances, prices should not behave like they do on the worst-case days. // If they are — you're probably wrong, or something unexpected is happening. Basically, returns shouldn't be exhibiting downside tail-like behavior if you're bullish. // VaR(95%, T) gives the threshold below which the price falls only 5% of the time historically, over T days/bars and considering N historical samples. // CVaR tells you the expected/average price level if that adverse move continues // Caveats: // For a variety of reasons, VaR underestimates volatility, despite using historical returns directly rather than making normality assumptions // as is the case with the standard historicalvol/bollinger band/stdev/ATR approaches) // Volatility begets volatility (volatility clustering), and VaR is not a conditional probability on recent volatility so it likely underestimates the true volatility of an adverse event // Regieme shifts occur (bullish phase after prolonged bearish behavior), so upside/short VaR would underestimate the best-case days in the beginning of that move, depending on lookahead horizon/sampling period // News/events happen, and maybe your sampling period doesn't contain enough event-driven returns to form reliable stats // In general of course, this tool assumes past return distributions are reflective of forward risk (not the case in non-stationary time series) // Thus, this tool is not predictive — it shows historical tail risk, not guaranteed outcomes. // Also, when forming log-returns, overlapping windows of returns are used (to get more samples), but this introduces autocorrelation (if it wasn't there already). This means again, the true VaR is underestimated. // Description: // This script calculates and plots both Value at Risk (VaR) and // Conditional Value at Risk (CVaR) for a given confidence level, using // historical log returns. It computes both long-side (left tail) and // short-side (right tail) risk, and converts them into price thresholds (red and green lines respectively). // // Key Concepts: // - VaR: "There is a 95% chance the loss will be less than this value over T days. Represents the 95th-percentile worst empirical returns observed in the sampling period, over T bars. // - CVaR: "Given that the loss exceeds the VaR, the average of those worst 5% losses is this value. (blue line)" Expected tail loss. If the worst case breached, how bad can it get on average // - For shorts, the script computes the mirror (right-tail) equivalents. // - Use T-day log returns if estimating risk over multiple days forward. // - You can see instances where the VaR for time T, was surpassed historically with the "backtest" boolean // // Usage for Stop-Loss: // - LONG POSITIONS: // • 95th percentile means, 5% of the time (1 in 20 times) you'd expect to get a VaR level loss (touch the red line), over the next T bars. // • VaR threshold = minimum price expected with (1 – confidence)% chance. // • CVaR threshold = expected price if that worst-case zone is breached. // → Use as potential stop-loss (VaR) or disaster stop (CVaR). If you're bullish (and you're right), price should not be exhibiting returns consistent with the worst 5% of days/T_bars historically. //======================================================================//
Pine Script® göstergesi
scakolli tarafından
1A Monthly P&L Table - Using Library1A Monthly P&L Table: Track Your Performance Month-by-Month Overview: The 1A Monthly P&L Table is a straightforward yet powerful indicator designed to give you an immediate overview of your asset's (or strategy's) percentage performance on a monthly basis. Displayed conveniently in the bottom-right corner of your chart, this tool helps you quickly assess historical gains and losses, making it easier to analyze trends in performance over time. Key Features: Monthly Performance at a Glance: Clearly see the percentage change for each past month. Cumulative P&L: A running total of the displayed monthly P&L is provided, giving you a quick sum of performance over the selected period. Customizable Display: Months to Display: Choose how many past months you want to see in the table (from 1 to 60 months). Text Size: Adjust the text size (Tiny, Small, Normal, Large, Huge) to fit your viewing preferences. Text Color: Customize the color of the text for better visibility against your chart background. Intraday & Daily Compatibility: The table is optimized to display on daily and intraday timeframes, ensuring it's relevant for various trading styles. (Note: For very long-term analysis on weekly/monthly charts, you might consider other tools, as this focuses on granular monthly P&L.) How It Works: The indicator calculates the percentage change from the close of the previous month to the close of the current month. For the very first month displayed, it calculates the P&L from the opening price of the chart's first bar to the close of that month. This data is then neatly organized into a table, updated on the last bar of the day or session. Ideal For: Traders and investors who want a quick, visual summary of monthly performance. Analyzing seasonal trends or consistent periods of profitability/drawdown. Supplementing backtesting results with a clear month-by-month breakdown. Settings: Text Color: Changes the color of all text within the table. Text Size: Controls the font size of the table content. Months to Display: Determines the number of recent months included in the table.
Pine Script® göstergesi
forexfederation tarafından
ZenAlgo - DominatorThis indicator provides a structured multi-ticker overview of market momentum and relative strength by analyzing short-term price behavior across selected assets in comparison with broader crypto dominance and Bitcoin/ETH performance. Ticker and Market Data Handling The script accepts up to 9 user-defined symbols (tickers) along with BTCUSD and ETHUSD. For each symbol: It retrieves the current price. It also requests the daily opening price from the "D" timeframe to compute intraday percentage change. For BTC, ETH, and dominance (sum of BTC, USDT, and USDC dominance), daily change is calculated using this same method. This comparison enables tracking relative performance from the daily open, which provides meaningful insight into intraday strength or weakness among different assets. Dominance Logic The indicator aggregates dominance data from BTC , USDT , and USDC using TradingView’s CRYPTOCAP indices. This combined dominance is used as a reference in directional and status calculations. ETH dominance is also analyzed independently. Changes in dominance are used to infer whether market attention is shifting toward Bitcoin/stablecoins (typically indicating risk-off sentiment) or away from them (typically risk-on behavior, benefiting altcoins). Price Direction Estimation The script estimates directional bias using an EMA-based deviation technique: A short EMA (user-defined lookback , default 4 bars) is calculated. The current close is compared to the EMA to assess directional bias. Recent candle changes are also inspected to confirm a consistent short-term trend (e.g., 3 consecutive higher closes for "up"). A small threshold is used to avoid classifying flat movements as trends. This directionality logic is applied separately to: The selected ticker's price BTC price Combined dominance This allows the script to contextualize the movement of each asset within broader market conditions. Market Status Evaluation A custom function analyzes ETH and BTC dominance trends along with their relative strength to define the overall market regime: Altseason is identified when BTC dominance is declining, ETH dominance rising, and ETH outperforms BTC. BTC Season occurs when BTC dominance is rising, ETH dominance falling, and BTC outperforms ETH. If neither condition is met, the state is Neutral . This classification is shown alongside each ticker's row in the table and helps traders assess whether market conditions favor Bitcoin, Ethereum, or altcoins in general. Ticker Status Classification Each ticker is analyzed independently using the earlier directional logic. Its status is then determined as follows: Full Bull : Ticker is trending up while dominance is declining or BTC is also rising. Bullish : Ticker is trending up but not supported by broader bullish context. Bearish : Ticker is trending down but without broader confirmation. Full Bear : Ticker is trending down while dominance rises or BTC falls. Neutral : No strong directional bias or conflicting context. This classification reflects short-term momentum and macro alignment and is color-coded in the results table. Table Display and Plotting A configurable table is shown on the chart, which: Displays the name and status of each selected ticker. Optionally includes BTC, ETH, and market state. Uses color-coding for intuitive interpretation. Additionally, price changes from the daily open are plotted for each selected ticker, BTC, ETH, and combined dominance. These values are also labeled directly on the chart. Labeling and UX Enhancements Labels next to the current candle display price and percent change for each active ticker and for BTC, ETH, and combined dominance. Labels update each bar, and old labels are deleted to avoid clutter. Ticker names are dynamically shortened by stripping exchange prefixes. How to Use This Indicator This tool helps traders: Spot early rotations between Bitcoin and altcoins. Identify intraday momentum leaders or laggards. Monitor which tickers align with or diverge from broader market trends. Detect possible sentiment shifts based on dominance trends. It is best used on lower to mid timeframes (15m–4h) to capture intraday to short-term shifts. Users should cross-reference with longer-term trend tools or structural indicators when making directional decisions. Interpretation of Values % Change : Measures intraday move from daily open. Strong positive/negative values may indicate breakouts or reversals. Status : Describes directional strength relative to market conditions. Market State : Gives a general bias toward BTC dominance, ETH strength, or altcoin momentum. Limitations & Considerations The indicator does not analyze liquidity or volume directly. All logic is based on short-term movements and may produce false signals in ranging or low-volume environments. Dominance calculations rely on external CRYPTOCAP indices, which may differ from exchange-specific flows. Added Value Over Other Free Tools Unlike basic % change tables or price overlays, this indicator: Integrates dominance-based macro context into ticker evaluation. Dynamically classifies market regimes (BTC season / Altseason). Uses multi-factor logic to determine ticker bias, avoiding single-metric interpretation. Displays consolidated information in a table and chart overlays for rapid assessment.
Pine Script® göstergesi
ZenAlgo_Official tarafından
Crypto Portfolio vs BTC – Custom Blend TrackerThis tool tracks the performance of a custom-weighted crypto portfolio (SUI, BTC, SOL, DEEP, DOGE, LOFI, and Other) against BTC. Simply input your start date to anchor performance and compare your basket’s relative strength over time. Ideal for portfolio benchmarking, alt-season tracking, or macro trend validation. Supports all timeframes. Based on BTC-relative returns (not USD). Open-source and customizable.
Pine Script® göstergesi
gmgremil tarafından
Risk Calculator PRO — manual lot size + auto lot-suggestionWhy risk management? 90 % of traders blow up because they size positions emotionally. This tool forces Risk-First Thinking: choose the amount you’re willing to lose, and the script reverse-engineers everything else. Key features 1. Manual or Market Entry – click “Use current price” or type a custom entry. 2. Setup-based ₹-Risk – four presets (A/B/C/D). Edit to your workflow. 3. Lot-Size Input + Auto Lot Suggestion – you tell the contract size ⇒ script tells you how many lots. 4. Auto-SL (optional) – tick to push stop-loss to exactly 1-lot risk. 5. Instant Targets – 1 : 2, 1 : 3, 1 : 4, 1 : 5 plotted and alert-ready. 6. P&L Preview – table shows potential profit at each R-multiple plus real ₹ at SL. 7. Margin Column – enter per-lot margin once; script totals it for any size. 8. Clean Table UI – dark/light friendly; updates every 5 bars. 9. Alert Pack – SL, each target, plus copy-paste journal line on the chart. How to use 1. Add to chart > “Format”. 2. Type the lot size for the symbol (e.g., 1250 for Natural Gas, 1 for cash equity). 3. Pick Side (Buy / Sell) & Setup grade. 4. ✅ If you want the script to place SL for you, tick Auto-SL (risk = 1 lot). 5. Otherwise type your own Stop-loss. 6. Read the table: • Suggested lots = how many to trade so risk ≤ setup ₹. • Risk (currency) = real money lost if SL hits. 7. Set TradingView alerts on the built-in conditions (T1_2, SL_hit, etc.) if you’d like push / email. 8. Copy the orange CSV label to Excel / Sheets for journalling. Best practices • Never raise risk to “fit” a trade. Lower size instead. • Review win-rate vs. R multiple monthly; adjust setups A–D accordingly. • Test Auto-SL in replay before going live. Disclaimer This script is educational. Past performance ≠ future results. The author isn’t responsible for trading losses.
Pine Script® göstergesi
luvrohit1010 tarafından
CL Live lotsize ROOSTER📄 Description: This is a utility script designed for manual futures traders who enter with market orders and want to size their positions precisely based on $ risk. ⚙️ Features: ✅ Calculates live contract size based on: A fixed dollar risk amount (e.g. $100) A manually set static stop-loss price The live market price as your entry ✅ Uses a configurable risk-reward ratio (e.g. 1:3) ✅ Plots entry, stop, and target levels on the chart ✅ Displays calculated contract size as a floating label 🎯 Why this tool? Built to support fast execution workflows , this tool helps traders who: Enter trades at candle close or open Want to pre-calculate their market order size before the signal Prefer a visual, consistent, real-time R:R validation system Avoid fumbling with the long/short position tool at the last second 🔧 Settings: Static Stop-Loss Price: Enter the price level where you'd place your SL Account Risk ($): How much you’re willing to risk per trade Risk-Reward Ratio: Set your target multiplier (e.g. 3 for 3R)
Pine Script® göstergesi
Therooster123 tarafından
PORTFOLIO TABLE Full [Titans_Invest]PORTFOLIO TABLE Full This is a complete table for monitoring your assets or cryptocurrencies in your SPOT wallet without needing to access your broker’s website or app. ⯁ HOW TO USE THIS TABLE❓ Simply select the asset and enter the amount you hold. The table will display the value of each asset and the total value of your portfolio. You can monitor up to 19 assets in real time. ⯁ CONVERT VALUES You can also enable and select a currency for conversion. For example, cryptocurrencies are calculated in US dollars by default, but you can choose euros as the conversion currency. The values originally in dollars will then be displayed in euros. ⯁ TRACK THE DAILY VARIATION OF YOUR PORTFOLIO You’ll be able to monitor your portfolio’s raw daily variation in real time. 🔶 Track your Portfolio in real time: 🔶 Add your local Currency to Convert Values: 🔶 Follow your Portfolio Live: ___________________________________________________________ 📜 SCRIPT : PORTFOLIO TABLE Full 🎴 Art by  : @Titans_Invest & @DiFlip 👨‍💻 Dev by : @Titans_Invest & @DiFlip 🎑 Titans Invest — The Wizards Without Gloves 🧤 ✨ Enjoy! ___________________________________________________________ o Mission 🗺 • Inspire Traders to manifest Magic in the Market. o Vision 𐓏 • To elevate collective Energy 𐓷𐓏
Pine Script® göstergesi
Titans_Invest tarafından
Position Size Calculator (Fixed % or ATR-based Stop Support)Position Size Calculator (Fixed % or ATR-based Stop Support) Purpose and Background This indicator allows traders to calculate appropriate position sizes directly on the chart, based on a key rule: “What percentage of your capital are you willing to risk per trade?” While many traders focus on entries and indicators, position sizing and risk allocation are often overlooked. This tool visualizes and simplifies the “1% risk rule” promoted by IBD (Investor’s Business Daily) and William J. O’Neil, helping both beginners and experienced traders maintain disciplined capital management. Key Features Automatically calculates and displays: ・ Position Size The number of units (shares, contracts, coins) you can hold based on your stop-loss range and risk allowance. ・ Stop Price The price level at which your stop-loss would be triggered. ・ Risk Amount The maximum loss per trade based on your portfolio size and risk percentage. Two stop-loss modes available: ・ Fixed % Mode O’Neil suggests using up to 8% stop-loss in uptrends and keeping it tighter (around 4%) in corrections. This mode allows flexible manual settings. ・ ATR-Based Mode Uses the asset’s average volatility to dynamically calculate stop-loss width using the Average True Range (ATR). ATR Usage and Recommended Settings ATR helps you avoid noise-based stop-outs and align your risk with market volatility. There are two parameters you can adjust: ・ ATR Length Defines how many bars are used to calculate the average range. 　・Shorter values (5–10) respond faster for day trades 　・Longer values (14–21) offer smoother ranges for swing/position trades(Default is 14) ・ATR Multiplier Sets how wide the stop-loss is by multiplying the ATR value: 　・Day trading: 1.0–1.5× 　・Swing trading: 1.5–2.5× 　・Position trading: 2.0–3.0× Practical Examples: Risk % × Stop-Loss % → Max Positions This tool helps estimate how many positions you can hold in a portfolio based on your risk per trade and stop width. Examples: ・Risk 0.5%, Stop 8% → Max 16 positions ・Risk 0.5%, Stop 4% → Max 8 positions ・Risk 1.0%, Stop 8% → Max 8 positions ・Risk 1.0%, Stop 4% → Max 4 positions ・Risk 2.0%, Stop 8% → Max 4 positions ・Risk 2.0%, Stop 4% → Max 2 positions These assume worst-case scenarios where all positions are stopped out simultaneously within your overall portfolio risk limit. Display & Customization Options ・ Currency Display: USD or JPY No currency conversion is applied. Select based on your trading region (e.g., USD for U.S. stocks, JPY for Japanese stocks). Support for additional currencies can be added upon request. ・ Show/Hide Decimal Places Toggle decimals for better visibility. Ideal for fractional assets like crypto and CFDs. ・ Position of Output Choose from top-right, middle-right, or bottom-right on the chart. ・ Text Display Size: Large / Normal / Small Choose the table size that best suits your viewing preferences. ・ Explanation of Displayed Labels 　・ Position Size : Units to buy/sell based on risk 　・ Stop Price : Price where stop-loss is triggered 　・ Risk Amount : Max loss allowed for the trade How to Use １、Set your Portfolio Size ２、Choose your Currency (USD or JPY) ３、Input Risk per Trade (%) (e.g., 1%) ４、Select Stop Loss Method 　・ Fixed % : Enter a manual stop-loss percent (e.g., 8%) 　・ ATR : Then also enter: 　　・ ATR Length : Number of bars used to calculate ATR (e.g., 14) 　　・ ATR Multiplier : Factor applied to ATR to determine stop-loss (e.g., 2.0) ５、Adjust decimals, label position, or text size as needed ６、The result is displayed in a table directly on your chart Notes ・ Uses the current close price (close) as the basis Real-time bid/ask data isn't available in Pine Script, so the close price is used for consistent results. ・ No buy/sell signals are generated This tool is for position sizing and risk calculation only, not trade entries. Recommended For ・Traders who want precise, rule-based position sizing ・Users following IBD or O’Neil’s 1% risk principle ・Those incorporating ATR for stop-loss strategies ・Multi-asset traders (stocks, crypto, CFDs, etc.) ・ Anyone who wants to calculate position size and risk without using a calculator or external tool—fully inside TradingView
Pine Script® göstergesi
oratnek tarafından
TCP | Money Management indicator | Crypto Version📌 TCP | Money Management Indicator | Crypto Version A robust, multi-target risk and capital management indicator tailored for crypto traders. Whether you're trading spot, perpetual futures, or leverage tokens, this tool empowers you with precise control over risk, reward, and position sizing—directly on your chart. Eliminate guesswork and trade with confidence. 🔰 Introduction: Master Your Capital, Master Your Trades Poor money management is the number one reason traders lose their accounts, even with solid strategies. The TCP Money Management Indicator, built by Trade City Pro (TCP), solves this problem by providing a structured, rule-based approach to capital allocation. Want to dive deeper into the concept of money management? Check out our comprehensive tutorial on TradingView, " TradeCityPro Academy: Money Management ", to understand the principles that power this indicator and transform your trading mindset. This indicator equips you to: • Calculate optimal position sizes based on your capital, risk percentage, and leverage • Set up to 5 customizable take-profit targets with partial close percentages • Access real-time metrics like Risk-to-Reward (R/R), USD profit, and margin usage • Trade with discipline, avoiding emotional or inconsistent decisions 💸 Money Management Formula The indicator uses a professional capital allocation model: Position Size = (Capital × Risk %) ÷ (Stop Loss % × Leverage) From this, it calculates: • Total risk amount in USD • Optimal position size for your trade • Margin required for each take-profit target • Adjusted R/R for each target, accounting for partial position closures 🛠 How to Use Enter Trade Parameters: Input your capital, risk %, leverage, entry price, and stop-loss price. Set Take-Profit Targets: Enable 1 to 5 take-profit levels and specify the percentage of the position to close at each. Real-Time Calculations: The indicator automatically computes: • R/R ratio for each target • Profit in USD for each partial close • Margin used per target (in % and USD) Visualize Your Trade: • Price levels for entry, stop-loss, and take-profits are plotted on the chart. • A dynamic info panel on the left side displays all key metrics. 🔄 Dynamic Adjustments: As each take-profit target is hit and a portion of the position is closed, the indicator recalculates the remaining position size, expected profit, R/R, and margin for subsequent targets. This ensures accuracy and reflects real-world trade behavior. 📊 Table Overview The left-side panel provides a clear snapshot: • Trade Setup: Capital, entry price, stop-loss, risk amount, and position size • Per Target: Percentage closed, R/R, profit in USD, and margin used • Summary: Total expected profit across all targets ⚙️ Settings Panel • Total Capital ($): Your account size for the trade • Risk per Trade (%): The percentage of capital you’re willing to risk • Leverage: The leverage applied to the trade • Entry/Stop-Loss Prices: Define your trade’s risk zone • Take-Profit Targets (1–5): Set price levels and percentage to close at each 🔍 Use Case Example Imagine you have $1,000 capital, risking 1%, using 10x leverage: • Entry: $100 | Stop-Loss: $95 • TP1: $110 (close 50%) | TP2: $115 (close 50%) The indicator calculates the exact position size, profit at each target, and margin allocation in real time, with all metrics displayed on the chart. ✅ Why Traders Love It • Precision: No more manual calculations or guesswork • Versatility: Works on all crypto pairs (BTC, ETH, altcoins, etc.) • Flexibility: Perfect for scalping, swing trading, or futures strategies • Universal: Compatible with all timeframes • Transparency: Fully manual, with clear and reliable outputs 🧩 Built by Trade City Pro (TCP) Developed by TCP, a trusted name in trading tools, used by over 150,000 traders worldwide. This indicator is coded in Pine Script v5, ensuring compatibility with TradingView’s platform. 🧾 Final Notes • No Auto-Trading: This is a manual tool for disciplined traders • No Repainting: All calculations are accurate and non-repainting • Tested: Rigorously validated across major crypto pairs • Publish-Ready: Built for seamless use on TradingView 🔗 Resources • Money Management Tutorial: Learn the fundamentals of capital management with our detailed guide: TradeCityPro Academy: Money Management • TradingView Profile: Explore more tools by TCP on TradingView
Pine Script® göstergesi
tradecitypro tarafından
22
Dynamic Portfolio TrackerDynamic Portfolio Tracker The Dynamic Portfolio Tracker is a visual tool for actively managing and monitoring a multi-asset portfolio directly on TradingView. It allows users to input up to 15 custom assets (with a default setup for 5), define how much of each asset they hold, and assign a target allocation percentage to each. The script then calculates live market prices, total portfolio value, current vs. target weightings, and provides clear, color-coded instructions on whether to buy, sell, or hold each asset. It displays all this data in an on-chart table, showing both the dollar amount and the quantity to adjust for each asset, helping users keep their portfolio aligned with their strategy in real time. How to Use the Inputs (What Each Field Means) 1. Portfolio Assets (Tickers) Fields: Asset 1 Ticker, Asset 2 Ticker, …, Asset 15 Ticker What it does: Lets you select which assets (crypto, stocks, etc.) you want to track. These are live symbols pulled from TradingView. 2. Asset Quantities Fields: Asset 1 Amount, Asset 2 Amount, …, Asset 15 Amount What it means: How much of each asset you currently hold. For example: • 0.03 BTC • 2.1 ETH Why it’s needed: The script multiplies this by the live price to calculate the current dollar value of each asset in your portfolio. 3. Target % Fields: Asset 1 Implied %, Asset 2 Implied %, …, Asset 15 Implied % What it means: Your desired allocation for each asset. For example: • 40% BTC • 20% ETH • 10% SOL, etc. Important: These must total 100% or less across all assets. The script checks this and shows an error if the total exceeds 100%. The Dynamic Portfolio Tracker displays two powerful on-chart tables: 1. Main Table — Per Asset Breakdown This table shows detailed, real-time information for each asset in your portfolio. Each row represents a different asset, and each column has a specific meaning: Column What It Means Asset = The symbol of the asset (e.g., BTCUSD, ETHUSD), auto-stripped from the exchange name. Price = The current market price of the asset, pulled live from TradingView. Quantity = How much of that asset you currently hold, entered manually in the inputs. Target % = The percentage of your total portfolio you want this asset to represent. Actual % = What percentage of your portfolio it currently makes up (based on price × quantity). Target Value = How much (in $) this asset should be worth in your portfolio. Actual Value = How much (in $) this asset is currently worth. Instruction = Whether to Buy, Sell, or Hold to match your target allocation. Value Change = The dollar amount you’d need to buy/sell to rebalance this asset. Units to Trade = The number of asset units to buy/sell to reach the target value. 2. Portfolio Summary Table — Portfolio Totals This smaller table appears in the top-right corner and summarizes your entire portfolio at a glance: Target % = Total of all your assigned target allocations (should equal 100%). Actual % = Actual portfolio composition (always 100% unless your capital is zero). Target Value = Total value your portfolio should be based on your target percentages. Actual Value = Current live total value of your portfolio. If there’s a discrepancy between Target Value and Actual Value, the difference is shown in each row of the main table, so you can adjust individual assets accordingly. Privacy First: Hide Sensitive Financial Data A unique feature of this tool is the ability to hide sensitive financial data, such as: • Target Value • Actual Value • Total Portfolio Value You can turn these off using toggle settings, and they’ll be replaced with a crossed-out eye icon (👁️‍🗨️) — just like on modern crypto exchanges. This feature makes the script safe for streaming, screenshots, or sharing publicly while protecting your privacy. But more importantly: Feelings are the enemy of good investing. Seeing the value of your portfolio fluctuate can trigger fear or greed. By hiding your dollar values, you’re not just securing your data — you’re reducing the temptation to react emotionally. It’s just numbers. Systems over Feelings. Table Automatically Adapts to Your Asset Count The Dynamic Portfolio Tracker is designed to scale with your portfolio. Simply choose how many assets you want to track (up to 15), and the table will automatically resize to fit exactly that number — no wasted space or empty rows. • Select 1 to 15 assets using the “Number of Assets” input • The table expands or contracts dynamically to show only those rows • All calculations, summaries, and layout elements adjust accordingly in real time This keeps the interface clean, focused, and perfectly tailored to your setup — whether you’re tracking 3 coins or managing a full portfolio of 12+ tokens. Customize Your Table to Match Your Style The Dynamic Portfolio Tracker offers a full suite of visual customization options, allowing you to tailor the table to your charting style or stream layout. You can: • Choose text colors for labels, values, and headers • Set background colors for the full table and header row — or turn them off completely for a clean, transparent look • Control border and frame settings, including color, thickness, or disabling them entirely • Pick custom colors for Buy and Sell signals in the rebalance column • Adjust table font size from tiny to large to match your resolution or preferences Special Thanks This tool wouldn’t exist without the knowledge and inspiration gained through The Real World. A sincere thank you to the Investing Master, the Guides, and Professor Adam — your frameworks and lessons brought clarity, discipline, and structure to this build. And of course, glory to L4 — where real men are made.
Pine Script® göstergesi
kaanmarekkarakus tarafından
Risk ModuleRisk Module This indicator provides a visual reference to determine position sizing and approximate stop placement. It is designed to support trade planning by calculating equalized risk per trade based on a stop distance derived from volatility. The tool offers supportive reference points that allow for quick evaluation of risk and position size consistency across varying markets. Equalized Risk Per Trade 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 the visual stop reference, adjusting the position size proportionally. Position Size = Dollar Risk / (Entry Price – Stop Price) The risk is calculated as a percentage of account size; both of which can be set in the indicator’s settings tab. This creates a consistent risk exposure across trades regardless of volatility or structural stop distance. Stop Placement Reference The visual stop reference is derived from the Average True Range (ATR), providing a volatility-based anchor. The default value is set to 2 × ATR, but this can be customized. Price Model: Uses the current price ± ATR × multiplier. This model reacts to price movement and is set as the default option. EMA Model: Uses the 20-period EMA ± ATR × multiplier. This model is less reactive and can be an option when used in combination with an envelope indicator. Chart Elements Stop Levels: Plotted above and below either the current price or EMA, depending on the selected model. These serve as visual reference points for stop placement; the lower level a sell stop for long trades, the upper level a buy stop for short trades. Information Table: Displays the number of shares to trade, stop level and percentage risk. A compact mode is available to reduce the table to essential information (H/L and Shares). Settings Overview Stop Model: Choose between “Price” or “EMA” stop calculation logic. ATR Multiplier: Change the distance between price/EMA and the stop reference. Account Size / Risk %: These risk parameters are used to calculate dollar risk per trade. Visible Bars: Number of recent bars to show stop markers on. Compact Mode: Minimal table view for reduced chart footprint. Table Position / Size: Controls table placement and scale on the chart.
Pine Script® göstergesi
StockLeave tarafından
SBC ProtfoSBC Portfo PNL Indicator Description The SBC Portfo PNL Indicator is a user-friendly tool designed for Hebrew-speaking traders to track the Profit and Loss (PNL) of their stock portfolios on TradingView charts. It supports up to 5 distinct portfolios, each capable of holding an unlimited number of stocks with unlimited buy commands, allowing real-time monitoring of portfolio performance. Key Features - Multi-Portfolio Support: Track up to 5 separate portfolios for different trading strategies or accounts. - Unlimited Stock Entries: Add unlimited stocks and buy commands per portfolio. - Detailed Buy Commands: Input for each stock: - Stock Ticker (e.g., AAPL, TSLA). - Buy Price (e.g., 150.25). - Buy Amount (e.g., 10). - Hebrew-Friendly Interface: Intuitive settings dialog with clear instructions in Hebrew. - Customizable PNL Tracking: Visualize PNL on charts with real-time updates based on market data. How to Use 1. Add the Indicator: - Go to the Indicators menu in TradingView and add the "SBC Portfo" PNL Indicator. 2. Configure Portfolios: - Open the indicator’s settings dialog. - For each portfolio (up to 5), enter data in the provided input fields using this format: PortfolioName:StockTicker:BuyPricexBuyAmount;StockTicker:BuyPricexBuyAmount Example: Portfolio1:AAPL:150.25x10;TSLA:266.72x5 - This represents a portfolio named "Portfolio1" with: - 10 shares of AAPL bought at $150.25. - 5 shares of TSLA bought at $266.72. - Repeat for additional portfolios (e.g., Portfolio2, Portfolio3). - Add multiple buy commands for the same stock if needed (e.g., AAPL:160.50x20). 3. Apply Settings: - Save settings to display PNL based on current market prices. 4. Monitor PNL: - View PNL for each portfolio on the chart via tables, labels, or graphical overlays (based on settings). Input Format Enter portfolio data manually in the settings dialog, one input field per portfolio: PortfolioName:StockTicker:BuyPricexBuyAmount;StockTicker:BuyPricexBuyAmount - PortfolioName: Unique name (e.g., Portfolio1, Growth). - StockTicker: Stock symbol (e.g., AAPL). - BuyPrice: Purchase price per share (e.g., 150.25). - BuyAmount: Number of shares (e.g., 10). - Use : to separate portfolio name, ticker, and buy data x to separate price and amount ; for multiple stocks in the portfolio Example: - Portfolio 1: GrowthPortfolio:AAPL:150.25x10;TSLA:266.72x5 - Portfolio 2: DividendPortfolio:KO:55.20x50;PG:145.30x30 Notes - Hebrew Support: Settings and labels are optimized for Hebrew users. - Manual Input: Enter portfolio data manually in the settings dialog using the correct format. - Compatibility: Works with any stock ticker supported by TradingView. תיאור אינדיקטור SBC Portfo PNL הוא כלי ידידותי למשתמש שתוכנן במיוחד עבור סוחרים דוברי עברית למעקב אחר רווח והפסד (PNL) של תיקי המניות שלהם ישירות בגרפים של TradingView. הוא תומך בעד 5 תיקים נפרדים, כאשר כל תיק יכול להכיל מספר בלתי מוגבל של מניות עם פקודות קנייה בלתי מוגבלות, ומאפשר מעקב בזמן אמת אחר ביצועי התיק. תכונות עיקריות - תמיכה בריבוי תיקים: מעקב אחר עד 5 תיקים נפרדים עבור אסטרטגיות מסחר או חשבונות שונים. - רישום מניות ללא הגבלה: הוספת מספר בלתי מוגבל של מניות ופקודות קנייה לכל תיק. - פקודות קנייה מפורטות: הזנת נתונים עבור כל מניה: - סימול המניה (למשל, AAPL, TSLA). - מחיר קנייה (למשל, 150.25). - כמות קנייה (למשל, 10). - ממשק ידידותי לעברית: חלונית הגדרות אינטואיטיבית עם הוראות ברורות בעברית. - מעקב PNL הניתן להתאמה: הצגת רווח והפסד בגרפים עם עדכונים בזמן אמת בהתבסס על נתוני השוק. כיצד להשתמש 1. הוספת האינדיקטור: - נווט לתפריט האינדיקטורים ב-TradingView והוסף את "SBC Portfo PNL Indicator". 2. הגדרת תיקים: - פתח את חלונית ההגדרות של האינדיקטור. - עבור כל תיק (עד 5), הזן נתונים בשדות המסופקים בפורמט הבא: PortfolioName:StockTicker:BuyPricexBuyAmount;StockTicker:BuyPricexBuyAmount לדוגמה: Portfolio1:AAPL:150.25x10;TSLA:266.72x5 שורה זו מייצגת תיק בשם "Portfolio1" עם: - 10 מניות של AAPL שנקנו ב-$150.25. - 5 מניות של TSLA שנקנו ב-$266.72. - חזור על התהליך עבור תיקים נוספים (למשל, Portfolio2, Portfolio3). - ניתן להוסיף פקודות קנייה מרובות לאותה מניה לפי הצורך (למשל, AAPL:160.50x20). 3. החלת ההגדרות: - שמור את ההגדרות להצגת ה-PNL בהתבסס על מחירי השוק הנוכחיים. 4. מעקב אחר PNL: - צפה ב-PNL עבור כל תיק בגרף באמצעות טבלאות, תוויות או שכבות גרפיות (בהתאם להגדרות). פורמט קלט הזן נתוני תיק ידנית בחלונית ההגדרות, שדה קלט אחד לכל תיק: PortfolioName:StockTicker:BuyPricexBuyAmount;StockTicker:BuyPricexBuyAmount PortfolioName: שם ייחודי (למשל, Portfolio1, Growth). StockTicker: סימול המניה (למשל, AAPL). BuyPrice: מחיר רכישה למניה (למשל, 150.25). BuyAmount: מספר המניות (למשל, 10). השתמש ב- : להפרדה בין שם התיק, סימול ונתוני קנייה x להפרדה בין מחיר וכמות ; להפרדה בין מניות מרובות דוגמה: - תיק 1: GrowthPortfolio:AAPL:150.25x10;TSLA:266.72x5 - תיק 2: DividendPortfolio:KO:55.20x50;PG:145.30x30 Release Notes Version 1.1 includes: - Calculations for extended hours (Pre-Market & After-Hours). - Option to display portfolio summary data for stocks not in the portfolio (enable via settings checkbox). - Table background for better visibility; click to bring table to the front. - Updated text strings (names, titles, tooltips). הערות תמיכה בעברית: ההגדרות והתוויות מותאמות למשתמשים דוברי עברית. הזנה ידנית: הזן נתוני תיק ידנית בחלונית ההגדרות תוך שימוש בפורמט הנכון. תאימות: עובד עם כל סימול מניה הנתמך על ידי TradingView. גרסה 1.1 מכילה: 1. חישובים כוללים שעות מסחר מורחבות (Pre-Market ו-After-Hours). 2. אפשרות להציג נתוני תיק כוללים עבור מניות שאינן בתיק (הפעל באמצעות תיבת סימון בהגדרות). 3. צבע רקע לטבלה לשיפור הנראות; לחיצה על הטבלה מביאה אותה לחזית. 4. תיקון נוסחים (שמות, כותרות, וטולטיפים).
Pine Script® göstergesi
shay_private tarafından
PORTFOLIO TABLE Simple [Titans_Invest]PORTFOLIO TABLE Simple This is a simple table for you to monitor your assets or cryptocurrencies in your SPOT wallet without needing to access your broker’s website or wallet app. ⯁ HOW TO USE THIS TABLE❓ You only need to select the asset and enter the amount of each one. The table will show how much you have of each asset and the total value of your portfolio. You’ll be able to monitor up to 39 assets in real time. ⯁ CONVERT VALUES You can also activate and select a currency for conversion. For example, cryptocurrency assets are calculated in US dollars, but you can select euros as the conversion currency. The values originally in dollars will then be displayed in euros. ⯁ Track your Portfolio in real time: ⯁ Add your local Currency to Convert Values: ⯁ Follow your Portfolio Live: ___________________________________________________________ 📜 SCRIPT : PORTFOLIO TABLE Simple 🎴 Art by  : @Titans_Invest & @DiFlip 👨‍💻 Dev by : @Titans_Invest & @DiFlip 🎑 Titans Invest — The Wizards Without Gloves 🧤 ✨ Enjoy! ___________________________________________________________ o Mission 🗺 • Inspire Traders to manifest Magic in the Market. o Vision 𐓏 • To elevate collective Energy 𐓷𐓏
Pine Script® göstergesi
Titans_Invest tarafından