Cross-Asset Risk Appetite IndexCross-Asset Risk Appetite Index (RiskApp) by CWRP combines multiple asset classes into a single risk sentiment signal to help traders and investors detect when the market is in a risk-on or risk-off regime.
It calculates a composite Z-score index based on relative performance between:
SPY / IEF: Equities vs Bonds
HYG / LQD: High Yield vs Investment Grade Credit
CL / GC: Oil vs Gold
VIX / MOVE: Equity vs Bond Market Volatility (inverted)
Each component reflects capital flows toward riskier or safer assets, with dynamic weighting (Equity/Bond: 30%, Credit: 25%, Commodities: 25%, Volatility: 20%) and smoothing applied for a cleaner signal.
How to Read:
Highlighting
Yellow = Risk-On sentiment (market favors risk assets)
Orange = Risk-Off sentiment (flight to safety)
Black Background = Neutral design for emotional detachment
Table
Equity/Bond Z-Score:
Positive (> +1) --> Stocks outperforming bonds --> Risk-On
Negative (< -1) --> Bonds outperforming stocks --> Risk-Off
Credit Spread Z-Score (HYG/LQD):
Positive --> High yield outperforming --> Investors seeking yield
Negative --> Flight to quality --> Credit concerns
Oil/Gold Z-Score:
Positive --> Oil outperforming --> Economic optimism
Negative --> Gold outperforming --> Defensive positioning
Volatility Spread (VIX/MOVE):
Positive --> Equity vol falling relative to bond vol --> Risk stabilizing
Negative --> Equity vol rising --> Caution / Risk-Off
Composite Index:
> +1 --> Strong Risk Appetite
< -1 --> Strong Risk Aversion
Between -1 and +1 --> Neutral regime
Thank you for using the Cross-Asset Risk Appetite Index by CWRP!
I'm open to all critiques and discussion around macro-finance and hope this model adds clarity to your decision-making.
Risk
ATR Adaptive Position Sizer (APS) - OrbitPipsATR Adaptive Position Sizer (APS)
Smart lot-calculator & risk dashboard for Forex, Crypto, Metals, Indices and Stocks
Why use APS?
Instant position sizing – enter Equity & Risk %, APS outputs the exact lot size (no more spreadsheets).
ATR-based stops – size adapts automatically to current volatility: SL = ATR × k.
True-risk aware – commissions, spread and the 0.01-lot tick are baked into the maths; the table shows the real % / USD at risk.
Multi-asset ready – auto-detects pip/tick value for FX, Crypto, CFDs, etc.
Live safety alerts – leverage limit, risk deviation, lot-cap and volatility spikes.
Core inputs
Account Equity ($) – current account balance
Risk % per Trade – how much of equity you’re willing to risk
ATR Length & SL Multiplier (k) – defines the ATR stop distance
Commission & Spread – set once to match your broker
Max Leverage & Max Lot Cap – optional safety ceilings
Table Font Size – “Large” by default for readability (switch to Normal if you prefer)
Table at a glance
• Recommended Size
• Actual Risk – final % and USD after rounding and costs
• ATR (14) – live ATR value
• Stop Loss LONG / SHORT – price levels for both directions
• Cost per Trade – commission + spread at that size
• Leverage Used – colour-graded as you approach the limit
What’s new in v3.0
Large font as default with Normal/Large switch
ATR row added to the info panel
Inputs tab cleaned; rarely used settings moved to code
Disclaimer
APS is a calculation tool, not financial advice. Test on a demo account before live trading and ensure it fits your personal risk plan.
Happy and safer trading 🪐
Risk On/Off Index [SwissAlgo]Risk On/Off Index - Sector Rotation Analysis
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What it does:
This indicator estimates market risk appetite by comparing the weighted performance of growth/cyclical sectors (Risk-On) against defensive sectors (Risk-Off).
It provides a normalized oscillator that ranges from -1 (extreme risk-off) to +1 (extreme risk-on), which may help traders identify potential shifts in market sentiment and sector rotation patterns.
The analysis examines whether institutional money flows favor aggressive growth assets or seek safety in defensive positions, potentially offering insights into the underlying risk tolerance that drives market movements. When properly interpreted alongside other analyses, this information could assist in understanding broader market cycles and sentiment transitions.
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How it works:
The indicator analyzes 11 major sector ETFs weighted by their actual market capitalization representation:
Risk-On sectors (70% weight) : Technology (28%), Financials (11%), Consumer Discretionary (10%), Communication (9%), Industrials (8%), Energy (4%), Materials (2.5%), Real Estate (2%)
Risk-Off sectors (30% weight) : Healthcare (13%), Consumer Staples (6%), Utilities (2.5%)
The algorithm calculates the weighted performance difference over your selected timeframe (7 days to 12 months) and normalizes it using three methods: Simple Difference, Tanh Normalized, or Historical Range. A 7-period EMA smooths the signal, while a longer signal line (default 50) provides trend context.
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Visual Features:
Main curve (Risk Appetite Delta) : The primary line shows the smoothed (7-period EMA) risk appetite reading. When above zero, growth sectors are outperforming defensive sectors (risk-on sentiment). When below zero, defensive sectors are outperforming growth sectors (risk-off sentiment).
Signal line : A longer EMA (default 50-period) of the risk appetite data that represents the underlying trend. Crossovers between the main curve and signal line may indicate potential momentum shifts in market sentiment (potential long signal when the crossover happens in extreme risk-off zones, and potential short signal when the crossunder occurs in extreme risk-on zones)
Dynamic color coding : The main curve color reflects both position and momentum:
Red : Risk-on territory (>0) with strengthening momentum (above signal line)
Green : Risk-on territory (>0) but weakening momentum (below signal line) - potential reversal warning
Maroon : Risk-off territory (<0) but strengthening momentum (above signal line) - potential reversal warning
Lime : Risk-off territory (<0) with strengthening momentum (below signal line)
Gradient background zones : Subtle fills indicate risk appetite intensity levels from moderate (0 to ±0.25) through strong (±0.25 to ±0.5) to extreme (±0.5 to ±1.0)
Sector breakdown table : Shows individual sector performance with clear Risk-On/Risk-Off categorization
Reference levels : Horizontal lines mark neutral (0), strong (±0.5), and extreme (±1) risk appetite zones
This color system allows traders to quickly assess not just current sentiment (above/below zero) but also whether that sentiment is strengthening or potentially reversing based on the relationship with the signal line.
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Who may benefit:
Portfolio managers rotating between growth and defensive allocations
Swing traders timing sector rotation plays
Risk managers monitoring overall market sentiment
Asset allocators adjusting exposure based on risk appetite cycles
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Key applications:
Identify when markets transition from growth-seeking to risk-averse behavior
Time entries into cyclical sectors during risk-on phases
Rotate to defensive sectors when risk appetite weakens
Spot divergences between individual stocks and broader market sentiment
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Limitations:
This indicator reflects US equity sector dynamics and may not capture risk sentiment in other asset classes or geographic regions. ETF-based analysis introduces slight tracking differences from underlying sector performance. Past performance patterns do not guarantee future results.
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Disclaimer:
This indicator is for educational and analytical purposes only. It does not constitute financial advice or trading recommendations. Users should conduct their own analysis and risk assessment before making investment decisions. SwissAlgo assumes no responsibility for trading losses or investment outcomes based on this indicator's signals.
Risk Context + Position SizingWhat This Indicator Does (And Doesn't Do)
This is NOT a buy/sell signal indicator. Instead, it's a risk management tool that helps you understand two critical things:
How volatile the market is right now (compared to recent history)
How much you should risk on your next trade based on that volatility
The Core Problem It Solves
Imagine you always risk the same amount on every trade - say $100. But sometimes the market is calm and predictable, other times it's wild and unpredictable. This indicator says: "Hey, the market is going crazy right now - maybe only risk $70 instead of your usual $100."
How It Works
Measures Market "Nervousness"
Uses ATR (Average True Range) to measure how much prices typically move each day
Compares today's volatility to the past 100 days
Shows you a percentile (0-100%) - higher = more volatile
Categorizes Risk Environment
LOW (green): Market is calm, you can size up slightly
NORMAL: Standard conditions, use your normal position size
HIGH (red): Market is jumpy, reduce your position size
EXTREME (dark red): Market is in chaos, significantly reduce size
Important Disclaimers
This doesn't predict price direction - it only measures current market stress
You still need a trading strategy - this just helps you size it properly
Past volatility doesn't guarantee future volatility
Always combine with proper stop losses and risk management
RiskCalc FX & GoldRiskCalc FX & Gold is a multi-market position sizing tool designed to help you manage risk quickly and accurately. With this script, simply enter your account capital, the percentage of risk you wish to take, and your stop in ticks. Depending on the selected market—Forex or XAUUSD—the script automatically adjusts its calculations:
Forex: Assumes 1 lot equals 100,000 units.
XAUUSD: Assumes 1 lot equals 100 ounces.
The script calculates your risk in dollars and, using a fixed value of 1 USD per tick per lot, determines the ideal position size in both lots and total contracts. Results are displayed in a clear, centralized table at the top of the chart for real-time decision-making.
Perfect for traders operating across multiple markets who need an automated and consistent approach to risk management.
High Accuracy Scalping StrategyHigh Accuracy Scalping Strategy
Overview
This strategy is designed for scalping on lower timeframes (e.g., 1-5 minutes) in volatile markets like forex, crypto, or indices. It generates buy and sell signals based on a combination of momentum, volatility, and overbought/oversold conditions to identify high-probability entry points for quick trades. The strategy incorporates adaptive risk management using ATR-based stop-loss (SL) and take-profit (TP) levels, ensuring exits are dynamically adjusted to market volatility rather than fixed pips or percentages. An optional EMA filter can be enabled to add trend alignment, reducing whipsaws in ranging markets.Why Multi-Indicator Approach?Combining multiple indicators is essential here to create a robust signal generation system that filters out noise and improves accuracy in fast-moving scalping environments. Each indicator serves a complementary role:
RSI (Relative Strength Index) : Measures momentum and identifies oversold (for buys) or overbought (for sells) conditions, helping spot potential reversals.
Stochastic Oscillator : Provides additional momentum confirmation through %K and %D crossovers, focusing on short-term price extremes while being smoothed to avoid erratic signals.
Bollinger Bands : Adds a volatility layer by comparing price to dynamic bands (based on standard deviation), signaling entries when price touches the lower band (potential buy) or upper band (potential sell).
ATR (Average True Range): Used exclusively for exits, it calculates SL and TP based on recent volatility, ensuring risk-reward ratios (customizable via inputs) adapt to the asset's behavior rather than static values.
Optional EMA (Exponential Moving Average): Acts as a trend filter to ensure entries align with the short-term direction (e.g., buys only above EMA), preventing counter-trend trades.
These components work synergistically : RSI and Stochastic provide dual momentum confirmation to validate overbought/oversold states, while Bollinger Bands add volatility context to avoid entries in low-volatility squeezes. The EMA filter (disabled by default for broader signal generation) overlays a trend bias, and ATR ensures exits are practical and volatility-aware. This mashup reduces false positives common in single-indicator strategies (e.g., RSI alone might signal in a strong trend), leading to higher win rates in backtesting on scalping setups. The combination draws from classic technical analysis but is tuned for scalping with shorter default lengths and crossover logic, making it original in its integrated, adaptive design rather than a simple overlay of unrelated tools.
How It Works
Buy Signal : Triggered when RSI is oversold (<30 by default) OR price is at/ below the lower Bollinger Band, AND Stochastic %K crosses over %D while below the oversold level (20). If EMA filter is enabled, price must also be above the EMA.
Sell Signa l: Triggered when RSI is overbought (>70) OR price is at/above the upper Bollinger Band, AND Stochastic %K crosses under %D while above the overbought level (80). If EMA filter is enabled, price must be below the EMA.
Entries : Long on buy, short on sell, using a percentage of equity (default 100%) for position sizing.
Exits : For longs, SL at entry price minus (ATR * SL RR, default 1.0), TP at entry plus (ATR * TP RR, default 2.0). Opposite for shorts. This creates a favorable risk-reward asymmetry.
Visuals : Green triangle below bar for buys, red above for sells. Blue EMA line plotted for reference.
The strategy is backtest-ready with initial capital of $1000 and USD currency, but results vary by asset and timeframe—always forward-test.How to UseAdd to chart and customize inputs: Adjust RSI/Stochastic/BB lengths for your timeframe (shorter for scalping), tweak overbought/oversold levels, or enable EMA filter for trending markets.
Best on liquid assets with volatility (e.g., BTC/USD, EUR/USD). Use on 1-15min charts for scalping.
Monitor signals visually or via alerts. Combine with manual discretion for news events.
Risk management: Start with small position sizes; the ATR-based exits help preserve capital.
This script is original in its tuned parameter defaults, optional filter integration, and focus on scalping synergy, differentiating it from generic multi-indicator scripts by emphasizing adaptive volatility handling and reduced false signals through cross-confirmation.
RISK ROTATION MATRIX ║ BullVision [3.0]🔍 Overview
The Risk Rotation Matrix is a comprehensive market regime detection system that analyzes global market conditions across four critical domains: Liquidity, Macroeconomic, Crypto/Commodities, and Risk/Volatility. Through proprietary algorithms and advanced statistical analysis, it transforms 20+ diverse market metrics into a unified framework for identifying regime transitions and risk rotations.
This institutional-grade system aims to solve a fundamental challenge: how to synthesize complex, multi-domain market data into clear, actionable trading intelligence. By combining proprietary liquidity calculations with sophisticated cross-asset analysis.
The Four-Domain Architecture
1. 💧 LIQUIDITY DOMAIN
Our liquidity analysis combines standard metrics with proprietary calculations:
Proprietary Components:
Custom Global Liquidity Index (GLI): Unique formula aggregating central bank assets, credit spreads, and FX dynamics through our weighted algorithm
Federal Reserve Balance Proxy: Advanced calculation incorporating reverse repos, TGA fluctuations, and QE/QT impacts
China Liquidity Proxy: First-of-its-kind metric combining PBOC operations with FX-adjusted aggregates
Global M2 Composite: Custom multi-currency M2 aggregation with proprietary FX normalization
2. 📈 MACRO DOMAIN
Sophisticated integration of global economic indicators:
S&P 500: Momentum and trend analysis with custom z-score normalization
China Blue Chips: Asian market sentiment with correlation filtering
MBA Purchase Index: Real estate market health indicator
Emerging Markets (EEMS): Risk appetite measurement
Global ETF (URTH): Worldwide equity exposure tracking
Each metric undergoes proprietary transformation to ensure comparability and regime-specific sensitivity.
3. 🪙 CRYPTO/COMMODITIES DOMAIN
Unique cross-asset analysis combining:
Total Crypto Market Cap: Liquidity flow indicator with custom smoothing
Bitcoin SOPR: On-chain profitability analysis with adaptive periods
MVRV Z-Score: Advanced implementation with multiple MA options
BTC/Silver Ratio: Novel commodity-crypto relationship metric
Our algorithms detect when crypto markets lead or lag traditional assets, providing crucial timing signals.
4. ⚡ RISK/VOLATILITY DOMAIN
Advanced volatility regime detection through:
MOVE Index: Bond volatility with inverse correlation analysis
VVIX/VIX Ratio: Volatility-of-volatility for regime extremes
SKEW Index: Tail risk measurement with custom normalization
Credit Stress Composite: Proprietary combination of credit spreads
USDT Dominance: Crypto flight-to-safety indicator
All risk metrics are inverted and normalized to align with the unified scoring system.
🧠 Advanced Integration Methodology
Multi-Stage Processing Pipeline
Data Collection: Real-time aggregation from 20+ sources
Normalization: Custom z-score variants accounting for regime-specific volatility
Domain Scoring: Proprietary weighting within each domain
Cross-Domain Synthesis: Advanced correlation matrix between domains
Regime Detection: State-transition model identifying four market phases
Signal Generation: Composite score with adaptive smoothing
🔁 Composite Smoothing & Signal Generation
The user can apply smoothing (ALMA, EMA, etc.) to highlight trends and reduce noise. Smoothing length, type, and parameters are fully customizable for different trading styles.
🎯 Color Feedback & Market Regimes
Visual dynamics (color gradients, labels, trails, and quadrant placement) offer an at-a-glance interpretation of the market’s evolving risk environment—without forecasting or forward-looking assumptions.
🎯 The Quadrant Visualization System
Our innovative visual framework transforms complex calculations into intuitive intelligence:
Dynamic Ehlers Loop: Shows current position and momentum
Trailing History: Visual path of regime transitions
Real-Time Animation: Immediate feedback on condition changes
Multi-Layer Information: Depth through color, size, and positioning
🚀 Practical Applications
Primary Use Cases
Multi-Asset Portfolio Management: Optimize allocation across asset classes based on regime
Risk Budgeting: Adjust exposure dynamically with regime changes
Tactical Trading: Time entries/exits using regime transitions
Hedging Strategies: Implement protection before risk-off phases
Specific Trading Scenarios
Domain Divergence: When liquidity improves but risk metrics deteriorate
Early Rotation Detection: Crypto/commodity signals often lead broader markets
Volatility Regime Trades: Position for mean reversion or trend following
Cross-Asset Arbitrage: Exploit temporary dislocations between domains
⚙️ How It Works
The Composite Score Engine
The system's intelligence emerges from how it combines domains:
Each domain produces a normalized score (-2 to +2 range)
Proprietary algorithms weight domains based on market conditions
Composite score indicates overall market regime
Smoothing options (ALMA, EMA, etc.) optimize for different timeframes
Regime Classification
🟢 Risk-On (Green): Positive composite + positive momentum
🟠 Weakening (Orange): Positive composite + negative momentum
🔵 Recovery (Blue): Negative composite + positive momentum
🔴 Risk-Off (Red): Negative composite + negative momentum
Signal Interpretation Framework
The indicator provides three levels of analysis:
Composite Score: Overall market regime (-2 to +2)
Domain Scores: Identify which factors drive regime
Individual Metrics: Granular analysis of specific components
🎨 Features & Functionality
Core Components
Risk Rotation Quadrant: Primary visual interface with Ehlers loop
Data Matrix Dashboard: Real-time display of all 20+ metrics
Domain Aggregation: Separate scores for each domain
Composite Calculation: Unified score with multiple smoothing options
Customization Options
Selective Metrics: Enable/disable individual components
Period Adjustment: Optimize lookback for each metric
Smoothing Selection: 10 different MA types including ALMA
Visual Configuration: Quadrant scale, colors, trails, effects
Advanced Settings
Pre-smoothing: Reduce noise before final calculation
Adaptive Periods: Automatic adjustment during volatility
Correlation Filters: Remove redundant signals
Regime Memory: Hysteresis to prevent whipsaws
📋 Implementation Guide
Setup Process
Add to chart (optimized for daily, works on all timeframes)
Review default settings for your market focus
Adjust domain weights based on trading style
Configure visual preferences
Optimization by Trading Style
Position Trading: Longer periods (60-150), heavy smoothing
Swing Trading: Medium periods (20-60), balanced smoothing
Active Trading: Shorter periods (10-40), minimal smoothing
Best Practices
Monitor domain divergences for early signals
Use extreme readings (-1.5/+1.5) for high-conviction trades
Combine with price action for confirmation
Adjust parameters during major events (FOMC, earnings)
💎 What Makes This Unique
Beyond Traditional Indicators
Multi-Domain Integration: Only system combining liquidity, macro, crypto, and volatility
Proprietary Calculations: Custom formulas for GLI, Fed, China, and M2 proxies
Adaptive Architecture: Dynamically adjusts to market regimes
Institutional Depth: 20+ integrated metrics vs typical 3-5
Technical Innovation
Statistical Normalization: Custom z-score variants for cross-asset comparison
Correlation Management: Prevents double-counting related signals
Regime Persistence: Algorithms to identify sustainable vs temporary shifts
Visual Intelligence: Information-dense display without overwhelming
🔢 Performance Characteristics
Strengths
Early regime detection (typically 1-3 weeks ahead)
Robust across different market environments
Clear visual feedback reduces interpretation errors
Comprehensive coverage prevents blind spots
Optimal Conditions
Most effective with 100+ bars of history
Best on daily timeframe (4H minimum recommended)
Requires liquid markets for accurate signals
Performance improves with more enabled components
⚠️ Risk Considerations & Limitations
Important Disclaimers
Probabilistic system, not predictive
Requires understanding of macro relationships
Signals should complement other analysis
Past regime behavior doesn't guarantee future patterns
Known Limitations
Black swan events may cause temporary distortions
Central bank interventions can override signals
Requires active management during regime transitions
Not suitable for pure technical traders
💎 Conclusion
The Risk Rotation Matrix represents a new paradigm in market regime analysis. By combining proprietary liquidity calculations with comprehensive multi-domain monitoring, it provides institutional-grade intelligence previously available only to large funds. The system's strength lies not just in its individual components, but in how it synthesizes diverse market information into clear, actionable trading signals.
⚠️ Access & Intellectual Property Notice
This invite-only indicator contains proprietary algorithms, custom calculations, and years of quantitative research. The mathematical formulations for our liquidity proxies, cross-domain correlation matrices, and regime detection algorithms represent significant intellectual property. Access is restricted to protect these innovations and maintain their effectiveness for serious traders who understand the value of comprehensive market regime analysis.
Risk Distribution HistogramStatistical risk visualization and analysis tool for any ticker 📊
The Risk Distribution Histogram visualizes the statistical distribution of different risk metrics for any financial instrument. It converts risk data into histograms with quartile-based color coding, so that traders can understand their risk, tail-risks, exposure patterns and make data-driven decisions based on empirical evidence rather than assumptions.
The indicator supports multiple risk calculation methods, each designed for different aspects of market analysis, from general volatility assessment to tail risk analysis.
Risk Measurement Methods
Standard Deviation
Captures raw daily price volatility by measuring the dispersion of price movements. Ideal for understanding overall market conditions and timing volatility-based strategies.
Use case: Options trading and volatility analysis.
Average True Range (ATR)
Measures true range as a percentage of price, accounting for gaps and limit moves. Valuable for position sizing across different price levels.
Use case: Position sizing and stop-loss placement.
The chart above illustrates how ATR statistical distribution can be used by looking at the ATR % of price distribution. For example, 90% of the movements are below 5%.
Downside Deviation
Only considers negative price movements, making it ideal for checking downside risk and capital protection rather than capturing upside volatility.
Use case: Downside protection strategies and stop losses.
Drawdown Analysis
Tracks peak-to-trough declines, providing insight into maximum loss potential during different market conditions.
Use case: Risk management and capital preservation.
The chart above illustrates tale risk for the asset (TQQQ), showing that it is possible to have drawdowns higher than 20%.
Entropy-Based Risk (EVaR)
Uses information theory to quantify market uncertainty. Higher entropy values indicate more unpredictable price action, valuable for detecting regime changes.
Use case: Advanced risk modeling and tail-risk.
VIX Histogram
Incorporates the market's fear index directly into analysis, showing how current volatility expectations compare to historical patterns. The CAPITALCOM:VIX histogram is independent from the ticker on the chart.
Use case: Volatility trading and market timing.
Visual Features
The histogram uses quartile-based color coding that immediately shows where current risk levels stand relative to historical patterns:
Green (Q1): Low Risk (0-25th percentile)
Yellow (Q2): Medium-Low Risk (25-50th percentile)
Orange (Q3): Medium-High Risk (50-75th percentile)
Red (Q4): High Risk (75-100th percentile)
The data table provides detailed statistics, including:
Count Distribution: Historical observations in each bin
PMF: Percentage probability for each risk level
CDF: Cumulative probability up to each level
Current Risk Marker: Shows your current position in the distribution
Trading Applications
When current risk falls into upper quartiles (Q3 or Q4), it signals conditions are riskier than 50-75% of historical observations. This guides position sizing and portfolio adjustments.
Key applications:
Position sizing based on empirical risk distributions
Monitoring risk regime changes over time
Comparing risk patterns across timeframes
Risk distribution analysis improves trade timing by identifying when market conditions favor specific strategies.
Enter positions during low-risk periods (Q1)
Reduce exposure in high-risk periods (Q4)
Use percentile rankings for dynamic stop-loss placement
Time volatility strategies using distribution patterns
Detect regime shifts through distribution changes
Compare current conditions to historical benchmarks
Identify outlier events in tail regions
Validate quantitative models with empirical data
Configuration Options
Data Collection
Lookback Period: Control amount of historical data analyzed
Date Range Filtering: Focus on specific market periods
Sample Size Validation: Automatic reliability warnings
Histogram Customization
Bin Count: 10-50 bins for different detail levels
Auto/Manual Bin Width: Optimize for your data range
Visual Preferences: Custom colors and font sizes
Implementation Guide
Start with Standard Deviation on daily charts for the most intuitive introduction to distribution-based risk analysis.
Method Selection: Begin with Standard Deviation
Setup: Use daily charts with 20-30 bins
Interpretation: Focus on quartile transitions as signals
Monitoring: Track distribution changes for regime detection
The tool provides comprehensive statistics including mean, standard deviation, quartiles, and current position metrics like Z-score and percentile ranking.
Enjoy, and please let me know your feedback! 😊🥂
NQ Position Size CalculatorNQ Position Size Line Calculator is designed specifically for Nasdaq 100 futures (NQ) and micro futures (MNQ) traders who want to maintain disciplined risk management. This visual tool eliminates the guesswork from position sizing by displaying distance lines and contract calculations directly on your chart.
The indicator creates horizontal lines at 10-tick intervals from your stop loss level, showing you exactly how many contracts to trade at each distance to maintain your predetermined risk amount. Whether you're trading regular NQ contracts or micro MNQ contracts, this calculator ensures you never risk more than intended while providing instant visual feedback for optimal position sizing decisions.
How to Use the Indicator
Step 1: Configure Your Settings
Stop Loss Price: Enter your exact stop loss level (e.g., 20000.00)
Risk Amount ($): Set your maximum dollar risk per trade (e.g., $500)
Contract Type: Choose between:
NQ (Regular): $5 per tick - for larger accounts
MNQ (Micro): $0.50 per tick - for smaller accounts or conservative sizing
Display Options:
Max Lines: Number of distance lines to show (default: 30)
Show Labels: Toggle tick distance and contract count labels
Line Color: Customize the color of distance lines
Label Size: Choose tiny, small, or normal label sizes
Step 2: Read the Visual Display
Once configured, the indicator displays:
Stop Loss Line:
Thick yellow line marking your exact stop loss level
Yellow label showing the stop loss price
Distance Lines:
Dashed red lines at 10-tick intervals above and below your stop loss
Lines appear on both sides for long and short position planning
Labels (if enabled):
Green labels (right side): For long positions above your stop loss
Red labels (left side): For short positions below your stop loss
Format: "20T 5x" means 20 ticks distance, 5 contracts maximum
Step 3: Use the Information Tables
The indicator provides two helpful tables:
Position Size Table (top-right):
Shows common tick distances (10, 20, 40, 80, 160 ticks)
Displays risk per contract at each distance
Contract count for your specified risk amount
Total risk with rounded contract numbers
Settings Table (bottom-right):
Confirms your current risk amount
Shows selected contract type
Displays current settings for quick reference
Step 4: Apply to Your Trading
For Long Positions:
Look at the green labels on the right side of your chart
Find your desired entry level
Read the label to see: distance in ticks and maximum contracts
Example: "30T 8x" = 30 ticks from stop, buy 8 contracts maximum
For Short Positions:
Look at the red labels on the left side of your chart
Find your desired entry level
Read the label for tick distance and contract count
Example: "40T 6x" = 40 ticks from stop, sell 6 contracts maximum
Step 5: Trading Execution
Before Entering a Trade:
Identify your stop loss level and input it into the indicator
Choose your entry point by looking at the distance lines
Note the contract count from the corresponding label
Verify the risk amount matches your trading plan
Execute your trade with the calculated position size
Risk Management Features:
Contract rounding: All position sizes are rounded down (never up) to ensure you don't exceed your risk limit
Zero position filtering: Lines only show where position size is at least 1 contract
Dual-sided display: Plan both long and short opportunities simultaneously
Position Size CalculatorIt calculates the risk per trade using two methods: Margin-Based (percentage of total Account Balance) or Equity-Based (percentage of Total Balance minus minimum balance). Displayed as a compact, customizable label on the main chart, it’s perfect for traders seeking quick, precise risk calculations.
Key Features
Two Calculation Options:
Margin-Based: Risk as a percentage (0-5%) of your total account balance.
Equity-Based: Risk as a percentage (0-50%) of (Total balance - Minimum balance).
Flexible Risk Input: Manually enter any risk percentage with 0.01% precision (e.g., 1.75%).
Customizable Display:
Repositionable table (9 positions, e.g., top-right, middle-center).
Four table sizes (XL, L, M, S) with text scaling (large, normal, small, tiny).
Adjustable cell color, text color, and transparency
Margin-Based Risk Calculation:
Set “Total Margin” (e.g., $10,000).
Enter “Risk Percentage (%)” (0 to 5%, e.g., 1.75%).
Equity-Based Risk Calculation:
Set “Total Equity” (e.g., $15,000).
Set “Minimum Balance” (e.g., $5,000).
Enter “Equity Risk Percentage (%)” (0 to 50%, e.g., 1.75%).
Display Settings:
Choose “Calculation Method” (Margin-Based or Equity-Based).
Select “Table Position” (e.g., top_right).
Select “Table Size” (XL, L, M, S; default M).
Customize “Table Cell Color”, “Table Text Color”, and “Table Cell Transparency”.
Volatility & Market Regimes [AlgoXcalibur]Analyze Market Conditions Like a Pro.
Volatility & Market Regimes is a specialized, institution-inspired indicator designed to help traders instantly identify the current conditions of the market with clarity and confidence.
By combining a real-time Volatility Histogram and Strength Line with a compact Regime Table, this tool reveals four essential market dimensions—Volatility, Strength, Participation, and Noise—in a clean and intuitive format. Whether you’re confirming trade setups or managing risk, knowing the current regimes enhances awareness across all assets and timeframes.
🧠 Algorithm Logic
This sophisticated tool continuously monitors four independent regimes, each reflecting a distinct dimension of market behavior:
• Volatility – Gauges how active or dormant the market is by comparing current price action movement to historical averages. A dynamic, color-gradient Volatility Histogram transitions from Low (ice blue/white) to Medium (green/yellow) to High (orange/red), giving you an immediate assessment of volatility and risk.
• Strength – Measures directional intensity by assessing trend momentum, pressure, and persistence. A color-gradient Strength Line ranges from weak (red) to strong (green), helping traders determine if directional strength is trending, weakening, or consolidating.
• Participation – Analyzes relative volume to assess the level of trader engagement. Higher volume indicates stronger participation and conviction, while low volume may signal uncertainty, fading momentum, or even liquidity traps.
• Noise – Evaluates structural stability by measuring how orderly or chaotic the price action is. High noise suggests choppy, unstable conditions, while low noise reflects clean, stable moves.
Each regime includes a High / Medium / Low classification and a color-coded directional arrow to indicate whether condition parameters are increasing or decreasing. Together, these components deliver real-time market context—helping you stay grounded in logic, not emotion.
⚙️ User-Selectable Features
Each component of the indicator—the Volatility Histogram, Strength Line, and Regime Table—can be independently made visible or hidden to match your preference. This flexibility allows you to display only the Regime Table and move it directly to your main chart, where it auto-positions to the center-right and integrates seamlessly with other AlgoXcalibur indicators that also use data tables for a cohesive and refined experience.
📊 Clarity, Not Guesswork
Volatility & Market Regimes is a unique, institution-inspired algorithm rarely seen in retail trading. Not only does it clearly display volatility—it translates complex market behavior into a clear context to reveal what’s happening behind the candles. By decoding core regimes in real-time, this tool transforms uncertainty into structured insight—empowering traders to act with clarity, not guesswork.
🔐 To get access or learn more, visit the Author’s Instructions section.
Economic Event Timer & Alerts [AlgoXcalibur]Stay ahead of market-moving news with this real-time event tracker and countdown alert system.
This essential algorithm displays critical scheduled events that may influence sudden spikes in market volatility, helping you stay aware and reduce exposure to unpredictable moves before they even happen. Featuring a captivating on-chart display with event titles, adjustable time zone, real-time countdowns, and live alert notifications — you’ll always know what’s ahead — so you can prepare, not react.
🧠 Algorithm Logic
The Economic Event Timer & Alerts system delivers critical market awareness through an array of integrated functions. At its core, a live countdown table provides real-time updates on the day’s scheduled economic events, with dynamic, color-coded countdowns that ensure fast and easy interpretation at a glance. Complementing the table, Countdown Alerts notify you 30 minutes, 10 minutes, and 1 minute prior to each event—giving you clear, timely reminders without the need to constantly monitor your chart. The adjustable time zone input supports ET, CT, MT, PT, or UTC, so the displayed time-of-event aligns with your trading session. Rigorously refined, the algorithm updates the table daily—and clearly displays No Scheduled Events Today to provide certainty and reassurance on days without scheduled events. Packaged in a minimalist, unobtrusive design, the tool remains visually clean and focused for serious traders.
Updated automatically for hassle-free peace of mind.
⚙️ Features
• Time Zone Selector: Easily toggle between time zones to match your trading session.
• Countdown Alerts: Enable real-time notifications to keep you informed and aware of events without having to monitor the chart.
• Update & Expiration Awareness Feature:
This innovative feature includes a simple visual and alert system that prompts you when it’s time to reload the indicator & recreate alerts — ensuring your alerts are always tied to the latest data update.
🔄 Update Available
On the final day of current event data, the indicator will:
• Display Update Available on the indicator’s table
• Send an alert at 4:00 PM ET reminding you to reload & recreate alerts
You can load the updated version anytime that day.
⛔ Expired
If not reloaded, the next day the indicator will:
• Display an EXPIRED banner on the indicator’s table
• Send a Data Expired alert every day at 8:30 AM ET that prompts you to recreate alerts, until you do or disable the alert.
This prevents missing event alerts unknowingly.
Why is this feature necessary?
Even though the indicator is updated when necessary (typically every 2–4 weeks) to provide upcoming event data automatically, TradingView alerts do not auto-update —they stay tied to the version of the script that was active when the alert was created.
This thoughtful refinement is designed to ensure your alerts remain synced to current events and ready for when it matters most.
🚨 Protect Your Capital
At AlgoXcalibur, we understand that the best way to be profitable is to avoid unnecessary risk.
Dedicated to empowering traders with insight that matters, we designed this tool to transform inconvenient economic calendars into effortless, essential information—displayed directly on your chart. Whether you’re managing open positions or timing new trades, knowing when impactful events are about to hit is crucial to being proactive, protecting capital, and trading with confidence. This is not a technical analysis indicator—this is a risk management tool that provides traders with a fundamental edge.
Built for traders who value risk management, market awareness, and algorithm automation.
🔐 To get access or learn more, visit the Author’s Instructions section.
Micro Futures Contract Calculator Micro Futures Contract Calculator
Synopsis: The Micro Futures Contract Calculator is a sleek, minimalist indicator that calculates the number of Micro E-mini Nasdaq-100 (MNQ) or S&P 500 (MES) contracts you can trade based on a fixed dollar risk and stop-loss (in ticks). Displayed in a compact, professional table in the top-right corner, it shows your risk, stop-loss, contract type, and calculated contracts, helping traders maintain consistent risk management.
How to Use:
Add the indicator to your chart (search “Micro Futures Contract Calculator”).
In settings, input:
Maximum Risk ($): Your total risk per trade (e.g., $100).
Stop-Loss (Ticks): Stop-loss size in ticks (e.g., 20 ticks = 5 points).
Contract Type: Select MNQ or MES.
Check the top-right table for:
Risk, stop-loss, contract type, and number of contracts (e.g., “10” for MNQ, “4” for MES).
Use the contract number to size trades, ensuring risk stays fixed.
Why Standardized Risk is Important:
Consistency: Fixed risk per trade (e.g., $100) prevents oversized losses, stabilizing long-term performance.
Discipline: Removes emotional guesswork, enforcing a systematic approach across MNQ/MES trades.
Capital Protection: Limits exposure, preserving your account during losing streaks and volatile markets.
Scalability: Aligns position sizing with your risk tolerance, enabling confident scaling as your account grows.
This indicator simplifies risk management, making it essential for disciplined futures trading.
Assets Correlation by GDM📊 Correlation Matrix Table between Two Assets
This indicator calculates and displays the rolling correlation between the asset on your chart and a second asset of your choice. The correlation is computed based on log returns over a user-defined lookback period. A live summary table appears in the bottom left corner, providing a real-time snapshot of the current correlation and its context.
How it works:
Comparison Asset:
Select any symbol to compare with the chart asset (e.g., compare BTCUSD to ETHUSD).
Lookback Period:
Choose the rolling window (in bars) used to calculate the Pearson correlation coefficient.
Dynamic Table:
A table in the lower left corner summarizes:
Main asset symbol
Comparison symbol
Analysis period (bars)
Current correlation value (rounded to 2 decimals)
Correlation strength & direction (Strong, Moderate, Weak | Positive/Negative)
Visual Plot:
The indicator plots the correlation value over time so you can observe changes and trends.
Table Positioning:
Table location can be adjusted from settings (bottom left/right, top left/right).
How to use:
Risk Management & Diversification:
Quickly assess if two assets move together (positive correlation), in opposite directions (negative correlation), or independently.
Pairs Trading:
Identify opportunities when correlation diverges from historical norms.
Portfolio Construction:
Avoid overexposure to highly correlated assets, or use negative correlation for hedging.
Limitations & Tips:
Correlation values are based on historical returns and may change during periods of market stress or volatility.
Use multiple lookback periods (short, medium, long) for a more robust view.
Correlation does not imply causation—always complement with additional analysis.
Script Features:
User-selectable comparison asset and lookback window.
Real-time correlation calculation.
Clean summary table with correlation stats.
Optional alert logic and correlation plot for more advanced usage.
If you find this indicator useful, please leave a like and let me know your suggestions for improvements!
Simple Risk-to-Reward (R) Indicator (TP1–TP2)What this indicator does:
This tool helps traders clearly visualize their risk and reward on any trade by plotting their entry, stop loss, and take-profit (TP) levels directly on the chart. It’s designed to make manual trade planning more visual and systematic.
How it works:
You set your planned entry price, whether you want to plot a Long or Short setup, and your stop-loss distance (in ticks).
The indicator calculates your stop-loss level and automatically plots it on the chart.
It then draws take-profit levels at 1R and 2R (where “R” is your risk, the distance between entry and stop).
You can toggle the TP1 and TP2 lines on or off to suit your preference.
How to use it:
Open the settings and enter your intended entry price.
Select “Long Setup” for a buy trade, or turn it off for a sell/short trade.
Enter your desired stop loss in ticks.
Choose which take-profit levels to display by toggling TP1 and TP2.
The indicator will show entry, stop, and take-profit levels right on your chart so you can easily see your planned risk/reward.
What makes it unique and useful:
This indicator is designed for manual trade planning, giving you full control over your inputs and letting you instantly see your risk/reward on any instrument or timeframe. Unlike some built-in tools, it supports both long and short trades, lets you set all levels manually, and keeps your charts clean and easy to interpret.
Correlation MA – 15 Assets + Average (Optional)This indicator calculates the moving average of the correlation coefficient between your charted asset and up to 15 user-selected symbols. It helps identify uncorrelated or inversely correlated assets for diversification, pair trading, or hedging.
Features:
✅ Compare your current chart against up to 15 assets
✅ Toggle assets on/off individually
✅ Custom correlation and MA lengths
✅ Real-time average correlation line across enabled assets
✅ Horizontal lines at +1, 0, and -1 for easy visual reference
Ideal for:
Portfolio diversification analysis
Finding low-correlation stocks
Mean-reversion & pair trading setups
Crypto, equities, ETFs
To use: set the benchmark chart (e.g. TSLA), choose up to 15 assets, and adjust settings as needed. Look for assets with correlation near 0 or negative values for uncorrelated performance.
Kram Dollar Risk SizingFlat-Based Risk Sizing Table
Quick, reliable contract counts for any fixed per-point risk—no math required.
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Overview
This indicator draws an on-chart lookup table showing exactly how many micro-E-mini contracts to trade for a given index-point stop distance. Simply pick your market (MNQ or MES) and your target dollar-risk tier (200 USD, 300 USD or 400 USD); the script handles the rest. Perfect for pre-trade sizing at a glance.
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Key Benefits
Instant Sizing : See “Point Risk → # Contracts” without ever opening a calculator.
Error-Proof : Table size adapts automatically so you’ll never hit an “out of bounds” error.
Consistent Execution : Apply the same risk grid every time and eliminate second-guessing.
Custom Look : Match your chart’s theme by adjusting colors, fonts, borders and placement.
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Inputs & Settings
Data Inputs
1. Instrument
Choose **MNQ** (Micro-Nasdaq) or **MES** (Micro-S\&P).
2. Price Tier
Select the total dollar-risk you want each grid to represent: **200**, **300** or **400** USD.
3. Table Position
Anchor the table in any corner or midpoint of your chart.
Appearance Settings
Title Background Color and Text Color
Header Background Color and Text Color
Body Background Color and Text Color
Font Size (tiny ▶ large)
Column Widths (set character-based widths for each column)
Border Width and Frame Width (outline thickness)
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How to Use
1. Add the Script
Add the indicator to your chart.
2. Configure Data
Set Instrument to MNQ or MES.
Set Price Tier to the dollar-risk level you want.
Choose a Table Position that doesn’t block your price action.
3. Style to Your Taste
Tweak all appearance settings so the table blends in or stands out as you prefer.
4. Read & Trade
Left Column lists your stop-distance in index-points (e.g. 8.0, 12.0, 25.0).
Right Column shows exactly how many contracts match your chosen dollar-risk.
Find the row matching your planned stop and place your order with confidence.
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Tips & Reminders
Points, Not Ticks : Always enter your stop in full index-points (e.g. “8.0”), even though the market moves in 0.25-point ticks.
Validate Your Data : If you ever edit the dollar-risk tiers or add new ones, be sure each contract count equals
“floor( tier ÷ (pointRisk × \$/point) )”
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Disclaimer:
This tool is provided “as-is” for guidance. Always verify contract counts against live tick values before trading. Trade responsibly!
Credit
Credit to Tempo Trades for the formula that this indicator is based on
Kram Risk PercentStreamline Your Trading with Instant, Percent-Based Position Sizing
Take the guesswork—and the calculator—out of your risk management. This on-chart tool turns your account size and chosen risk percentage into exact contract counts across a range of stop-distances, so you can focus on the market, not the math.
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What It Does for You
Your Risk, Your Rules
Enter your total account value (e.g. $50 000) and the exact percent you’re willing to risk (e.g. 1.0 %). The script immediately calculates your dollar-risk (in this case, $500).
Market-Specific Pricing
MNQ (Micro-Nasdaq) : $2 per index-point (each 0.25 pt “tick” = $0.50).
MES (Micro-S\&P) : $5 per index-point (each 0.25 pt “tick” = $1.25)
Point-Risk to Contracts
You get a clean table that lists **Index-Point Stop (e.g. 2.0 pts)** → **# of Contracts**. No confusion between “ticks” and “points”: you choose your stop in full index-points, and the script does the rest.
At-a-Glance Summary
The table header reminds you:
MNQ | $50 000 @ 1.0 % → $500 risk
so you always know exactly what you’re sizing.
Fully Customizable Look
Pick your background and text colors, font size, column widths, table border thickness—and place it in any corner or edge of your chart.
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Step-by-Step Usage
1. Add the Indicator
Apply “Percent Risk Sizing Table” to your chart in TradingView.
2. Enter Your Parameters
Instrument**: MNQ or MES
Account Size : Your total equity in dollars
Risk % : The percent of your account you’ll risk (e.g. 0.5 %, 2 %)
3. Read the Table
Column 1 : Stop-distance in index-points (1.0, 1.5, 2.0…)
Column 2 : How many contracts you should trade to risk exactly your chosen dollar amount.
4. Customize Appearance
Use the style inputs to match your chart theme:
Colors : Title, header, body
Font size : tiny → large
Column widths : narrow → wide
Border & frame : subtle → bold
Position : any corner or middle edge
5. Execute with Confidence
No manual math. No guessing. Just scan to the row matching your planned stop-distance and place your order.
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Tips for Best Results
Think in Points, Not Ticks
Always enter your stop as a whole number of index-points (e.g. 2.0 points), even though the market moves in 0.25-point ticks.
Adjust on the Fly
Change your risk % or switch instruments and watch the table update instantly.
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Add this indicator now and make every trade sized precisely to your rules—because consistent risk control is the foundation of consistent profits.
🛡️ Disclaimer
This script is educational and provided “as-is.” Always verify contract counts with your broker’s live tick values before executing real orders. Trade responsibly and keep your risk in check!
MVRV Ratio [Alpha Extract]The MVRV Ratio Indicator provides valuable insights into Bitcoin market cycles by tracking the relationship between market value and realized value. This powerful on-chain metric helps traders identify potential market tops and bottoms, offering clear buy and sell signals based on historical patterns of Bitcoin valuation.
🔶 CALCULATION The indicator processes MVRV ratio data through several analytical methods:
Raw MVRV Data: Collects MVRV data directly from INTOTHEBLOCK for Bitcoin
Optional Smoothing: Applies simple moving average (SMA) to reduce noise
Status Classification: Categorizes market conditions into four distinct states
Signal Generation: Produces trading signals based on MVRV thresholds
Price Estimation: Calculates estimated realized price (Current price / MVRV ratio)
Historical Context: Compares current values to historical extremes
Formula:
MVRV Ratio = Market Value / Realized Value
Smoothed MVRV = SMA(MVRV Ratio, Smoothing Length)
Estimated Realized Price = Current Price / MVRV Ratio
Distance to Top = ((3.5 / MVRV Ratio) - 1) * 100
Distance to Bottom = ((MVRV Ratio / 0.8) - 1) * 100
🔶 DETAILS Visual Features:
MVRV Plot: Color-coded line showing current MVRV value (red for overvalued, orange for moderately overvalued, blue for fair value, teal for undervalued)
Reference Levels: Horizontal lines indicating key MVRV thresholds (3.5, 2.5, 1.0, 0.8)
Zone Highlighting: Background color changes to highlight extreme market conditions (red for potentially overvalued, blue for potentially undervalued)
Information Table: Comprehensive dashboard showing current MVRV value, market status, trading signal, price information, and historical context
Interpretation:
MVRV ≥ 3.5: Potential market top, strong sell signal
MVRV ≥ 2.5: Overvalued market, consider selling
MVRV 1.5-2.5: Neutral market conditions
MVRV 1.0-1.5: Fair value, consider buying
MVRV < 1.0: Potential market bottom, strong buy signal
🔶 EXAMPLES
Market Top Identification: When MVRV ratio exceeds 3.5, the indicator signals potential market tops, highlighting periods where Bitcoin may be significantly overvalued.
Example: During bull market peaks, MVRV exceeding 3.5 has historically preceded major corrections, helping traders time their exits.
Bottom Detection: MVRV values below 1.0, especially approaching 0.8, have historically marked excellent buying opportunities.
Example: During bear market bottoms, MVRV falling below 1.0 has identified the most profitable entry points for long-term Bitcoin accumulation.
Tracking Market Cycles: The indicator provides a clear visualization of Bitcoin's market cycles from undervalued to overvalued states.
Example: Following the progression of MVRV from below 1.0 through fair value and eventually to overvalued territory helps traders position themselves appropriately throughout Bitcoin's market cycle.
Realized Price Support: The estimated realized price often acts as a significant
support/resistance level during market transitions.
Example: During corrections, price often finds support near the realized price level calculated by the indicator, providing potential entry points.
🔶 SETTINGS
Customization Options:
Smoothing: Toggle smoothing option and adjust smoothing length (1-50)
Table Display: Show/hide the information table
Table Position: Choose between top right, top left, bottom right, or bottom left positions
Visual Elements: All plots, lines, and background highlights can be customized for color and style
The MVRV Ratio Indicator provides traders with a powerful on-chain metric to identify potential market tops and bottoms in Bitcoin. By tracking the relationship between market value and realized value, this indicator helps identify periods of overvaluation and undervaluation, offering clear buy and sell signals based on historical patterns. The comprehensive information table delivers valuable context about current market conditions, helping traders make more informed decisions about market positioning throughout Bitcoin's cyclical patterns.
Position Size CalculatorPosition Size Calculator - User Guide
A simple tool to calculate optimal position size based on your risk preferences, visualize trade levels, and automatically determine trade direction.
Introduction
The Position Size Calculator is a TradingView indicator designed to help traders calculate the optimal position size for their trades based on account size and risk tolerance. This tool visually represents entry, stop loss, and take profit levels while automatically calculating the appropriate position size to maintain consistent risk management.
Getting Started
Setting Up Your Account Parameters
Setting Price Levels
Understanding the Visual Elements
Adjusting Your Trade on the Chart
Reading the Information Panel
1. Getting Started
After adding the indicator to your chart, you'll see three horizontal lines representing:
Yellow line: Entry price
Green line: Take profit price
Red line: Stop loss price
The indicator automatically detects whether you're planning a Long or Short trade based on the position of your take profit relative to your entry.
2. Setting Up Your Account Parameters
In the "Position Calculator" settings group:
Account Size : Enter your total account balance
Account Currency : Set your account currency (USD, EUR, etc.)
Risk (%) : Enter the percentage of your account you're willing to risk per trade (e.g., 2%)
Instrument Type : Select your trading instrument (Forex, Futures, Stocks, or Crypto)
Value per 0.01 lot per tick : Enter the value of 0.01 lots per tick (for most Forex pairs, this is $1 per pip for 0.01 lot)
Minimum Lot Size : Set the minimum lot size allowed by your broker (usually 0.01 for Forex)
3. Setting Price Levels
In the "Price Levels" section:
Entry Price : The price at which you plan to enter the trade
Stop Loss Price : Where you'll exit if the trade goes against you
Take Profit Price : Your target price where you'll take profits
If you set Entry Price to 0, it will default to the current price. If Stop Loss or Take Profit are set to 0, they'll default to 5% below or above entry price respectively.
4. Understanding the Visual Elements
Yellow line : Your entry price
Green line : Your take profit level
Red line : Your stop loss level
Green zone : The profit zone (between entry and take profit)
Red zone : The loss zone (between entry and stop loss)
Information panel : Shows all calculations and trade details
5. Adjusting Your Trade on the Chart
The beauty of this tool is its interactivity:
You can drag any of the lines directly on the chart to adjust entry, stop loss, or take profit
If you drag the take profit above the entry , the indicator automatically sets up for a Long trade
If you drag the take profit below the entry , it automatically configures for a Short trade
All calculations and visuals update in real-time as you adjust the lines
This means you can quickly test different scenarios and see how they affect your position size and potential profit/loss.
6. Reading the Information Panel
The information panel displays:
Account details : Your account size and currency
Risk information : Your percentage risk and the equivalent monetary amount
Position Size : The optimal lot size calculated based on your risk parameters
Price levels : Entry, Stop Loss, and Take Profit with distances in ticks
Risk/Reward ratio : Shown as 1:X (where X is the reward relative to 1 unit of risk)
Potential outcomes : The exact amount you stand to gain or lose on this trade
Trade direction : Whether this is a Long or Short trade
Visual Settings
You can customize the appearance in the "Visual" settings group:
Adjust colors for profit and loss zones
Change the transparency of colored zones
Toggle the filling of spaces between lines
Adjust how far the lines extend beyond the last candle
Practical Tips
Always double-check your "Value per 0.01 lot per tick" setting for the specific instrument you're trading
For Forex major pairs, the standard is usually $1 per pip for 0.01 lots
For other instruments, consult your broker's specifications
The indicator works best when you place your stop loss at a logical market level (support/resistance, swing high/low) rather than a fixed percentage
Final Thoughts
This Position Size Calculator helps remove emotion from your trading by objectively calculating your position size based on your predefined risk parameters. It ensures that you maintain consistent risk across all your trades, regardless of the stop loss distance, which is a key component of successful risk management.
Remember: The most important goal in trading is capital preservation. This tool helps you ensure that each trade risks only what you've decided is acceptable for your trading strategy.
Avg Session & Daily Volatility (Pips) - Forex/CFDS🔍 Overview
The Avg Session & Daily Volatility (Pips) indicator measures the average High–Low range (volatility) of three major Forex sessions—Asia, London, New York—and the entire trading day, then displays the results in a compact overlay table.
⚙️ Key Features
Session Windows
Asia: Default 23:00 – 07:00 server time
London: 07:00 – 16:00
New York: 13:00 – 22:00
Daily Range
– Tracks the full High–Low from midnight to midnight.
Flexible Lookback
– Choose 1W / 2W / 4W / 8W (≈ 5 / 10 / 20 / 40 trading days)
Pip Conversion
Forex Pairs: 1 pip = 0.0001 → (ticks / mintick) / 10
XAU/USD (Gold): 1 pip = 1 USD → direct price difference
Custom Styling
– Pick your own colors per session & daily
– Table position: Left/Center/Right × Top/Middle/Bottom
📈 Benefits & Use Cases
Optimal Stop-Loss & Take-Profit
Gauge each session’s typical movement to size SL/TP appropriately.
Intraday Performance Check
Compare your real-time trade swings against historical averages.
Risk Management
Align position sizes with average volatility to control risk.
Multi-Asset Support
Works seamlessly for major Forex pairs and Gold (XAU/USD) thanks to smart pip logic.
🚀 How It Works
Session Scanning – Continuously tracks the session’s high and low.
Array Storage – At session close, calculates range in pips and pushes it into a rolling buffer.
Averaging – Computes the arithmetic mean of the last N values (your chosen lookback).
Visualization – Paints the four averages in a neat 2×5 table overlay.
👍 Pro Tips
Check Your Time Zone – Make sure chart timezone matches your broker’s session times.
Tweak Lookback – Use shorter windows (1W) to react quickly; longer (4–8W) to smooth out outliers.
Combine Indicators – Pair with volume or trend tools for deeper insights.
Happy Trading,
Riseofatrader
NQ/MNQ Position Sizing
Despite having my own position sizing calculator in an excel sheet, the manual process of having to identify my next trade, switch tabs/screens, input my values into the sheet, go back into TV, input the trade parameters with appropriate contract sizing, has always really gotten to me. I also found that I would often miss ideal entries due to the delay this caused.
I searched TV for position sizing calculators but almost all the ones I found seemed to be similar: based on some form of manual input for the entry and stop parameters, many of which had way more settings and parameters than I needed, also over complicated things.
I just needed something that would allow me to dynamically set my entry and stop levels directly on the chart, and spit out the appropriate contracts I should be using, either on NQ or MNQ, to maintain my desired level of risk, so I could quickly execute the necessary trade.
So, I coded my own and it's been a huge help to me already, so I thought I may as well publish the script as can't imagine there aren't others out there that also hate the manual data entry process of calculating risk.
Upon first load, the script will ask you to set your Entry and Stop levels, before drawing respective lines for these on the chart, and calculating contract sizing based on your risk settings, which you can update directly. The reset values may be buggy, will be easier to just remove the script and re-apply it to your chart if you ever lose track of the levels you've set.
Hope it's useful.
Live Risk On/Off Sentiment Big Basket🔥 Live Risk On/Off Sentiment Indicator 🔥
This indicator provides a clear and immediate assessment of global market risk sentiment by combining multiple key financial instruments across various asset classes. It helps traders quickly gauge whether the market is currently in a risk-on or risk-off environment.
📈 Included Assets:
- Risk-off indicators:** VIX, Gold, US Dollar Index (DXY), US10Y Treasury Yields, TLT (Treasury Bonds)
- Risk-on indicators:** S&P 500 (SPY), Bitcoin (BTC), High Yield Bonds (HYG), AUD/JPY (Forex), Copper/Gold ratio, and Oil (WTI)
🛠️ How it Works:
The indicator calculates a weighted Z-score for each asset, dynamically capturing its performance relative to recent history. Positive values (green) indicate a risk-on sentiment, while negative values (red) suggest a risk-off sentiment.
🚨 Features:
- Fully customizable asset selection and weighting
- Easy-to-understand visual signals
- Adaptable lookback period for short-term and long-term market analysis
💡 How to Use:
- Identify market phases quickly (bullish or bearish sentiment).
- Enhance your decision-making for entries and exits based on broader market conditions.
- Incorporate into any trading strategy to improve alignment with global risk sentiment.
Harness the power of macro analysis and elevate your trading performance!
Enjoy and trade smart! 📊📈
Riseofatrader
OverUnder Yield Spread🗺️ OverUnder is a structural regime visualizer , engineered to diagnose the shape, tone, and trajectory of the yield curve. Rather than signaling trades directly, it informs traders of the world they’re operating in. Yield curve steepening or flattening, normalizing or inverting — each regime reflects a macro pressure zone that impacts duration demand, liquidity conditions, and systemic risk appetite. OverUnder abstracts that complexity into a color-coded compression map, helping traders orient themselves before making risk decisions. Whether you’re in bonds, currencies, crypto, or equities, the regime matters — and OverUnder makes it visible.
🧠 Core Logic
Built to show the slope and intent of a selected rate pair, the OverUnder Yield Spread defaults to 🇺🇸US10Y-US2Y, but can just as easily compare global sovereign curves or even dislocated monetary systems. This value is continuously monitored and passed through a debounce filter to determine whether the curve is:
• Inverted, or
• Steepening
If the curve is flattening below zero: the world is bracing for contraction. Policy lags. Risk appetite deteriorates. Duration gets bid, but only as protection. Stocks and speculative assets suffer, regardless of positioning.
📍 Curve Regimes in Bull and Bear Contexts
• Flattening occurs when the short and long ends compress . In a bull regime, flattening may reflect long-end demand or fading growth expectations. In a bear regime, flattening often precedes or confirms central bank tightening.
• Steepening indicates expanding spread . In a bull context, this may signal healthy risk appetite or early expansion. In a bear or crisis context, it may reflect aggressive front-end cuts and dislocation between short- and long-term expectations.
• If the curve is steepening above zero: the world is rotating into early expansion. Risk assets behave constructively. Bond traders position for normalization. Equities and crypto begin trending higher on rising forward expectations.
🖐️ Dynamically Colored Spread Line Reflects 1 of 4 Regime States
• 🟢 Normal / Steepening — early expansion or reflation
• 🔵 Normal / Flattening — late-cycle or neutral slowdown
• 🟠 Inverted / Steepening — policy reversal or soft landing attempt
• 🔴 Inverted / Flattening — hard contraction, credit stress, policy lag
🍋 The Lemon Label
At every bar, an anchored label floats directly on the spread line. It displays the active regime (in plain English) and the precise spread in percent (or basis points, depending on resolution). Colored lemon yellow, neither green nor red, the label is always legible — a design choice to de-emphasize bias and center the data .
🎨 Fill Zones
These bands offer spatial, persistent views of macro compression or inversion depth.
• Blue fill appears above the zero line in normal (non-inverted) conditions
• Red fill appears below the zero line during inversion
🧪 Sample Reading: 1W chart of TLT
OverUnder reveals a multi-year arc of structural inversion and regime transition. From mid-2021 through late 2023, the spread remains decisively inverted, signaling persistent flattening and credit stress as bond prices trended sharply lower. This prolonged inversion aligns with a high-volatility phase in TLT, marked by lower highs and an accelerating downtrend, confirming policy lag and macro tightening conditions.
As of early 2025, the spread has crossed back above the zero baseline into a “Normal / Steepening” regime (annotated at +0.56%), suggesting a macro inflection point. Price action remains subdued, but the shift in yield structure may foreshadow a change in trend context — particularly if follow-through in steepening persists.
🎭 Different Traders Respond Differently:
• Bond traders monitor slope change to anticipate policy pivots or recession signals.
• Equity traders use regime shifts to time rotations, from growth into defense, or from contraction into reflation.
• Currency traders interpret curve steepening as yield compression or divergence depending on region.
• Crypto traders treat inversion as a liquidity vacuum — and steepening as an early-phase risk unlock.
🛡️ Can It Compare Different Bond Markets?
Yes — with caveats. The indicator can be used to compare distinct sovereign yield instruments, for example:
• 🇫🇷FR10Y vs 🇩🇪DE10Y - France vs Germany
• 🇯🇵JP10Y vs 🇺🇸US10Y - BoJ vs Fed policy curves
However:
🙈 This no longer visualizes the domestic yield curve, but rather the differential between rate expectations across regions
🙉 The interpretation of “inversion” changes — it reflects spread compression across nations , not within a domestic yield structure
🙊 Color regimes should then be viewed as relative rate positioning , not absolute curve health
🙋🏻 Example: OverUnder compares French vs German 10Y yields
1. 🇫🇷 Change the long-duration ticker to FR10Y
2. 🇩🇪 Set the short-duration ticker to DE10Y
3. 🤔 Interpret the result as: “How much higher is France’s long-term borrowing cost vs Germany’s?”
You’ll see steepening when the spread rises (France decoupling), flattening when the spread compresses (convergence), and inversions when Germany yields rise above France’s — historically rare and meaningful.
🧐 Suggested Use
OverUnder is not a signal engine — it’s a context map. Its value comes from situating any trade idea within the prevailing yield regime. Use it before entries, not after them.
• On the 1W timeframe, OverUnder excels as a macro overlay. Yield regime shifts unfold over quarters, not days. Weekly structure smooths out rate volatility and reveals the true curvature of policy response and liquidity pressure. Use this view to orient your portfolio, define directional bias, or confirm long-duration trend turns in assets like TLT, SPX, or BTC.
• On the 1D timeframe, the indicator becomes tactically useful — especially when aligning breakout setups or trend continuations with steepening or flattening transitions. Daily views can also identify early-stage regime cracks that may not yet be visible on the weekly.
• Avoid sub-daily use unless you’re anchoring a thesis already built on higher timeframe structure. The yield curve is a macro construct — it doesn’t oscillate cleanly at intraday speeds. Shorter views may offer clarity during event-driven spikes (like FOMC reactions), but they do not replace weekly context.
Ultimately, OverUnder helps you decide: What kind of world am I trading in? Use it to confirm macro context, avoid fighting the curve, and lean into trades aligned with the broader pressure regime.
