Build any index/portfolio based on weighted asset allocation.
Rebalance happens on each new candle for chart timeframe.
Any currency can be used to price the index : price it in your local currency, or in BTC to see alts performance (all added assets should be denominated in the same currency).
Inputs:
- Start Index Behavior
Wait For Newest: Index will start once all assets with non-null weights have had their first candle.
Start With Available: Index will start once one asset has had its first candle (see Newer Assets Weight Behavior).
- Newer Assets Weight Behavior
Neutral: Weight of assets which did not have their first candle yet will remain unallocated.
Allocated to active assets: Weight of assets which did not have their first candle yet will be used by active assets.
- Index Name
Name of the index, to be displayed on chart.
- Asset divisor
Asset to divide the value of all assets. For example:
- to price in your local currency an index made of foreign assets
- to price altcoins in BTC value
Possible features TDL (depending on requests):
- add invested value param, and current amount of each asset display
- add option to have the index at 100 on a specific date (ie retrieve the index value of this date before execution)
- add rebalance period param (higher timeframes, if request lowers too)
- add option for bar plotting instead of lines (requires lowers tf to build bars)
เอกสารเผยแพร่:
- fixed bug where divisor was not being used even when enabled.