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إدارة المحافظ الاستثمارية

Risk Size Calculator - Indices/Metals This indicator is a universal position sizing tool that automatically calculates how many contracts or units to trade based on your defined dollar risk and stop size, while intelligently adapting to the asset you’re trading. Key Features Works on any asset: indices, metals, futures, stocks, crypto, etc. Auto stop interpretation: Metals (GC, MGC, SI, SIL, etc.) → Ticks Everything else → Points Single stop input (no switching between points/ticks manually) Auto preset stops per asset class (optional) Uses TradingView’s native contract data (pointvalue, mintick) for accuracy Clean, readable top-right panel with: Risk ($) Stop (Points or Ticks, auto-labeled) Contracts / Units Actual Risk ($) Optional manual $-per-point override for edge cases or custom instruments Designed for fast execution with zero mental math and minimal chart disruption.
مؤشر Pine Script®
من ‎marcusblairbrand‎
BTC vs GOLD Macro RotationBTC vs GOLD Macro Rotation Indicator BTC vs GOLD Macro Rotation Model This indicator is a macroeconomic rotation model that compares the relative attractiveness of Bitcoin (BTC) versus Gold (GOLD) based on multiple fundamental macro factors. How does it work? The model analyzes weekly data from various macroeconomic indicators and generates a score for each asset. The taller bar indicates the preferred asset to rotate capital into. - Green bars (above zero): BTC strength - Yellow bars (below zero):GOLD strength - Info table:Shows exact percentages and rotation recommendation Macroeconomic Factors Analyzed: 1. DXY (US Dollar Index) - Strong dollar → Favors GOLD - Weak dollar → Favors BTC 2. Oil (WTI Crude) - Oil rising → Favors GOLD - Oil falling → Favors BTC 3. Copper - Copper rising → Favors BTC (risk-on) - Copper falling → Favors GOLD (risk-off) 4. Real Rates (Fed Funds - YoY Inflation) - Real rates falling → Favors GOLD - Real rates rising → Favors BTC 5. Fertilizer/Natural Gas Regime (Urea, Ammonia, Natural Gas)** - Specific combinations of movements in these commodities generate inflationary/deflationary regime signals Fertilizer Rules:** | Urea | Ammonia | Gas | Signal | |------|---------|-----|--------| | ↑ | ↑ | ↓ | GOLD +2 | | ↑ | ↑ | ↑ | GOLD +3, BTC -1 | | ↓ | ↓ | ↓ | BTC +3, GOLD -1 | | ↑ | ↓ | ↓ | BTC +3 | | ↓ | ↑ | ↑ | GOLD +3, BTC -1 | Technical Features: - Operates on weekly timeframe regardless of chart - Normalized changes for signal stability - Configurable EMA smoothing - Safe handling of invalid symbols (won't break if a ticker doesn't exist) - All tickers are user-editable Configurable Inputs: - Symbols for all assets (BTC, GOLD, DXY, Oil, Copper, CPI, Fed Funds, Gas, Urea, Ammonia) - Individual weights for each macro component - Normalization length - EMA smoothing Interpretation:** - **BTC dominant (taller green):** Macro conditions favor risk/digital assets - **GOLD dominant (taller yellow):** Macro conditions favor safe-haven/tangible assets This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research before making investment decisions. Recommended Timeframe: Weekly (W) or Daily (D)
مؤشر Pine Script®
من ‎Teomariscal‎
Position Size Calc - Prime Hour Trading v2Descriptive Summary: The tool acts as a "cockpit dashboard" for your trades, visually mapping out entry, stop-loss, and take-profit levels directly on your chart. It eliminates manual math by instantly converting your personal risk parameters—such as account balance and risk percentage (e.g., 1–2%)—into the exact number of shares, lots, or contracts required for the trade. Core Features & Functionality Dynamic Visual Planning: Users can drag entry and exit lines in real-time, with position sizes automatically recalculating as the distance between entry and stop-loss changes. Automated Risk Modeling: It provides a real-time Risk-to-Reward Ratio (RRR) and precise dollar amounts for potential profit or loss, helping traders stay disciplined and avoid emotional overleveraging. Advanced Calculation Modes: Fixed Risk: Risking a set dollar amount or percentage of total equity. How to Use It Select the Tool: In the left-hand toolbar, select the Long Position or Short Position drawing tool. Define Levels: Click on the chart to set your entry, then drag the shaded regions to set your target prices or Take Profit and then Stop Loss. Input Account Data: Double-click the tool to open "Settings" and enter your Account Size and Risk % or Amount.
مؤشر Pine Script®
من ‎ebbestar19‎
MEGA Sector Rotation CRYPTOCAP - 8 Narrativas (Optimized Daily)### MEGA Sector Rotation CRYPTOCAP - 7 Narratives **Description for publishing on TradingView:** This advanced indicator lets you visualize in real time the **rotation of narratives** within the crypto market through 7 key sectors, normalized for perfect side-by-side comparison. Each line represents the **historical relative strength** (min-max normalization over 5000 bars) of a specific narrative, based on TradingView's official aggregated market caps (CRYPTOCAP) and custom sums. The lines oscillate between 0 and 100, with clear crossovers signaling when a sector is gaining or losing momentum relative to the others. **The 7 narratives included:** 1. **Layer1** (pink) – Aggregated market cap of major Layer 1 blockchains. 2. **Memecoins** (bright green) – Official MEME.C sector (PEPE, SHIB, WIF, BONK, etc.). 3. **AI** (orange) – Artificial Intelligence and Big Data narrative. 4. **Exchanges** (purple) – Exchange tokens (centralized and decentralized). 5. **DeFi Total** (cyan) – Full aggregated market cap of the DeFi ecosystem. 6. **RWA Custom** (brown) – Custom sum of Real World Assets: ONDO + LINK + CFG + SYRUP. 7. **Privacy** (dark orange) – Custom sum of privacy coins: XMR + ZEC + DASH. **Quick interpretation:** - Line >80 and rising → Narrative is **HOT** (strong bullish rotation). - Line <20 → Narrative is **COLD** (losing strength). - Bullish crossovers → Money rotating into that sector. - Transparent fills between lines to highlight leadership zones. **Features:** - Optimized for **lower timeframes** (5m, 15m, 1H, 4H) → ideal for day trading and scalping narratives. - Works on any TF thanks to 5-minute resolution data. - Thick lines, vibrant colors, and horizontal references (20/50/80) for instant reading. Perfect for spotting early which narrative is attracting capital flows and anticipating sector moves in the crypto market. Add this indicator and trade rotations like a pro! #crypto #sectorrotation #narratives #altcoins #tradingview
مؤشر Pine Script®
من ‎leanzambra100‎
US Index Market Snapshot Cash, Futures & ETFsBrief Description This study displays a real-time table of major U.S. equity indices—Dow Jones, S&P 500, Nasdaq, and Russell—across Cash, Futures, and ETF markets. Each cell shows the current price along with the daily percentage change, with color-coded backgrounds for quick trend identification. Designed as a compact market dashboard, it provides an at-a-glance view of cross-market alignment and relative performance. Alternative Title Options US Indices Dashboard (Cash • Futures • ETFs) Index Market Matrix – Prices & Daily Change Multi-Market US Index Table
مؤشر Pine Script®
من ‎frankenx‎
Argentina FX BandsEN This indicator plots Argentina's FX band system implemented by the BCRA starting April 11, 2025. It shows the floor and ceiling for the ARS/USD exchange rate. Inside the band, the rate floats. Touching the floor implies USD buying; touching the ceiling implies USD selling. Phase rules: - Phase 1 (Apr 11, 2025 to Dec 31, 2025): floor moves -1% per month, ceiling moves +1% per month - Phase 2 (Jan 1, 2026 onward): both bands adjust by inflation with a 2-month lag (T-2) Projections: next month's inflation is assumed equal to the latest known inflation unless you enter a custom value. Disclaimer: Educational only. No investment advice. --- ES Bandas Cambiarias BCRA - Fase 3 Este indicador grafica el esquema de bandas cambiarias implementado por el BCRA a partir del 11 de abril de 2025. Muestra el piso y el techo del tipo de cambio ARS/USD y su evolucion en el tiempo. Reglas por fase: - Fase 1 (11 Abr 2025 a 31 Dic 2025): el piso baja 1% mensual y el techo sube 1% mensual - Fase 2 (desde 1 Ene 2026): ambas bandas se ajustan por inflacion con rezago T-2 (2 meses) Proyecciones: se asume que la inflacion del proximo mes es igual a la ultima inflacion conocida, salvo que ingreses un valor personalizado. Aviso legal: Solo informativo y educativo. Eco Valores S.A. no brinda asesoramiento ni recomendaciones de inversion. Consulte a un profesional calificado antes de invertir.
مؤشر Pine Script®
من ‎Eco Valores‎
Portfolio TrackerDescription The Portfolio Tracker is a utility dashboard designed for traders who need to monitor the performance of a multi-asset portfolio directly from a single chart layout. While TradingView provides excellent charting for individual symbols, tracking the combined Profit & Loss (PnL) of a basket of 20 different securities (stocks, crypto, forex, or indices) usually requires switching tabs, using external spreadsheets, or logging into multiple exchange accounts. This script solves that problem by allowing users to manually input their position details into a customizable table. It fetches real-time price data for each symbol and calculates the individual and total portfolio performance, including commission costs. Why This Tool is Useful This indicator was built to address specific pain points for active traders: Consolidated View: Instead of checking 20 different charts to see how your positions are doing, you get a single, real-time snapshot of your entire portfolio's health on one screen. Risk Management: By seeing the "Total PnL" and "Total Investment" in one place, traders can better understand their overall market exposure, rather than focusing on single winning or losing trades. Flexible Accounting: The ability to switch between "Unit Price" and "Total Cost" inputs accommodates different trading styles—whether you are a scalper entering a single price or an investor averaging down with a specific total capital allocation. CRITICAL: Input Logic & Warnings To ensure accurate PnL calculations, users must understand the relationship between Quantity and Cost, especially when using "Total Cost (Manual)" mode. The Golden Rule: Your Input Cost must always match the Total Quantity entered. Example Scenario: Imagine you buy 2 BTC at a price of $90,000 each. Correct Entry: You must enter Quantity: 2 and Cost: 180000 ($90k x 2). Result: If BTC drops to $85k, your Portfolio Value is $170k. The script correctly shows a PnL of -$10,000. Result: If BTC rises to $95k, your Portfolio Value is $190k. The script correctly shows a PnL of +$10,000. Incorrect Entry: If you enter Quantity: 2 but leave Cost at 90000 (the unit price). Result: The script thinks you bought 2 BTC for a total of only $90k. It will instantly show a massive, incorrect profit because the math implies you bought 2 coins for the price of 1. Please double-check your inputs. The script includes a "Sanity Check" feature to help catch these errors, but accurate data entry is the user's responsibility. Key Features & Benefits Multi-Asset Tracking (20 Slots): Monitor up to 20 different tickers simultaneously. Real-Time Valuation: Uses request.security() to fetch the current market price for every symbol in the list. Your PnL updates with every tick of the market. Flexible Cost Basis Modes: Auto-Calc Mode: Enter Entry Price and Quantity. (Best for simple, single-entry trades). Manual Cost Mode: Enter Total Invested Amount. (Best for averaged-down positions). Advanced Commission Handling: Supports both Global and Individual commission rates. This provides a realistic "Net PnL" by factoring in fees on both the entry (cost basis) and the theoretical exit (current value). Input Safety ("Sanity Check"): A logic check that compares the user's input against the current market value. If a user switches to "Total Cost" mode but leaves a small "Unit Price" value in the input field, the script flags the row to prevent irrational PnL percentages (e.g., >100,000%). Clean & Customizable UI: The table can be positioned in 9 different locations, and inputs are hidden from the chart status line to keep the visual workspace clean. How It Works The script operates using a systematic loop that processes user inputs through a series of mathematical validations: Data Acquisition: The script collects all 20 user inputs and utilizes request.security() to fetch the real-time close price for every non-empty symbol in the list. Cost Basis Calculation: In Auto-Calc Mode: The script calculates Raw Cost = Quantity * Input Price. In Manual Mode: The script takes the Input Value directly as the Raw Cost. "Round-Trip" Commission Modeling: Entry Cost: Raw Cost * (1 + Commission%) (Fees increase your breakeven). Exit Value: (Quantity * Current Price) * (1 - Commission%) (Fees reduce your payout). Net PnL: Exit Value - Entry Cost. Sanity Check Algorithm: Before displaying data, the script compares the Input Cost against the Gross Market Value (Qty * Price). If the Input Cost is less than a user-defined threshold (default 1%) of the Market Value, it triggers a warning, assuming the user forgot to update the field to a "Total Cost" figure. Disclaimer This script is for informational and educational purposes only. It is a tool to assist in tracking hypothetical or real positions based on manual user inputs and standard TradingView data feeds. It should not be relied upon as a primary accounting ledger or tax reporting tool. Past performance is not indicative of future results. Trading involves risk. Always verify your PnL against your actual exchange or broker statements.
مؤشر Pine Script®
من ‎abgthecoder‎
1
EvilAI | Survival SizerPosition sizing that adapts to market conditions. Define how many losses you can survive — the indicator calculates optimal size using ATR and volatility regime detection. █ FEATURES - Survival-based sizing — set losses to endure, not arbitrary risk % - Volatility-adjusted positions: └─ LOW vol: Size ↑ (be aggressive when markets are calm) └─ NORMAL: Baseline sizing └─ HIGH vol: Size ↓ (get defensive when chaos rises) └─ EXTREME: Size ↓↓ (protect capital at all costs) - ATR + Historical Volatility combined for regime detection - Auto contract selection (GC/MGC, NQ/MNQ) - Color-coded risk warnings █ DESIGNED FOR Prop firm traders (FundedNext, Topstep, Apex) who need adaptive risk management. When volatility spikes, you automatically size down. When markets are calm, you can push harder. All while respecting your survival floor. █ HOW IT WORKS 1. Set your daily drawdown limit ($2,000) 2. Set target survivable losses (10) 3. Indicator calculates: $2,000 ÷ 10 = $200 max risk per trade 4. ATR determines stop distance → position size 5. Volatility regime adjusts final size up or down 6. Auto mode selects micro vs full contracts █ DISPLAY - Compact mode: Contracts, risk, survival count, vol regime - Full mode: Complete breakdown with percentiles - Survival shows actual vs target (e.g., "12L / 10L") █ COLOR CODES - Green: Meeting or exceeding survival target - Yellow: Close to target / capped at max - Cyan: Boosted (low volatility) - Purple: Reduced (high volatility) - Red: Below target — reconsider your sizing Stop blowing accounts. Size positions properly.
مؤشر Pine Script®
من ‎EvilAI‎
Simple Perps Calculator## Simple Perps Calculator (Long & Short) A lightweight on-chart trade calculator that visualizes **entry, take-profit, and liquidation levels** with leverage-adjusted returns — designed for fast planning and clean charts. This indicator automatically detects **long or short positions** based on your target price and adjusts calculations accordingly. All key levels are displayed as **colored horizontal price lines** with matching labels positioned near the price scale for easy reference. --- ### Features - Entry, Take-Profit, and Liquidation price levels - Automatic **long / short detection** - Leverage slider up to **1000×** - Leveraged **percent gain** calculation - Color-coded horizontal price lines: - 🟡 Entry - 🟢 Take-Profit - 🔴 Liquidation - Adjustable label positioning (left or right of chart) - Horizontal offset control to move labels out of the way - Clean, minimal, non-intrusive design --- ### How to Use 1. Set your **Entry Price** 2. Set your **Target Price** 3. Adjust **Leverage** 4. Move labels using the **horizontal offset** slider if needed If the target price is above entry, the script assumes a **long** position. If below, it assumes a **short** position and places the liquidation level above entry automatically. --- ### Notes - Liquidation price uses a simplified isolated-margin model - Intended for **planning and visualization only** - Actual exchange liquidation prices may vary due to fees and maintenance margin requirements
مؤشر Pine Script®
من ‎tjvsx‎
+25% DMA200 +25% DMA200 highlights daily over-extension by printing a ⚠️ marker on every daily candle where price is more than X% above the Daily 200 DMA (200-period SMA calculated on the Daily timeframe). It also plots the Daily DMA200 line on the chart. Recommended usage in GOLD, GLD, etc. How it works Computes DMA200 using Daily data Measures extension: (Close − DMA200) / DMA200 If extension is above the threshold (default 0.25 = 25%), it places a ⚠️ above that candle (one per qualifying daily candle). Optional alert triggers only when extension crosses above the threshold (entry into the over-extended zone). Inputs DMA Length (Daily): Moving average length (default 200). Threshold: Over-extension level (0.25 = 25%). Run ONLY on 1D chart: If enabled, marks/alerts only on Daily charts. Pad above high: Vertical spacing for the marker above the candle’s high. Keep last N markers: Limits how many markers are kept to avoid chart clutter. Note This is not a buy/sell signal—it’s a risk/extension detector to help identify when price is stretched far above its long-term daily mean.
مؤشر Pine Script®
من ‎Luigui_Herrera‎
EY DashboardThe Easy Portfolio Dashboard is a high-performance, real-time monitoring tool designed for traders managing multiple positions. Unlike standard tables, this script is optimized using User-Defined Types (UDT) and Array-based rendering to ensure the lowest possible latency and 100% compliance with TradingView’s security-call limits. It allows you to track up to 24 symbols simultaneously, showing price action, volatility (ATR), relative volume, and upcoming earnings. Key Features Automatic Ticker Formatting: Strips exchange prefixes (e.g., BATS:, NASDAQ:) to keep your UI clean and focused on the ticker name. Intelligent P&L Tracking: Real-time calculation of daily profit/loss based on your specific share quantities. Volatility Alerts (ATR %): Visual color-coding (Green/Yellow/Red) based on the stock's current ATR relative to its price. Earnings Countdown: Highlighted countdown timer for upcoming earnings reports, with red alerts when an event is less than 7 days away. Net Worth Engine: A dedicated summary section that combines your current equity with a manual Cash (USD) input to track total account value. How to Use Ticker Input: Enter your symbols (e.g., AAPL, TSLA) and the number of shares you own in the Inputs tab. Cash Settings: Enter your current uninvested cash balance in the Cash Settings section to calculate your total Net Worth. UI Customization: Position: Choose between 9 different screen locations (Top Right, Bottom Center, etc.). Minimal Mode: Toggle this to hide the detailed ticker list and show only the P&L and Net Worth summary. Toggle Columns: Enable or disable columns for ATR, Volume, and Earnings as needed. Technical Methodology Data Sourcing: All data is fetched using request.security on a Daily ("D") timeframe. Security Handling: The script uses a "Global Fetch" architecture. This satisfies the compiler requirement that security calls must be at the top level, while the UI is handled by a dynamic loop for efficiency. ATR Calculation: Calculated as (ATR(14) / Price) * 100 to show the "expected move" as a percentage of the stock price. Volume Analysis: Compares current volume to a 20-period SMA of volume to identify unusual activity. Settings Glossary ATR Red Threshold: The percentage at which the ATR emoji turns Red (High volatility/risk). ATR Yellow Threshold: The percentage at which the ATR emoji turns Yellow (Moderate volatility). Next ER: Displays the days remaining until the next Earnings Report. Cells turn red when an ER is imminent (within 1 week).
مؤشر Pine Script®
من ‎bkerez‎
#BLTA - CARE 7891🔷 #BLTA - CARE 7891: Ny session toolkit + Risk box + Confirmed levels + Asia box + Structure + Imbalances Description: #BLTA - CARE 7891 is an overlay toolkit 🧭🛠️ built for structured discretionary trading preparation. Its main purpose is to keep your chart reading and pre-trade planning in one place by combining time context, confirmed reference levels, liquidity framing, manual risk sizing, and context overlays (structure + imbalances). 🚫 This script is an indicator, not a strategy. It does not place orders. 🧩 Why these modules are combined (and how they work together) This is not a “mashup for the sake of mixing”. Each module supports a specific step of a practical workflow: 🕒 Time context (new york session mapping) Background highlights mark precise NY-time windows (day division at 17:00, london blocks, and new york blocks). This provides the timing framework for when you typically scan, plan, or execute. 📰📅 Confirmed reference levels (previous day/week highs & lows) Instead of plotting live extremes, this script confirms levels at defined boundaries: Trading day: 17:00 → 17:00 NY Weekly boundary: Sunday 17:00 NY Lines start exactly at the candle where the high/low occurred and extend forward. Optional “stop on hit” 🧊 freezes a level once price touches it, keeping the chart clean and realistic for forward analysis. 🈵 Asian range liquidity box (session that can cross midnight) A dedicated Asian range container tracks high/low and an optional 50% midline. It uses NY timestamps and safely handles sessions that cross midnight (storing the correct session date). This gives you a daily liquidity “frame” often used for sweeps, breaks, and invalidations. 💸 Manual risk planning (trade box + lot sizing + table) You select Entry (EP) and Stop (SL) directly on the chart using input.price(..., confirm=true) and time anchors. The script then calculates: 💰 cash at risk from balance and risk % 📏 stop distance in pips (forex-aware pip sizing) 📦 lot size using units-per-lot and account currency inputs 🎯 target price using a reward ratio It draws a risk box + target box and shows a compact table for quick verification. 🔁 Re-confirm mode (wizard) is included to prevent “stale” anchor points after timeframe changes or when you want a clean reset. While enabled, the risk table is replaced with a step guide and temporary EP/SL markers. 📈 Market structure overlay (1H zigzag projected to any timeframe) A zigzag swing engine is computed on 1H via request.security() and projected onto the current chart. Opacity is automatically reduced on non-1H charts so it stays contextual, not dominant. Optional live extension of the last leg helps you see the active swing in progress. 📊 Imbalance map (fvg / og / vi) + optional dashboard The script detects and draws: 🤏 fair value gaps (fvg) 👐 opening gaps (og) 🔎 volume imbalances (vi) Optional filters allow minimum width by points / % / atr, and each imbalance type can be extended forward. A dashboard 📱 can summarize bullish/bearish frequency and fill rates for context review. ✅ Quick start (recommended order) Turn on 🕒 session visualization to align with NY timing. Enable 📰 pdh/pdl and 📅 weekly highs/lows to map confirmed reference liquidity. Use 🈵 the asian range box to frame the early-session liquidity container. Plan your trade with 💸 risk module (pick EP/SL, verify pips + lots + target). Add 📈 zigzag structure and 📊 imbalances only as supporting context. ⚠️ Notes & limitations This tool is for planning and chart reading, not automated execution. Lot sizing is an estimate based on your inputs; always confirm broker contract specs. Some modules draw many objects (boxes/lines/tables) 🧱, which may slow very small timeframes.
مؤشر Pine Script®
من ‎rau_u_lanz‎
BTC - DCA vs HODL Calculator MatrixBTC - DCA vs. HODL Calculator Matrix | RM Overview The BTC - DCA vs. HODL Calculator Matrix is a high-performance telemetry laboratory designed to settle the ultimate debate in Bitcoin accumulation: Is it more efficient to deploy all capital at once ( Lump Sum & HODL ) or utilize a recurring purchase strategy ( DCA )? More importantly, if DCA is the choice, which exact frequency and weekday provides the mathematical edge? The Calculator Matrix was engineered to solve a critical limitation in the current script ecosystem (at least I couldnt find such an indicator): the inability to compare multiple DCA frequencies and specific calendar days simultaneously within a single dashboard. While developing this tool, I found that existing calculators typically only permit testing one strategy at a time (e.g., a generic "Weekly" buy). This script fills that gap by utilizing a high-performance array-based "Telemetry Engine" to rank dozens of variables—including every individual weekday and specific monthly dates—against a HODL benchmark in real-time. This unique simultaneous comparison allows investors to mathematically identify "Weekday Alpha" across any user-defined timeframe. Core Philosophy The script utilizes a Normalized Capital Model . To ensure a true "apples-to-apples" comparison, your total capital (e.g., $10,000) is distributed with mathematical precision across the exact number of entries for each specific strategy. This eliminates the ROI skewing commonly found in basic scripts, ensuring that every strategy is judged on the same total dollar expenditure over the same "Race Track." Key Features & Analytics • The Podium System: An automated ranking algorithm that awards 🥇 Gold, 🥈 Silver, and 🥉 Bronze medals to the top three performing strategies. Spoiler: Regular Winner: 1-time HODL (Lump Sum) • Simultaneous Strategy Testing: Compare Daily, 7 different Weekly days (Mon-Sun), and Monthly dates (1st–28th) all at once. • Risk Telemetry: Integrated Max Drawdown (MDD) sensors for every strategy, revealing the "Emotional Cost" of your accumulation path. • Race Track Visuals: Blue dashed "Green Flag" and "Checkered Flag" lines visually define the boundaries of your backtest. • Dashboard Customization: Use the "Odd/Even" filter to keep the matrix sleek and readable on (nearly) any screen resolution. The Strategies Tested • 1-TIME HODL: The benchmark (Lump sum entry on Day 1 - meaning all the capital is deployed at the start date). • DAILY DCA: High-frequency, day-by-day accumulation (the capital is split amongst the different entries). • WEEKLY (SUN-SAT): Evaluates which specific day of the week historically captures the best entries (e.g., "Weekend Dips").(The capital is split amongst the different entries). • MONTHLY (1-28 + END): Tests monthly date performance to optimize for beginning-of-month or end-of-month cycles. (The capital is split amongst the different entries). Monte Carlo Simulation & Python Research While this tool allows you to manually check any specific timeframe, manual testing is limited by "Start Date Bias." To find the Universal Winner , I have conducted a Monte Carlo Simulation using 100 random entry dates over the last 5 years via Python/Colab. This research reveals the statistical probability of a day (like Saturday) winning the Gold medal across all market conditions. Access the Python Heatmap Research in my substack article (link for substack in Bio). How to Use 1. Set the Race Track: Input Start and End dates in the settings. 2. Fuel the Engine: Set your Total Capital ($). 3. Analyze the Matrix: Compare ROI vs. MAX DD. The goal is not just the highest return, but the best Risk-Adjusted return. Technical Implementation This script utilizes an array-based telemetry engine to handle the simultaneous calculation of 30+ independent investment strategies. To ensure computational efficiency and bypass the limitations of standard security-based backtesting, I implemented a custom-built accumulator logic using array.new_float() and array.set() . The core calculation loop ( if in_race and is_new_day ) processes capital deployment on a per-bar basis, utilizing ta.change(time("D")) to ensure entry synchronization with the Daily UTC close. By decoupling the unit accumulation ( u_weekly , u_monthly ) from the final valuation logic ( f_get_stats ), the script maintains a Normalized Capital Model. This ensures that even with complex comparative logic across varying frequencies, the script provides a mathematically rigorous, reproducible result that matches real-world execution at the Daily UTC Midnight close. Note: All calculations are made on the "close" bar, which means UTC 00:00. By creating a strategy or using the research, make sure to be aware of your time zone Disclaimer: Past performance is not indicative of future results. This tool is for educational and research purposes only. Rob Maths is not liable for any financial losses. Tags: robmaths, Rob Maths, DCA, HODL, Bitcoin, BTC, Backtest, RiskManagement, Investment, Strategy, Statistics
مؤشر Pine Script®
من ‎Rob_Maths‎
52W High / Low + 20% Retracement52-Week High / Low with 20% Retracement Level This indicator provides a visual context for momentum and drawdown analysis using 52-week price extremes. What it shows: - The 52-week high and 52-week low levels. - A retracement level defined as a fixed percentage (default 20%) below the 52-week high. How to interpret it: - Price above the retracement level indicates that the stock has corrected in a controlled manner and the broader momentum structure is still intact. - Price below the retracement level suggests a deeper drawdown and potential deterioration of momentum. Intended use: - Designed as a quality filter, not as an entry or exit signal. - Helps identify stocks with strong momentum that are consolidating rather than breaking down. - Should be combined with trend and liquidity filters. Notes: - The retracement percentage is adjustable. - This indicator is descriptive, not predictive. - It does not replace risk management or stop-loss rules. */
مؤشر Pine Script®
من ‎danavillanueva‎
Buy & Hold Compounded ValueBuy & Hold Compounded Value This indicator calculates the cumulative compounded value of a buy-and-hold investment from the instrument’s inception. Starting from a user-defined initial investment (default $1000), it compounds returns using monthly price changes and displays the current portfolio value in the TradingView status line only. Designed for use on monthly charts, it provides a clean, clutter-free way to evaluate long-term performance without adding any visuals to the chart.
مؤشر Pine Script®
من ‎bronek536‎