RISK MANAGEMENT TABLEThis updated Risk Management Indicator is a powerful and customizable tool designed to help traders effectively manage risk on every trade. By dynamically calculating position size, stop-loss, and take-profit levels, it enables traders to stay disciplined and follow predefined risk parameters directly on their charts.
Features:
Dynamic Stop-Loss and Take-Profit Levels:
Stop-loss is based on the Average True Range (ATR), offering a flexible way to account for
market volatility.
Take-profit levels can be customized as a percentage of the entry price, providing a clear
target for trade exits.
Position Sizing Calculation:
The indicator computes the maximum position size by considering:
Trade amount (montant_ligne).
Risk percentage per trade.
Transaction fees.
Visual Representation:
Displays stop-loss and take-profit levels on the chart as customizable lines.
Optional visibility of these lines through checkboxes in the settings panel.
Comprehensive Risk Table:
A table on the chart summarizes essential risk metrics:
Stop-loss value.
Distance from entry in percentage.
Position size (maximum suggested).
Take-profit price.
Customizable:
Adjust parameters like ATR length, smoothing type, risk percentage, transaction fees,
and take-profit percentage.
Modify the visual length of lines representing stop-loss and take-profit levels.
How It Works:
Stop-Loss Calculation:
The stop-loss level is calculated using ATR and a volatility factor (default: 2).
This ensures your stop-loss adapts to market conditions.
Take-Profit Calculation:
Take-profit is derived as a percentage increase from the entry price.
Position Size:
The optimal position size is computed as:
Position Size = Risk per Trade /ATR-based Stop Distance
The risk per trade deducts transaction fees to provide a more accurate calculation.
Visual Lines:
Risk Table:
The table displays updated stop-loss, position size, and take-profit metrics at a glance.
Settings Panel:
Length: ATR length for calculating market volatility.
Smoothing: Choose RMA, SMA, EMA, or WMA for ATR smoothing.
Trade Amount: The capital allocated to a single trade.
Risk by Trade (%): Define how much of your trade capital is at risk per trade.
Transaction Fees: Input fees to ensure realistic calculations.
Take Profit (%): Specify your desired take-profit percentage.
Show Entry Stop Loss: Toggle visibility of the stop-loss line.
Show Entry Take Profit: Toggle visibility of the take-profit line.
إدارة المحافظ الاستثمارية
BTC Slayer 9000 - Relative Risk-adjusted performanceBTC Slayer 9000: Relative Risk-Adjusted Performance
Dear friends and fellow traders,
I am pleased to introduce the BTC Slayer 9000, a script designed to provide clear insights into risk-adjusted performance relative to a benchmark. Whether you're navigating the volatile world of cryptocurrencies or exploring opportunities in stocks, this tool helps you make informed decisions by comparing assets against your chosen benchmark.
What Does It Do?
This indicator is based on the Ulcer Index (UI), a metric that measures downside risk. It calculates the Ulcer Performance Index (UPI), which combines returns and downside risk, and compares it to a benchmark (like BTC/USDT, SPY500, or any trading pair).
The result is the Relative UPI (RUPI):
Positive RUPI (green area): The asset's risk-adjusted performance is better than the benchmark.
Negative RUPI (red area): The asset's risk-adjusted performance is worse than the benchmark.
Why Use It?
Risk vs. Reward: See if the extra risk of an asset is justified by its returns.
Customizable Benchmark: Compare any asset against BTC, SPY500, or another chart.
Dynamic Insights: Quickly identify outperforming assets for long positions and underperformers for potential shorts.
How to Use:
Inputs:
Adjust the lookback period to set the time frame for analysis. 720 Period is meant to represent 30 days. I like to use 168 period because I do not hold trades for long.
Choose your comparison chart (e.g., BTC/USDT, SPY500, AAPL, etc.).
Interpretation:
Green Area Above 0: The asset offers better risk-adjusted returns than the benchmark.
Red Area Below 0: The benchmark is a safer or more rewarding option.
Perfect for All Traders
Whether you:
Trade Cryptocurrencies: Compare altcoins to BTC.
Invest in Stocks: Compare individual stocks to indices like SPY500.
Evaluate Portfolio Options: Decide between assets like AAPL or TSLA.
This indicator equips you with a systematic way to evaluate "Is the extra risk worth it?".
The script was compiled in Collaboration with ChatGPT
Average Trading Volume per Minute & Suitable Position SizeDescription:
This indicator calculates an average trading volume per minute for the specified lookback period (default 377 bars). It then estimates a suitable position size in USD (or contracts on specific exchanges) by multiplying the average volume by a user-defined percentage (default 8%). The script discards extreme data points (top and bottom 20%) before finding the median, so it provides a more robust measure of typical volume.
How It Works:
1. Each bar’s volume is converted to a USD-based figure, either by taking volume directly (if the exchange quotes in USD) or multiplying volume by the midpoint price.
2. Values are stored in an array, which is then sorted to remove the most extreme 40% (20% from each tail). The remaining 60% is used to calculate a median.
3. You enter a position size percentage (e.g. 8%), and the script multiplies the median volume-per-minute by this percentage to get your recommended position size.
4. For certain exchanges like BitMEX/Deribit, the script adapts how it treats volume (in quotes vs. base), so it can display the final position size properly (USD or contracts).
5. The script displays the result in a small table on the chart, showing the recommended position size in USD (or, for some perpetual contracts, in contract units). If no valid data is available, it indicates “Data Invalid.”
Usage Tips:
• The default Position Size Percentage is 8%. You can adjust it higher for more aggressive trading or lower for smaller exposure.
• The default lookback (Average Calculation Period) is 377 bars. Experiment with different values (e.g. 200 or 500) to capture more or fewer historical bars.
• On certain exchanges and symbols (e.g. BitMEX or Deribit’s “.P” pairs), the script automatically switches how it calculates volume (USD vs. coin-based).
• If you see “Data Invalid,” it likely means the current symbol or timeframe lacks sufficient volume info, or you’re running it on a symbol like BTC.D.
Why This Helps:
• Many traders size positions by guesswork or a fixed fraction of their account. This script instead ties position size to actual average trading volume, ensuring your position is neither too large (risk of poor fills) nor too small (wasting leverage potential).
• Removing top/bottom outliers and using the median aims to give a stable volume measure—less influenced by sudden spikes or extremely quiet bars.
Feel free to tweak the inputs and experiment with different timeframes or pairs. By aligning your position size with typical market liquidity, you can potentially improve overall trade execution and manage risk more effectively.
Lot size calculator for futuresEasily and quickly calculate lot sizes with this unique indicator for futures trading. Whether you're dealing with full contracts or micro contracts, this tool simplifies the process by allowing you to input your account balance, risk percentage, and stop loss in pips. The indicator then automatically calculates the optimal number of contracts to trade based on your risk parameters. Designed for both novice and experienced traders, it ensures precise risk management and enhances your trading strategy. Experience the ease and efficiency of lot size calculation like never before!
[Rizq] All Eyez on Me Ticker - LiveA tool for traders looking to stay informed about real-time market dynamics, track momentum, and manage watchlists effectively.
How To Use This Indicator To Assist Trading
Market Sentiment Overview:
Quickly identify overall market sentiment by observing the balance between positive (top ticker) and negative (bottom ticker) symbols.
Momentum Tracking:
Use real-time percentage changes to track momentum shifts in key symbols.
Focus on Leading/Lagging Assets:
Identify top-performing and underperforming assets at a glance.
Helps with rotation strategies (e.g., moving into strong sectors or avoiding weak ones).
Sector Monitoring:
Combine tickers to monitor performance across different sectors (e.g., tech in one ticker, commodities in the other).
Custom Watchlist:
Create a personalized watchlist with critical symbols for monitoring trade setups or broader market movements.
Real-Time Scanning:
Continuous scrolling ensures that no symbols are missed, even in fast-moving markets.
Better Timing for Trades:
Align updates with 1-minute chart intervals, making it easier to time trades based on market movements.
Compact and Non-Intrusive:
Overlay design keeps the chart clean while providing crucial information at a glance.
Dynamic Tickers:
Two ticker tapes dynamically display market data for a unified list of symbols.
Symbols are categorized into positive changes (top ticker) and negative changes (bottom ticker).
Neutral symbols appear in both tickers.
Custom Symbol Lists:
Input multiple symbols for both ticker tapes.
Merge symbol lists dynamically for comprehensive market monitoring.
Real-Time Updates:
Align updates with 1-minute chart intervals for consistency.
Continues scrolling current data until the next update.
Scroll Speed Control:
Adjustable scrolling speed
Color-Coded Indicators:
Green (▲) for positive price changes.
Red (▼) for negative price changes.
Gray (=) for neutral changes.
Compact Display:
Displays symbol name, ticker ID, last price, percentage change, and price change in a single row.
Dynamic Filtering :
Automatically separates symbols into positive, negative, and neutral categories.
Ensures relevant symbols are always visible.
Position Control:
Choose between top-center and bottom-center for each ticker tape's position.
Add and remove symbols to suit your needs.
BB Context PanelThe BB Context Panel indicator is designed to provide a customizable and informative overlay on your chart. It offers key contextual details to enhance your trading experience by combining essential market data, user-defined messages, and time-based insights in an easily accessible panel. Whether you use it for quick reference, sharing screenshots, or maintaining focus with motivational reminders, this tool adapts to your unique trading needs.
Key Features
1. Futures Contract Tracking:
• Automatically displays the current or nearest futures contract (e.g., MNQH5), including support for continuous contracts.
• Adjusts dynamically based on the quarterly roll schedule (March, June, September, December).
2. Time and Date Display:
• Choose to display either:
• Bar Time: Reflects the timestamp of the most recent bar.
• Current Time: Updates in real time based on your selected timezone.
• Formats the timestamp as hh:mm Day mm-dd-yy for easy readability.
3. Custom User Messages:
• Add personalized messages, motivational reminders, or trading affirmations (e.g., “Patience | Discipline | Confidence”).
• Supports multiline messages for greater customization.
4. Customizable Placement:
• Select from multiple placement options (e.g., Top Right, Bottom Left, etc.) to integrate seamlessly with your chart layout.
5. Time Zone Support:
• Supports a wide range of global time zones, ensuring accurate time synchronization based on your location or trading session preferences.
6. Clean and Minimalist Design:
• Aesthetic panel with customizable text and background colors for better integration with your chart theme.
• Bolded key information like contract symbols and timeframes for quick recognition.
How to Use
1. Enable the Context Panel:
• Select a location for the panel using the Show Chart Context Panel? setting (e.g., Top Right).
2. Choose Time Display:
• Decide whether to show Bar Time, Current Time, or disable the time display entirely (None).
3. Add Custom Messages:
• Use the Panel Message input to add motivational reminders, strategy notes, or any text you’d like to see during your trading sessions.
4. Set Your Time Zone:
• Configure the time zone using the Select Timezone dropdown to ensure time data aligns with your trading hours.
Example Use Cases
1. Screenshot-Friendly Context:
• Capture annotated screenshots with clear context, including contract symbol, timeframe, timestamp, and reminders.
2. Quick Market Overview:
• Use the panel to stay informed about the current futures contract and trading session details without cluttering your chart.
3. Trading Psychology Support:
• Display affirmations like “Patience | Discipline | Confidence” to help maintain focus and emotional discipline while trading.
ZERE Majors System [FahimK3]ZERE Majors System
This system introduces an innovative approach to crypto portfolio management through a dynamic matrix-based rotation methodology. At its core, the system utilizes a proprietary scoring matrix that directly compares the relative strength between BTC, ETH, and SOL, creating a more nuanced understanding of asset relationships than traditional indicators alone could provide.
The fundamental innovation lies in how the system evaluates cryptocurrencies. Rather than analyzing each asset independently, it employs a comprehensive matrix where each asset is scored against others through direct pair-wise comparisons. This creates a network of relationships that reveals underlying strength patterns that might be missed by conventional analysis methods. The scoring process incorporates both momentum and relative performance metrics, ensuring that capital is allocated to the truly strongest asset rather than just the one showing temporary strength.
While the exact scoring calculations remain proprietary, the system's framework combines relative strength principles with adaptive thresholds that automatically adjust to changing market conditions. This differs from standard relative strength approaches by considering the complete web of relationships between assets rather than isolated comparisons.
The regime filter serves as a secondary confirmation layer, using volatility and momentum metrics to validate the primary matrix signals. When market conditions become unfavorable, the system automatically moves to cash, providing an additional layer of capital protection.
Performance tracking includes comprehensive metrics comparing the rotation strategy against a standard buy-and-hold approach. The visual interface displays the scoring matrix, current positions, and equity curves, allowing traders to understand position rationale in real-time.
Recommended Usage:
- Timeframe: Daily chart
- Starting Capital: Customizable for portfolio size
- Scoring Method: Choice between UNI.v2 and UNI.v3
Note: While this system incorporates some standard technical elements, its value lies in the unique matrix-based rotation methodology that provides a more complete picture of relative strength than traditional indicators used in isolation.
SIM Custom Weighted Index MakerSIM Custom Weighted Index Maker
The UNIQE SIM Custom Index Maker is a versatile and customizable indicator designed to help traders create their own personalized index using up to 10 different symbols. This tool is particularly useful for those who want to monitor the performance of a specific group of assets, such as meme coins, tech stocks, or any other category of interest. Additionally, users can now assign weights to each symbol, allowing for a more tailored index calculation.
Key Features:
Symbol Selection:
- Users can select up to 10 different symbols to include in their custom index.
- Each symbol can be individually enabled or disabled, allowing for flexible index composition.
Weight Assignment:
- Users can assign weights to each symbol, providing more control over the influence of each symbol on the index.
- By default, all symbols are equally weighted.
Timeframe Selection:
- The indicator supports both the chart's current timeframe and a fixed timeframe, providing users with the flexibility to analyze data at their preferred granularity.
OHLC Price Calculation:
- The indicator fetches the Open, High, Low, and Close (OHLC) prices for each enabled symbol.
- It then calculates the weighted average OHLC prices across all enabled symbols to create the index values.
Index Visualization:
- The custom index is plotted as candlesticks, with green candles indicating a rise in the index value and red candles indicating a fall.
- The wicks of the candlesticks are colored gray for better visual distinction.
Usage:
Select Symbols:
- Input the symbols you want to include in your index. You can choose up to 10 symbols.
- Enable or disable each symbol as needed to fine-tune your index.
Assign Weights:
- Assign weights to each symbol to control their influence on the index. By default, all symbols are equally weighted.
Choose Timeframe:
- Decide whether to use the chart's current timeframe or a fixed timeframe for data analysis.
Analyze the Index:
- The indicator will plot the custom index on your chart, allowing you to monitor the collective performance of your selected symbols.
Benefits:
- Customization : Create an index tailored to your specific interests or investment strategies.
- Flexibility : Easily add or remove symbols and adjust their weights to fine-tune the index composition.
- Visualization : Clear and intuitive candlestick representation of the index for easy analysis.
The SIM Custom Weighted Index Maker is a powerful tool for traders looking to gain insights into the performance of a custom group of assets, making it an essential addition to any trader's toolkit.
Crypto Price Volatility Range# Cryptocurrency Price Volatility Range Indicator
This TradingView indicator is a visualization tool for tracking historical volatility across multiple major cryptocurrencies.
## Features
- Real-time volatility tracking for 14 major cryptocurrencies
- Customizable period and standard deviation multiplier
- Individual color coding for each currency pair
- Optional labels showing current volatility values in percentage
## Supported Cryptocurrencies
- Bitcoin (BTC)
- Ethereum (ETH)
- Avalanche (AVAX)
- Dogecoin (DOGE)
- Hype (HYPE)
- Ripple (XRP)
- Binance Coin (BNB)
- Cardano (ADA)
- Tron (TRX)
- Chainlink (LINK)
- Shiba Inu (SHIB)
- Toncoin (TON)
- Sui (SUI)
- Stellar (XLM)
## Settings
- **Period**: Timeframe for volatility calculation (default: 20)
- **Standard Deviation Multiplier**: Multiplier for standard deviation (default: 1.0)
- **Show Labels**: Toggle label display on/off
## Calculation Method
The indicator calculates volatility using the following method:
1. Calculate daily logarithmic returns
2. Compute standard deviation over the specified period
3. Annualize (multiply by √252)
4. Convert to percentage (×100)
## Usage
1. Add the indicator to your TradingView chart
2. Adjust parameters as needed
3. Monitor volatility lines for each cryptocurrency
4. Enable labels to see precise current volatility values
## Notes
- This indicator displays in a separate window, not as an overlay
- Volatility values are annualized
- Data for each currency pair is sourced from USD pairs
Highest Volume FuturesScript tracks the volume of futures contracts which are not expired for the current and next year. Provides a label at the real-time bar and when a different contract has higher volume in the last bar of the timeframe input as long as it is different from the current ticker. It should display on continuous and lower volume contract charts.
Intended to be used with a higher timeframe input.
Currently supports ES, MES, NQ, MNQ, RTY, M2K, YM, MYM, BTC, MBT, CL, MCL, GC, MGC, E7 and J7. If you'd like to add your own, then include the syminfo.root of your ticker and the appropriate month codes for that contract in the validMonthCodes switch list.
MOEX Aerospace & Defense IndexMOEX Aerospace & Defense Index is a financial instrument that forms an objective assessment of the capitalization of the entire aerospace and military–industrial complex of Russia, the securities of issuers of which are represented on the public stock market.
The MOEX Aerospace & Defense Index includes shares of 14 issuers of the aerospace and defense industry complex of Russia in fair shares proportional to the occupied shares of the Russian and global arms markets, as well as involvement in the Russian state defense order during wartime. The Index includes issuers from such sectors of the economy as: military aviation industry, rocket and space industry, military automotive industry and wheel products, military electronics and communications, military metallurgy and metal products.
The Index includes:
RUS:AMEZ RUS:CHKZ RUS:CHMF RUS:DZRDP RUS:ELMT RUS:IRKT RUS:KMAZ RUS:NAUK RUS:NSVZ RUS:RKKE RUS:SVAV RUS:UNAC RUS:VSMO RUS:ZVEZ
Based on historical data for the period from 2014 (the year of the beginning of the geopolitical confrontation between Russia and Ukraine), the MOEX Aerospace & Defense Index demonstrates profitability 3-4 times higher than the Russian benchmark of the stock market - the Moscow Stock Exchange Index. It makes the financial instrument the most attractive in times of geopolitical crises or military confrontations.
MOEX Aerospace & Defense Index allows you to:
1. To invest in a balanced manner in the aerospace and defense industrial complex of Russia, which produces advanced military and aerospace weapons for the needs of the Russian army and for export, which occupies 25% of the global arms market. Investing in the aerospace and military-industrial complex of Russia is especially relevant in the context of a special military operation in Ukraine, the growth of geopolitical tensions and the resulting large budget incentives for this industry from the Government of the Russian Federation.
2. To neutralize fluctuations in low-liquid and highly volatile stocks of the aerospace and military-industrial complex of Russia. The aerospace and defense industries are characterized by high volatility in stock prices, which is why the creation of a balanced index can offset price fluctuations for low-liquid shares of companies included in the index and reduce the risk for investors.
3. Politically diversify the investment portfolio. The inclusion of the MOEX Aerospace & Defense Index in the investment portfolio can reduce the risks associated with price fluctuations during geopolitical crises or military confrontations.
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MOEX Aerospace & Defense Index – финансовый инструмент, формирующий объективную оценку капитализации всего аэрокосмического и оборонно-промышленного комплекса России, ценные бумаги эмитентов которого представлены на публичном рынке акций.
В MOEX Aerospace & Defense Index включены акции 14 эмитентов аэрокосмического и оборонно-промышленного комплекса России в справедливых долях, пропорциональных занимаемым долям российского и мирового рынка вооружений, а также задействования в российском гособоронзаказе в военное время. Индекс включает в себя эмитентов из таких секторов экономики, как: военная авиационная промышленность, ракетно-космическая промышленность, военная автомобильная промышленность и колесные изделия, военная электроника и связь, военная металлургия и изделия из металла.
В Индекс включены:
RUS:AMEZ RUS:CHKZ RUS:CHMF RUS:DZRDP RUS:ELMT RUS:IRKT RUS:KMAZ RUS:NAUK RUS:NSVZ RUS:RKKE RUS:SVAV RUS:UNAC RUS:VSMO RUS:ZVEZ
На исторических данных за период с 2014-го года (года начала геополитической конфронтации России и Украины) MOEX Aerospace & Defense Index демонстрирует доходность в 3-4 раза выше российского бенчмарка рынка акций – Индекса Мосбиржи, что делает финансовый инструмент наиболее привлекательным во времена геополитических кризисов или военных противостояний.
MOEX Aerospace & Defense Index позволяет:
1. Сбалансированно инвестировать в аэрокосмический и оборонно-промышленный комплекс России, производящий передовое военное и аэрокосмическое вооружение для нужд армии России и на экспорт, который занимает 25% мирового рынка вооружений. Инвестирование в аэрокосмический и оборонно-промышленный комплекс России особенно актуально в условиях специальной военной операции на Украине, росте геополитической напряженности и следующих из этого большого бюджетного стимулирования данной отрасли со стороны Правительства Российской Федерации.
2. Нивелировать колебания в низколиквидных и высоко волатильных акциях аэрокосмического и оборонно-промышленного комплекса России. Аэрокосмическая и оборонная отрасли характеризуются высокой волатильностью цен на акции, ввиду чего создание сбалансированного индекса может нивелировать колебания цен на низколиквидные акции компаний, входящих в индекс, и снизить риск для инвесторов.
3. Политически диверсифицировать инвестиционный портфель. Включение MOEX Aerospace & Defense Index в инвестиционный портфель может снизить риски, связанные с колебаниями цен во время геополитических кризисов или военных противостояний.
Market MonitorOverview
The Market Monitor Indicator provides a customisable view of dynamic percentage changes across selected indices or sectors, calculated by comparing current and previous closing prices over the chosen timeframe.
Key Features
Choose up to 20 predefined indices or your own selected indices/stocks.
Use checkboxes to show or hide individual entries.
Monitor returns over daily, weekly, monthly, quarterly, half-yearly, or yearly timeframes
Sort by returns (descending) to quickly identify top-performing indices or alphabetically for an organised and systematic review.
Customisation
Switch between Light Mode (Blue or Green themes) and Dark Mode for visual clarity.
Adjust the table’s size, position, and location.
Customise the table title to your own choice e.g. Sectoral, Broad, Portfolio etc.
Use Cases
Use multiple instances of the script with varying timeframes to study sectoral rotation and trends.
Customise the stocks to see your portfolio returns for the day or over the past week, or longer.
IPO Lifecycle Sell Strategy [JARUTIR]IPO Lifecycle Sell Strategy with Dynamic Buy Date and Multiple Sell Rules
This custom TradingView script is designed for traders looking to capitalize on dynamic strategies for IPOs and growth stocks, by implementing several sell rules based on price action and technical indicators. It provides a set of sell rules that are applied dynamically depending on the stock's lifecycle and price action, allowing users to lock in profits and minimize drawdowns based on key technical thresholds.
The four sell strategies incorporated into this script are inspired by the book "The Lifecycle Trade", a resource that focuses on capturing profits while managing risk in different phases of a stock's lifecycle, from IPO to high-growth stages.
Key Features:
Buy Price and Buy Date: You can either manually input your buy price and date or let the script automatically detect the buy date based on the specified buy price.
Multiple Sell Strategies: Choose from 4 predefined sell strategies:
Ascender Rule : Captures strong momentum from IPO stocks by selling portions at specific price levels or technical conditions.
Midterm Rule : Focuses on holding for longer periods, with defensive sell signals triggered when the stock deviates significantly from peak price or key moving averages.
40 Week Rule : Designed for long-term holds, this rule triggers a sell when the stock closes below the 40-week moving average.
Everest Rule : Aggressive strategy for selling into strength based on parabolic moves or gap downs, ideal for high momentum stocks.
Interactive Features:
Horizontal Green Line showing the buy price level from the buy date.
Visual Sell Signals appear only after the buy date to ensure that your analysis is relevant to the stock lifecycle.
Customizable settings, allowing you to choose your preferred sell rule strategy and automate buy date detection.
This script is perfect for traders using a strategic, systematic approach to IPOs and high-growth stocks, whether you're looking for quick exits during momentum phases or holding for longer-term growth.
Usage:
Input your Buy Price and Buy Date, or allow the script to automate the buy date detection.
Select a Sell Rule strategy based on your risk profile and trading style.
View visual signals for selling when specific conditions are met.
Frequently Asked Questions (FAQs):
Q1: How do I input my Buy Price and Buy Date?
The script allows you to either manually input the Buy Price and Buy Date or use the automated detection. If you choose automated detection, the script will automatically assign the buy date when the price crosses above your set Buy Price.
Q2: What is the purpose of the "Sell Rules"?
The script offers four sell strategies to help manage different types of stocks in varying phases of their lifecycle:
Ascender Rule: Targets IPO stocks showing positive momentum.
Midterm Rule: A defensive strategy for stocks in a steady uptrend.
40 Week Rule: Long-term hold strategy designed to ride stocks through extended growth.
Everest Rule: Aggressive strategy to capture profits during parabolic price moves.
Q3: What is the significance of the Green Line at Buy Price?
The Green Line represents your entry point (Buy Price) on the chart. It will appear from the buy date onwards, helping you track the performance of your stock relative to your entry.
Q4: Can I customize the Sell Strategy?
Yes! You can choose from the available Sell Rules (Ascender Rule, Midterm Rule, 40 Week Rule, Everest Rule) via an input option in the script. Each strategy has its own unique triggers based on price action, moving averages, and time-based conditions.
Q5: Does this script work for stocks and crypto?
Yes, this script is designed for both stocks and cryptocurrencies. It works on any asset where price data and timeframes are available.
Q6: How do the Weekly Moving Averages (WSMA) work in this strategy?
The script uses weekly moving averages (WSMA) to track longer-term trends. These are essential for some of the sell rules, such as the Midterm Rule and 40 Week Rule, which rely on the stock's movement relative to the 40-week moving average.
Q7: Will the script plot a Sell Signal immediately after the Buy Date?
No, sell signals will only be plotted after the Buy Date. This ensures that the sell strategy is relevant to your actual holding period and avoids premature triggers.
Q8: How do I interpret the Sell Signal?
The script will plot a Red Sell Signal above the bar when the sell conditions are met, based on the selected strategy. This indicates that it may be a good time to exit the position according to your chosen rule.
Q9: Can I use this strategy on different timeframes?
Yes, you can apply the script to any timeframe. However, some sell strategies, like the Midterm Rule and 40 Week Rule, are designed to work best with weekly data, so it's recommended to use these strategies with longer timeframes.
Q10: Does this script have any alerts?
Yes! The script supports alert conditions that will notify you when the sell conditions are met according to your selected rule. You can set up alerts to stay informed without needing to watch the chart constantly.
Q11: What if I want to disable some of the sell rules?
You can select your preferred sell rule using the "Select Sell Rule" dropdown. If you don’t want to use a particular rule, simply choose a different strategy or leave it inactive.
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Disclaimer:
This strategy is intended for educational purposes only. It should not be considered financial advice. Always perform your own research and consult with a professional before making any trading decisions. Trading involves significant risk, and you should never trade with money you cannot afford to lose.
Employee Portfolio Generator [By MUQWISHI]▋ INTRODUCTION :
The “Employee Portfolio Generator” simplifies the process of building a long-term investment portfolio tailored for employees seeking to build wealth through investments rather than traditional bank savings. The tool empowers employees to set up recurring deposits at customizable intervals, enabling to make additional purchases in a list of preferred holdings, with the ability to define the purchasing investment weight for each security. The tool serves as a comprehensive solution for tracking portfolio performance, conducting research, and analyzing specific aspects of portfolio investments. The output includes an index value, a table of holdings, and chart plots, providing a deeper understanding of the portfolio's historical movements.
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▋ OVERVIEW:
● Scenario (The chart above can be taken as an example) :
Let say, in 2010, a newly employed individual committed to saving $1,000 each month. Rather than relying on a traditional savings account, chose to invest the majority of monthly savings in stable well-established stocks. Allocating 30% of monthly saving to AMEX:SPY and another 30% to NASDAQ:QQQ , recognizing these as reliable options for steady growth. Additionally, there was an admired toward innovative business models of NASDAQ:AAPL , NASDAQ:MSFT , NASDAQ:AMZN , and NASDAQ:EBAY , leading to invest 10% in each of those companies. By the end of 2024, after 15 years, the total monthly deposits amounted to $179,000, which would have been the result of traditional saving alone. However, by sticking into long term invest, the value of the portfolio assets grew, reaching nearly $900,000.
_______________________
▋ OUTPUTS:
The table can be displayed in three formats:
1. Portfolio Index Title: displays the index name at the top, and at the bottom, it shows the index value, along with the chart timeframe, e.g., daily change in points and percentage.
2. Specifications: displays the essential information on portfolio performance, including the investment date range, total deposits, free cash, returns, and assets.
3. Holdings: a list of the holding securities inside a table that contains the ticker, last price, entry price, return percentage of the portfolio's total deposits, and latest weighted percentage of the portfolio. Additionally, a tooltip appears when the user passes the cursor over a ticker's cell, showing brief information about the company, such as the company's name, exchange market, country, sector, and industry.
4. Indication of New Deposit: An indication of a new deposit added to the portfolio for additional purchasing.
5. Chart: The portfolio's historical movements can be visualized in a plot, displayed as a bar chart, candlestick chart, or line chart, depending on the preferred format, as shown below.
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▋ INDICATOR SETTINGS:
Section(1): Table Settings
(1) Naming the index.
(2) Table location on the chart and cell size.
(3) Sorting Holdings Table. By securities’ {Return(%) Portfolio, Weight(%) Portfolio, or Ticker Alphabetical} order.
(4) Choose the type of index: {Assets, Return, or Return (%)}, and the plot type for the portfolio index: {Candle, Bar, or Line}.
(5) Positive/Negative colors.
(6) Table Colors (Title, Cell, and Text).
(7) To show/hide any of selected indicator’s components.
Section(2): Recurring Deposit Settings
(1) From DateTime of starting the investment.
(2) To DateTime of ending the investment
(3) The amount of recurring deposit into portfolio and currency.
(4) The frequency of recurring deposits into the portfolio {Weekly, 2-Weeks, Monthly, Quarterly, Yearly}
(5) The Depositing Model:
● Fixed: The amount for recurring deposits remains constant throughout the entire investment period.
● Increased %: The recurring deposit amount increases at the selected frequency and percentage throughout the entire investment period.
(5B) If the user selects “ Depositing Model: Increased % ”, specify the growth model (linear or exponential) and define the rate of increase.
Section(3): Portfolio Holdings
(1) Enable a ticker in the investment portfolio.
(2) The selected deposit frequency weight for a ticker. For example, if the monthly deposit is $1,000 and the selected weight for XYZ stock is 30%, $300 will be used to purchase shares of XYZ stock.
(3) Select up to 6 tickers that the investor is interested in for long-term investment.
Please let me know if you have any questions
Ticker Tape with Multiple Inputs# Ticker Tape
A customizable multi-symbol price tracker that displays real-time price information in a scrolling ticker format, similar to financial news tickers.
This indicator is inspired from Tradingciew's default tickertape indicator with changes in the way inputs are given.
### Overview
This indicator allows you to monitor up to 15 different symbols simultaneously across any supported exchanges on TradingView. It displays essential price information including current price, price change, and percentage change in an easy-to-read format at the bottom of your chart.
### Features
• Monitor up to 15 different symbols simultaneously
• Support for any exchange available on TradingView
• Real-time price updates
• Color-coded price changes (green for increase, red for decrease)
• Smooth scrolling animation (can be disabled)
• Customizable scroll speed and position offset
### Input Parameters
#### Ticker Tape Controls
• Running: Enable/disable the scrolling animation
• Offset: Adjust the starting position of the ticker tape
#### Symbol Settings
• Exchange (1-15): Enter the exchange name (e.g., NSE, BINANCE, NYSE)
• Symbol (1-15): Enter the symbol name (e.g., BANKNIFTY, RELIANCE, BTCUSDT)
### Display Format
For each symbol, the ticker shows:
1. Symbol Name
2. Current Price
3. Price Change (Absolute and Percentage)
### Example Usage
Input Settings:
Exchange 1: NSE
Symbol 1: BANKNIFTY
Exchange 2: NSE
Symbol 2: RELIANCE
The ticker tape will display:
`NIFTY BANK 46750.00 +350.45 (0.75%) | RELIANCE 2456.85 -12.40 (-0.50%) |`
### Use Cases
1. Multi-Market Monitoring: Track different markets simultaneously without switching between charts
2. Portfolio Tracking: Monitor all your positions in real-time
### Tips for Best Use
1. Group related symbols together for easier monitoring
2. Use the offset parameter to position important symbols in your preferred viewing area
3. Disable scrolling if you prefer a static display
4. Leave exchange field empty for default exchange symbols
### Notes
• Price updates occur in real-time during market hours
• Color coding helps quickly identify price direction
• The indicator adapts to any chart timeframe
• Empty input pairs are automatically skipped
### Performance Considerations
The indicator is optimized for efficiency, but monitoring too many high-frequency symbols might impact chart performance. It's recommended to use only the symbols you actively need to monitor.
Version: 2.0 Stock_Cloud
Last Updated: December 2024
Standard Deviation of Returns: DivergencePurpose:
The "Standard Deviation of Returns: Divergence" indicator is designed to help traders identify potential trend reversals or continuation signals by analyzing divergences between price action and the statistical volatility of returns. Divergences can signal weakening momentum in the prevailing trend, offering insight into potential buying or selling opportunities.
Key Components
1. Returns Calculation:
* The indicator uses logarithmic returns (log(close / close )) to measure relative price changes in a normalized manner.
* Log returns are more effective than simple price differences when analyzing data across varying price levels, as they account for percentage-based changes.
2. Standard Deviation of Returns:
* The script computes the standard deviation of returns over a user-defined lookback period (ta.stdev(returns, lookback)).
* Standard deviation measures the dispersion of returns around their average, effectively quantifying market volatility.
* A higher standard deviation indicates increased volatility, while lower standard deviation reflects a calmer market.
3. Price Action:
* Detects higher highs (new peaks in price) and lower lows (new troughs in price) over the lookback period.
* Price trends are compared to the behavior of the standard deviation.
4. Divergence Detection:
A divergence occurs when price action (higher highs or lower lows) is not confirmed by a corresponding movement in standard deviation:
Bullish Divergence: Price makes a lower low, but the standard deviation does not, signaling potential upward momentum.
Bearish Divergence: Price makes a higher high, but the standard deviation does not, signaling potential downward momentum.
5. Visual Cues:
The script highlights divergence regions directly on the chart:
Green Background: Indicates a bullish divergence (potential buy signal).
Red Background: Indicates a bearish divergence (potential sell signal).
How It Works
Inputs:
* The user specifies the lookback period (lookback) for calculating the standard deviation and detecting divergences.
Calculation:
* Each bar’s returns are computed and used to calculate the standard deviation over the specified lookback period.
* The indicator evaluates price highs/lows and compares these with the highest and lowest values of the standard deviation within the same lookback period.
Highlight of Divergences:
When divergences are detected:
Bullish Divergence: The background of the chart is shaded green.
Bearish Divergence: The background of the chart is shaded red.
Trading Application
Bullish Divergence:
* Occurs when the market is oversold, or downward momentum is weakening.
* Suggests a potential reversal to an uptrend, signaling a buying opportunity.
Bearish Divergence:
* Occurs when the market is overbought, or upward momentum is weakening.
* Suggests a potential reversal to a downtrend, signaling a selling opportunity.
Contextual Use:
* Use this indicator in conjunction with other technical tools like RSI, MACD, or moving averages to confirm signals.
* Effective in volatile or ranging markets to help anticipate shifts in momentum.
Summary
The "Standard Deviation of Returns: Divergence" indicator is a robust tool for spotting divergences that can signal weakening market trends. It combines statistical volatility with price action analysis to highlight key areas of potential reversals. By integrating this tool into your trading strategy, you can gain additional confirmation for entries or exits while keeping a close watch on momentum shifts.
Disclaimer: This is not a financial advise; please consult your financial advisor for personalized advice.
FXC NQ Opening Range Breakout Strategy V2.4Mechanical Strategy that trades breakouts on NQ futures on the 15min timeframe during the NYSE session. It's designed to manage Apex and Top Step accounts with the lowest risk possible.
Risk Disclaimer:
Past results as well as strategy tester reports do not indicate future performance. Guarantees do not exist in trading. By using this strategy you risk losing all your money.
Important:
It only trades on Monday, Wednesday and Friday and takes usually only 1 trade per trading day.
It works on the 15min timeframe only.
The settings are optimised already for NQ but feel free to change them.
How it works:
Every selected trading day it measures the range of the first 15min candle after the NYSE open. As soon as price closes above on the 15min timeframe, it will trade the breakout targeting a set risk to reward ratio. SL on the opposite side of the range. It will trail the SL after a set amount of points and uses a buffer of the set amount of points to trail it.
Settings:
Opening Range Time : This is the time of the day in hours and minutes when the strategy starts looking for trades. It's in the EST/ NY Timezone and set to 9:30-09:45 by default
because that's the NYSE open.
Session Time : This is the time of the day in hours and minutes until the strategy trades. It's in the EST/ NY Timezone and set to 09:45-14:45 by default.
because that's what gave the best results in backtesting. Open trades will get closed automatically once the end of the session is reached. No matter if win or loss. This is just to prevent holding positions over night.
Session Border This setting is to select the border color in which the session box will be plotted.
Opening Range Box This setting is to select the fill color of the opening range box.
Opening Range Border This setting is to select the border color of the session box.
Trade Timeframe This setting determines on which timeframe candle has to close outside the opening range box in order to take a trade. It's set to 15min by default because this is what worked by far the best in backtests and live trading.
Stop Loss Buffer in Points: This is simply the buffer in points that is added to the SL for safety reasons. If you have it on 0, the SL will be at the exact price of the opposite side of the range. By default it's set to 0 pips because this is what delivered the best results in backtests.
Profit Target Factor: This is simply the total SL size in points multiplied by x.
Example: If you put 2, you get a 1:2 Risk to Reward Ratio. By Default it's set to 4 because this gave the best results in backtests, because trades always get closed either by trailing SL or because the end of the session is reached.
Use Trailing Stop Loss: This setting is to enable/ disable the trailing stop loss. It's enabled by default because this is a fundamental part of the strategy.
Trailing Stop Buffer: This setting determines after how many points in profit the trailing SL will be activated.
Risk Type: You can chose either between Fixed USD Amount, Risk per Trade in % or Fixed Contract Size. By default it's set to fixed contract size.
Risk Amount (USD or Contracts): This setting is to set how many USD or how many contracts you want to risk per trade. Make sure to check which risk type you have selected before you chose the risk amount.
Use Limit Orders If enabled, the strategy will place a pending order x points from the current price, instead of a market order. Limit orders are enabled by default for a better performance. Important: It doesn't actually place a limit order. The strategy will just wait for a pullback and then enter with a market order. It's more like a hidden limit order.
Limit Order Distance (points): If you have limit orders enabled, this setting determines how many points from the current price the limit order will be placed.
Trading Days: These checkboxes are to select on which week days the strategy has to trade. Thursday is disabled by default because backtests have shown that Thursday is the least profitable day
Backtest Settings:
For the backtest the commissions ere set to 0.35 USD per mini contract which is the highest amount Tradeovate charges. Margin was not accounted for because typically on Apex accounts you can use way more contracts than you need for the extremely low max drawdown. Margin would be important on personal accounts but even there typically it's not an issue at all especially because this strategy runs on the 15min timeframe so it won't use a lot of contracts anyways.
What makes it unique:
This script is unique because it's designed to be used on Apex and Top Step accounts with extremely strict drawdown rules.
The strategy is optimised to be traded with a fixed contract size instead of using % risk. The reason for that is that the drawdown rules of these Futures Prop Accounts are very strict and the fact that the smallest trade-able contract size is 1.
Why the source code is hidden:
The source code is hidden because I invested a lot of time and money into developing this strategy and optimising it with paid 3rd party software. Also since I use it myself on my Apex accounts and prop firms don't allow copy trading I don't want it to be used by too many traders.
US Recessions OverlayThe US Recessions Overlay indicator highlights the periods of US economic recessions directly on your TradingView chart. Using historical data from the Great Depression to the present, it provides a visual representation of recessions as transparent red backgrounds. This can help traders and analysts correlate market movements with historical economic downturns.
Features:
- Displays US recessions since the Great Depression (1929) as shaded areas.
- Automatically adjusts the background shading to match the date ranges of historical recessions.
- A simple and effective way to observe market behavior during recessionary periods.
- Fully customizable to include new recession periods or modify transparency levels.
How to Use:
Apply the indicator to any chart. Recession periods will appear as red-shaded backgrounds, providing a clear visual cue for market behavior during those times.
Use Case:
Ideal for traders, economists, and market historians who wish to study the impact of recessions on financial markets.
MES Position Sizing EstimatorDescription and Use:
Here is an indicator which aims to help all Micro-ES futures traders who struggle with risk management! I created this indicator designed as a general guideline to help short term traders (designed for 1 minute candles) determine how many contracts to trade on the MES for their desired profit target.
To use the indicator, simply go to MES on the 1 minute timeframe, apply the indicator, and enter your Holding Period (how long you want to have your position open for), Value Per Tick
(usually 1.25 for MES since one point is $5) and your target PnL for the trade in the inputs tab.
It will then show in a table the recommended position sizing, as well as the estimated price change for your holding period. Additionally, there are two plotted lines also showing the position sizing and estimated price change historically.
How the indicator works
On the technical level, I made calculations for this indicator using Python. I downloaded 82 days of 1 minute OHLC data from TradingView, and then ran regression (log-transformed linear regression specifically) to calculate how the average price change in MES futures scales with the amount of time a position is held for, and then ran these regressions for every hour of the day. I then copied the equations from those regressions into Pinescript, and used the assumption that:
position size = target PnL / (estimated price change for time * tick value)
Therefore, Choosing the number of contracts to trade position sizing for Micro E-mini S&P 500 Futures (MES) based on time of day, holding period, and tick value. This tool leverages historical volatility patterns and log-transformed linear regression models to provide precise recommendations tailored to your trading strategy.
If you want to check out how the regression code worked in python, it is all open source and available on my Github repository for it .
Notes:
The script assumes a log-normal distribution of price movements and is intended as an educational tool to aid in risk management.
It is not a standalone trading system and should be used in conjunction with other trading strategies and risk assessments.
Past performance is not indicative of future results, and traders should exercise caution and adjust their strategies based on personal risk tolerance.
This script is open-source and available for use and modification by the TradingView community. It aims to provide a valuable resource for traders seeking to enhance their risk management practices through data-driven insights.
DCA Valuation & Unrealized GainsThis Pine Script for TradingView calculates and visualizes the relationship between a Dollar Cost Average (DCA) price and the All-Time High (ATH) price for over 50 different cryptocurrencies. Here's what it does:
1. Inputs for DCA Prices:
- Users can manually input DCA prices for specific cryptocurrencies (e.g., BTC, ETH, BNB).
2. Dynamic ATH Calculation:
- Dynamically calculates the ATH price for the current asset using the highest price in the chart's loaded data and persists this value across bars.
3. Percentage Change from DCA to ATH:
- Computes the percentage gain from the DCA price to the ATH price.
4. Visualizations:
- Draws a line at the DCA price and the ATH price, both extended to the right.
- Adds an arrow pointing from the DCA price to the ATH, offset by 10 bars into the future.
- Displays labels for:
- The percentage gain from DCA to ATH.
- "No DCA Configured" if no valid DCA price is set for the asset.
5. Color Coding:
- Labels and arrows are color-coded to indicate positive or negative percentage changes:
- Green for gains.
- Red for losses.
6. Adaptability:
- The script dynamically adjusts to the current asset based on its ticker and uses the corresponding DCA price.
This functionality provides traders with clear insights into their investment's performance relative to its ATH, aiding in decision-making.
-----
To add a new asset to the script:
1. Define the DCA Input: Add a new input for the asset's DCA price using the `input.float` function. For example:
dcaPriceNEW = input.float(title="NEW DCA Price", defval=0.1, tooltip="Set the DCA price for NEW")
2. Add the Asset Logic: Include a conditional check for the new asset in the ticker matching logic:
if str.contains(currentAsset, "NEW") and dcaPriceNEW != 0
dcaPrice := dcaPriceNEW
Where NEW is the ticker symbol of the asset you're adding.
NOTE: SOLO had to be put before SOL because otherwise the indicator was pulling the DCA price from SOL even on the SOLO chart. If you have a similar issue, try that fix.
Adding an asset requires only these two changes. Once done, the script dynamically incorporates the new asset into its calculations and visualizations.
IU VaR (Value at Risk) Historical MethodThis Pine Script indicator calculates the **Value at Risk (VaR)** using the **Historical Method** to help traders understand potential losses during a given period( Chart Timeframe) with a specific level of confidence.
What is Value at Risk (VaR) ?
Value at Risk (VaR) is a measure used in finance to estimate the potential loss in value of an asset, portfolio, or investment over a specific time period, given normal market conditions, and at a certain confidence level.
Example:
Suppose you invest ₹1,00,000 in stocks. A VaR of 5% at a 95% confidence level means:
- There is a **95% chance** that you won’t lose more than **₹5,000** in a day.
- Conversely, there is a **5% chance** that your loss could exceed ₹5,000 in a day.
VaR is a helpful tool for understanding risk and making informed investment decisions!
How It Works:
1. The indicator calculates the percentage difference between consecutive bars.
2. The differences are sorted, and the VaR is determined based on the assurance level you specify.
3. A label displays the VaR value on the chart, indicating the potential maximum loss with the selected assurance level within one period eg - ( 1h, 4h , 1D, 1W, 1M etc as per your chart timeframe )
Key Features:
- Customizable Assurance Level:
Set the confidence level (e.g., 95%) to determine the probability of loss.
-Historical Approach:
Uses the past percentage changes in price to calculate the risk.
-Clear Insights:
Displays the calculated VaR value on the chart with an informative tooltip explaining the risk.
Use this tool to better understand your market exposure and manage risk!
Leveraged Chart with Financing, Portfolio DCA & NormalizationLeveraged Investment Simulator with Portfolio DCA & Performance Metrics
Overview:
This indicator helps simulate leveraged investment strategies, incorporating financing costs, Dollar Cost Averaging (DCA), and performance metrics. Ideal for analyzing leveraged growth on price charts or managing portfolios with periodic contributions.
Key Features:
Dual Simulation Modes:
- Chart Mode: Simulate leveraged growth directly on the price chart.
- Portfolio Mode: Track portfolio performance with periodic DCA contributions.
Leverage & Financing Fees:
- Adjustable leverage multiplier.
- Annual financing fees to model borrowing costs.
Dollar Cost Averaging (DCA):
- Set an initial investment and recurring deposit amounts.
- Choose contribution frequency: Monthly, Quarterly, or Yearly.
Performance Metrics:
- Sharpe Ratio: Evaluate risk-adjusted returns.
- Sortino Ratio: Assess downside risk-adjusted performance.
- Maximum Drawdown: Measure the largest decline from a peak.
Customizable Labels:
- Enable or disable specific sections, such as portfolio details and risk metrics.
Inputs:
Symbol selection (default: AAPL).
Data timeframe (e.g., daily, weekly, monthly).
Leverage multiplier and annual financing fees.
Portfolio options: Initial investment, deposit amounts, and frequencies.
Performance analysis options, including a customizable risk-free rate for Sharpe/Sortino ratios.
Toggleable label sections for focused analysis.
How to Use:
Add the indicator to your chart.
Configure the inputs to match your strategy (e.g., leverage factor, financing rates, DCA settings).
Toggle on/off the label sections to display relevant metrics.
Analyze the results:
Chart Mode: Observe leveraged growth on the price chart.
Portfolio Mode: Track portfolio growth, contributions, and performance metrics.
Benefits:
Simulate realistic scenarios with leverage, financing costs, and periodic investments.
Assess performance with advanced metrics like Sharpe and Sortino Ratios.
Identify risk with Maximum Drawdown analysis.
Customize your view for clarity and focus.
This indicator is perfect for traders and investors looking to optimize leveraged strategies or manage portfolios with DCA contributions effectively.
