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Position Size Calc - Prime Hour Trading v2Descriptive Summary: The tool acts as a "cockpit dashboard" for your trades, visually mapping out entry, stop-loss, and take-profit levels directly on your chart. It eliminates manual math by instantly converting your personal risk parameters—such as account balance and risk percentage (e.g., 1–2%)—into the exact number of shares, lots, or contracts required for the trade. Core Features & Functionality Dynamic Visual Planning: Users can drag entry and exit lines in real-time, with position sizes automatically recalculating as the distance between entry and stop-loss changes. Automated Risk Modeling: It provides a real-time Risk-to-Reward Ratio (RRR) and precise dollar amounts for potential profit or loss, helping traders stay disciplined and avoid emotional overleveraging. Advanced Calculation Modes: Fixed Risk: Risking a set dollar amount or percentage of total equity. How to Use It Select the Tool: In the left-hand toolbar, select the Long Position or Short Position drawing tool. Define Levels: Click on the chart to set your entry, then drag the shaded regions to set your target prices or Take Profit and then Stop Loss. Input Account Data: Double-click the tool to open "Settings" and enter your Account Size and Risk % or Amount.
อินดิเคเตอร์ Pine Script®
โดย ebbestar19
MEGA Sector Rotation CRYPTOCAP - 8 Narrativas (Optimized Daily)### MEGA Sector Rotation CRYPTOCAP - 7 Narratives **Description for publishing on TradingView:** This advanced indicator lets you visualize in real time the **rotation of narratives** within the crypto market through 7 key sectors, normalized for perfect side-by-side comparison. Each line represents the **historical relative strength** (min-max normalization over 5000 bars) of a specific narrative, based on TradingView's official aggregated market caps (CRYPTOCAP) and custom sums. The lines oscillate between 0 and 100, with clear crossovers signaling when a sector is gaining or losing momentum relative to the others. **The 7 narratives included:** 1. **Layer1** (pink) – Aggregated market cap of major Layer 1 blockchains. 2. **Memecoins** (bright green) – Official MEME.C sector (PEPE, SHIB, WIF, BONK, etc.). 3. **AI** (orange) – Artificial Intelligence and Big Data narrative. 4. **Exchanges** (purple) – Exchange tokens (centralized and decentralized). 5. **DeFi Total** (cyan) – Full aggregated market cap of the DeFi ecosystem. 6. **RWA Custom** (brown) – Custom sum of Real World Assets: ONDO + LINK + CFG + SYRUP. 7. **Privacy** (dark orange) – Custom sum of privacy coins: XMR + ZEC + DASH. **Quick interpretation:** - Line >80 and rising → Narrative is **HOT** (strong bullish rotation). - Line <20 → Narrative is **COLD** (losing strength). - Bullish crossovers → Money rotating into that sector. - Transparent fills between lines to highlight leadership zones. **Features:** - Optimized for **lower timeframes** (5m, 15m, 1H, 4H) → ideal for day trading and scalping narratives. - Works on any TF thanks to 5-minute resolution data. - Thick lines, vibrant colors, and horizontal references (20/50/80) for instant reading. Perfect for spotting early which narrative is attracting capital flows and anticipating sector moves in the crypto market. Add this indicator and trade rotations like a pro! #crypto #sectorrotation #narratives #altcoins #tradingview
อินดิเคเตอร์ Pine Script®
โดย leanzambra100
US Index Market Snapshot Cash, Futures & ETFsBrief Description This study displays a real-time table of major U.S. equity indices—Dow Jones, S&P 500, Nasdaq, and Russell—across Cash, Futures, and ETF markets. Each cell shows the current price along with the daily percentage change, with color-coded backgrounds for quick trend identification. Designed as a compact market dashboard, it provides an at-a-glance view of cross-market alignment and relative performance. Alternative Title Options US Indices Dashboard (Cash • Futures • ETFs) Index Market Matrix – Prices & Daily Change Multi-Market US Index Table
อินดิเคเตอร์ Pine Script®
โดย frankenx
Portfolio TrackerDescription The Portfolio Tracker is a utility dashboard designed for traders who need to monitor the performance of a multi-asset portfolio directly from a single chart layout. While TradingView provides excellent charting for individual symbols, tracking the combined Profit & Loss (PnL) of a basket of 20 different securities (stocks, crypto, forex, or indices) usually requires switching tabs, using external spreadsheets, or logging into multiple exchange accounts. This script solves that problem by allowing users to manually input their position details into a customizable table. It fetches real-time price data for each symbol and calculates the individual and total portfolio performance, including commission costs. Why This Tool is Useful This indicator was built to address specific pain points for active traders: Consolidated View: Instead of checking 20 different charts to see how your positions are doing, you get a single, real-time snapshot of your entire portfolio's health on one screen. Risk Management: By seeing the "Total PnL" and "Total Investment" in one place, traders can better understand their overall market exposure, rather than focusing on single winning or losing trades. Flexible Accounting: The ability to switch between "Unit Price" and "Total Cost" inputs accommodates different trading styles—whether you are a scalper entering a single price or an investor averaging down with a specific total capital allocation. CRITICAL: Input Logic & Warnings To ensure accurate PnL calculations, users must understand the relationship between Quantity and Cost, especially when using "Total Cost (Manual)" mode. The Golden Rule: Your Input Cost must always match the Total Quantity entered. Example Scenario: Imagine you buy 2 BTC at a price of $90,000 each. Correct Entry: You must enter Quantity: 2 and Cost: 180000 ($90k x 2). Result: If BTC drops to $85k, your Portfolio Value is $170k. The script correctly shows a PnL of -$10,000. Result: If BTC rises to $95k, your Portfolio Value is $190k. The script correctly shows a PnL of +$10,000. Incorrect Entry: If you enter Quantity: 2 but leave Cost at 90000 (the unit price). Result: The script thinks you bought 2 BTC for a total of only $90k. It will instantly show a massive, incorrect profit because the math implies you bought 2 coins for the price of 1. Please double-check your inputs. The script includes a "Sanity Check" feature to help catch these errors, but accurate data entry is the user's responsibility. Key Features & Benefits Multi-Asset Tracking (20 Slots): Monitor up to 20 different tickers simultaneously. Real-Time Valuation: Uses request.security() to fetch the current market price for every symbol in the list. Your PnL updates with every tick of the market. Flexible Cost Basis Modes: Auto-Calc Mode: Enter Entry Price and Quantity. (Best for simple, single-entry trades). Manual Cost Mode: Enter Total Invested Amount. (Best for averaged-down positions). Advanced Commission Handling: Supports both Global and Individual commission rates. This provides a realistic "Net PnL" by factoring in fees on both the entry (cost basis) and the theoretical exit (current value). Input Safety ("Sanity Check"): A logic check that compares the user's input against the current market value. If a user switches to "Total Cost" mode but leaves a small "Unit Price" value in the input field, the script flags the row to prevent irrational PnL percentages (e.g., >100,000%). Clean & Customizable UI: The table can be positioned in 9 different locations, and inputs are hidden from the chart status line to keep the visual workspace clean. How It Works The script operates using a systematic loop that processes user inputs through a series of mathematical validations: Data Acquisition: The script collects all 20 user inputs and utilizes request.security() to fetch the real-time close price for every non-empty symbol in the list. Cost Basis Calculation: In Auto-Calc Mode: The script calculates Raw Cost = Quantity * Input Price. In Manual Mode: The script takes the Input Value directly as the Raw Cost. "Round-Trip" Commission Modeling: Entry Cost: Raw Cost * (1 + Commission%) (Fees increase your breakeven). Exit Value: (Quantity * Current Price) * (1 - Commission%) (Fees reduce your payout). Net PnL: Exit Value - Entry Cost. Sanity Check Algorithm: Before displaying data, the script compares the Input Cost against the Gross Market Value (Qty * Price). If the Input Cost is less than a user-defined threshold (default 1%) of the Market Value, it triggers a warning, assuming the user forgot to update the field to a "Total Cost" figure. Disclaimer This script is for informational and educational purposes only. It is a tool to assist in tracking hypothetical or real positions based on manual user inputs and standard TradingView data feeds. It should not be relied upon as a primary accounting ledger or tax reporting tool. Past performance is not indicative of future results. Trading involves risk. Always verify your PnL against your actual exchange or broker statements.
อินดิเคเตอร์ Pine Script®
โดย abgthecoder
1
EvilAI | Survival SizerPosition sizing that adapts to market conditions. Define how many losses you can survive — the indicator calculates optimal size using ATR and volatility regime detection. █ FEATURES - Survival-based sizing — set losses to endure, not arbitrary risk % - Volatility-adjusted positions: └─ LOW vol: Size ↑ (be aggressive when markets are calm) └─ NORMAL: Baseline sizing └─ HIGH vol: Size ↓ (get defensive when chaos rises) └─ EXTREME: Size ↓↓ (protect capital at all costs) - ATR + Historical Volatility combined for regime detection - Auto contract selection (GC/MGC, NQ/MNQ) - Color-coded risk warnings █ DESIGNED FOR Prop firm traders (FundedNext, Topstep, Apex) who need adaptive risk management. When volatility spikes, you automatically size down. When markets are calm, you can push harder. All while respecting your survival floor. █ HOW IT WORKS 1. Set your daily drawdown limit ($2,000) 2. Set target survivable losses (10) 3. Indicator calculates: $2,000 ÷ 10 = $200 max risk per trade 4. ATR determines stop distance → position size 5. Volatility regime adjusts final size up or down 6. Auto mode selects micro vs full contracts █ DISPLAY - Compact mode: Contracts, risk, survival count, vol regime - Full mode: Complete breakdown with percentiles - Survival shows actual vs target (e.g., "12L / 10L") █ COLOR CODES - Green: Meeting or exceeding survival target - Yellow: Close to target / capped at max - Cyan: Boosted (low volatility) - Purple: Reduced (high volatility) - Red: Below target — reconsider your sizing Stop blowing accounts. Size positions properly.
อินดิเคเตอร์ Pine Script®
โดย EvilAI
Simple Perps Calculator## Simple Perps Calculator (Long & Short) A lightweight on-chart trade calculator that visualizes **entry, take-profit, and liquidation levels** with leverage-adjusted returns — designed for fast planning and clean charts. This indicator automatically detects **long or short positions** based on your target price and adjusts calculations accordingly. All key levels are displayed as **colored horizontal price lines** with matching labels positioned near the price scale for easy reference. --- ### Features - Entry, Take-Profit, and Liquidation price levels - Automatic **long / short detection** - Leverage slider up to **1000×** - Leveraged **percent gain** calculation - Color-coded horizontal price lines: - 🟡 Entry - 🟢 Take-Profit - 🔴 Liquidation - Adjustable label positioning (left or right of chart) - Horizontal offset control to move labels out of the way - Clean, minimal, non-intrusive design --- ### How to Use 1. Set your **Entry Price** 2. Set your **Target Price** 3. Adjust **Leverage** 4. Move labels using the **horizontal offset** slider if needed If the target price is above entry, the script assumes a **long** position. If below, it assumes a **short** position and places the liquidation level above entry automatically. --- ### Notes - Liquidation price uses a simplified isolated-margin model - Intended for **planning and visualization only** - Actual exchange liquidation prices may vary due to fees and maintenance margin requirements
อินดิเคเตอร์ Pine Script®
โดย tjvsx
+25% DMA200 +25% DMA200 highlights daily over-extension by printing a ⚠️ marker on every daily candle where price is more than X% above the Daily 200 DMA (200-period SMA calculated on the Daily timeframe). It also plots the Daily DMA200 line on the chart. Recommended usage in GOLD, GLD, etc. How it works Computes DMA200 using Daily data Measures extension: (Close − DMA200) / DMA200 If extension is above the threshold (default 0.25 = 25%), it places a ⚠️ above that candle (one per qualifying daily candle). Optional alert triggers only when extension crosses above the threshold (entry into the over-extended zone). Inputs DMA Length (Daily): Moving average length (default 200). Threshold: Over-extension level (0.25 = 25%). Run ONLY on 1D chart: If enabled, marks/alerts only on Daily charts. Pad above high: Vertical spacing for the marker above the candle’s high. Keep last N markers: Limits how many markers are kept to avoid chart clutter. Note This is not a buy/sell signal—it’s a risk/extension detector to help identify when price is stretched far above its long-term daily mean.
อินดิเคเตอร์ Pine Script®
โดย Luigui_Herrera
EY DashboardThe Easy Portfolio Dashboard is a high-performance, real-time monitoring tool designed for traders managing multiple positions. Unlike standard tables, this script is optimized using User-Defined Types (UDT) and Array-based rendering to ensure the lowest possible latency and 100% compliance with TradingView’s security-call limits. It allows you to track up to 24 symbols simultaneously, showing price action, volatility (ATR), relative volume, and upcoming earnings. Key Features Automatic Ticker Formatting: Strips exchange prefixes (e.g., BATS:, NASDAQ:) to keep your UI clean and focused on the ticker name. Intelligent P&L Tracking: Real-time calculation of daily profit/loss based on your specific share quantities. Volatility Alerts (ATR %): Visual color-coding (Green/Yellow/Red) based on the stock's current ATR relative to its price. Earnings Countdown: Highlighted countdown timer for upcoming earnings reports, with red alerts when an event is less than 7 days away. Net Worth Engine: A dedicated summary section that combines your current equity with a manual Cash (USD) input to track total account value. How to Use Ticker Input: Enter your symbols (e.g., AAPL, TSLA) and the number of shares you own in the Inputs tab. Cash Settings: Enter your current uninvested cash balance in the Cash Settings section to calculate your total Net Worth. UI Customization: Position: Choose between 9 different screen locations (Top Right, Bottom Center, etc.). Minimal Mode: Toggle this to hide the detailed ticker list and show only the P&L and Net Worth summary. Toggle Columns: Enable or disable columns for ATR, Volume, and Earnings as needed. Technical Methodology Data Sourcing: All data is fetched using request.security on a Daily ("D") timeframe. Security Handling: The script uses a "Global Fetch" architecture. This satisfies the compiler requirement that security calls must be at the top level, while the UI is handled by a dynamic loop for efficiency. ATR Calculation: Calculated as (ATR(14) / Price) * 100 to show the "expected move" as a percentage of the stock price. Volume Analysis: Compares current volume to a 20-period SMA of volume to identify unusual activity. Settings Glossary ATR Red Threshold: The percentage at which the ATR emoji turns Red (High volatility/risk). ATR Yellow Threshold: The percentage at which the ATR emoji turns Yellow (Moderate volatility). Next ER: Displays the days remaining until the next Earnings Report. Cells turn red when an ER is imminent (within 1 week).
อินดิเคเตอร์ Pine Script®
โดย bkerez
#BLTA - CARE 7891🔷 #BLTA - CARE 7891: Ny session toolkit + Risk box + Confirmed levels + Asia box + Structure + Imbalances Description: #BLTA - CARE 7891 is an overlay toolkit 🧭🛠️ built for structured discretionary trading preparation. Its main purpose is to keep your chart reading and pre-trade planning in one place by combining time context, confirmed reference levels, liquidity framing, manual risk sizing, and context overlays (structure + imbalances). 🚫 This script is an indicator, not a strategy. It does not place orders. 🧩 Why these modules are combined (and how they work together) This is not a “mashup for the sake of mixing”. Each module supports a specific step of a practical workflow: 🕒 Time context (new york session mapping) Background highlights mark precise NY-time windows (day division at 17:00, london blocks, and new york blocks). This provides the timing framework for when you typically scan, plan, or execute. 📰📅 Confirmed reference levels (previous day/week highs & lows) Instead of plotting live extremes, this script confirms levels at defined boundaries: Trading day: 17:00 → 17:00 NY Weekly boundary: Sunday 17:00 NY Lines start exactly at the candle where the high/low occurred and extend forward. Optional “stop on hit” 🧊 freezes a level once price touches it, keeping the chart clean and realistic for forward analysis. 🈵 Asian range liquidity box (session that can cross midnight) A dedicated Asian range container tracks high/low and an optional 50% midline. It uses NY timestamps and safely handles sessions that cross midnight (storing the correct session date). This gives you a daily liquidity “frame” often used for sweeps, breaks, and invalidations. 💸 Manual risk planning (trade box + lot sizing + table) You select Entry (EP) and Stop (SL) directly on the chart using input.price(..., confirm=true) and time anchors. The script then calculates: 💰 cash at risk from balance and risk % 📏 stop distance in pips (forex-aware pip sizing) 📦 lot size using units-per-lot and account currency inputs 🎯 target price using a reward ratio It draws a risk box + target box and shows a compact table for quick verification. 🔁 Re-confirm mode (wizard) is included to prevent “stale” anchor points after timeframe changes or when you want a clean reset. While enabled, the risk table is replaced with a step guide and temporary EP/SL markers. 📈 Market structure overlay (1H zigzag projected to any timeframe) A zigzag swing engine is computed on 1H via request.security() and projected onto the current chart. Opacity is automatically reduced on non-1H charts so it stays contextual, not dominant. Optional live extension of the last leg helps you see the active swing in progress. 📊 Imbalance map (fvg / og / vi) + optional dashboard The script detects and draws: 🤏 fair value gaps (fvg) 👐 opening gaps (og) 🔎 volume imbalances (vi) Optional filters allow minimum width by points / % / atr, and each imbalance type can be extended forward. A dashboard 📱 can summarize bullish/bearish frequency and fill rates for context review. ✅ Quick start (recommended order) Turn on 🕒 session visualization to align with NY timing. Enable 📰 pdh/pdl and 📅 weekly highs/lows to map confirmed reference liquidity. Use 🈵 the asian range box to frame the early-session liquidity container. Plan your trade with 💸 risk module (pick EP/SL, verify pips + lots + target). Add 📈 zigzag structure and 📊 imbalances only as supporting context. ⚠️ Notes & limitations This tool is for planning and chart reading, not automated execution. Lot sizing is an estimate based on your inputs; always confirm broker contract specs. Some modules draw many objects (boxes/lines/tables) 🧱, which may slow very small timeframes.
อินดิเคเตอร์ Pine Script®
โดย rau_u_lanz
BTC - DCA vs HODL Calculator MatrixBTC - DCA vs. HODL Calculator Matrix | RM Overview The BTC - DCA vs. HODL Calculator Matrix is a high-performance telemetry laboratory designed to settle the ultimate debate in Bitcoin accumulation: Is it more efficient to deploy all capital at once ( Lump Sum & HODL ) or utilize a recurring purchase strategy ( DCA )? More importantly, if DCA is the choice, which exact frequency and weekday provides the mathematical edge? The Calculator Matrix was engineered to solve a critical limitation in the current script ecosystem (at least I couldnt find such an indicator): the inability to compare multiple DCA frequencies and specific calendar days simultaneously within a single dashboard. While developing this tool, I found that existing calculators typically only permit testing one strategy at a time (e.g., a generic "Weekly" buy). This script fills that gap by utilizing a high-performance array-based "Telemetry Engine" to rank dozens of variables—including every individual weekday and specific monthly dates—against a HODL benchmark in real-time. This unique simultaneous comparison allows investors to mathematically identify "Weekday Alpha" across any user-defined timeframe. Core Philosophy The script utilizes a Normalized Capital Model . To ensure a true "apples-to-apples" comparison, your total capital (e.g., $10,000) is distributed with mathematical precision across the exact number of entries for each specific strategy. This eliminates the ROI skewing commonly found in basic scripts, ensuring that every strategy is judged on the same total dollar expenditure over the same "Race Track." Key Features & Analytics • The Podium System: An automated ranking algorithm that awards 🥇 Gold, 🥈 Silver, and 🥉 Bronze medals to the top three performing strategies. Spoiler: Regular Winner: 1-time HODL (Lump Sum) • Simultaneous Strategy Testing: Compare Daily, 7 different Weekly days (Mon-Sun), and Monthly dates (1st–28th) all at once. • Risk Telemetry: Integrated Max Drawdown (MDD) sensors for every strategy, revealing the "Emotional Cost" of your accumulation path. • Race Track Visuals: Blue dashed "Green Flag" and "Checkered Flag" lines visually define the boundaries of your backtest. • Dashboard Customization: Use the "Odd/Even" filter to keep the matrix sleek and readable on (nearly) any screen resolution. The Strategies Tested • 1-TIME HODL: The benchmark (Lump sum entry on Day 1 - meaning all the capital is deployed at the start date). • DAILY DCA: High-frequency, day-by-day accumulation (the capital is split amongst the different entries). • WEEKLY (SUN-SAT): Evaluates which specific day of the week historically captures the best entries (e.g., "Weekend Dips").(The capital is split amongst the different entries). • MONTHLY (1-28 + END): Tests monthly date performance to optimize for beginning-of-month or end-of-month cycles. (The capital is split amongst the different entries). Monte Carlo Simulation & Python Research While this tool allows you to manually check any specific timeframe, manual testing is limited by "Start Date Bias." To find the Universal Winner , I have conducted a Monte Carlo Simulation using 100 random entry dates over the last 5 years via Python/Colab. This research reveals the statistical probability of a day (like Saturday) winning the Gold medal across all market conditions. Access the Python Heatmap Research in my substack article (link for substack in Bio). How to Use 1. Set the Race Track: Input Start and End dates in the settings. 2. Fuel the Engine: Set your Total Capital ($). 3. Analyze the Matrix: Compare ROI vs. MAX DD. The goal is not just the highest return, but the best Risk-Adjusted return. Technical Implementation This script utilizes an array-based telemetry engine to handle the simultaneous calculation of 30+ independent investment strategies. To ensure computational efficiency and bypass the limitations of standard security-based backtesting, I implemented a custom-built accumulator logic using array.new_float() and array.set() . The core calculation loop ( if in_race and is_new_day ) processes capital deployment on a per-bar basis, utilizing ta.change(time("D")) to ensure entry synchronization with the Daily UTC close. By decoupling the unit accumulation ( u_weekly , u_monthly ) from the final valuation logic ( f_get_stats ), the script maintains a Normalized Capital Model. This ensures that even with complex comparative logic across varying frequencies, the script provides a mathematically rigorous, reproducible result that matches real-world execution at the Daily UTC Midnight close. Note: All calculations are made on the "close" bar, which means UTC 00:00. By creating a strategy or using the research, make sure to be aware of your time zone Disclaimer: Past performance is not indicative of future results. This tool is for educational and research purposes only. Rob Maths is not liable for any financial losses. Tags: robmaths, Rob Maths, DCA, HODL, Bitcoin, BTC, Backtest, RiskManagement, Investment, Strategy, Statistics
อินดิเคเตอร์ Pine Script®
โดย Rob_Maths
52W High / Low + 20% Retracement52-Week High / Low with 20% Retracement Level This indicator provides a visual context for momentum and drawdown analysis using 52-week price extremes. What it shows: - The 52-week high and 52-week low levels. - A retracement level defined as a fixed percentage (default 20%) below the 52-week high. How to interpret it: - Price above the retracement level indicates that the stock has corrected in a controlled manner and the broader momentum structure is still intact. - Price below the retracement level suggests a deeper drawdown and potential deterioration of momentum. Intended use: - Designed as a quality filter, not as an entry or exit signal. - Helps identify stocks with strong momentum that are consolidating rather than breaking down. - Should be combined with trend and liquidity filters. Notes: - The retracement percentage is adjustable. - This indicator is descriptive, not predictive. - It does not replace risk management or stop-loss rules. */
อินดิเคเตอร์ Pine Script®
โดย danavillanueva
Buy & Hold Compounded ValueBuy & Hold Compounded Value This indicator calculates the cumulative compounded value of a buy-and-hold investment from the instrument’s inception. Starting from a user-defined initial investment (default $1000), it compounds returns using monthly price changes and displays the current portfolio value in the TradingView status line only. Designed for use on monthly charts, it provides a clean, clutter-free way to evaluate long-term performance without adding any visuals to the chart.
อินดิเคเตอร์ Pine Script®
โดย bronek536
mncl's SL_TP FInderWe are all used to using the ATR to estimate the stop loss or take profit. So I wondered if there is another way since I found the ATR a little too far sometimes. In this script, i combine other ways of finding your take profit or stop loss. These can be found in the settings. I also include a way to estimate the amount of money to risk per trade. Have a go at it and let me know if you found it useful. - mncl -
อินดิเคเตอร์ Pine Script®
โดย mncl_02
1
CryptoFlux Dynamo [JOAT]CryptoFlux Dynamo: Velocity Scalping Strategy WHAT THIS STRATEGY IS CryptoFlux Dynamo is an open-source Pine Script v6 strategy designed for momentum-based scalping on cryptocurrency perpetual futures. It combines multiple technical analysis methods into a unified system that adapts its behavior based on current market volatility conditions. This script is published open-source so you can read, understand, and modify the complete logic. The description below explains everything the strategy does so that traders who cannot read Pine Script can fully understand how it works before using it. HOW THIS STRATEGY IS ORIGINAL AND WHY THE INDICATORS ARE COMBINED This strategy uses well-known indicators (MACD, EMA, RSI, MFI, Bollinger Bands, Keltner Channels, ATR). The originality is not in the individual indicators themselves, but in the specific way they are integrated into a regime-adaptive system. Here is the detailed justification for why these components are combined and how they work together: The Problem Being Solved: Standard indicator-based strategies use fixed thresholds. For example, a typical MACD strategy might enter when the histogram crosses above zero. However, in cryptocurrency markets, volatility changes dramatically throughout the day and week. A MACD crossover during a low-volatility consolidation period has very different implications than the same crossover during a high-volatility trending period. Using the same entry thresholds and stop distances in both conditions leads to either: Too many false signals during consolidation (if thresholds are loose) Missing valid opportunities during expansion (if thresholds are tight) Stops that are too tight during volatility spikes (causing premature exits) Stops that are too wide during compression (giving back profits) The Solution Approach: This strategy first classifies the current volatility regime using normalized ATR (ATR as a percentage of price), then dynamically adjusts ALL other parameters based on that classification. This creates a context-aware system rather than a static threshold comparison. How Each Component Contributes to the System: ATR-Based Regime Classification (The Foundation) The strategy calculates ATR over 21 periods, smooths it with a 13-period EMA to reduce noise from wicks, then divides by price to get a normalized percentage. This ATR% is classified into three regimes: - Compression (ATR% < 0.8%): Market is consolidating, breakouts are more likely but false signals are common - Expansion (ATR% 0.8% - 1.6%): Normal trending conditions - Velocity (ATR% > 1.6%): High volatility, larger moves but also larger adverse excursions This regime classification then controls stop distances, profit targets, trailing stop offsets, and signal strength requirements. The regime acts as a "meta-parameter" that tunes the entire system. EMA Ribbon (8/21/34) - Trend Structure Detection The three EMAs establish trend direction and structure. When EMA 8 > EMA 21 > EMA 34, the trend structure is bullish. The slope of the middle EMA (21) is calculated over 8 bars and converted to degrees using arctangent. This slope measurement quantifies trend strength, not just direction. Why these specific periods? The 8/21/34 sequence follows Fibonacci-like spacing and provides good separation on 5-minute cryptocurrency charts. The fast EMA (8) responds to immediate price action, the mid EMA (21) represents the short-term trend, and the slow EMA (34) acts as a trend filter. The EMA ribbon works with the regime classification: during compression regimes, the strategy requires stronger ribbon alignment before entry because false breakouts are more common. MACD (8/21/5) - Momentum Measurement The MACD uses faster parameters (8/21/5) than the standard (12/26/9) because cryptocurrency markets move faster than traditional markets. The histogram is smoothed with a 5-period EMA to reduce noise. The key innovation is the adaptive histogram baseline. Instead of using a fixed threshold, the strategy calculates a rolling baseline from the smoothed absolute histogram value, then multiplies by a sensitivity factor (1.15). This means the threshold for "significant momentum" automatically adjusts based on recent momentum levels. The MACD works with the regime classification: during velocity regimes, the histogram baseline is effectively higher because recent momentum has been stronger, preventing entries on relatively weak momentum. RSI (21 period) and MFI (21 period) - Independent Momentum Confirmation RSI measures momentum using price changes only. MFI (Money Flow Index) measures momentum using price AND volume. By requiring both to confirm, the strategy filters out price moves that lack volume support. The 21-period length is longer than typical (14) to reduce noise on 5-minute charts. The trigger threshold (55 for longs, 45 for shorts) is slightly offset from 50 to require momentum in the trade direction, not just neutral readings. These indicators work together: a signal requires RSI > 55 AND MFI > 55 for longs. This dual confirmation reduces false signals from price manipulation or low-volume moves. Bollinger Bands (1.5 mult) and Keltner Channels (1.8 mult) - Squeeze Detection When Bollinger Bands contract inside Keltner Channels, volatility is compressing and a breakout is likely. This is the "squeeze" condition. When the bands expand back outside the channels, the squeeze "releases." The strategy uses a 1.5 multiplier for Bollinger Bands (tighter than standard 2.0) and 1.8 for Keltner Channels. These values were chosen to identify meaningful squeezes on 5-minute cryptocurrency charts without triggering too frequently. The squeeze detection works with the regime classification: squeeze releases during compression regimes receive additional signal strength points because breakouts from consolidation are more significant. Volume Impulse Detection - Institutional Participation Filter The strategy calculates a volume baseline (34-period SMA) and standard deviation. A "volume impulse" is detected when current volume exceeds the baseline by 1.15x OR when the volume z-score exceeds 0.5. This filter ensures entries occur when there is meaningful market participation, not during low-volume periods where price moves are less reliable. Volume impulse is required for all entries and adds points to the composite signal strength score. Cycle Oscillator - Trend Alignment Filter The strategy calculates a 55-period EMA as a cycle basis, then measures price deviation from this basis as a percentage. When price is more than 0.15% above the cycle basis, the cycle is bullish. When more than 0.15% below, the cycle is bearish. This filter prevents counter-trend entries. Long signals require bullish cycle alignment; short signals require bearish cycle alignment. BTC Dominance Filter (Optional) - Market Regime Filter The strategy can optionally use BTC.D (Bitcoin Dominance) as a market regime filter. When BTC dominance is rising (slope > 0.12), the market is in "risk-off" mode and long entries on altcoins are filtered. When dominance is falling (slope < -0.12), short entries are filtered. This filter is optional because the BTC.D data feed may lag during low-liquidity periods. How The Components Work Together (The Mashup Justification): The strategy uses a composite scoring system where each signal pathway contributes points: Trend Break pathway (30 points): Requires EMA ribbon alignment + positive slope + price breaks above recent structure high Momentum Surge pathway (30 points): Requires MACD histogram > adaptive baseline + MACD line > signal + RSI > 55 + MFI > 55 + volume impulse Squeeze Release pathway (25 points): Requires BB inside KC (squeeze) then release + momentum bias + histogram confirmation Micro Pullback pathway (15 points): Requires shallow retracement to fast EMA within established trend + histogram confirmation + volume impulse Additional modifiers: +5 points if volume impulse is present, -5 if absent +5 points in velocity regime, -2 in compression regime +5 points if cycle is aligned, -5 if counter-trend A trade only executes when the composite score reaches the minimum threshold (default 55) AND all filters agree (session, cycle bias, BTC dominance if enabled). This scoring system is the core innovation: instead of requiring ALL conditions to be true (which would generate very few signals) or ANY condition to be true (which would generate too many false signals), the strategy requires ENOUGH conditions to be true, with different conditions contributing different weights based on their reliability. HOW THE STRATEGY CALCULATES ENTRIES AND EXITS Entry Logic: 1. Calculate current volatility regime from ATR% 2. Calculate all indicator values (MACD, EMA, RSI, MFI, squeeze, volume) 3. Evaluate each signal pathway and sum points 4. Check all filters (session, cycle, dominance, kill switch) 5. If composite score >= 55 AND all filters pass, generate entry signal 6. Calculate position size based on risk per trade and regime-adjusted stop distance 7. Execute entry with regime name as comment Position Sizing Formula: RiskCapital = Equity * (0.65 / 100) StopDistance = ATR * StopMultiplier(regime) RawQuantity = RiskCapital / StopDistance MaxQuantity = Equity * (12 / 100) / Price Quantity = min(RawQuantity, MaxQuantity) Quantity = round(Quantity / 0.001) * 0.001 This ensures each trade risks approximately 0.65% of equity regardless of volatility, while capping total exposure at 12% of equity. Stop Loss Calculation: Stop distance is ATR multiplied by a regime-specific multiplier: Compression regime: 1.05x ATR (tighter stops because moves are smaller) Expansion regime: 1.55x ATR (standard stops) Velocity regime: 2.1x ATR (wider stops to avoid premature exits during volatility) Take Profit Calculation: Target distance is ATR multiplied by regime-specific multiplier and base risk/reward: Compression regime: 1.6x ATR * 1.8 base R:R * 0.9 regime bonus = approximately 2.6x ATR Expansion regime: 2.05x ATR * 1.8 base R:R * 1.0 regime bonus = approximately 3.7x ATR Velocity regime: 2.8x ATR * 1.8 base R:R * 1.15 regime bonus = approximately 5.8x ATR Trailing Stop Logic: When adaptive trailing is enabled, the strategy calculates a trailing offset based on ATR and regime: Compression regime: 1.1x base offset (looser trailing to avoid noise) Expansion regime: 1.0x base offset (standard) Velocity regime: 0.8x base offset (tighter trailing to lock in profits during fast moves) The trailing stop only activates when it would be tighter than the initial stop. Momentum Fail-Safe Exits: The strategy closes positions early if momentum reverses: Long positions close if MACD histogram turns negative OR EMA ribbon structure breaks (fast EMA crosses below mid EMA) Short positions close if MACD histogram turns positive OR EMA ribbon structure breaks This prevents holding through momentum reversals even if stop loss hasn't been hit. Kill Switch: If maximum drawdown exceeds 6.5%, the strategy disables new entries until manually reset. This prevents continued trading during adverse conditions. HOW TO USE THIS STRATEGY Step 1: Apply to Chart Use a 5-minute chart of a high-liquidity cryptocurrency perpetual (BTC/USDT, ETH/USDT recommended) Ensure at least 200 bars of history are loaded for indicator stabilization Use standard candlestick charts only (not Heikin Ashi, Renko, or other non-standard types) Step 2: Understand the Visual Elements EMA Ribbon: Three lines (8/21/34 periods) showing trend structure. Bullish when stacked upward, bearish when stacked downward. Background Color: Shows current volatility regime - Indigo/dark blue = Compression (low volatility) - Purple = Expansion (normal volatility) - Magenta/pink = Velocity (high volatility) Bar Colors: Reflect signal strength divergence. Brighter colors indicate stronger directional bias. Triangle Markers: Entry signals. Up triangles below bars = long entry. Down triangles above bars = short entry. Dashboard (top-right): Real-time display of regime, ATR%, signal strengths, position status, stops, targets, and risk metrics. Step 3: Interpret the Dashboard Regime: Current volatility classification (Compression/Expansion/Velocity) ATR%: Normalized volatility as percentage of price Long/Short Strength: Current composite signal scores (0-100) Cycle Osc: Price deviation from 55-period EMA as percentage Dominance: BTC.D slope and filter status Position: Current position direction or "Flat" Stop/Target: Current stop loss and take profit levels Kill Switch: Status of drawdown protection Volume Z: Current volume z-score Impulse: Whether volume impulse condition is met Step 4: Adjust Parameters for Your Needs For more conservative trading: Increase "Minimum Composite Signal Strength" to 65 or higher For more aggressive trading: Decrease to 50 (but expect more false signals) For higher timeframes (15m+): Increase "Structure Break Window" to 12-15, increase "RSI Momentum Trigger" to 58 For lower liquidity pairs: Increase "Volume Impulse Multiplier" to 1.3, increase slippage in strategy properties To disable short selling: Uncheck "Enable Short Structure" To disable BTC dominance filter: Uncheck "BTC Dominance Confirmation" STRATEGY PROPERTIES (BACKTEST SETTINGS) These are the exact settings used in the strategy's Properties dialog box. You must use these same settings when evaluating the backtest results shown in the publication: Initial Capital: $100,000 Justification: This amount is higher than typical retail accounts. I chose this value to demonstrate percentage-based returns that scale proportionally. The strategy uses percentage-based position sizing (0.65% risk per trade), so a $10,000 account would see the same percentage returns with 10x smaller position sizes. The absolute dollar amounts in the backtest should be interpreted as percentages of capital. Commission: 0.04% (commission_value = 0.04) Justification: This reflects typical perpetual futures exchange fees. Major exchanges charge between 0.02% (maker) and 0.075% (taker). The 0.04% value is a reasonable middle estimate. If your exchange charges different fees, adjust this value accordingly. Higher fees will reduce net profitability. Slippage: 1 tick Justification: This is conservative for liquid pairs like BTC/USDT on major exchanges during normal conditions. For less liquid altcoins or during high volatility, actual slippage may be higher. If you trade less liquid pairs, increase this value to 2-3 ticks for more realistic results. Pyramiding: 1 Justification: No position stacking. The strategy holds only one position at a time. This simplifies risk management and prevents overexposure. calc_on_every_tick: true Justification: The strategy evaluates on every price update, not just bar close. This is necessary for scalping timeframes where waiting for bar close would miss opportunities. Note that this setting means backtest results may differ slightly from bar-close-only evaluation. calc_on_order_fills: true Justification: The strategy recalculates immediately after order fills for faster response to position changes. RISK PER TRADE JUSTIFICATION The default risk per trade is 0.65% of equity. This is well within the TradingView guideline that "risking more than 5-10% on a trade is not typically considered viable." With the 12% maximum exposure cap, even if the strategy takes multiple consecutive losses, the total risk remains manageable. The kill switch at 6.5% drawdown provides additional protection by halting new entries during adverse conditions. The position sizing formula ensures that stop distance (which varies by regime) is accounted for, so actual risk per trade remains approximately 0.65% regardless of volatility conditions. SAMPLE SIZE CONSIDERATIONS For statistically meaningful backtest results, you should select a dataset that generates at least 100 trades. On 5-minute BTC/USDT charts, this typically requires: 2-3 months of data during normal market conditions 1-2 months during high-volatility periods 3-4 months during low-volatility consolidation periods The strategy's selectivity (requiring 55+ composite score plus all filters) means it generates fewer signals than less filtered approaches. If your backtest shows fewer than 100 trades, extend the date range or reduce the minimum signal strength threshold. Fewer than 100 trades produces statistically unreliable results. Win rate, profit factor, and other metrics can vary significantly with small sample sizes. STRATEGY DESIGN COMPROMISES AND LIMITATIONS Every strategy involves trade-offs. Here are the compromises made in this design and the limitations you should understand: Selectivity vs. Opportunity Trade-off The 55-point minimum threshold filters many potential trades. This reduces false signals but also misses valid setups that don't meet all criteria. Lowering the threshold increases trade frequency but decreases win rate. There is no "correct" threshold; it depends on your preference for fewer higher-quality signals vs. more signals with lower individual quality. Regime Classification Lag The ATR-based regime detection uses historical data (21 periods + 13-period smoothing). It cannot predict sudden volatility spikes. During flash crashes or black swan events, the strategy may be classified in the wrong regime for several bars before the classification updates. This is an inherent limitation of any lagging indicator. Indicator Parameter Sensitivity The default parameters (MACD 8/21/5, EMA 8/21/34, RSI 21, etc.) are tuned for BTC/ETH perpetuals on 5-minute charts during 2024 market conditions. Different assets, timeframes, or market regimes may require different parameters. There is no guarantee that parameters optimized on historical data will perform similarly in the future. BTC Dominance Filter Limitations The CRYPTOCAP:BTC.D data feed may lag during low-liquidity periods or weekends. The dominance slope calculation uses a 5-bar SMA, adding additional delay. If you notice the filter behaving unexpectedly, consider disabling it. Backtest vs. Live Execution Differences TradingView backtesting does not replicate actual broker execution. Key differences: Backtests assume perfect fills at calculated prices; real execution involves order book depth, latency, and partial fills The calc_on_every_tick setting improves backtest realism but still cannot capture sub-bar price action or order book dynamics Commission and slippage settings are estimates; actual costs vary by exchange, time of day, and market conditions Funding rates on perpetual futures are not modeled in backtests and can significantly impact profitability over time Exchange-specific limitations (position limits, liquidation mechanics, order types) are not modeled Market Condition Dependencies This strategy is designed for trending and breakout conditions. During extended sideways consolidation with no clear direction, the strategy may generate few signals or experience whipsaws. No strategy performs well in all market conditions. Cryptocurrency-Specific Risks Cryptocurrency markets operate 24/7 without session boundaries. This means: No natural "overnight" risk reduction Volatility can spike at any time Liquidity varies significantly by time of day Exchange outages or issues can occur at any time WHAT THIS STRATEGY DOES NOT DO To be straightforward about limitations: This strategy does not guarantee profits. Past backtest performance does not indicate future results. This strategy does not predict the future. It reacts to current conditions based on historical patterns. This strategy does not account for funding rates, which can significantly impact perpetual futures profitability. This strategy does not model exchange-specific execution issues (partial fills, requotes, outages). This strategy does not adapt to fundamental news events or black swan scenarios. This strategy is not optimized for all market conditions. It may underperform during extended consolidation. IMPORTANT RISK WARNINGS Past performance does not guarantee future results. The backtest results shown reflect specific historical market conditions and parameter settings. Markets change constantly, and strategies that performed well historically may underperform or lose money in the future. A single backtest run does not constitute proof of future profitability. Trading involves substantial risk of loss. Cryptocurrency derivatives are highly volatile instruments. You can lose your entire investment. Only trade with capital you can afford to lose completely. This is not financial advice. This strategy is provided for educational and informational purposes only. It does not constitute investment advice, trading recommendations, or any form of financial guidance. The author is not a licensed financial advisor. You are responsible for your own decisions. Before using this strategy with real capital: Thoroughly understand the code and logic by reading the open-source implementation Forward test with paper trading or very small positions for an extended period Verify that commission, slippage, and execution assumptions match your actual trading environment Understand that live results will differ from backtest results Consider consulting with a qualified financial advisor No guarantees or warranties. This strategy is provided "as is" without any guarantees of profitability, accuracy, or suitability for any purpose. The author is not responsible for any losses incurred from using this strategy. OPEN-SOURCE CODE STRUCTURE The strategy code is organized into these sections for readability: Configuration Architecture: Input parameters organized into logical groups (Core Controls, Optimization Constants, Regime Intelligence, Signal Pathways, Risk Architecture, Visualization) Helper Functions: calcQty() for position sizing, clamp01() and normalize() for value normalization, calcMFI() for Money Flow Index calculation Core Indicator Engine: EMA ribbon, ATR and regime classification, MACD with adaptive baseline, RSI, MFI, volume analytics, cycle oscillator, BTC dominance filter, squeeze detection Signal Pathway Logic: Trend break, momentum surge, squeeze release, micro pullback pathways with composite scoring Entry/Exit Orchestration: Signal filtering, position sizing, entry execution, stop/target calculation, trailing stop logic, momentum fail-safe exits Visualization Layer: EMA plots, regime background, bar coloring, signal labels, dashboard table You can read and modify any part of the code. Understanding the logic before deployment is strongly recommended. - Made with passion by officialjackofalltrades
กลยุทธ์ Pine Script®
โดย officialjackofalltrades
Sector Flow AnalysisSector Flow Analysis - Track market leadership and rotation across 11 major sector ETFs with real-time performance rankings. Key Features: Monitors all 11 S&P sector ETFs (XLK, XLF, XLI, XLU, XLV, XLP, XLY, XLB, XLRE, XLC, XLE) Configurable lookback period (5-60 days) for performance calculation Color-coded risk indicators: 🟢 Risk-On sectors leading (bullish), 🟠 Risk-Off sectors leading (defensive), 🟡 Neutral sectors Display top N sectors (1-11) to declutter your chart Fully customizable positioning, text size, and color Clean, minimal table overlay that won't obstruct your chart Use Cases: Identify sector rotation patterns and market leadership changes Gauge market sentiment (risk-on vs risk-off behavior) Find opportunities by tracking which sectors are gaining/losing momentum Confirm trend strength when your stock's sector is leading Perfect companion to comprehensive market analysis tools for a complete picture of sector dynamics.
อินดิเคเตอร์ Pine Script®
โดย danny_dahan
Account GuardianAccount Guardian: Dynamic Risk/Reward Overlay Introduction Account Guardian is an open-source indicator for TradingView designed to help traders evaluate trade setups before entering positions. It automatically calculates Risk-to-Reward ratios based on market structure, displays visual Stop Loss and Take Profit zones, and provides real-time position sizing recommendations. The indicator addresses a fundamental question every trader should ask before entering a trade: "Does this setup make mathematical sense?" Account Guardian answers this question visually and numerically, helping traders avoid impulsive entries with poor risk profiles. Core Functionality Account Guardian performs four primary functions: Detects swing highs and swing lows to identify logical stop loss placement levels Calculates Risk-to-Reward ratios for both long and short setups in real-time Displays visual SL/TP zones on the chart for immediate trade planning Computes position sizing based on your account size and risk tolerance The goal is to provide traders with instant feedback on whether a potential trade meets their minimum risk/reward criteria before committing capital. How It Works Swing Detection The indicator uses pivot point detection to identify recent swing highs and swing lows on the chart. These swing points serve as logical areas for stop loss placement: For Long Trades: The most recent swing low becomes the stop loss level. Price breaking below this level would invalidate the bullish thesis. For Short Trades: The most recent swing high becomes the stop loss level. Price breaking above this level would invalidate the bearish thesis. The swing detection lookback period is configurable, allowing you to adjust sensitivity based on your trading timeframe and style. It automatically adjusts the tp and sl when it is applied to your chart so it is always moving up and down! Risk/Reward Calculation Once swing levels are identified, the indicator calculates: Entry Price: Current close price (where you would enter) Stop Loss: Recent swing low (for longs) or swing high (for shorts) Risk: Distance from entry to stop loss Take Profit: Entry plus (Risk × Target Multiplier) R:R Ratio: Reward divided by Risk The R:R ratio is then evaluated against your configured thresholds to determine if the setup is valid, marginal, or poor. Visual Elements SL/TP Zones When enabled, the indicator draws colored boxes on the chart showing: Red Zone: Stop Loss area - the region between your entry and stop loss Green/Gold/Red Zone: Take Profit area - colored based on R:R quality The color coding provides instant visual feedback: Green: R:R meets or exceeds your "Good R:R" threshold (default 3:1) Gold: R:R meets minimum threshold but below "Good" (between 2:1 and 3:1) Red: R:R below minimum threshold - setup should be avoided Swing Point Markers Small circles mark detected swing points on the chart: Green circles: Swing lows (potential support / long SL levels) Red circles: Swing highs (potential resistance / short SL levels) Dashboard Panel The dashboard in the top-right corner displays comprehensive trade planning information: R:R Row: Current Risk-to-Reward ratio for long and short setups Status Row: VALID, OK, BAD, or N/A based on R:R thresholds Stop Loss Row: Exact price level for stop loss placement Take Profit Row: Exact price level for take profit placement Pos Size Row: Recommended position size based on your risk parameters Risk $ Row: Dollar amount at risk per trade Position Sizing Logic The indicator calculates position size using the formula: Position Size = Risk Amount / Risk per Unit Where: Risk Amount = Account Size × (Risk Percentage / 100) Risk per Unit = Entry Price - Stop Loss Price For example, with a $10,000 account risking 1% per trade ($100), if your entry is at 100 and stop loss at 98 (risk of 2 per unit), your position size would be 50 units. Input Parameters Swing Detection: Swing Lookback: Number of bars to look back for pivot detection (default: 10). Higher values find more significant swing points but may be slower to update. Target Multiplier: Multiplier applied to risk to calculate take profit distance (default: 2). A value of 2 means TP is 2× the distance of SL from entry. Risk/Reward Thresholds: Minimum R:R: Minimum acceptable Risk-to-Reward ratio (default: 2.0). Setups below this show as "BAD" in red. Good R:R: Threshold for excellent setups (default: 3.0). Setups at or above this show as "VALID" in green. Account Settings: Account Size ($): Your trading account size in dollars (default: 10,000). Used for position sizing calculations. Risk Per Trade (%): Percentage of account to risk per trade (default: 1.0%). Professional traders typically risk 0.5-2% per trade. Display: Show SL/TP Zones: Toggle visibility of the colored zone boxes on chart (default: enabled) Show Dashboard: Toggle visibility of the information panel (default: enabled) Analyze Direction: Choose to analyze Long only, Short only, or Both directions (default: Both) How to Use This Indicator Basic Workflow: Add the indicator to your chart Configure your account size and risk percentage in the settings Set your minimum and good R:R thresholds based on your trading rules Look at the dashboard to see current R:R for potential long and short entries Only consider trades where the status shows "VALID" or at minimum "OK" Use the displayed SL and TP levels for your order placement Use the position size recommendation to determine lot/contract size Interpreting the Dashboard: VALID (Green): Excellent setup - R:R meets your "Good" threshold. This is the ideal scenario for taking a trade. OK (Gold): Acceptable setup - R:R meets minimum but isn't optimal. Consider taking if other confluence factors align. BAD (Red): Poor setup - R:R below minimum threshold. Avoid this trade or wait for better entry. N/A (Gray): Cannot calculate - usually means no valid swing point detected yet. Best Practices: Use this indicator as a filter, not a signal generator. It tells you IF a trade makes sense, not WHEN to enter. Combine with your existing entry strategy - use Account Guardian to validate setups from other analysis. Adjust the swing lookback based on your timeframe. Lower timeframes may need smaller lookback values. Be honest with your account size input - accurate position sizing requires accurate inputs. Consider the target multiplier carefully. Higher multipliers mean larger potential reward but lower probability of hitting TP. Alerts The indicator includes four alert conditions: Good Long Setup: Triggers when long R:R reaches or exceeds your "Good R:R" threshold Good Short Setup: Triggers when short R:R reaches or exceeds your "Good R:R" threshold Bad Long Setup: Triggers when long R:R falls below your minimum threshold Bad Short Setup: Triggers when short R:R falls below your minimum threshold These alerts can help you monitor multiple charts and get notified when favorable setups appear. Technical Implementation The indicator is built using Pine Script v6 and includes: Pivot-based swing detection using ta.pivothigh() and ta.pivotlow() Dynamic box drawing for visual SL/TP zones Table-based dashboard for clean information display Color-coded visual feedback system Persistent variable tracking for swing levels Code Structure: // Swing Detection float swingHi = ta.pivothigh(high, swingLen, swingLen) float swingLo = ta.pivotlow(low, swingLen, swingLen) // R:R Calculation for Long float longSL = recentSwingLo float longRisk = entry - longSL float longTP = entry + (longRisk * targetMult) float longRR = (longTP - entry) / longRisk // Position Sizing float riskAmount = accountSize * (riskPct / 100) float posSize = riskAmount / longRisk Limitations The indicator uses historical swing points which may not always represent optimal SL placement for your specific strategy Position sizing assumes you can trade fractional units - adjust accordingly for instruments with minimum lot sizes R:R calculations assume linear price movement and don't account for gaps or slippage The indicator doesn't predict price direction - it only evaluates the mathematical viability of a setup Swing detection has inherent lag due to the lookback period required for pivot confirmation Recommended Settings by Trading Style Scalping (1-5 minute charts): Swing Lookback: 5-8 Target Multiplier: 1-2 Minimum R:R: 1.5 Good R:R: 2.0 Day Trading (15-60 minute charts): Swing Lookback: 8-12 Target Multiplier: 2 Minimum R:R: 2.0 Good R:R: 3.0 Swing Trading (4H-Daily charts): Swing Lookback: 10-20 Target Multiplier: 2-3 Minimum R:R: 2.5 Good R:R: 4.0 Why Risk/Reward Matters Many traders focus solely on win rate, but profitability depends on the combination of win rate AND risk/reward ratio. Consider these scenarios: 50% win rate with 1:1 R:R = Breakeven (before costs) 50% win rate with 2:1 R:R = Profitable 40% win rate with 3:1 R:R = Profitable 60% win rate with 1:2 R:R = Losing money Account Guardian helps ensure you only take trades where the math works in your favor, even if you're wrong more often than you're right. Disclaimer This indicator is provided for educational and informational purposes only. It is not intended as financial, investment, trading, or any other type of advice or recommendation. Trading involves substantial risk of loss and is not suitable for all investors. The calculations provided by this indicator are based on historical price data and mathematical formulas that may not accurately predict future price movements. Position sizing recommendations are estimates based on user inputs and should be verified before placing actual trades. Always consider factors such as leverage, margin requirements, and broker-specific rules when determining actual position sizes. The Risk-to-Reward ratios displayed are theoretical calculations based on swing point detection. Actual trade outcomes will vary based on market conditions, execution quality, and other factors not captured by this indicator. Past performance does not guarantee future results. Users should thoroughly test any trading approach in a demo environment before risking real capital. The authors and publishers of this indicator are not responsible for any losses or damages arising from its use. Always consult with a qualified financial advisor before making investment decisions.
อินดิเคเตอร์ Pine Script®
โดย officialjackofalltrades
Cantillon Risk Calculator [Free]Overview Stop guessing your position size. The Cantillon Risk Calculator is a lightweight utility that instantly tells you exactly how many units (Contracts/Coins) to buy based on your account size and risk percentage. How to Use Open Settings. Enter your Account Size (e.g., $10,000) and Risk % (e.g., 1%). Type in your Stop Loss price. The table instantly shows your Position Size. Looking for High Probability Setups? Risk management is only half the battle. To find where to enter using Institutional Order Blocks and Sigma Bands, you need the Cantillon Terminal .
อินดิเคเตอร์ Pine Script®
โดย Thecantillonreport