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ADX + DI x Upgraded to Pine v4 x KingThiesAverage Directional Movement Index Momentum based tool to measure trend strength on scale of 1-100 Similar to the aroon but incorporates a 3rd measure, while aroon uses two The majority of these calculations were pre-existing in older pine scripts but have since been updated signals are given when -DI and +DI cross, ADX illustrates corresponding strength at time of cross Full Intro ADX can help investors to identify trend strengths, as di - di determines the trend direction, while d - d is an impulse indicator. If the ADX is below 20, it can be considered impulsive, while it is above 25 on a trend line. A trading signal can be generated when the di - DI line is switched to d - d and vice versa. If the di-line crosses and the ADX is above 20 (ideally 25), a potential buy signal could ebb away. If the ADX is above 20, there is the possibility of potential short selling if the DI crosses over DI. You can also use crosses to get out of the current deal if you need it for a long time. If the di-line is crossed and the Adx is below 20 (or 25), there may be opportunities to enter the potential for short trading, but only if di are above or below DI or if the price is trendy and may not prove to be the ideal time to start trading.
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kingthies tarafından
2
Weeknights Donchian CloudDonchian Channel Trading system visualised as a cloud. Regular/Quick inputs; Length: 20 Entry Length: 20 Stop Length: 10 Alternate/Slower Inputs; Length: 55 Entry Length: 55 Stop Length: 20 For a more in-depth review, look up "Turtle Trading" rules The simplest way to use the cloud; -When the cloud flips from above to below (support), close any shorts and open a long -When the cloud flips from below to above (resistance), close any longs and open a short -Cloud is flipped based on a breakout on the high / low -Most effectively used on the daily, but can be used on any time frame -For traditional markets, an input of 20 is most commonly used -For 24/7 markets, an input of 28 is most commonly used -Find an input that makes the most sense to you! I appreciate any feedback, feel free to message me on twitter / comment! Twitter ; @ImWeeknight Credit to user KivancOzbilgic for helping with the script
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w33kn1ght tarafından
Trend QualityThe quality of the current trend is calculated by adding or subtracting one point to the total value depending on the following criteras: 1. EMA-8, MA-20, MA-50, MA-100, MA-200 , each get a point if they are increasing. 2. EMA-8 > MA-20 > MA-20 > MA-50 > MA-100 > MA-200 , each condition that is true gets one point. On top of the Trend Quality value we apply a "weekly" (5 periods) and a "monthly" (22 periods) moving average. When above a value of 5, a strong trend is indicated and hence a trend following strategy should be used. Use this to Buy when bouncing back from e.g MA-20 or a confirming consolidation/candlestick/trendline pattern. When the trend decreases below Zero a trend shift may have occured. Idea, curtesy: Tobbe Rosèn
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kruskakli tarafından
16
Simple Moving Average Double HelixThis one is a mix of colour-coded moving averages and Ichimoku. It features two pairs of SMAs--default values of 9/20 and 50/200. Each SMA will be green when it rises and red when it falls. The spaces between each pair will fill with green or red depending on which line is on top. 9 over 20 or 50 over 200 makes a green cloud; if 9 or 50 falls below, the cloud will switch to green. There's also the Ichimoku lagging span and a 35-period SMA (grey) that can be used as a trailing stop loss guideline. Ideal long setup: 9, 20, 50, and 200 SMA are all green both clouds are green lagging span is above historic price action Ideal short setup: 9, 20, 50, and 200 SMA are all red both clouds are red lagging span is below historic price action
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stvch tarafından
TA Basics: further "Steps" with our Moving AverageSo far in this series of posts, we have worked thru creating a basic zero-lag moving average, then moved forward all the way to coding a "Fibonacci" Weighted Moving Average. in this post we take a look at a technique that can help traders minimize noise in the underlying data and get better insight on the changes that are happening in the data series represented by the moving average. we'll look at adding "stepping" to our Fibonacci Moving Average as an example. we introduce the Stepping Fibonacci Moving Average , or Step_FiMA note that you can use the same technique with any plot you may have. feel free to copy or leverage the relevant parts of the script - the script is commented to make this easier. How is this useful? ================== with "stepping", you get your indicator to "round" the outcome into pre-specified bands or ranges. this works very similar to how, for example, range or Renko charts work. you can easily see the difference in the chart above once we look at a non-stepped and a stepping moving average of the same length side-by-side the more granular your timeframe is, you will see the effect of the stepping clearer - here's how the same chart looks when we go into the 1-hr aggregation Notes about this script ==================== there are couple of pieces i wanted to highlight in the script if you plan to use some of it : 1 - the step(x) function is meant to try to automatically pick the best "suitable" step size based on the range of the underlying series (for example, the closing price). these ranges i included here in the code are just my own "best choices" - you are totally welcome to adjust these ranges and the resulting step size to your own preference 2 - we applied the stepping as a user-choice. user can choose a manual entry, or "0" to get the code to automatically pick the step size, or enter -1 (or actually any value below zero) to cancel the stepping option altogether - this gives us some flexibility on how to use the stepping in an indicator 3 - very important (and somehow confusing): on the "rounding" approach: the magic math formula that actually creates the stepping is this one result = round(input / step) * step now, this tells the script to "round" the result up or down (the basic rounding) -- so for example, a price of 17 with a step of 5 would be rounded (down) to 15, where as a price of 18 would be rounded "up" to 20 -- this is not the way some of us would expect or want, cause the price never reached 20 and they would want an 18 to still be rounded to 15 - and the stepping line not to show 20 *until* the price actually hits or exceeds 20 -- in that case, you would need to replace the function "round" with the function "floor" -- so the new formula becomes: floor(input / step) * step -- in an ideal world, we can make this rounding choice a user-option in the settings -- maybe in an improved version 4 - we kept the smoothing option, and it takes place before the stepping is applied - we continue to use that smoothing to further minimize the level changes in the FiMA line. I hope you find this script useful in your journey with technical analysis and DIY scripting, and good luck in your trading.
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RedKTrader tarafından
BTC and ETH Long strategy - version 1I will start with a small introduction about myself. I'm now trading cryto currencies manually for almost 2 years. I decided to start after watching a documentary on the TV showing people who made big money during the Bitcoin pump which happened at the end of 2017. The next day, I asked myself "Why should I not give it a try and learn how to trade". This was in February 2018 and the price of Bitcoin was around 11500USD. I didn't know how to trade. In fact, I didn't know the trading industry at all. So, my first step into trading was to open an account with a broken. Then I directly bought 200$ worst of BTC . At that time, I saw the graph and thought "This can only go back in the upward direction!" :) I didn't know anything about Stop loss, Take profit and Risk management. Today, almost 2 years after, I think that I know how to trade and can also confirm that I still hold this bag of 200$ of bitcoin from 2018 :) I did spend the 2 last years to learn technical analysis , risk management and leverage trading. Today (14/05/2020), I know what I'm doing and I'm happy to see that the 2 last years have been positive in terms of gains. Of course, I did not make crazy money with my saving but at least I made more than if I would have kept it in my bank account. Even if I like trading, I have a full time job which requires my full energy and lots of focus, so, the biggest problem I had is that I didn't have enough time to look at the charts. Also, I realized that sometimes, neither technical analysis , nor fundamentals worked with crypto currency (at least for short time trading). So, as I have a developer background I decided to try to have a look at algo trading. The goal for me was neither to make complex algos nor to beat the market but just to automate my trading with simple bot catching the big waves. I then started to take a look at TV pine script and played with it. I did my first LONG script in February 2020 to Long the BTC Market. It has some limitations but works well enough for me for the time being. Even if the real trades will bring me half of what the back testing shows, this will still be a lot more than what I was used to win during the last 2 years with my manual trading. So, here we are! Below you will find some details about my first LONG script. I'm happy to share it with you. Feel free to play with it, give your comments and bring improvements to it. But please note that it only works fine with the candle size and crypto pair that I have mentioned below. If you use other settings this algo might loose money! - Crypto pairs : XBTUSD and ETHXBT - Candle size: 2 Hours - Indicator used: Volatility , MACD (12, 26, 7), SMA (100), SMA (200), EMA (20) - Default StopLoss: -1.5% - Entry in position if: Volatility < 2% AND MACD moving up AND AME (20) moving up AND SMA (100) moving up AND SMA (200) moving up AND EMA (20) > SAM (100) AND SMA (100) > SMA (200) - Exit the postion if: Stoploss is reached OR EMA (20) crossUnder SMA (100) Here is a summary of the results for this script: XBTUSD : 01/01/2019 --> 14/05/2020 = +107% ETHXBT : 01/01/2019 --> 14/05/2020 = +39% ETHUSD : 01/01/2019 --> 14/05/2020 = +112% It is far away from being perfect. There are still plenty of things which can be done to improve it but I just wanted to share it :) . Enjoy playing with it....
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philipina tarafından
10
BO - Bar M15 2/3 SignalBO - Bar M15 2/3 Signal show the signal to trade Binary Option with rule below: A. Indicator * Bollinger Band (20,2): avoid waterfall B. Rule of Signal 1. Rule1: Split Bar M15 to 3 part and load them on M5 chart (recommend use M5 IDC chart) 2. Rule 2: Delay 10' after bar M15 open => wait for price's pattern 3. Rule 3: Put Signal row 30-32 * Delay 10' after bar M15 open. * Direction of 1/3 and 2/3 Bar M15 is upward * close of 2/3 Bar M15 below upper band Bb(20,2) on M5 chart => avoid strong buy 4. Rule 4: Call Signal row 36-38 * Delay 10' after bar M15 open. * Direction of 1/3 and 2/3 Bar M15 is downward * close of 2/3 Bar M15 above lower band Bb(20,2) on M5 chart => avoid strong sell C. Recommend Expiry time: Bar M15 close * We try to catch the shadow of Bar M15 but dont trade when price run on the upper or lower band of BB(20,2,M5)
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inno14 tarafından
Average Candle Length 2.0This script will tell you the following: • Average length of all the candles (wick to wick) for the last 20 candles -- shown in blue • Average length of bull (green) candles (wick to wick) for the last 20 candles -- shown in green • Average length of bear (red) candles (wick to wick) for the last 20 candles -- shown in red ___________________________________________ Inputs: • # of Candles to analyze (default = 20)
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rmunoz tarafından
6
Pivot trend indicatorThis is a LAGGING indicator which can provide a good indication of trend. It require a certain (configurable) number of candles to have closed before it can determine whether a pivot has formed. It provides a 20 period SMA for the timeframe of your choice which is color coded to show the trend according to confirmed pivots. Anticipated usage: Long / Short bias is determined by pivot trend Trader seeks entries according to their strategy Black consolidation areas may trigger a re-evaluation of the trade and can serve as good profit taking areas The SMA colors: Green -> Higher highs & Higher lows Red -> Lower highs & Lowers lows Black -> No clear trend from the pivots Why the 20 SMA? Feel free to adjust it for your purposes. I personally find that using a higher time frame 20 SMA is a better indication of trend than longer period MAs on shorter time frames. This can be seen from comparing the 20 daily SMA and 200 hourly SMA. Pivot adjustment The pivots use the selected time frame (not) the MA trend time frame. You can specify the left and right candles required to confirm a pivot
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mgibson91 tarafından
VIX reversion-Buschi English: A significant intraday reversion (commonly used: 3 points) on a high (over 20 points) S&P 500 Volatility Index (VIX) can be a sign of a market bottom, because there is the assumption that some of the "big guys" liquidated their options / insurances because the worst is over. This indicator shows these reversions (3 points as default) when the VIX was over 20 points. The character "R" is then shown directly over the daily column, the VIX need not to be loaded explicitly. Deutsch: Eine deutliche Intraday-Umkehr (3 Punkte im Normalfall) bei einem hohen (über 20 Punkte) S&P 500 Volatility Index (VIX) kann ein Zeichen für eine Bodenbildung im Markt sein, weil möglicherweise einige "große Jungs" ihre Optionen / Versicherungen auflösen, weil das schlimmste vorbei ist. Dieser Indikator zeigt diese Umkehr (Standardwert: 3 Punkte), wenn der VIX vorher über 20 Punkte lag. Der Buchstabe "R" wird dabei direkt über dem Tagesbalken angezeigt, wobei der VIX nicht explizit geladen werden muss.
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MagicEins tarafından
2
Triple Moving Average HeatmapHi everyone I didn't publish on Friday because I was working on an Expert Advisor in MT4. The day I don't publish, some scripts spamming guys published many (not useful) scripts the same to kick me out of the TOP #1 ranking. So what I'm going to do about it? crying or sharing more quality scripts than before? :) I guess you know the answer :) I'm gonna share a few quality scripts that I have in my library. I noticed that you guys tend to like more the scripts useful for your trading actually making you money rather than a copy-paste (of another copy-paste) Alright, enough for the trolling now let's introduce the Three MA heatmap which is an upgrade of that script : MA-heatmap-Double-cross-edition/ The challenge was to keep the heatmap not rolling and to make it match with the MA cross. I did it using this ``` since_ma_buy = barssince(macrossover) since_ma_sell = barssince(macrossunder) heatmap_color() => since_ma_buy < since_ma_sell ? color.new(color.green, 20) : since_ma_buy > since_ma_sell ? color.new(color.red, 20) : na ``` This is a technique that I found after drinking three glasses of red wine (#french) to keep the heatmap stable and not rolling. To get what I'm saying I invite you to replace the piece of code above by what everyone would normally do ``` heatmap_color() => macrossunder() ? color.new(color.green, 20) : macrossover() ? color.new(color.red, 20) : na ``` Ah and I'm not done sharing for the day, a few scripts are coming also after that one and tonight !!!!! I want to live in a world where you guys can enjoy quality scripts (mostly) :) PS ____________________________________________________________ Feel free to hit the thumbs up as it shows me that I'm not doing this for nothing and will motivate to deliver more quality content in the future. - I'm an officially approved PineEditor/LUA/MT4 approved mentor on codementor. You can request a coaching with me if you want and I'll teach you how to build kick-ass indicators and strategies Jump on a 1 to 1 coaching with me - You can also hire for a custom dev of your indicator/strategy/bot/chrome extension/python
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Daveatt tarafından
6
Palex 2.0Atualização do SETUP do saudoso Professor Alexandre Fernandes "Palex" - Bandas de Bolliger (Standard) = *Banda Superior = Média Móvel Simples (20 dias) + (2 x Desvio Padrão de 20 dias) *Banda Inferior = Média Móvel Simples (20 dias) – (2 x Desvio Padrão de 20 dias) - EMA 9 (Média Móvel Exponencial) - SMA 21 (Média Móvel Simples) - SMA 200 (Média Móvel Simples) Clássica MA 200 períodos - SMA 400 (Média Móvel Simples) - EMA 400 (Média Móvel Exponencial) - WILD (Média Móvel Welles Wilder) O mesmo usado pelo nosso grande Mestre PALEX!
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ferGOD tarafından
1
The 6 Line Death PunchIf you are looking to discover what trend you are in, you need to first what direction the price is going in... I've been using and testing a mixture of EMA's and SMA's for a long time and I've found that these ones are by far the best. EMA 3 EMA 8 MA 20 EMA 55 MA 100 MA 200 EMA 3 & 8 Crossover is a good method for confirming a coin going to the upside or to the downside. EMA 8 is known as the Trigger Line (trademarked brand) as one of the fib numbers it shows good support or resistance of a trend. MA 20 universal way of seeing trend direction in the stock market, works well with crypto too. EMA 55, another trusty fib number. Works very well and could trade off that alone as support and resistance. MA 100 and MA 200. Long ranged moving averages which govern the overall longer-term trend. LONG ENTRY Option 1 - 3/8 crossover Option 2 - Candles above EMA 8 Option 3 - Candles above MA 20 Option 4 - Candles Above EMA 55. SHORT ENTRY Option 1 - 3/8 crossover Option 2 - Candles below EMA 8 Option 3 - Candles below MA 20 Option 4 - Candles below EMA 55.
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CryptoMobster tarafından
3
Signals for call and putSorry for the Google Translate English Indicator for signals of call and put, using Bollinger bands (period 20, standard deviation 2.5), market trend of (sma, períod 100) and stochastic (period 20, %D 3). I was overthrown but in pine scrip, the function "stoch()" no way to smooth (3). If anyone knows how to smooth inside the script, help me! Please. With smoothed stochastic the hit rate grows a lot. Português (Pt-Br) Indicador de sinais de compra e venda, usando bandas de Bollinger (período de 20, desvio de 2,5), tendencia de mercado com (sma período 100) e estocástico (período 20, %D de 3). Eu travei porque no pine script, a função "stoch()" não tem como aplicar a suavização (3). Se alguem souber como suavizar dentro do script, me ajude! Por favor.
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borest5543 tarafından
1
MG - Multiple Moving Averages & Candle Wick Alerts - 1.0Features: - Each moving average has customizable length, type and source - The ability to change the source of all moving averages with one input (changing an individual MA source will override the general for that MA) - At a glance comparison of 20 SMA and 20 VWMA to gauge volume trend - Wick alerts which can be toggled for each moving average. - Bullish wick alerts are when the wick is the only part of the candle to drop below the moving average - Bearish wick alerts are when the wick is the only part of the candle to reach above the moving average - Simple candle closed alert if you want a notification, for example each hour. Defaults: Four SMAs (20, 50, 100, 200) and a 20 VWMA . Recommended Usage: - Set the general source (sets the source of all moving averages) to 'low' when in an uptrend and 'high' in a downtrend to maximize Risk : Reward. - Use Fibonacci levels, oscillators .etc for confluence NOTE: The moving average component of this indicator is the same as the previous indicator ()
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mgibson91 tarafından
2
Indicator - Multiple Moving Averages 1.0Features: - Each moving average has customizable length, type and source - The ability to change the source of all moving averages with one input (changing an individual MA source will override the general for that MA) - At a glance comparison of 20 SMA and 20 VWMA to gauge volume trend Defaults: Four SMAs (20, 50, 100, 200) and a 20 VWMA. Usage: - Use Fibonacci levels, pivots .etc for confluence - Personally, I like to set overall source to low in uptrends, to high in downtrends and then set alerts for when the price crosses any of the averages. Then pay particular attention to the candlesticks and other indicators. TODO: - Add alerts option so that it send alert on crossing up or down any alert lines.
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mgibson91 tarafından
XPloRR MA-Trailing-Stop StrategyXPloRR MA-Trailing-Stop Strategy Long term MA-Trailing-Stop strategy with Adjustable Signal Strength to beat Buy&Hold strategy None of the strategies that I tested can beat the long term Buy&Hold strategy. That's the reason why I wrote this strategy. Purpose: beat Buy&Hold strategy with around 10 trades. 100% capitalize sold trade into new trade. My buy strategy is triggered by the fast buy EMA (blue) crossing over the slow buy SMA curve (orange) and the fast buy EMA has a certain up strength. My sell strategy is triggered by either one of these conditions: the EMA(6) of the close value is crossing under the trailing stop value (green) or the fast sell EMA (navy) is crossing under the slow sell SMA curve (red) and the fast sell EMA has a certain down strength. The trailing stop value (green) is set to a multiple of the ATR(15) value. ATR(15) is the SMA(15) value of the difference between the high and low values. The scripts shows a lot of graphical information: The close value is shown in light-green. When the close value is lower then the buy value, the close value is shown in light-red. This way it is possible to evaluate the virtual losses during the trade. the trailing stop value is shown in dark-green. When the sell value is lower then the buy value, the last color of the trade will be red (best viewed when zoomed)(in the example, there are 2 trades that end in gain and 2 in loss (red line at end)) the EMA and SMA values for both buy and sell signals are shown as a line the buy and sell(close) signals are labeled in blue How to use this strategy? Every stock has it's own "DNA", so first thing to do is tune the right parameters to get the best strategy values voor EMA , SMA, Strength for both buy and sell and the Trailing Stop (#ATR). Look in the strategy tester overview to optimize the values Percent Profitable and Net Profit (using the strategy settings icon, you can increase/decrease the parameters) Then keep using these parameters for future buy/sell signals only for that particular stock. Do the same for other stocks. Important : optimizing these parameters is no guarantee for future winning trades! Here are the parameters: Fast EMA Buy: buy trigger when Fast EMA Buy crosses over the Slow SMA Buy value (use values between 10-20) Slow SMA Buy: buy trigger when Fast EMA Buy crosses over the Slow SMA Buy value (use values between 30-100) Minimum Buy Strength: minimum upward trend value of the Fast SMA Buy value (directional coefficient)(use values between 0-120) Fast EMA Sell: sell trigger when Fast EMA Sell crosses under the Slow SMA Sell value (use values between 10-20) Slow SMA Sell: sell trigger when Fast EMA Sell crosses under the Slow SMA Sell value (use values between 30-100) Minimum Sell Strength: minimum downward trend value of the Fast SMA Sell value (directional coefficient)(use values between 0-120) Trailing Stop (#ATR): the trailing stop value as a multiple of the ATR(15) value (use values between 2-20) Example parameters for different stocks (Start capital: 1000, Order=100% of equity, Period 1/1/2005 to now) compared to the Buy&Hold Strategy(=do nothing): BEKB(Bekaert): EMA-Buy=12, SMA-Buy=44, Strength-Buy=65, EMA-Sell=12, SMA-Sell=55, Strength-Sell=120, Stop#ATR=20 NetProfit: 996%, #Trades: 6, %Profitable: 83%, Buy&HoldProfit: 78% BAR(Barco): EMA-Buy=16, SMA-Buy=80, Strength-Buy=44, EMA-Sell=12, SMA-Sell=45, Strength-Sell=82, Stop#ATR=9 NetProfit: 385%, #Trades: 7, %Profitable: 71%, Buy&HoldProfit: 55% AAPL(Apple): EMA-Buy=12, SMA-Buy=45, Strength-Buy=40, EMA-Sell=19, SMA-Sell=45, Strength-Sell=106, Stop#ATR=8 NetProfit: 6900%, #Trades: 7, %Profitable: 71%, Buy&HoldProfit: 2938% TNET(Telenet): EMA-Buy=12, SMA-Buy=45, Strength-Buy=27, EMA-Sell=19, SMA-Sell=45, Strength-Sell=70, Stop#ATR=14 NetProfit: 129%, #Trade
Pine Script® stratejisi
XPl0RR tarafından
8
Position Size Calculator with Fees# Position Size Calculator with Portfolio Management - Manual ## Overview The Position Size Calculator with Portfolio Management is an advanced Pine Script indicator designed to help traders calculate optimal position sizes based on their total portfolio value and risk management strategy. This tool automatically calculates your risk amount based on portfolio allocation percentages and determines the exact position size needed while accounting for trading fees. ## Key Features - **Portfolio-Based Risk Management**: Calculates risk based on total portfolio value - **Tiered Risk Allocation**: Separates trading allocation from total portfolio - **Automatic Trade Direction Detection**: Determines long/short based on entry vs stop loss - **Fee Integration**: Accounts for trading fees in position size calculations - **Risk Factor Adjustment**: Allows scaling of position size up or down - **Visual Display**: Shows all calculations in a clear, color-coded table - **Automatic Risk Calculation**: No need to manually input risk amount ## Input Parameters ### Total Portfolio ($) - **Purpose**: The total value of your investment portfolio - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 - **Example**: If your total portfolio is worth $100,000, enter 100000 ### Trading Portfolio Allocation (%) - **Purpose**: The percentage of your total portfolio allocated to active trading - **Default**: 20.0% - **Range**: 0.0% to 100.0% - **Step**: 0.01 - **Example**: If you allocate 20% of your portfolio to trading, enter 20 ### Risk from Trading (%) - **Purpose**: The percentage of your trading allocation you're willing to risk per trade - **Default**: 0.1% - **Range**: Any positive value - **Step**: 0.01 - **Example**: If you risk 0.1% of your trading allocation per trade, enter 0.1 ### Entry Price ($) - **Purpose**: The price at which you plan to enter the trade - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Stop Loss ($) - **Purpose**: The price at which you will exit if the trade goes against you - **Default**: 0.0 - **Range**: Any positive value - **Step**: 0.01 ### Risk Factor - **Purpose**: A multiplier to scale your position size up or down - **Default**: 1.0 (no scaling) - **Range**: 0.0 to 10.0 - **Step**: 0.1 - **Examples**: - 1.0 = Normal position size - 2.0 = Double the position size - 0.5 = Half the position size ### Fee (%) - **Purpose**: The percentage fee charged per transaction - **Default**: 0.01% (0.01) - **Range**: 0.0% to 1.0% - **Step**: 0.001 ## How Risk Amount is Calculated The script automatically calculates your risk amount using this formula: ``` Risk Amount = Total Portfolio × Trading Allocation (%) × Risk % ÷ 10,000 ``` ### Example Calculation: - Total Portfolio: $100,000 - Trading Allocation: 20% - Risk per Trade: 0.1% **Risk Amount = $100,000 × 20 × 0.1 ÷ 10,000 = $20** This means you would risk $20 per trade, which is 0.1% of your $20,000 trading allocation. ## Portfolio Structure Example Let's say you have a $100,000 portfolio: ### Allocation Structure: - **Total Portfolio**: $100,000 - **Trading Allocation (20%)**: $20,000 - **Long-term Investments (80%)**: $80,000 ### Risk Management: - **Risk per Trade (0.1% of trading)**: $20 - **Maximum trades at risk**: Could theoretically have 1,000 trades before risking entire trading allocation ## How Position Size is Calculated ### Trade Direction Detection - **Long Trade**: Entry price > Stop loss price - **Short Trade**: Entry price < Stop loss price ### Position Size Formulas #### For Long Trades: ``` Position Size = -Risk Factor × Risk Amount / (Stop Loss × (1 - Fee) - Entry Price × (1 + Fee)) ``` #### For Short Trades: ``` Position Size = -Risk Factor × Risk Amount / (Entry Price × (1 - Fee) - Stop Loss × (1 + Fee)) ``` ## Output Display The indicator displays a comprehensive table with color-coded sections: ### Portfolio Information (Light Blue Background) - **Portfolio (USD)**: Your total portfolio value - **Trading Portfolio Allocation (%)**: Percentage allocated to trading - **Risk as % of Trading**: Risk percentage per trade ### Trade Setup (Gray Background) - **Entry Price**: Your specified entry price - **Stop Loss**: Your specified stop loss price - **Fee (%)**: Trading fee percentage - **Risk Factor**: Position size multiplier ### Risk Analysis (Red Background) - **Risk Amount**: Automatically calculated dollar risk - **Effective Entry**: Actual entry cost including fees - **Effective Exit**: Actual exit value including fees - **Expected Loss**: Calculated loss if stop loss is hit - **Deviation from Risk %**: Accuracy of risk calculation ### Final Result (Blue Background) - **Position Size**: Number of shares/units to trade ## Usage Examples ### Example 1: Conservative Long Trade - **Total Portfolio**: $50,000 - **Trading Allocation**: 15% - **Risk per Trade**: 0.05% - **Entry Price**: $25.00 - **Stop Loss**: $24.00 - **Risk Factor**: 1.0 - **Fee**: 0.01% **Calculated Risk Amount**: $50,000 × 15% × 0.05% ÷ 100 = $3.75 ### Example 2: Aggressive Short Trade - **Total Portfolio**: $200,000 - **Trading Allocation**: 30% - **Risk per Trade**: 0.2% - **Entry Price**: $150.00 - **Stop Loss**: $155.00 - **Risk Factor**: 2.0 - **Fee**: 0.01% **Calculated Risk Amount**: $200,000 × 30% × 0.2% ÷ 100 = $120 **Actual Risk**: $120 × 2.0 = $240 (due to risk factor) ## Color Coding System - **Green/Red Header**: Trade direction (Long/Short) - **Light Blue**: Portfolio management parameters - **Gray**: Trade setup parameters - **Red**: Risk-related calculations and results - **Blue**: Final position size result ## Best Practices ### Portfolio Management 1. **Keep trading allocation reasonable** (typically 10-30% of total portfolio) 2. **Use conservative risk percentages** (0.05-0.2% per trade) 3. **Don't risk more than you can afford to lose** ### Risk Management 1. **Start with small risk factors** (1.0 or less) until comfortable 2. **Monitor your total exposure** across all open positions 3. **Adjust risk based on market conditions** ### Trade Execution 1. **Always validate calculations** before placing trades 2. **Account for slippage** in volatile markets 3. **Consider position size relative to liquidity** ## Risk Management Guidelines ### Conservative Approach - Trading Allocation: 10-20% - Risk per Trade: 0.05-0.1% - Risk Factor: 0.5-1.0 ### Moderate Approach - Trading Allocation: 20-30% - Risk per Trade: 0.1-0.15% - Risk Factor: 1.0-1.5 ### Aggressive Approach - Trading Allocation: 30-40% - Risk per Trade: 0.15-0.25% - Risk Factor: 1.5-2.0 ## Troubleshooting ### Common Issues 1. **Position Size shows 0** - Verify all portfolio inputs are greater than 0 - Check that entry price differs from stop loss - Ensure calculated risk amount is positive 2. **Very small position sizes** - Increase risk percentage or risk factor - Check if your risk amount is too small for the price difference 3. **Large risk deviation** - Normal for very small positions - Consider adjusting entry/stop loss levels ### Validation Checklist - Total portfolio value is realistic - Trading allocation percentage makes sense - Risk percentage is conservative - Entry and stop loss prices are valid - Trade direction matches your intention ## Advanced Features ### Risk Factor Usage - **Scaling up**: Use risk factors > 1.0 for high-confidence trades - **Scaling down**: Use risk factors < 1.0 for uncertain trades - **Never exceed**: Risk factors that would risk more than your comfort level ### Multiple Timeframe Analysis - Use different risk factors for different timeframes - Consider correlation between positions - Adjust trading allocation based on market conditions ## Disclaimer This tool is for educational and planning purposes only. Always verify calculations manually and consider market conditions, liquidity, and correlation between positions. The automated risk calculation assumes you're comfortable with the mathematical relationship between portfolio allocation and individual trade risk. Past performance doesn't guarantee future results, and all trading involves risk of loss.
Pine Script® göstergesi
cth1903 tarafından
Chaikin Money Flow (CMF) [ParadoxAlgo]OVERVIEW This indicator implements the Chaikin Money Flow oscillator as an overlay on the price chart, designed to help traders identify institutional money flow patterns. The Chaikin Money Flow combines price and volume data to measure the flow of money into and out of a security, making it particularly useful for detecting accumulation and distribution phases. WHAT IS CHAIKIN MONEY FLOW? Chaikin Money Flow was developed by Marc Chaikin and measures the amount of Money Flow Volume over a specific period. The indicator oscillates between +1 and -1, where: Positive values indicate money flowing into the security (accumulation) Negative values indicate money flowing out of the security (distribution) Values near zero suggest equilibrium between buying and selling pressure CALCULATION METHOD Money Flow Multiplier = ((Close - Low) - (High - Close)) / (High - Low) Money Flow Volume = Money Flow Multiplier × Volume CMF = Sum of Money Flow Volume over N periods / Sum of Volume over N periods KEY FEATURES Big Money Detection: Identifies significant institutional activity when CMF exceeds user-defined thresholds Requires volume confirmation (volume above average) to validate signals Uses battery icon (🔋) for institutional buying and lightning icon (⚡) for institutional selling Visual Elements: Background coloring based on money flow direction Support and resistance levels calculated using Average True Range Real-time dashboard showing current CMF value, volume strength, and signal status Customizable Parameters: CMF Period: Calculation period for the money flow (default: 20) Signal Smoothing: EMA smoothing applied to reduce noise (default: 5) Big Money Threshold: CMF level required to trigger institutional signals (default: 0.15) Volume Threshold: Volume multiplier required for signal confirmation (default: 1.5x) INTERPRETATION Signal Types: 🔋 (Battery): Indicates strong institutional buying when CMF > threshold with high volume ⚡ (Lightning): Indicates strong institutional selling when CMF < -threshold with high volume Background color: Green tint for positive money flow, red tint for negative money flow Dashboard Information: CMF Value: Current Chaikin Money Flow reading Volume: Current volume as a multiple of 20-period average Big Money: Status of institutional activity (BUYING/SELLING/QUIET) Signal: Strength assessment (STRONG/MEDIUM/WEAK) TRADING APPLICATIONS Trend Confirmation: Use CMF direction to confirm price trends Divergence Analysis: Look for divergences between price and money flow Volume Validation: Confirm breakouts with corresponding money flow Accumulation/Distribution: Identify phases of institutional activity PARAMETER RECOMMENDATIONS Day Trading: CMF Period 14-21, higher sensitivity settings Swing Trading: CMF Period 20-30, moderate sensitivity Position Trading: CMF Period 30-50, lower sensitivity for major trends ALERTS Optional alert system notifies users when: Big money buying is detected (CMF above threshold with volume confirmation) Big money selling is detected (CMF below negative threshold with volume confirmation) LIMITATIONS May generate false signals in low-volume conditions Best used in conjunction with other technical analysis tools Effectiveness varies across different market conditions and timeframes EDUCATIONAL PURPOSE This open-source indicator is provided for educational purposes to help traders understand money flow analysis. It demonstrates the practical application of the Chaikin Money Flow concept with visual enhancements for easier interpretation. TECHNICAL SPECIFICATIONS Overlay indicator (displays on price chart) No repainting - all calculations are based on closed bar data Suitable for all timeframes and asset classes Minimal resource usage for optimal performance DISCLAIMER This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and consider risk management before making trading decisions.
Pine Script® göstergesi
paradoxalgo tarafından
All SMAs Bullish/Bearish Screener (Visually Enhanced)Title: All SMAs Bullish/Bearish Screener Enhanced: Uncover Elite Trend Opportunities with Confidence & Clarity Description: Are you striving to master the art of trend-following, but often find yourself overwhelmed by market noise and ambiguous signals? Do you yearn for a trading edge that clearly identifies high-conviction opportunities and equips you with robust risk management principles? Look no further. The "All SMAs Bullish/Bearish Screener Enhanced" is your ultimate solution – a meticulously crafted Pine Script indicator designed to cut through the clutter, pinpointing stocks where the trend is undeniably strong, and providing you with the clarity you need to trade with confidence. The Pinnacle of Confluence: Beyond Simple Averages This is not just another moving average indicator. This is a sophisticated, multi-layered analytical engine built on the profound principle of Confluence. While our core strength lies in tracking a comprehensive suite of six critical Simple Moving Averages (5, 10, 20, 50, 100, and 200-period SMAs), this Enhanced version elevates signal reliability by integrating powerful, independent confirmation layers: Momentum (Rate of Change - ROC): A true trend isn't just about direction; it's about the force and persistence of price movement. The Momentum filter ensures that the trend is backed by accelerating buying (for bullish signals) or selling (for bearish signals) pressure, validating its underlying strength. Volume Confirmation: Smart money always leaves a trail. Significant price moves, especially trend continuations or reversals, demand genuine participation. This enhancement confirms that the "All SMAs" alignment is accompanied by above-average volume, signaling institutional conviction and differentiating authentic moves from mere whipsaws. Relative Strength Index (RSI) Bias: The RSI helps gauge the health of the trend. For a bullish signal, we confirm RSI maintains a bullish bias (above 50), while for a bearish signal, we look for a bearish bias (below 50). This adds another layer of qualitative validation, ensuring the trend isn't overextended without confirmation. When a stock's price is trading above ALL six critical SMAs, and is simultaneously confirmed by strong positive Momentum, robust Volume, and a bullish RSI bias, you are witnessing a powerful "STRONGLY BULLISH" signal. This rare alignment often precedes sustained upward moves and signifies a prime accumulation phase across all time horizons. Conversely, a "STRONGLY BEARISH" signal, where price is below ALL SMAs with compelling negative Momentum, validating Volume, and a bearish RSI bias, indicates significant distribution and potential for substantial downside. Seamless Usage & Unmatched Visual Clarity: Adding this script to your TradingView chart is simple, and its visual design has been meticulously optimized for maximum readability: Easy Integration: Paste the script into your Pine Editor and click "Add to Chart." Full Customization: All SMA lengths, RSI periods, Volume SMA periods, and Momentum periods are easily adjustable via user-friendly input settings, allowing you to fine-tune the strategy to your precise preferences. Optimal Timeframes: For identifying robust, actionable trends for swing and position trading, Daily (1D) and 4-Hour (240 min) timeframes are highly recommended. These capture significant market movements with reduced noise. While the script functions on shorter timeframes (e.g., 15min, 60min), these are best reserved for highly active day traders seeking precise entry triggers within broader trends, as shorter timeframes are prone to increased volatility and noise. Important Note on Candle Size: The width of candles on your chart is controlled by TradingView's platform settings and your zoom level, not directly by Pine Script. To make candles appear larger, simply zoom in horizontally on your chart or adjust the "Bar Spacing" in your Chart Settings (Right-click chart > Settings > Symbol Tab). Crystal-Clear Visual Signals: Subtle Background Hues: The chart background will subtly tint lime green for "STRONGLY BULLISH" and red for "STRONGLY BEARISH" conditions. This transparency ensures your underlying candles remain perfectly visible. Distinct Moving Averages: SMAs are plotted with increased line thickness and a carefully chosen color palette for easy identification. Precise Signal Triangles: Small, clean green triangles below the bar signify "STRONGLY BULLISH," while small red triangles above the bar mark "STRONGLY BEARISH" conditions. These are unobtrusive yet clear. Dedicated Indicator Panes: RSI and Momentum plots, along with their key levels, now appear in their own separate, clean sub-panes below the main price chart, preventing clutter and allowing for focused analysis. On-Chart Status Table: A prominent table in your chosen corner of the chart provides an immediate, plain-language update on the current trend status. Real-Time Screener Power (via TradingView Alerts): This is your ultimate automation tool. Set up custom alerts for "Confirmed Bullish Trade" or "Confirmed Bearish Trade" conditions. Receive instant notifications (email, app, webhook) for any stock in your watchlist that meets these stringent, high-conviction criteria, allowing you to react swiftly to premium setups across the market without constant chart monitoring. Mastering Risk & Rewards: The Trader's Edge Finding a signal is only the first step. This script helps you trade intelligently by guiding your risk management: Strategic Stop-Loss Placement: Your stop-loss is your capital protector. For a "STRONGLY BULLISH" trade, place it just below the most recent significant swing low (higher low). This is where the uptrend's structure is invalidated. For "STRONGLY BEARISH" trades, place it just above the most recent significant swing high (lower high). As an alternative, consider placing your stop just outside the 20-period SMA; a close beyond this mid-term average often signals a crucial shift. Always ensure your chosen stop-loss aligns with your strict risk-per-trade rules (e.g., risking no more than 1-2% of your capital per trade). Disciplined Profit Booking: Don't just let winners turn into losers. Employ a strategy to capture gains: Trailing Stop-Loss: As your trade moves into profit, dynamically move your stop-loss upwards (for longs) or downwards (for shorts). You can trail it by following subsequent swing lows/highs or by using a faster Moving Average like the 10 or 20-period SMA as a dynamic exit point if price closes beyond it. This allows you to ride extended trends while protecting accumulated gains. Target Levels: Identify potential profit targets using traditional support/resistance levels, pivot points, or Fibonacci extensions. Consider taking partial profits at these key junctures to secure gains while letting a portion of your position run. Loss of Confluence: A unique exit signal for this script is the breakdown of the "STRONGLY BULLISH" or "STRONGLY BEARISH" confluence itself. If the confirmation layers or even a few of the core SMAs are no longer aligned, it might be time to re-evaluate or exit, even if your hard stop hasn't been hit. The "All SMAs Bullish/Bearish Screener Enhanced" is more than just code; it's a philosophy for disciplined trend trading. By combining comprehensive multi-factor confluence with intuitive visuals and robust risk management principles, you're equipped to make smarter, higher-conviction trading decisions. Add it to your favorites today and transform your approach to the markets! #PineScript #TradingView #SMA #MovingAverage #TrendFollowing #StockScreener #TechnicalAnalysis #Bullish #Bearish #MarketScanner #Momentum #Volume #RSI #Confluence #TradingStrategy #Enhanced #Signals #Analysis #DayTrading #SwingTrading
Pine Script® göstergesi
appzandgame tarafından