Here is a simple script to calculate the profits and other dollar cost average strategy statistics. This strategy was created to avoid asset price volatility, so the pump and dump scheme does not affect the portfolio. By dividing the investment amount into periods, the investor doesn’t need to analyze the market, fundamental analysis, or anything. The goal is to...

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Function: - Can be used to evaluate the performance of a portfolio containing 2 assets over a set time interval - Shows the % return of the portfolio over the time interval defined by the user - Includes a threshold rebalancing algorithm to show the effects that rebalancing has on the portfolio over the long term - Created to evaluate of the performance of...

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Function: - Can be used to evaluate the performance of portfolios containing 2 assets over a set time interval - Created to evaluate of the performance of portfolios containing different weightings of stocks and bonds over time - Shows the % return of each portfolio over the time interval defined by the user - Capable of showing the risk adjusted % return of each...

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█ OVERVIEW Portfolio Backtester Engine (PBTE). This tool will allow you to backtest strategies across multiple securities at once. Allowing you to easier understand if your strategy is robust. If you are familiar with the PineCoders backtesting engine , then you will find this indicator pleasant to work with as it is an adaptation based on that work. Much of...

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The Omega Ratio is a risk-return performance measure of an investment asset, portfolio, or strategy. It is defined as the probability-weighted ratio, of gains versus losses for some threshold return target . The ratio is an alternative for the widely used Sharpe ratio and is based on information the Sharpe ratio discards. █ OVERVIEW As we have mentioned...

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Portfolio Metrics **New** 'returns' 'log returns' 'geometric returns' portfolio alpha portfolio beta portfolio,market correlation portfolio standard deviation portfolio variance mean portfolio returns maximum drawdown maximum gain

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Library "TradingPortfolio" Simple functions for portfolio management. A portfolio is essentially a float array with 3 positions that gets passed around into these functions that ensure it gets properly updated as trading ensues. An example usage: import hugodanielcom/TradingPortfolio/XXXX as portfolio var float my_portfolio = portfolio.init(0.0,...

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RedK Portfolio Tracker is a simple tool that enables a trader to monitor and track a portfolio of up to 10 holdings (+ free cash) in real time - directly on the chart Now that we have tables in Pine, this is a table version of my previously published Portfolio Tracker - The table works better in visualizing the various table elements (title row, column...

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This is an update for the PTracker v1 that I published couple of days ago. wanted to publish this as a separate script to get a chance to show how the new Portfolio Summary Infobox can be displayed on the price chart as an option. In my opinion, that info box is the most important element in this tool and that's the piece i was most looking for. quick note here:...

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█ OVERVIEW A simple Portfolio Tracker to track your Profit/Loss for any ticker in any market (stock, futures, index, forex, crypto, fund, dr.). You just need to input (Asset / Quantity / Avg. Buy/Sell Price) and the script will calculate everything. Also, you can use it for paper trading, or even what-if cases.. █ FEATURES - Up to 10 positions - Track your...

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A historic risk-off flag. When the Gold-Stocks Ratio is above the 200 week moving average, investors may fair better holding gold and avoiding equities, as was the case for the last 20 years.

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This script gives you an approximation of the APR you can get when using the technique of Rebalancing. Further discription are embeded in the script. HOW TO USE: - Start date: Choose start date - Settings: Change settings to your own needs - Base currency: Select Base currency - Portfolio: Select the coins (MAX 9 pcs.) you want to use in your portfolio for the...

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Track your altcoin portfolio balance in Fiat currency. Make sure to open the data window to the right of your charts, it makes everything alot easier to read at a glance. To learn more about customizing this script to fit your portfolio, watch the video here: youtu.be To get more cool scripts and up-to-date information about Autoview, join...

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Description Hi all, this is a simple indicator that shows trend of both KLCI and sectors of Bursa . The sector finding is using my Bursa_Sector library. Besides, I have also included portfolio tracker which is by Mohamed3nan in this script. Usage Top Trend - Malaysia KLCI Index Trend Bottom Trend - Any Bursa Sector Trend Portfolio Table - Copy from...

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This is a useful indicator that sits on top of the charts, in the right hand bottom corner and shows the current price, profit or loss in value and percent of upto 20 scrips fed in, in a Tabular form using tables feature. Allows to mark a/c id also if you have multiple broker or individual accounts. Colors are customisable. Stocks get updated no matter what is...

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Alpha & Beta Indicators for Portfolio Performance β = Σ Correlation (RP, RM) * (σP/σM) α P = E(RP) – Where, RP = Portfolio Return (or Investment Return) RM = Market Return (or Benchmark Index) RF = Risk-Free Rate How to use the Indicator RM = SPX (Default) The Market Return for the indicator has the options of $SPX, $NDX, or $DJI (S&P 500, Nasdaq 100,...

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Thanks to user rwestbury for the idea! Watch the profit in dollars of your portfolio in REAL TIME, love it! Put this in a window that doesn't change often, for it takes long to initially load. I use it in my window where I monitor the US index SPY. Edit and add as many symbols as you want below, you should be able to figure it out. Just add symbol, number of...

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With thanks to luminaryfi for this indicator calculates basic metrics and statistics for a multi-asset portfolio. Note that returns are plotted after being multiplied by 100 in order allow the series to be visible against the other statistics.

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