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Live Risk/Reward Lines (Dynamic Update: Tick or Bar Close)This script displays dynamic Risk and Reward target lines directly on the chart. You can choose whether the updates happen live with each price tick or only once a bar closes. It supports both long and short trading directions, with customizable risk and reward percentages. Key Features: Dynamic live updates (per tick or per bar close). Choose Long or Short trade direction. Customize risk and reward percentages individually. Adjustable line length and color. Option to show or hide risk and reward lines. How It Works: For long trades: Risk = Close Price * (1 - Risk %), Reward = Close Price * (1 + Reward %). For short trades: Risk = Close Price * (1 + Risk %), Reward = Close Price * (1 - Reward %). Lines are automatically centered around the current bar. Why It Is Unique: Unlike static risk/reward indicators, this script allows traders to see real-time dynamic changes based on the latest tick or bar close. It offers full flexibility for scalpers and swing traders by allowing manual control over update timing and visualization style. Usage Instructions: Select your trade direction (Long or Short) from the settings. Set your preferred risk and reward percentages. Choose whether lines should update with every tick or only on bar close. Optionally adjust the length and colors of the lines. Important: The script focuses on visualizing risk and reward directly on the price chart without giving buy or sell signals. Disclaimer: This tool is intended for educational and informational purposes only and should not be considered financial advice.
Pine Script® indicator
by M_und_R_33
50 EMA Crossover With Monthly DCARecommended Chart Interval = 1W Overview: This strategy combines trend-following principles with dollar-cost averaging (DCA), aiming to efficiently deploy capital while minimizing market timing risk. How It Works: When the Long Condition is Not Met (i.e., Price < 50 EMA): - If the price is below the 50 EMA, a fixed DCA amount is added to a cash reserve every month. - This ensures that capital is consistently accumulated, even when the strategy isn't in a long position. When the Long Condition is Met (i.e., Price > 50 EMA): - A long position is opened when the price is above the 50 EMA. - At this point, the entire capital, including the accumulated cash reserve, is deployed into the market. - While the strategy is long, a DCA buy order is placed every month using the set DCA amount, continuously investing as the market conditions allow. Exit Strategy: If the price falls below the 50 EMA, the strategy closes all positions, and the cash reserve accumulation process begins again. Key Benefits: ✔ Systematic Investing: Ensures consistent capital deployment while following trend signals. ✔ Cash Efficiency: Accumulates uninvested funds when conditions aren’t met and deploys them at optimal moments. ✔ Risk Management: Exits when the price trend weakens, protecting capital. Conclusion: This method allows for efficient capital growth by combining a trend-following approach with disciplined DCA, ensuring risk is managed while capital is deployed systematically at optimal points in the market. 🚀
Pine Script® strategy
by ficril
BB Sidecar CalculatorBB Sidecar Calculator Visual trade planner and dynamic risk-to-reward tool Overview The BB Sidecar Calculator is a precision planning tool designed to help traders visualize risk, reward, and position sizing directly on their charts. By inputting basic trade parameters, the indicator calculates stop-loss distance, potential profit targets in R multiples, and total dollar risk or gain based on the instrument type and lot size. It supports a wide range of assets including futures, forex, and equities. Features • Manually input or click-to-place entry and stop levels directly on the chart • Drag and adjust levels dynamically with real-time updates to targets and risk values • Automatic detection of long or short direction based on entry vs. stop placement • Supports optional Max Dollar Risk setting to cap trade risk based on your account limits • Configurable number of R-multiple targets (1R to 10R) • Instrument-aware calculations with pip support for forex and point-based logic for stocks and futures • Adjustable label display with configurable text size, color, and price precision • Customizable currency symbol to match your account denomination How to Use 1. When you first add the indicator, click on the chart to place your Entry and Stop levels. 2. The indicator will automatically determine whether the trade is Long or Short. 3. Drag either level up or down to adjust your setup visually. 4. Set your Lot Size and optionally define a Max $ Risk value. 5. The indicator will display: • Entry line with lot size label • Stop line with dollar risk and distance • Up to 10 risk-multiple profit targets (1R, 2R, etc.) Max Risk Logic When a value is entered for Max $ Risk, the indicator calculates the maximum price difference you can afford based on your lot size and instrument type. It will then: • Calculate a stop-loss price that aligns with your risk cap • Compare this with the user-defined stop price • Select the more conservative stop (the one with less dollar risk) • Display updated profit targets based on the selected stop level For forex pairs, pip value and pip size are accounted for in risk calculations. For stocks and futures, point value is used. If Max $ Risk is set to 0, the indicator uses your manually defined stop price exclusively. Notes • Labels and visuals are rendered only on the latest bar for clarity • Supports various decimal precision levels for accurate price formatting • Designed for use in planning, not live trade execution • Works across multiple timeframes and instrument types
Pine Script® indicator
by Bender_Bot
Automated Lot Size Calculator // © Laurent3372 The "Automated Lot Size Calculator" is a sophisticated tool for traders who want to calculate the ideal position size based on their capital, risk, and the asset pair they wish to trade. Here is a detailed description of its features: 1. Language Selector You can select the interface language (French, English, Spanish, German, or Italian). This makes the tool accessible and understandable to an international audience. 2. User Settings for Risk Calculation The risk percentage per trade is configurable. The entered percentage is divided by 100 to obtain a fraction (for example, 1% becomes 0.01). 3. Selection of Equity in USD or EUR The user chooses whether their equity is in US dollars or euros. Based on this choice, the calculation is based on the appropriate value. A field for entering equity is available for both currencies, with a default initial amount. 4. Stop Loss in Pips The stop loss can be entered in decimal places (such as 2.8 pips), allowing for high precision in risk calculations. 5. Interface Color Customization You can configure the text and background colors for headers, values, and other visual elements, allowing you to customize the display. 6. Display Table Position and Size You can choose the table location (top right, top left, bottom right, bottom left) as well as the display size (extra small, small, normal, large, extra large). 7. Asset Pair Detection and Pip Value The code automatically detects the financial instrument (currency, crypto, precious metal) and adjusts the pip value according to the asset's characteristics. For example: For JPY pairs, the pip is 0.01. For cryptocurrencies, the pip is adjusted to 0.01. For precious metals such as gold and silver, specific adjustments are also made. 8. Retrieving real-time exchange rates The script uses the request.security function to retrieve real-time exchange rates for currencies or cryptocurrencies. The code automatically adapts according to the trading pair and retrieves the appropriate rate (e.g., EUR/GBP, BTC/USD). 9. Calculating the risk amount in USD or EUR The risk is calculated based on the selected capital (USD or EUR). If the capital is in euros, it is converted to USD to simplify lot calculations. 10. Calculating position sizes in standard lots The formula for calculating position sizes varies depending on the asset: EUR/GBP is calculated with a specific adjustment. Precious metals and cryptocurrencies have their own adapted formulas. Exotic currencies incorporate a special conversion factor, taking into account pairs with more than two decimal places. 11. Lot Type Definition The lot type is automatically adjusted according to the asset: "Micro Lot", "Standard Lot", or "Exotic Lot". 12. Results Display with Dynamic Translation The results (currency, equity, risk, lot type, and size) are displayed in real time and automatically translated into the selected language. The left column contains the parameters, and the right column displays the corresponding values. 13. Dynamically Creating the Results Table The table is dynamically created using the specified position and size options. It contains all essential information, such as currency, equity, risk, and position size in lots. Conclusion: This script allows traders to automatically calculate their ideal position size by taking into account the currency, desired risk, and asset-specific parameters (such as cryptocurrencies and metals). Thanks to its customization options and automatic translations, it is suitable for global use, regardless of user profile.
Pine Script® indicator
by Laurent3372
Z-Score Normalized VIX StrategyThis strategy leverages the concept of the Z-score applied to multiple VIX-based volatility indices, specifically designed to capture market reversals based on the normalization of volatility. The strategy takes advantage of VIX-related indicators to measure extreme levels of market fear or greed and adjusts its position accordingly. 1. Overview of the Z-Score Methodology The Z-score is a statistical measure that describes the position of a value relative to the mean of a distribution in terms of standard deviations. In this strategy, the Z-score is calculated for various volatility indices to assess how far their values are from their historical averages, thus normalizing volatility levels. The Z-score is calculated as follows: Z = \frac{X - \mu}{\sigma} Where: • X is the current value of the volatility index. • \mu is the mean of the index over a specified period. • \sigma is the standard deviation of the index over the same period. This measure tells us how many standard deviations the current value of the index is away from its average, indicating whether the market is experiencing unusually high or low volatility (fear or calm). 2. VIX Indices Used in the Strategy The strategy utilizes four commonly referenced volatility indices: • VIX (CBOE Volatility Index): Measures the market’s expectations of 30-day volatility based on S&P 500 options. • VIX3M (3-Month VIX): Reflects expectations of volatility over the next three months. • VIX9D (9-Day VIX): Reflects shorter-term volatility expectations. • VVIX (VIX of VIX): Measures the volatility of the VIX itself, indicating the level of uncertainty in the volatility index. These indices provide a comprehensive view of the current volatility landscape across different time horizons. 3. Strategy Logic The strategy follows a long entry condition and an exit condition based on the combined Z-score of the selected volatility indices: • Long Entry Condition: The strategy enters a long position when the combined Z-score of the selected VIX indices falls below a user-defined threshold, indicating an abnormally low level of volatility (suggesting a potential market bottom and a bullish reversal). The threshold is set as a negative value (e.g., -1), where a more negative Z-score implies greater deviation below the mean. • Exit Condition: The strategy exits the long position when the combined Z-score exceeds the threshold (i.e., when the market volatility increases above the threshold, indicating a shift in market sentiment and reduced likelihood of continued upward momentum). 4. User Inputs • Z-Score Lookback Period: The user can adjust the lookback period for calculating the Z-score (e.g., 6 periods). • Z-Score Threshold: A customizable threshold value to define when the market has reached an extreme volatility level, triggering entries and exits. The strategy also allows users to select which VIX indices to use, with checkboxes to enable or disable each index in the calculation of the combined Z-score. 5. Trade Execution Parameters • Initial Capital: The strategy assumes an initial capital of $20,000. • Pyramiding: The strategy does not allow pyramiding (multiple positions in the same direction). • Commission and Slippage: The commission is set at $0.05 per contract, and slippage is set at 1 tick. 6. Statistical Basis of the Z-Score Approach The Z-score methodology is a standard technique in statistics and finance, commonly used in risk management and for identifying outliers or unusual events. According to Dumas, Fleming, and Whaley (1998), volatility indices like the VIX serve as a useful proxy for market sentiment, particularly during periods of high uncertainty. By calculating the Z-score, we normalize volatility and quantify the degree to which the current volatility deviates from historical norms, allowing for systematic entry and exit based on these deviations. 7. Implications of the Strategy This strategy aims to exploit market conditions where volatility has deviated significantly from its historical mean. When the Z-score falls below the threshold, it suggests that the market has become excessively calm, potentially indicating an overreaction to past market events. Entering long positions under such conditions could capture market reversals as fear subsides and volatility normalizes. Conversely, when the Z-score rises above the threshold, it signals increased volatility, which could be indicative of a bearish shift in the market, prompting an exit from the position. By applying this Z-score normalized approach, the strategy seeks to achieve more consistent entry and exit points by reducing reliance on subjective interpretation of market conditions. 8. Scientific Sources • Dumas, B., Fleming, J., & Whaley, R. (1998). “Implied Volatility Functions: Empirical Tests”. The Journal of Finance, 53(6), 2059-2106. This paper discusses the use of volatility indices and their empirical behavior, providing context for volatility-based strategies. • Black, F., & Scholes, M. (1973). “The Pricing of Options and Corporate Liabilities”. Journal of Political Economy, 81(3), 637-654. The original Black-Scholes model, which forms the basis for many volatility-related strategies.
Pine Script® strategy
by EdgeTools
Z-Score Normalized Volatility IndicesVolatility is one of the most important measures in financial markets, reflecting the extent of variation in asset prices over time. It is commonly viewed as a risk indicator, with higher volatility signifying greater uncertainty and potential for price swings, which can affect investment decisions. Understanding volatility and its dynamics is crucial for risk management and forecasting in both traditional and alternative asset classes. Z-Score Normalization in Volatility Analysis The Z-score is a statistical tool that quantifies how many standard deviations a given data point is from the mean of the dataset. It is calculated as: Z = \frac{X - \mu}{\sigma} Where X is the value of the data point, \mu is the mean of the dataset, and \sigma is the standard deviation of the dataset. In the context of volatility indices, the Z-score allows for the normalization of these values, enabling their comparison regardless of the original scale. This is particularly useful when analyzing volatility across multiple assets or asset classes. This script utilizes the Z-score to normalize various volatility indices: 1. VIX (CBOE Volatility Index): A widely used indicator that measures the implied volatility of S&P 500 options. It is considered a barometer of market fear and uncertainty (Whaley, 2000). 2. VIX3M: Represents the 3-month implied volatility of the S&P 500 options, providing insight into medium-term volatility expectations. 3. VIX9D: The implied volatility for a 9-day S&P 500 options contract, which reflects short-term volatility expectations. 4. VVIX: The volatility of the VIX itself, which measures the uncertainty in the expectations of future volatility. 5. VXN: The Nasdaq-100 volatility index, representing implied volatility in the Nasdaq-100 options. 6. RVX: The Russell 2000 volatility index, tracking the implied volatility of options on the Russell 2000 Index. 7. VXD: Volatility for the Dow Jones Industrial Average. 8. MOVE: The implied volatility index for U.S. Treasury bonds, offering insight into expectations for interest rate volatility. 9. BVIX: Volatility of Bitcoin options, a useful indicator for understanding the risk in the cryptocurrency market. 10. GVZ: Volatility index for gold futures, reflecting the risk perception of gold prices. 11. OVX: Measures implied volatility for crude oil futures. Volatility Clustering and Z-Score The concept of volatility clustering—where high volatility tends to be followed by more high volatility—is well documented in financial literature. This phenomenon is fundamental in volatility modeling and highlights the persistence of periods of heightened market uncertainty (Bollerslev, 1986). Moreover, studies by Andersen et al. (2012) explore how implied volatility indices, like the VIX, serve as predictors for future realized volatility, underlining the relationship between expected volatility and actual market behavior. The Z-score normalization process helps in making volatility data comparable across different asset classes, enabling more effective decision-making in volatility-based strategies. Applications in Trading and Risk Management By using Z-score normalization, traders can more easily assess deviations from the mean in volatility, helping to identify periods when volatility is unusually high or low. This can be used to adjust risk exposure or to implement volatility-based trading strategies, such as mean reversion strategies. Research suggests that volatility mean-reversion is a reliable pattern that can be exploited for profit (Christensen & Prabhala, 1998). References: • Andersen, T. G., Bollerslev, T., Diebold, F. X., & Vega, C. (2012). Realized volatility and correlation dynamics: A long-run approach. Journal of Financial Economics, 104(3), 385-406. • Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307-327. • Christensen, B. J., & Prabhala, N. R. (1998). The relation between implied and realized volatility. Journal of Financial Economics, 50(2), 125-150. • Whaley, R. E. (2000). Derivatives on market volatility and the VIX index. Journal of Derivatives, 8(1), 71-84.
Pine Script® indicator
by EdgeTools
EMA Crossover (Short Focus with Trailing Stop)This strategy utilizes a combination of Exponential Moving Averages (EMA) and Simple Moving Averages (SMA) to generate entry and exit signals for both long and short positions. The core of the strategy is based on the 13-period EMA (short EMA) crossing the 33-period EMA (long EMA) for entering long trades, while a 13-period EMA crossing the 25-period EMA (mid EMA) generates short trade signals. The 100-period SMA and 200-period SMA serve as additional trend indicators to provide context for the market conditions. The strategy aims to capitalize on trend reversals and momentum shifts in the market. The strategy is designed to execute trades swiftly with an emphasis on entering positions when conditions align in real time. For long entries, the strategy initiates a buy when the 13 EMA is greater than the 33 EMA, indicating a bullish trend. For short entries, the 13 EMA crossing below the 33 EMA signals a bearish trend, prompting a short position. Importantly, the code includes built-in exit conditions for both long and short positions. Long positions are exited when the 13 EMA falls below the 33 EMA, while short positions are closed when the 13 EMA crosses above the 25 EMA. A key feature of the strategy is the use of trailing stops for both long and short positions. This dynamic exit method adjusts the stop level as the market moves in favor of the trade, locking in profits while reducing the risk of losses. The trailing stop for long positions is based on the high price of the current bar, while the trailing stop for short positions is set using the low price, providing more flexibility in managing risk. This trailing stop mechanism helps to capture profits from favorable market moves while ensuring that positions are exited if the market moves against them. This strategy works best on the daily timeframe and is optimized for major cryptocurrency pairs. The daily chart allows for the EMAs to provide more reliable signals, as the strategy is designed to capture broader trends rather than short-term market fluctuations. Using it on major crypto pairs increases its effectiveness as these assets tend to have strong and sustained trends, providing better opportunities for the strategy to perform well.
Pine Script® strategy
by monkrs
Option Contract Size CalculatorOption Contract Size Calculator This indicator helps you to figure out the ideal number of contracts for your trade and its only used for options day trading. The indicator needs to fill the input section in order to give you the information table that includes Contract size . The input section consists of two sections. The first section requires user entry of the delta of the options contract from the broker chain and the stop loss size on the chart. The second section allows you to enter your account balance and risk per trade (2% recommended) . There is also the option for where you wish to display your table like bottom right , bottom left or top right, top left. special thanks to @Mohamedawke for the open source script this code is based off
Pine Script® indicator
by Jide_trades
TP/SL Percentage & RR Visual ToolThis tool is designed to help traders visually and statistically assess their trade setup by calculating Stop Loss (SL), Take Profit (TP), and Risk-to-Reward (RR) based on percentage inputs from the current price. 🔧 How It Works: Uses the current candle’s close price as your entry. Calculates TP and SL as percentage-based levels (e.g., 1% SL, 1.5% TP). Displays horizontal lines and labels on the chart for TP and SL (only on the latest candle to reduce clutter). Shows a compact table in the top-right corner with all key values: Entry Price Current Price TP Price (+%) SL Price (-%) TP Distance from current price RR Ratio (e.g., 1:1.5) 💡 Use Cases: Quickly validate if a trade setup meets your desired RR profile (e.g., 1:2). Perfect for scalpers, swing traders, and position traders who rely on structured risk management. Combine with your entry signal strategy to visualize targets and stops without manual calculations. ⚙️ Inputs: Stop Loss % – Sets how far your SL is from the entry. Take Profit % – Sets how far your TP is from the entry.
Pine Script® indicator
by cammi0905
1
Metatrader CalculatorThe “ Metatrader Calculator ” indicator calculates the position size, risk, and potential gain of a trade, taking into account the account balance, risk percentage, entry price, stop loss price, and risk/reward ratio. It supports the XAUUSD, XAGUSD, and BTCUSD pairs, automatically calculating the position size (in lots) based on these parameters. The calculation is displayed in a table on the chart, showing the lot size, loss in dollars, and potential gain based on the defined risk.
Pine Script® indicator
by legioz
1
Dynamic Zone Risk Manager [Algo Seeker]Introduction The Algo Seeker: Dynamic Zone Risk Manager excels in both ranging and trending market conditions. It merges two critical trading components: a zone identification system that allows traders to anticipate price movement within structured ranges and a dynamic risk assessment table that optimizes position sizing based on account parameters and zone-specific characteristics, while also calculating trade-specific risk and reward. For traders struggling with consistent risk management and identifying high-probability zones, particularly in challenging ranging market conditions, this tool provides a structured framework that enhances precision in trading decisions and capital allocation — addressing two of the most common challenges in trading. 🟠 Unique Features & Trading Benefits Advanced Zone Structuring: 🟢 The indicator adapts to different trading styles through Scalp, Swing, and Investor modes. Scalp mode generates tight, precise zones optimized for intraday price movements and quick trades completed within minutes or hours. Swing mode creates intermediate zones calibrated for positions held for the entire day or a few weeks, providing optimal zone structures for medium-term trading approaches. Investor mode establishes broader zones designed specifically for positions spanning a few weeks to a few months, identifying major support and resistance levels for extended holding periods. 🟢 These zones are particularly useful during ranging markets. They define clear price ranges within which movement may oscillate based on the selected trading horizon. Such clarity helps traders anticipate potential bounce areas and manage trades more effectively, even when the market lacks a clear directional trend. 🟢 The system transforms static price levels into comprehensive trading zones with clearly defined boundaries. The multi-dimensional architecture creates actionable entry, exit, and management levels that remain relevant across different market conditions. Unique Risk Management: 🟢 A dynamic risk table that calculates position sizing based on the trader's actual account size. When traders select Scalp, Swing, or Investor mode, the table automatically computes the optimal capital allocation specifically for that mode and the current zone. 🟢 The table provides exact dollar amounts for both risk and potential reward based on current price position within the zone. If price is already moving through a zone, the table dynamically updates to show how much of the potential reward remains available. 🟢 This precise risk management system gives traders a clear, quantified understanding of exactly how much capital to allocate per trade, the specific dollar amount at risk, and the remaining profit potential—all updating in real-time as price moves through the zones. Dynamic Cost Basis Analysis: 🟢 Continuously calculates optimal midpoints within each zone, creating additional precision pivot points that traditional tools can lack. These dynamic reference points enhance trade accuracy in ranging markets while providing essential data points for the integrated risk management calculations. 🟠 The Power of Integration: Zones Meet Risk Management The true power of the Algo Seeker: Dynamic Zone Risk Manager emerges when these components work together as a unified system. The trader-selected strategy zones and dynamic risk table create a complete trading ecosystem that addresses the three critical elements of successful trading: 1. Precision Entry Points: Zone boundaries provide clear entry thresholds optimized for your selected trading mode (Scalp, Swing, or Investor), eliminating guesswork around optimal trade initiation points. 2. Disciplined Risk Control: The risk table's exact dollar calculations remove emotional decision-making from position sizing and stop placement, creating a consistent risk approach regardless of market volatility. 3. Strategic Exit Management: As price moves through zones, both visual cues and quantified metrics guide intelligent profit-taking decisions, preventing the common mistake of exiting too early or holding too long. This synchronized framework transforms theoretical analysis into practical execution, giving traders a complete toolset for managing the entire lifecycle of each trade with precision and confidence. 🟠 Additional Algo Benefits Psychological Trading Edge: The Algo Seeker: Dynamic Zone Risk Manager addresses the most challenging aspect of trading—emotional decision-making. By transforming complex risk/reward calculations into clear, quantified metrics, the system eliminates decision paralysis and reactionary trading. Traders gain immediate clarity during volatile conditions through the visual integration of precise zones and risk parameters. This psychological framework cultivates discipline and confidence when market noise typically triggers impulsive decisions, allowing for consistent execution even during challenging market environments. Efficiency and Time Value: The system delivers exceptional time efficiency by eliminating the need for manual risk calculations, zone identification, and position sizing. What typically requires multiple tools and extensive spreadsheet calculations is seamlessly integrated into a unified interface. Traders receive immediate, actionable insights without the cognitive burden of juggling separate indicators. This allows professionals to focus on strategic decisions rather than technical calculations. Advanced User Customization: Unlike one-size-fits-all indicators, the Algo Seeker: Dynamic Zone Risk Manager adapts to individual trading methodologies. The system accommodates personalized account parameters and allocates capital differently based on three distinct trading modes—scalping, swing trading, and investing. This flexibility allows professional traders to implement their unique strategy while maintaining precise risk control across different positions and time horizons. The customizable table positioning and color schemes further enhance workflow integration for diverse trading environments. 🟠 How to Use Initial Setup 1. Lookback Parameter: The Lookback Period determines which candle data the Dynamic Zone Risk Manager uses to establish trading zones: 🟢Lookback = 1 (Default): Uses the most recent closed candle to calculate zones. This provides stable analysis based on completed price action and is recommended for most trading scenarios. 🟢Lookback = 0: Uses the current, still-forming candle. This offers more immediate responsiveness, but zones may change as the candle develops. For consistent zone analysis, Lookback = 1 typically offers a better foundation. 2. Configure Account Parameters: Input your total trading capital in the settings panel to customize risk calculations specific to your account size. 3. Select Trading Mode: Choose between Scalp, Swing, or Investor modes based on your preferred trade style: 🟢Scalp: For intraday movements (minutes to hours) 🟢Swing: For medium-term positions (days to weeks) 🟢 Investor: For longer-term positions (weeks to months) 4. Account Parameters Setup: The risk management component requires your account size to provide accurate position sizing calculations. 🟢Total Account Size: Enter your total trading capital in the "Total Account Size ($)" input. All risk calculations are based on this value. 🟢Trading Allocation Percentages: The system allows you to divide your capital across three trading modes. 1. Scalp Allocation (%): Percentage of capital reserved for short-term trades 2. Swing Allocation (%): Percentage of capital for medium-term positions 3. Invest Allocation (%): Percentage of capital for longer-term investments These percentages can be customized to match your personal trading strategy and risk tolerance. Margin Multiplier: Adjust the margin multiplier value based on your broker's requirements and your preferred leverage. The system uses these parameters to calculate appropriate position sizes for each trading mode, ensuring your risk exposure remains aligned with your capital management plan. 5.Visual Customization: Adjust color schemes and table positions to optimize for your workspace layout and visual preferences. 🟠 Risk Table Explanation The dynamic risk tables provide real-time position sizing and risk metrics as price moves through different zones: 1. Zone Column: Displays the current zone where price is located. 2. Zone Size: Shows the total price range of the current zone. 3. Trade Type: Indicates the trading style (Scalp, Swing, or Invest). 4. Shares: Displays the calculated position size (number of shares) based on your account parameters and the current zone. 5. Risk($): Shows the approximate dollar amount at risk if the trade moves against you within the zone. 6. Reward($): Displays the potential dollar return if price moves completely through the zone in your favor. 7. Left: Indicates how much potential movement remains within the current zone based on the latest price. The table updates dynamically as price moves, giving you real-time risk/reward information. Each trading style is displayed separately, allowing you to compare potential position sizes across different trade modes while maintaining consistent risk management. 🟠 Strategic Execution Strategy Usage Example The Algo Seeker: Dynamic Zone Risk Manager provides a complete framework for precise trading decisions. Here's how you might leverage its power: 1. Zone-Based Trading: The indicator identifies key zones and levels that serve as powerful pivot points. These are not arbitrary levels but mathematically derived zones where price is likely to react. Use these zones directly for your trading decisions. 2. Precision Entries: For long positions, enter near the lower boundary of a zone with targets at the upper boundary. For shorts, enter near the upper boundary with targets at the lower boundary. These levels identify potential entry points based on the underlying market structure. 3. Risk Management: The zone, level, or cost basis below your entry (for longs) or above your entry (for shorts) can serve as logical places to set stop losses, helping you define your risk on each trade. 4. Position Sizing Precision: Use the exact share/contract quantities displayed in the risk table. This eliminates guesswork in position sizing and provides both risk and profit calculations that align perfectly with your capital management strategy. 5. Strategic Exits: Take profits at the target zone boundaries identified by the indicator. These levels represent mathematical points where price may encounter resistance or support, providing potential exit opportunities. 6. Advanced Strategy Options: 🟢Consider taking partial profits at cost basis (midpoint) levels 🟢Trade from zone to zone using the defined boundaries 🟢Scale in or out at specific zone transitions 🟢Set trailing stops at subsequent zone boundaries as price progresses The strength of this indicator lies in its ability to provide all the critical decision points needed for a complete trade - from entry to exit, with precise position sizing - all derived from its sophisticated algorithmic analysis rather than subjective interpretation. 🟠 Alert Configuration 1. Zone Crossovers: Set alerts for when price transitions between key zones. 2. Cost Basis Interactions: Configure notifications for when price approaches optimal entry points. The Algo Seeker Wizard Ultra Risk represents years of development and refinement in professional trading environments. Its integration of sophisticated zone identification with precise risk management creates a comprehensive framework that transforms theoretical market analysis into actionable trading decisions with quantified risk parameters.
Pine Script® indicator
by AlgoSeeker
CME Price LimitCalculates the CME Price Limit The reference price is obtained from the previous day's closing settlement price (data pulled from the asset's daily chart with settlement enabled) Percentage limit can be modified in settings Buffer can be enabled (for example, 2% buffer on a 7% limit, so a line gets drawn at 5% too) Alert can be enabled for price crossing a certain percentage from reference on the day You can choose to plot the historical lines on every day, or the current day only The reference price output can be found in the data window, or in the indicator status line if enabled in the settings. Before placing real trades with this, you should compare the indicator's reference price to what's shown on CME's website, to double check that TradingView's data matches for your contract. www.cmegroup.com
Pine Script® indicator
by Sews
RS++ High Beta Majors Allocation | viResearchRS++ High Beta Majors Allocation | viResearch Conceptual Foundation and Innovation The "RS++ High Beta Majors Allocation" is a next-generation portfolio rotation algorithm designed to capture alpha from high-volatility (high-beta) crypto assets. Building on the RS+ framework, this strategy expands the asset pool beyond BTC, ETH, and SOL to include newer and more volatile contenders like SUI and XRP. The goal is to rotate dynamically among these five majors—allocating to the strongest trending asset while minimizing exposure during broad-market weakness. The strategy introduces enhanced comparative scoring using a multi-layered relative strength matrix that accounts for cross-asset momentum in real-time. Combined with a regime-based trend filter, it adapts not only to market leadership but also to prevailing risk conditions, significantly improving capital efficiency over traditional buy-and-hold strategies. Technical Composition and Calculation At the heart of the RS++ model lies a sophisticated five-asset ratio matrix. Each asset is evaluated against the others using relative price ratios, and each pair is scored through a hybrid strength model based on universal trend filters and statistical thresholds. Expanded Universe: The script evaluates BTC, ETH, SOL, SUI, and XRP—each chosen for their liquidity and volatility profile, enhancing the potential for outperformance. Relative Strength Matrix: A 5x5 matrix compares all assets against one another to determine momentum dominance. The asset with the highest cumulative score is considered the dominant major. Trend Regime Filter: Before allocation, both the market regime (via BTC or a custom source) and the individual asset must pass trend confirmation to qualify for inclusion, reducing whipsaw exposure. Equity Tracking: A real-time system equity line tracks portfolio performance from a custom user-defined start date. Drawdown Measurement: Maximum drawdown is computed in real-time to assess risk exposure. Performance Metrics The script measures key quantitative metrics to evaluate performance robustness: Max Drawdown: Assesses capital risk and largest equity dip from peak to trough. Sharpe/Sortino/Omega Ratios (optional in previous versions): Can be adapted for future inclusion. ROC-Based Returns: Allocation logic and equity growth are tied to ROC (rate of change), making it highly responsive to price action. User Interface and Features This version introduces user-centric customization and quality-of-life improvements: Asset Toggle via Tickers: Simply switch any ticker to "USDT" to exclude it from the rotation universe. Equity Chart Overlay: Real-time equity plotted with color-coded trend backgrounds for easy interpretation of active holdings. Dominant Asset Panel: A dashboard displays the currently allocated asset and scores of all assets for comparative insights. Usage Recommendation: The script includes an embedded suggestion to pair this strategy with the Crypto Market Confidence Period indicator for even better macro-filtering. Timeframe Guardrail: A soft enforcement feature suggests usage on the 1D timeframe for optimal accuracy. Practical Applications This strategy is ideal for traders who prefer a tactical, risk-managed approach to high-beta crypto portfolios. Use cases include: Active Rotation Management: Switches capital between the strongest trending assets to capture momentum across cycles. Macro Regime Sensitivity: The trend filter avoids allocation during weak macro trends, moving to cash and preserving equity. High-Volatility Environments: Particularly effective in bull phases or during sector rotations where traditional assets underperform. Strategic Value and Advantages The RS++ script blends alpha-generation with institutional-level risk filtering, making it a powerful tool for active portfolio managers. The expanded universe allows for exposure to emerging market leaders while the scoring and filtering mechanism ensures trades are made with precision. Real-time equity visualization and intuitive alerts help traders stay aligned with system output without constant screen-watching. Summary and Usage Tips The "RS++ High Beta Majors Allocation" script offers a versatile and powerful method for crypto portfolio allocation with an emphasis on dynamic strength, risk control, and adaptability. Traders are encouraged to: Use the recommended 1D timeframe for stability. Pair the strategy with macro filters like the Crypto Market Confidence Period. As always, backtest thoroughly and remember that no model guarantees future performance. Use this tool as part of a broader risk-managed trading framework.
Pine Script® indicator
by bii_vg
IBAC Strategy - ZygoraIBAC - Intrinsic Binary Averaging based Contrarian A contrarian scalping strategy in the futures market, designed to stabilize market efficiency by capitalizing on price reversals. The strategy has no stop loss, instead employing a cascading approach—adding to the position size each time the price moves in the wrong direction—and closes the full position when the target profit is reached. Without delving into intricate details, the strategy adheres to the following basic rules: Position sizing is determined by a customized indicator based on cumulative reversal probability, which also contributes to identifying the signal’s direction. Direction is determined by the Moving Average: price above the Moving Average signals a Short position, while price below it signals a Long position. The threshold for entries and exits is adjusted based on the range between extremes (highest high minus lowest low) over the past 100 historical bars. The next limit entry is placed at a distance equal to the threshold length below (for Long) or above (for Short) the current average price. The next target profit is set at a distance equal to the threshold length above (for Long) or below (for Short) the current average price. A signal is triggered when there is a sudden price movement detected by the RSI (Relative Strength Index). When a signal is identified, the strategy starts with a risk-reward ratio (RR) of 1:1. However, the RR worsens as the cascading steps—referred to as inventory I—increase, because the average entry price shifts unfavorably with each new position added. To mitigate the risk of liquidation, the strategy aims to hold a smaller inventory amount over time. This is achieved by using a multiple threshold multiplier: when a specified inventory limit is reached, the threshold for the next entry increases, and the threshold for the next target profit decreases. As a result, with higher inventory levels, the strategy accepts a lower RR but increases the likelihood of hitting the target profit. The target profit is always set above the average entry price (for Long) or below it (for Short), ensuring that the strategy eventually closes at a profit. This leads to a 100% win rate but comes with relatively high drawdowns due to the absence of a stop loss and the cascading nature of the positions. The strategy performs best in a consolidation market in 1 minute timeframe, where price tends to oscillate within a range, allowing the contrarian approach to capitalize on reversals. The strategy’s name is derived from its customized indicator for position sizing, which leverages cumulative reversal probability to optimize position sizes and assist in determining the signal’s direction.
Pine Script® strategy
by Zygora
Portfolio Monitor - DolphinTradeBot1️⃣ Overview ▪️This indicator unifies the value of all your investments—whether stocks, currencies, or cryptocurrencies—in your chosen currency. This tool not only provides a clear snapshot of your overall portfolio performance but also highlights the individual growth of each asset with intuitive visualizations and an easy-to-understand performance report. 2️⃣ What sets this indicator apart ▪️is its ability to convert values from various currency pairs into any currency you choose. This means you can monitor your portfolio's performance against any currency pair you prefer, offering a flexible and comprehensive view of your investments. 3️⃣ How Is It Work ?  🔍The indicator can be analyzed under two main categories: visual representations and   tables.   1- Visual representations ;   The indicator includes three different types of lines:     1. 1 - Reference Line  → This represents the cost of all assets we hold, based on the selected date.     1. 2 - Total Assets Line  → Displays the real-time value of all assets in our possession, including cash value, in the selected trading pair.     The area between the reference line is filled with green and red. The section above the reference line is represented in green, while the section below is shown in red.     1. 3 - Performance Lines  → These visualize the performance of the assets, starting from the reference line and taking into account their weights in the portfolio. (Note: The lines are scaled for visualization purposes, so their absolute values should not be considered.)    "The names of the lines are shown in the image below."⤵️   2- Tables   The indicator includes three different types of tables:    2. 1 - Analysis Table  : It provides a superficial overview of wallet statistics and values.   ▪️TOTAL ASSETS → The current equivalent of all assets in the target currency   ▪️CASH VALUE → The current value of the amount "Cash Value", in the target currency.   ▪️PORTFOLIO VALUE → The total value of assets excluding Cash, in the target currency.   ▪️POSTFOLIO COST → The cost of assets excluding Cash, in the target currency.   ▪️PORTFOLIO ABSOLUTE RETURN → It shows the profit or loss relative to the cost of assets   ▪️PORTFOLIO RETURN % →It shows the profit or loss relative to the cost of assets on a percentage basis       2. 2 - Performance Table  : It displays the names of assets excluding Cash and their profit amounts, sorted from highest to lowest profit. If "Show as Percentage" is selected in the settings, it shows the percentage profit or loss relative to the cost. Profits are represented in green, while losses are represented in red.    "You can see the visual showing the tables below"⤵️ 4️⃣How to Use ?   1- Choose the date on which the visualization will begin (📌The start date only affects the exchange rate used for calculating the reference line in the target currency.)   2- If you have cash holdings, enter the amount and specify the currency.   3- Select the currency in which your portfolio value will be displayed.(Default value is USD)   4- To set up your portfolio;     SYMBOLS     -       QUANTITY       -     PURCHASE PRICE Enter the symbols of your assets - the number of units you hold - and their cost levels.     5- If you have cash, be sure to include your cash balance. If you also hold other currencies,  enter them as separate assets with their corresponding quantities and purchase prices.   6- If you want to see the percentage returns of the assets in the performance table relative to their cost, select the "Show as Percent" option.   7- If you want to see the performance visuals of the assets, click on the "Show Asset Performance" option. You can find an image of the settings section where the numbers above are used as references below.⤵️    📌 NOTE → By default, a few assets and their values have been pre-added in the initial settings. This is to ensure that you don’t see an empty screen when adding the indicator to the chart. Please remember to enter your own assets and values. The default settings are only provided as an example.
Pine Script® indicator
by DolphinTradeBot
Nasan Risk Score & Postion Size Estimator** THE RISK SCORE AND POSITION SIZE WILL ONLY BE CALCUTAED ON DIALY TIMEFRAME NOT IN OTHER TIMEFRAMES. The typically accepted generic rule for risk management is not to risk more than 1% - 2 % of the capital in any given trade. It has its own basis however it does not take into account the stocks historic & current performance and does not consider the traders performance metrics (like win rate, profit ratio). The Nasan Risk Score & Position size calculator takes into account all the listed parameters into account and estimates a Risk %. The position size is calculated using the estimated risk % , current ATR and a dynamically adjusted ATR multiple (ATR multiple is adjusted based on true range's volatility and stocks relative performance). It follows a series of calculations: Unadjusted Nasan Risk Score = (Min Risk)^a + b* Min Risk = ( 5 year weighted avg Annual Stock Return - 5 year weighted avg Annual Bench Return) / 5 year weighted avg Annual Max ATR% Max Risk = ( 5 year weighted avg Annual Stock Return - 5 year weighted avg Annual Bench Return) / 5 year weighted avg Annual Min ATR% The min and max return is calculated based on stocks excess return in comparison to the Benchmark return and adjusted for volatility of the stock. When a stock underperforms the benchmark, the default is, it does not calculate a position size , however if we opt it to calculate it will use 1% for Min Risk% and 2% for Max Risk% but all the other calculations and scaling remain the same. Rationale: Stocks outperforming their benchmark with lower volatility (ATR%) score higher. A stock with high returns but excessive volatility gets penalized. This ensures volatility-adjusted performance is emphasized rather than absolute returns. Depending on the risk preference aggressive or conservative Aggressive Risk Scaling: a = max (m, n) and b = min (m, n) Conservative Scaling: a = min (m, n) and b = max (m, n) where n = traders win % /100 and m = 1 - (1/ (1+ profit ratio)) A default of 50% is used for win factor and 1.5 for profit ratio. Aggressive risk scaling increases exposure when the strategy's strongest factor is favorable. Conservative risk scaling ensures more stable risk levels by focusing on the weaker factor. The Unadjusted Nasan risk is score is further refined based on a tolerance factor which is based on the stocks maximum annual drawdown and the trader's maximum draw down tolerance. Tolerance = /100 The correction factor (Tolerance) adjusts the risk score based on downside risk. Here's how it works conceptually: The formula calculates how much the stock's actual drawdown exceeds your acceptable limit. If stocks maximum Annual drawdown is smaller than Trader's maximum acceptable drawdown % , this results in a positive correction factor (indicating the drawdown is within your acceptable range and increases the unadjusted score. If stocks maximum Annual drawdown exceeds Trader's maximum acceptable drawdown %, the correction factor will decrease (indicating that the downside risk is greater than what you are comfortable with, so it will adjust the risk exposure). Once the Risk Score (numerically equal to Risk %) The position size is calculated based on the current market conditions. Nasan Risk Score (Risk%) = Unadjusted Nasan Risk Score * Tolerance. Position Size = (Capital * Risk% )/ ATR-Multiplier * ATR The ATR Multiplier is dynamically adjusted based on the stocks recent relative performance and the variability of the true range itself. It would range between 1 - 3.5. The multiplier widens when conditions are not favorable decreasing the position size and increases position size when conditions are favorable. This Calculation /Estimate Does not give you a very different result than the arbitrary 1% - 2%. However it does fine tune the % based on sock performance, traders performance and tolerance level.
Pine Script® indicator
by federalTacos5392b
4
Trade Ladder Pro: Compounding & Risk ManagerTrade Ladder Pro: Compounding & Risk Manager Inspired by the popular $20 to $52,000 trading challenge, this tool is designed to help you scale your trading account using systematic compounding and enhanced risk management techniques. Whether you’re aiming for disciplined growth or fine-tuning your risk/reward, Trade Ladder Pro offers a flexible approach to visualizing your trade levels. How to Use: Inputs: Compounding Mode: Set your starting balance, final balance goal, number of trades, and current trade level. You can move to the next trade after a successful trade in settings. The entries are not signals. They are there to help manage risk. The script calculates the necessary compounding factor to grow your balance across the defined trades. Risk Management Mode: In addition to the above, specify a risk percentage and risk/reward ratio. Input an entry price (or leave it at 0 to use the current price) to automatically compute the stop loss and take profit levels. Display Options: Choose the table’s position on the chart (e.g., Top Right, Top Left, Bottom Right, Bottom Left). Pick between a vertical or horizontal layout for a display that suits your workflow. Results: The table will display the trade level, starting balance, risk amount, entry price, take profit, and (if in Risk Management mode) stop loss along with the projected ending balance. Community & Feedback: Your feedback is invaluable! Please share any tips or report any errors you encounter so we can continue to improve this tool. Happy trading!
Pine Script® indicator
by MessyJess
Smart % Levels📈 Smart % Levels – Visualize Significant Percentage Moves What it does: This indicator plots horizontal levels based on a percentage change from the previous day's close (or open, if selected). It allows traders to visualize price movements relative to meaningful thresholds like ±1%, ±2%, etc. What makes it different: Unlike other level indicators, Smart % Levels only displays the relevant levels based on current price action. This avoids clutter by showing only the levels that are being approached or crossed by the current price. It's a clean and dynamic way to visualize key price zones for intraday analysis. How it works: - Select between using the previous day's Close or Open as the reference - Choose the percentage spacing between levels (e.g., 1%, 0.5%, etc.) - Enable optional labels to see the exact percentage of each level - Automatically filters levels to only show those between yesterday's price and today's current price - Includes customization for colors, line styles, widths, and opacity Best for: Day traders and scalpers who want a quick, clean view of how far the current price has moved from yesterday’s reference, without being overwhelmed by unnecessary lines. Extra notes: - The levels are recalculated each day at the market open - All graphics reset at the start of each session to maintain clarity - This script avoids repainting by only plotting levels relative to available historical data (no lookahead) This tool is for informational purposes only and should not be considered as financial advice. Always do your own research before making trading decisions.
Pine Script® indicator
by Julien_Eche
Cartera SuperTrends v4 PublicDescription This script creates a screener with a list of ETFs ordered by their average ROC in three different periods representing 4, 6 and 8 months by default. The ETF BIL is always included as a reference. The previous average ROC value shows the calculation using the closing price from last month. The current average ROC value shows the calculation using the current price. The previous average column background color represents if the ETF average ROC is positive or negative. The current average column background color represents if the ETF average ROC is positive or negative. The current average column letters color represents if the current ETF average ROC is improving or not from the previous month. Changes from V2 to V3 Added the option to make the calculation monthly, weekly or daily Changes from V3 to V4 Adding up to 25 symbols Highlight the number of tickers selected Highlight the sorted column Complete refactor of the code using a matrix of arrays Options The options available are: Make the calculation monthly, weekly or daily Adjust Data for Dividends Manual calculation instead of using ta.roc function Sort table Sort table by the previous average ROC or the current average ROC Number of tickers selected to highlight First Period in months, weeks or days Second Period in months, weeks or days Third Period in months, weeks or days Select the assets (max 25) Usage Just add the indicator to your favorite indicators and then add it to your chart.
Pine Script® indicator
by RoberGV
StockLeave Risk ModuleOverview This indicator provides a visual reference to determine position size and approximate risk-to-reward. It is designed to support trade planning by calculating equalized risk per trade based on a stop distance derived from volatility. Additionally, it displays potential outcomes relative to structural references on the chart, such as the mean price and Keltner band extremes. This tool is not intended for precision or predictive analysis, but rather for estimative usage; offering supportive reference points that allow for quick evaluation of risk-to-reward and position size. Equalized Risk Per Trade The indicator calculates the number of shares that can be traded while maintaining consistent monetary risk. The formula is based on the distance between the current price and the visual stop reference, adjusting the position size proportionally. Position Size = Dollar Risk / (Entry Price - Stop Price) The monetary risk is calculated as a percentage of account size; both of which can be set in the indicator’s settings tab. This creates a consistent risk exposure across trades regardless of volatility or structural stop distance. Stop Placement Reference The visual stop reference is by default located at 2× ATR from the current price, providing a volatility-based anchor. While this value can be customized, it serves as a practical reference when a structural stop has not yet been defined. It allows quick scenario building and visual feedback. Visual Risk-Reward Projection The module provides approximate reward-to-risk (R/R) projections based on dynamic price references. These should not be interpreted as practical trade targets, but rather as estimations of average price volatility and structural movement. Their purpose is to help assess directional potential relative to predefined risk. Upper Keltner Band (Upper): Represents the upper boundaries. In bullish events, prices may expand towards this zone, completing movement from mean to upper structural extreme. Moving Average (Mean): Represents the midpoint of structure. In reversion events, prices may revert toward this zone, completing the move from extreme back to mean. Lower Keltner Band (Lower): Represents the lower boundaries. In bearish events, price may expand towards this zone, completing movement from mean to lower structural extreme. The tool calculates the R/R multiple between the current price and each of these reference points in relation to the visual stop reference. This allows for a quick evaluation of risk-reward potential based on structural context and prevailing volatility. These are visible in the Signal Bars indicator. These are reference points and should should be interpreted with contextual structure. Chart Elements ATR Dots: Plotted above and below the current price as reference points for theoretical stop placement. The default distance is set to 2× ATR but can be adjusted in the indicator settings. Information Table: Displays the number of shares to trade, along with R/R projections to the mean and both Keltner bands. This offers a quick overview for evaluating position sizing and potential reward relative to risk. This indicator is accompanied by the Signal Bars Indicator .
Pine Script® indicator
by StockLeave
Trading Capital Management for Option SellingTrading Capital Management for Option Selling This Pine Script indicator helps manage trading capital allocation for option selling strategies based on price percentile ranking. It provides dynamic allocation recommendations for index options (NIFTY and BANKNIFTY) and individual stock positions. Key Features: - Dynamic buying power (BP) allocation based on close price percentile - Flexible index allocation between NIFTY and BANKNIFTY - Automated calculation of recommended number of stock positions - Risk management through position size limits - Real-time INDIA VIX monitoring Main Parameters: 1. Window Length: Period for percentile calculation (default: 252 days) 2. Thresholds: Low (30%) and High (70%) percentile thresholds 3. Capital Settings: - Trading Capital: Total capital available - Max BP% per Stock: Maximum allocation per stock position 4. Buying Power Range: - Low Percentile BP%: Base BP usage at low percentile - High Percentile BP%: Maximum BP usage at high percentile 5. Index Allocation: - NIFTY/BANKNIFTY split ratio - Minimum and maximum allocation thresholds Display: The indicator shows two tables: 1. Common Metrics: - Total BP Usage with percentage - Current INDIA VIX value - Current Close Price Percentile 2. Capital Allocation: - Index-wise BP allocation (NIFTY and BANKNIFTY) - Stock allocation pool - Recommended number of stock positions with BP per stock Usage: This indicator helps traders: 1. Scale positions based on market conditions using price percentile 2. Maintain balanced exposure between indices and stocks 3. Optimize capital utilization while managing risk 4. Adjust position sizing dynamically with market volatility
Pine Script® indicator
by cratygs
Majors Sync | QuantEdgeBIntroducing MajorsSyn c by QuantEdgeB 🔹 Overview 🚀 Dynamic Rotation System for BTC, ETH & SOL MajorsSync is a powerful, rotation-based strategy designed to systematically identify the leading cryptocurrency among the top three majors: Bitcoin (BTC), Ethereum (ETH), and Solana (SOL). By analyzing inter-market strength, pairwise trend dominance, and individual trend quality, MajorsSync dynamically shifts exposure toward the asset with the highest potential for outperformance, while de-risking during unfavorable conditions. ✨ Core Objective 📌 To allocate capital to the strongest-performing major—BTC, ETH, or SOL—while avoiding underperformers and unnecessary exposure during uncertain market phases. 🧠 How It Works Majors Sync uses a multi-tiered decision structure: 🔹 1. Individual Asset Trend Evaluation Each asset is scored using a Trend Performance Index (TPI). These are proprietary models capturing medium-term momentum and structure for: • BTC • ETH • SOL 🔹 2. Pairwise Relative Strength Matrix Compute TPI values between the asset pairs: • ETHBTC → Is ETH stronger than BTC? • SOLETH → Is SOL stronger than ETH? • SOLBTC → Is SOL stronger than BTC? These relative TPI readings help construct a score matrix to rank assets 0–2. 🔹 3. Signal Confirmation Only when the top-ranked asset has a positive TPI, a Long signal is triggered on that asset. Otherwise, if no asset meets the threshold, the system remains in Cash/Neutral mode to protect capital. 🧮 Capital Allocation Logic 📊 Allocation always rotates to: • ✅ The strongest asset with a positive trend • 🛑 Otherwise, goes neutral/cash (no trade) This ensures capital is placed in high-probability zones only. 💼 Equity System 🧮 An internal equity engine simulates dynamic capital rotation by reallocating to the top-performing major (BTC, ETH, or SOL) at each bar. This allows for transparent tracking of historical strategy performance. • 💡 If BTC is the top asset → System follows BTC's price change • 💡 If ETH becomes dominant → It reallocates to ETH • 💡 If SOL takes over → Position shifts to SOL • 📉 No asset qualified? → Strategy holds cash You also get a Buy & Hold BTC benchmark for direct comparison. ⚠️ This simulation reflects past behavior and is not indicative of future results. 📊 Dashboard & Visuals The built-in dashboard table displays: • 🧠 Asset Trends (BTC, ETH, SOL) • 🧩 Matrix values (e.g., ETH vs BTC, SOL vs ETH) • 🏁 Final Signal Output (which asset is selected) • 🔁 Real-time Strategy Equity vs Buy & Hold 💪 Why It Works Majors Sync blends: • ✅ Inter-market structure (pairwise dominance) • ✅ Intra-asset momentum (standalone TPI) • ✅ Position filtering (only acts on positive signals) • ✅ Capital efficiency (rotates rather than overtrades) This design reduces drawdowns, avoids stagnation, and seeks to capture medium-term leadership shifts among the top crypto majors. 📊 MajorSync Backtest Metrics 🔹 Sharpe Ratio Shows the risk-adjusted return by comparing the strategy's return to its overall volatility. Higher is better — it means you're getting more reward per unit of risk. 🔹 Sortino Ratio Similar to Sharpe, but focuses only on downside volatility (the bad kind). This makes it a better reflection of how the system handles losses specifically. 🔹 Omega Ratio (Ω) Measures how often the system generates profitable returns versus unprofitable ones. A value above 1 means it wins more than it loses — and the higher it goes, the better. 🔹 Equity Max Drawdown (Eq.Max DD) This is the deepest decline from peak equity during the test. Lower drawdown means less risk of big losses. 📌 Disclaimer: Backtest results are based on historical data and past market behavior. Performance is not indicative of future results and should not be considered financial advice. Always conduct your own backtests and research before making any investment decisions. 🚀 🚀 Key Benefits ✔️ Trend-Following + Relative Strength Hybrid ✔️ Rotational Capital Efficiency ✔️ De-risking in Weak Conditions ✔️ Optimized for Swing and Medium-Term Positioning ✔️ Visual Clarity + Smart Allocation 🔧 Settings Overview • Color Mode – Switch visual palette for the base Trend • Trend Color – Toggle trend-based bar coloring • Enable Backtest Table – Show historical performance metrics • Start Date – Control backtest window 🏁 Conclusion Majors Sync is your intelligent rotation engine for crypto majors. Instead of guessing which coin to hold, let the system rotate for you—objectively, consistently, and visually. 📈 Be in BTC when it leads. Switch to ETH or SOL when strength shifts. Sit in cash when needed. 📌 Master the market with precision and confidence | QuantEdgeB 🔹 Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets. 🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Pine Script® indicator
by QuantEdgeB