Institutional Portfolio Timeline Suite [JOAT]Institutional Portfolio Timeline Suite is a Pine Script v6 overlay indicator that brings institutional-grade portfolio analytics, risk metrics, and multi-timeframe price levels directly to your TradingView chart. It combines real-time position tracking, quantitative risk analysis, correlation monitoring, and position sizing into one cohesive dashboard system.
Note: This script is published as an invite-only INDICATOR. It does not generate backtesting results or automated trade execution. Access requires authorization through the script's access control settings.
## Why This Script Merits Invite-Only Protection
This indicator integrates multiple analytical dimensions that institutional traders typically access through expensive terminal subscriptions or custom-built systems. The value proposition lies in the specific integration methodology and the quantitative calculations that synthesize:
Real-time portfolio tracking with up to 8 positions across any asset class
Institutional risk metrics including Sharpe Ratio, Portfolio Beta, Value at Risk, and Max Drawdown
Pearson correlation matrix showing relationships between your first 4 positions
Risk-based position sizing calculator with ATR-derived stop suggestions
Multi-timeframe timeline levels showing D/W/M/Y opens and previous highs/lows
Period boundary separators for visual timeframe context
Session-based volatility statistics for intraday analysis
Automatic rebalancing alerts when position weights drift beyond threshold
Premium visual design with metallic gradient headers and glowing color themes
The proprietary elements include the weighted portfolio return calculation methodology, the correlation matrix implementation using Pearson coefficients, the VaR calculation with configurable confidence levels and horizons, and the visual integration that maintains readability while providing comprehensive data. While individual metrics like Sharpe Ratio exist as concepts, their specific implementation for multi-asset portfolios within Pine Script, combined with the visual dashboard system, represents original development work that justifies source code protection.
## How Components Work Together
The indicator's value comes from how its modules interact, not from any single component:
Data Flow:
Portfolio engine fetches real-time prices for all enabled positions using non-repainting request.security calls
Return calculations use confirmed bar data (close with lookahead_on) to prevent repainting
Risk metrics engine calculates weighted portfolio returns based on position values
Correlation matrix computes Pearson coefficients between position return series
Position sizer calculates optimal size based on account risk parameters and current price
Timeline engine fetches D/W/M/Y opens and previous highs/lows with taken-level detection
Session stats track volatility by time-of-day for intraday charts
Integration Logic:
Each module feeds into a unified dashboard system:
Portfolio returns are weighted by position market value, not equal-weighted
Risk metrics use the weighted return series for accurate portfolio-level calculations
Correlation uses individual position returns to identify concentration risk
Rebalancing alerts compare current weights against target weights you define
Timeline levels track whether price has "taken" each level for visual dimming
Why This Integration Matters:
A standard portfolio tracker shows positions. This indicator shows how those positions interact, what risk they collectively represent, and when you need to rebalance. The multi-dimensional analysis separates this from simple position lists that display data without synthesis.
## Core Functionality
This indicator addresses the challenge of managing a portfolio while actively trading. Most traders either use external tools for portfolio analysis or ignore portfolio-level risk entirely. This script brings institutional analytics directly to your chart.
What This Script Does:
Tracks up to 8 positions with symbol, quantity, average cost, and target weight
Calculates real-time PnL in dollars and percentage with color-coded backgrounds
Computes Sharpe Ratio using annualized returns and configurable risk-free rate
Calculates Portfolio Beta against a configurable benchmark (default: SPY)
Estimates Value at Risk at 90%, 95%, or 99% confidence over configurable horizon
Tracks Max Drawdown and High Water Mark for portfolio performance monitoring
Displays correlation matrix showing relationships between your first 4 positions
Provides position sizing calculator based on account size and risk percentage
Draws D/W/M/Y opens and previous highs/lows with configurable lookback
Shows period boundary separators for visual timeframe context
Analyzes session volatility for intraday trading optimization
Alerts when position weights drift beyond your rebalancing threshold
## Technical Architecture
### Portfolio Tracking Engine
The indicator tracks up to 8 positions with comprehensive data for each:
Symbol - Any TradingView symbol (stocks, crypto, forex, futures, indices)
Quantity - Number of shares/units held (supports fractional)
Average Cost - Your cost basis for PnL calculation
Target Weight - Desired portfolio allocation percentage for rebalancing
Currency Override - Optional currency for FX conversion to base currency
Price data is fetched using non-repainting request.security calls with close and lookahead_on to ensure historical accuracy. The portfolio table displays:
Current price with real-time updates
Market value (Qty x Price x FX Rate)
PnL in dollars and percentage
Current weight vs target weight
Visual highlighting when weight drift exceeds threshold
### Risk Metrics Engine
The risk panel calculates institutional-grade metrics from your weighted portfolio returns:
Sharpe Ratio
Formula: (Annualized Portfolio Return - Risk-Free Rate) / Annualized Volatility
Portfolio return is value-weighted across all positions
Annualized by multiplying daily return by 252 and volatility by sqrt(252)
Color-coded: Green >= 1.5, Yellow >= 0.5, Red < 0.5
Requires minimum 20 data points for calculation
Portfolio Beta
Formula: Covariance(Portfolio, Benchmark) / Variance(Benchmark)
Configurable benchmark symbol (default: SPY)
Measures systematic risk relative to market
Color-coded: Green < 0.7 (defensive), Neutral 0.7-1.3, Red > 1.3 (aggressive)
Value at Risk (VaR)
Formula: Z-score x Portfolio Volatility x sqrt(Horizon Days)
Z-scores: 90% = 1.282, 95% = 1.645, 99% = 2.326
Configurable confidence level and time horizon
Represents maximum expected loss at confidence level
Color-coded: Green < 2.5%, Yellow 2.5-5%, Red > 5%
Max Drawdown
Formula: (High Water Mark - Current Value) / High Water Mark x 100
Tracks largest peak-to-trough decline since tracking began
High Water Mark updates when portfolio reaches new highs
Color-coded: Green < 10%, Yellow 10-20%, Red > 20%
### Correlation Matrix
The correlation panel displays Pearson correlation coefficients between your first 4 active positions:
Uses configurable lookback period (default: 60 bars, capped at risk lookback)
Color-coded cells for quick visual interpretation
Red for high positive correlation (> 0.7) indicating concentration risk
Green for negative correlation (< -0.3) indicating diversification benefit
Neutral for low correlation (-0.3 to 0.3)
Diagonal shows 1.00 (perfect self-correlation)
High positive correlations between positions mean they tend to move together, amplifying both gains and losses. The matrix helps identify when your portfolio is concentrated in correlated assets.
### Position Sizer
The position sizing panel calculates optimal position size based on your risk parameters:
Account Size - Your total account value
Risk Per Trade - Percentage of account to risk (default: 1%)
Stop Loss % - Your stop loss percentage from entry
Risk Amount - Dollar amount at risk (Account x Risk %)
Position Size - Calculated units: Risk Amount / (Price x Stop %)
Position Value - Total position value and percentage of account
ATR Stop Suggestion - 2x ATR(14) as alternative stop reference
Color-coded position size: Green < 15% of account, Yellow 15-25%, Red > 25%.
### Multi-Timeframe Timeline Levels
The timeline engine draws institutional price levels across multiple timeframes:
Daily Levels - D Open, Previous D High, Previous D Low
Weekly Levels - W Open, Previous W High, Previous W Low
Monthly Levels - M Open, Previous M High, Previous M Low
Yearly Levels - Y Open, Previous Y High, Previous Y Low
Each timeframe has configurable:
Enable/disable toggle
Custom color
Lookback period for line extension
Taken Level Detection: When price crosses through a level, it becomes "taken" and is visually dimmed with a dotted line style. This resets at the start of each new period.
### MTF Separators
Visual period boundary lines mark the start of each timeframe period:
Daily separators - Dotted lines at day boundaries
Weekly separators - Dashed lines at week boundaries
Monthly separators - Thicker dashed lines at month boundaries
Yearly separators - Solid lines at year boundaries
Each separator type has configurable color, enable toggle, and lookback limit.
### Time-of-Day Statistics
For intraday charts, the session stats panel analyzes volatility by time of day:
Tracks bar range (High - Low) as percentage of close
Groups data into 6 sessions: Asia Late, London Pre, London, NY Open, NY Close, After Hours
Displays average volatility percentage for each session
Shows bar count for statistical significance
Highlights current session with subtle background color
Color-coded by relative volatility: Red = highest, Yellow = medium, Green = lowest
This helps identify which trading sessions offer the most movement for your instrument.
## Visual Design
Theme Presets:
Neon Dark - Deep blue-black background with vibrant cyan/pink accents
Neon Light - Light background with softer accent colors
Calm Dark - Muted dark theme with softer color palette
Calm Light - Muted light theme for reduced eye strain
Custom - Full control over all colors
Visual Features:
Metallic gradient headers for premium appearance
Color-coded values based on thresholds (green/yellow/red)
Smooth color blending for PnL backgrounds
Consistent typography across all panels
Configurable panel positions (9 positions available)
Three text size options: tiny, small, normal
## Complete Configuration Reference
### Core Settings Group
Portfolio Table (default: true) - Toggle main portfolio display
Timeline Levels (default: true) - Toggle D/W/M/Y price levels
MTF Separators (default: true) - Toggle period boundary lines
Time-Of-Day Stats (default: false) - Toggle session statistics (intraday only)
Risk Metrics Panel (default: true) - Toggle institutional risk analytics
Correlation Matrix (default: true) - Toggle position correlation grid
Position Sizer (default: true) - Toggle position sizing calculator
### Theme Settings Group
Preset (default: Neon Dark) - Theme selection
Blend (default: 0.65, range: 0.0-1.0) - Color blending intensity
Vividness (default: 0.90, range: 0.0-1.0) - Color saturation level
Metallic Headers (default: true) - Gradient header styling
Panel Background - Custom background color (Custom theme only)
Panel Frame - Custom frame color (Custom theme only)
Bull/Bear/Neutral - Custom accent colors (Custom theme only)
### Risk Metrics Settings Group
Risk Lookback (default: 252, range: 20-500) - Bars for calculations. 252 = ~1 trading year
Risk-Free Rate % (default: 4.5, range: 0-20) - Annual rate for Sharpe calculation
VaR Confidence (default: 95%) - Options: 90%, 95%, 99%
VaR Horizon (default: 1, range: 1-30) - Days for VaR projection
Benchmark Symbol (default: AMEX:SPY) - Reference for Beta calculation
Rebalance Alert % (default: 5.0, range: 1-20) - Weight drift threshold
### Position Sizer Settings Group
Account Size (default: 100,000, min: 1,000) - Your account value
Risk Per Trade % (default: 1.0, range: 0.1-10) - Risk percentage per trade
Stop Loss % (default: 2.0, range: 0.1-20) - Stop loss for sizing calculation
### Portfolio Settings Group
Slots (default: 8, range: 1-8) - Number of positions to display
Pricing Timeframe (default: 1D) - Timeframe for price requests
FX Convert (default: false) - Enable currency conversion
Base Currency (default: USD) - Target currency for conversion
Preload Disabled Slots (default: false) - Pre-fetch disabled position data
Position (default: top_right) - Table position on chart
Text Size (default: small) - Options: tiny, small, normal
Show Weights (default: true) - Display weight percentage column
### Per-Position Settings (8 slots)
Enable - Toggle position on/off
Symbol - TradingView symbol (e.g., NASDAQ:AAPL, BINANCE:BTCUSDT)
Qty - Quantity held (supports decimals)
Avg - Average cost basis
Ccy - Currency override (optional, hidden by default)
Tgt% - Target weight percentage for rebalancing alerts
### Timeline Settings Group
Right Offset (default: 20, range: 1-300) - Bars to extend levels right
Labels (default: true) - Show level labels
Opens (default: true) - Show period open prices
Prev High/Low (default: true) - Show previous period highs/lows
Dim Taken Levels (default: true) - Fade levels when price crosses through
D/W/M/Y Enable - Toggle each timeframe
D/W/M/Y Color - Custom color per timeframe
D/W/M/Y Lookback - Line extension bars per timeframe
### Separators Settings Group
D/W/M/Y Enable - Toggle each separator type
D/W/M/Y Color - Custom color per separator
D/W/M/Y Lookback - Maximum bars to show separators
### Stats Settings Group
Position (default: bottom_center) - Stats table position
Lookback (days) (default: 20, range: 5-200) - Days for session averaging
## Alert System
The script includes two alert conditions:
Rebalance Alert - Fires when any position weight drifts beyond your threshold from its target weight. Message: "Portfolio weights have drifted beyond threshold - rebalancing recommended"
Drawdown Alert - Fires when max drawdown exceeds 15%. Message: "Portfolio drawdown exceeds 15%"
Alerts fire once per bar at bar close.
## Technical Implementation Notes
Pine Script v6 compliant with all latest syntax features
All price requests use close with lookahead_on to prevent repainting
Risk calculations only update on confirmed bars (barstate.isconfirmed)
Arrays manage portfolio returns with automatic size limiting
Resource limits respected: max_lines_count=500, max_labels_count=500, max_boxes_count=500
Dynamic requests enabled for multi-symbol data fetching
Safe division functions prevent divide-by-zero errors
Color mixing functions for smooth gradient transitions
Persistent state variables (var) for drawdown and high water mark tracking
## Usage Considerations
Asset Class Compatibility: Works with any TradingView symbol including stocks, ETFs, crypto, forex, futures, and indices. FX conversion available for multi-currency portfolios.
Timeframe Selection: Portfolio and risk metrics work on any timeframe. Session stats require intraday charts. Timeline levels are most useful on lower timeframes where D/W/M/Y levels provide context.
Data Requirements: Risk metrics require minimum 20 bars of data for calculation. Full accuracy achieved at 252 bars (1 trading year). Correlation requires sufficient return data for statistical significance.
Performance: The indicator makes multiple request.security calls for portfolio pricing. On slower connections or with many positions enabled, initial load may take a moment.
## Limitations and Compromises
Correlation matrix limited to first 4 positions due to Pine Script calculation constraints
Risk metrics are backward-looking and do not predict future performance
VaR assumes normal distribution of returns which may not hold during market stress
Position sizing is a calculation tool, not a recommendation
Session stats use simplified time zones and may not align perfectly with all markets
FX conversion uses TradingView's currency rate data which may have slight delays
The indicator is designed as an analytical and portfolio management aid. It does not guarantee profitable trades, remove risk, or replace your own analysis and risk management process.
## Disclaimer
This script is provided for informational and educational purposes only and does not constitute financial advice. Trading involves substantial risk of loss. You are solely responsible for your own trading decisions. Past results shown on any chart do not guarantee future performance. Always conduct your own analysis and use appropriate risk management.
-Made with passion by officialjackofalltrades
Portfolio
finarchist| Day Trade Terminalfinarchist | Day Trade Terminal
The Ultimate Command Center for Disciplined Trading
The Day Trade Terminal is a professional-grade management dashboard designed to sit right on your TradingView chart. It transforms your workspace from a simple price chart into a sophisticated Institutional Trading Desk, giving you the same data oversight used by professional fund managers and prop firm traders.
⚠️ The Core Problem It Solves
Most traders fail not because of bad strategy, but due to poor risk management and emotional decision-making. This terminal removes the guesswork and provides a mathematical shield for your capital.
🚀 Key Capabilities & Features
1. Multi-Asset Portfolio Monitoring
Why flip through five different tabs when you can see everything in one place?
* 5-Slot Tracking: Monitor up to 5 different assets (Crypto, Forex, Stocks, or Commodities) simultaneously.
* Live Performance: Each slot shows your entry distance, distance to target, and live unrealized Profit/Loss in real-time.
2. Automated "Smart" Position Sizing
Stop guessing your lot sizes.
* Instant Calculation: You tell the terminal how many dollars you are willing to risk and where your Stop Loss is.
* Precision Entry: It instantly tells you the exact Size (Lot/Unit) to buy or sell. This ensures that even if you hit a stop loss, you only lose the exact amount you planned.
3. Global Market "Weather" Radar
Professional traders never trade in a vacuum. The terminal includes a built-in macro-economic feed:
* DXY (US Dollar Index): Know if the dollar is strengthening or weakening.
* SPX (S&P 500): Track the health of the overall stock market.
* VIX (Volatility Index): Monitor the "Fear Gauge" to see if the market is too unstable for safe trading.
4. All-in-One Technical Verdict
Instead of cluttering your chart with dozens of indicators, the terminal summarizes the technical health of your current asset:
* Trend Analysis: Combines Moving Averages (20, 50, 200) to tell you if the trend is Bullish or Bearish.
* Momentum & Strength: Displays RSI and ADX values to show if a move is exhausted or just beginning.
💎 Strategic Advantages
* Emotional Circuit Breaker: The terminal features a "Master Alarm." If your total daily loss hits your pre-set limit, the dashboard turns Bright Red. This is a psychological signal to stop trading and protect your remaining capital.
* Goal Clarity: When you hit your daily profit target, the dashboard turns Cyan Blue. It signals that your job for the day is done, preventing "over-trading" and giving back gains to the market.
* Speed of Execution: In fast markets, calculating risk manually takes too long. This terminal gives you the numbers you need in milliseconds, allowing you to enter trades with confidence and speed.
* Cleaner Charts: By moving all your data (RSI, MA, ADR, P/L) into a tidy side-panel, your main chart stays clean and focused on Price Action.
finarchist| Risk Management/Multi-Tiered Position Terminalfinarchist | Risk Management/Multi-Tiered Terminal
This script, titled "finarchist | Risk Management/Multi-Tiered Terminal," is a professional-grade trading dashboard designed to transform how you manage complex trade entries. Unlike standard calculators, this terminal acts as a "mission control" for multi-tier positions, allowing you to scale into trades while maintaining absolute control over your risk.
Here is an overview of its strengths, advantages, and core capabilities:
Core Strengths:
* Institutional-Grade Risk Control: It moves you away from "guessing" position sizes. By inputting your desired dollar ($) risk, the script mathematically calculates the exact units you need to trade based on your stop-loss distance.
* Multi-Tier Architecture: It supports up to 10 independent tiers. This is perfect for traders who use "laddered" entries (scaling in) rather than entering with a single "all-in" position.
* Dynamic Visual Intelligence: The script projects your weighted average entry, stop loss, and target levels directly onto the price chart, giving you a clear visual map of your trade's "health."
Key Capabilities:
1. Unified Position Dashboard
The terminal creates a high-fidelity table on your chart that displays:
* Real-Time Unrealized P/L: See exactly how much you are up or down across all tiers combined.
* Weighted Break-Even: It calculates your "Average Cost" automatically, accounting for different sizes in different tiers.
* Net Bias Tracker: It tells you if your overall exposure is Bullish or Bearish and shows the total units held.
2. Intelligent Target Engine
You can set your profit targets in two ways:
* Price Level: See your potential profit if the asset hits a specific price.
* Profit Amount ($): Input a dollar goal (e.g., $500), and the script will draw a line on the chart showing exactly where the price needs to go to reach that profit.
3. "Sentinel" Alert System
The script includes a built-in alarm that triggers the moment your global strategic target is met, ensuring you never miss a take-profit opportunity even if you aren't watching the screen.
Major Advantages for the User:
* Eliminates Emotional Math: Under pressure, traders often miscalculate risk. This terminal automates the math so you can focus on execution.
* Complex Scenario Planning: You can "pre-visualize" a trade by entering tiers before they are filled to see what your total risk and reward-to-risk (RR) ratio would look like.
* Symmetry Across Assets: Whether you are trading Crypto, Forex, or Stocks, the script uses a point_multiplier engine to ensure position sizing is accurate regardless of the asset's decimal precision.
* Clean UI/UX: The dashboard is fully customizable—you can change its size, position, and colors to fit your workspace without cluttering your price action analysis.
Summary Table:
Feature User Benefit
Automatic Sizing Ensures you never lose more than your "Max Risk" per trade.
Average Cost Line Shows you exactly where your "Line in the Sand" is for the whole trade.
RR Projection Tells you if a trade is mathematically worth taking before you enter.
Global Currency Support Works with any currency symbol ($, €, ₺, etc.) for personalized tracking.
finarchist| Personal Trade/Market Sentinel DashboardTrade/Market Sentinel Dashboard
About
1. It's Your Personal "Trade/Market Sentinel Dashboard"
As a trader, the fear of "missing out" on an opportunity in another chart is very real. This tool is like a silent market sentinel or a personal radar system constantly running in the corner of your screen. While you're intensely focused on your Bitcoin chart, this radar is quietly monitoring gold, silver, or all your tracked stocks in the background.
* What it means for the end-user: It eliminates the anxiety of "What's happening on other charts?" and brings clarity to your trading decisions.
2. Filters Out the "Noise" and Highlights What Matters
Traders often get caught up in the excitement of price movements and enter trades at the wrong times. This panel tells you precisely when the price has entered a zone that is actually important to your trading plan.
* What it means for the end-user: You simply watch the market until the panel flashes "Yellow" (Watch) or "Green" (Action). This discipline protects you from impulsive, emotional, and potentially costly trading mistakes.
3. Your Digital "To-Do List" for the Market
Before the market opens, you analyze charts and make your plans: "I'll buy stock X if it drops to $100." This panel acts as a digital ledger, remembering all those intentions for you.
* What it means for the end-user: No more scattered notes or phone reminders. Your entire market strategy is neatly organized and displayed directly on your trading screen.
4. Simplifies "Distance" at a Glance
Raw price numbers can sometimes be deceiving (e.g., the significance of the difference between $54.320 and $54.100 might not immediately register). The panel translates these into a clear percentage distance.
* What it means for the end-user: Instead of asking "How much further to my target?", you get a clear answer like "You're 99% there, prepare for action."
5. Cultivates a Professional Trading Mindset
Beyond its direct functions, this panel subtly instills discipline. The organized and structured presentation of data helps the trader adopt a more organized and professional approach to the market.
* What it means for the end-user: You transition from a casual, reactive trader to someone who approaches the market with the seriousness and structure of a professional on a trading desk.
In Summary: Why Should an End-User Choose This Tool?
* To Reduce Mental Fatigue: Remembering 20 different price levels is impossible; this radar does it for you.
* For Swift Decision-Making: Instantly see which assets are "ready for action" with a quick glance at the colors.
* To Prevent Costly Mistakes: It keeps you disciplined, ensuring you only engage with assets that meet your predefined entry criteria.
———————————
Trade/Market Sentinel Dashboard
Strategic Operations Guide
1. Executive Summary
The "Trade/Market Sentinel Dashboard" is a high-performance decision-support dashboard designed for professional traders. It centralizes market intelligence by monitoring up to 20 assets simultaneously, allowing you to execute complex trading plans with surgical precision and zero emotional bias.
2. Core Value Propositions
A. Multi-Asset Surveillance
Eliminate the inefficiency of switching between dozens of charts. The Radar provides a consolidated view of your entire watchlist, ensuring that no market movement goes unnoticed while you focus on your primary analysis.
B. Intelligent Status Engine
The system automatically prioritizes your watchlist into three actionable tiers:
* WAIT (Standard): Markets are being monitored but are currently outside of strategic interest.
* WATCH (Elevated): Price has entered your predefined "Proximity Zone." It is time to prepare for execution.
* EXECUTION (Immediate): Price has reached your exact entry coordinate. Immediate action is required.
C. Directional Precision
Whether you are deploying Long or Short strategies, the Radar dynamically adjusts its performance tracking. It calculates the exact percentage distance to your entry, providing instant feedback on your strategy's validity.
3. Operational Setup (Step-by-Step)
1. Deployment: Activate the indicator on your primary chart.
2. Asset Configuration: Open settings and input your target symbols (e.g., AAPL, BTCUSD, XAUUSD).
3. Define Entry Points (EP): Enter your calculated entry prices for each asset.
4. Set Bias: Toggle between "Long" or "Short" for each row.
5. Establish Proximity: Define your "Alert Distance" (e.g., 0.5%) to determine when the Radar should shift to WATCH status.
4. Interface Placement Strategy
To maintain a clean professional workspace, the Radar can be docked in four positions. Choose based on your specific visual workflow:
Position Strategic Use Case
*Bottom Left Recommended. Keeps the right-hand price scale and recent candles unobstructed.
*Top Right Best for traders who use bottom-mounted oscillators (like RSI or MACD).
*Bottom Right Useful if your left side is dedicated to drawing tools or social feeds.
*Top Left Ideal for "Price Action" traders who focus on the lower half of the chart.
RS High Beta Exposure w/ Probabilistic Windowing | QuantLapseRS High Beta Exposure w/ Probabilistic Window | QuantLapse
Conceptual Foundation and System Design Philosophy
The RS High Beta Exposure w/ Probabilistic Window indicator by QuantLapse is a regime-aware, multi-asset allocation framework engineered to solve one of the most persistent problems in crypto trading:
knowing when it is statistically appropriate to take high-beta risk — and when it is not.
Traditional relative strength and rotation systems assume that markets are always suitable for participation. This model challenges that assumption by introducing a probabilistic, data-driven market filter that determines whether conditions are Safe (Risk-On) or Unsafe (Risk-Off) before allocating capital.
Only when the broader market structure demonstrates statistically valid trending behavior does the system engage in high-beta crypto allocation. When conditions deteriorate, exposure is automatically reduced or redirected toward defensive positioning.
This creates a disciplined framework that answers three critical questions:
Is the market in a condition worth taking risk?
If yes, which asset deserves capital allocation?
If not, where should capital be preserved?
Core Analytical Architecture
The indicator operates through four tightly integrated analytical engines , each responsible for a specific decision layer within the allocation process.
1. Pairwise Relative Strength & High-Beta Ranking
At the foundation of the system is a pairwise relative strength comparison model.
Each crypto asset is compared against every other asset in the user-defined universe.
Ratio-based trend models measure which asset is outperforming on a relative basis.
Volatility-aware filters are applied to ensure momentum is supported by trend structure.
Each favorable comparison awards a score to the outperforming asset.
Assets with the highest cumulative score emerge as dominant high-beta candidates, ensuring capital is always directed toward leadership rather than laggards.
2. Dominant Asset Selection Logic
Once relative strength scores are computed:
Assets scoring above the median qualify for potential allocation.
The asset with the highest score is designated as the dominant asset.
Only one high-beta asset is held at any given time.
This enforces capital concentration during strong trends while avoiding dilution across weaker assets.
3. Probabilistic Window (Market Regime Classification)
Before any high-beta allocation is permitted, the system evaluates overall market conditions using the Probabilistic Window Engine .
A benchmark asset (e.g., BTCUSD, TOTAL, or TOTALES) is analyzed on a higher timeframe.
Statistical trend validation ensures the market is structurally trending rather than ranging.
A Rate of Change (ROC) calculation over a 2-bar lookback measures directional momentum.
Regime Classification Logic:
ROC > User-Defined Safe Threshold → Risk-On (Safe Period)
ROC < User-Defined Unsafe Threshold → Risk-Off (Unsafe Period)
This dual confirmation (trend + momentum) significantly reduces false positives and prevents overexposure during transitional or distribution phases.
4. Defensive Allocation & Capital Preservation Engine
When the Probabilistic Window signals an unsafe regime, the system automatically shifts from offense to defense.
If enabled, capital is allocated to a conservative asset (default: PAXGUSD, SPX, NASDAQ).
The conservative asset must also pass its own trend validation.
If the conservative asset is trending, capital is allocated defensively.
If not trending, the system holds CASH.
This ensures capital is never forced into unfavorable conditions and remains protected during prolonged market weakness.
User Inputs and Customization
The system is highly configurable, allowing traders to tailor behavior to their strategy preferences:
Asset Universe Selection – Define up to six assets for high-beta rotation.
Probabilistic Benchmark – Choose the asset used to define market regime.
Risk-Off Behavior – Enable or disable conservative asset allocation.
Defensive Asset Selection – Specify which asset to use during unsafe periods.
Backtest Controls – Apply date filters and equity initialization.
Display Controls – Adjust table position, background states, and visual emphasis.
asset1 = input.symbol("CRYPTO:XRPUSD", title ="Asset 1")
asset2 = input.symbol("CRYPTO:BNBUSD", title ="Asset 2")
asset3 = input.symbol("CRYPTO:ADAUSD", title ="Asset 3")
asset4 = input.symbol("CRYPTO:DOGEUSD", title ="Asset 4")
asset5 = input.symbol("CRYPTO:XLMUSD", title ="Asset 5")
asset6 = input.symbol("CRYPTO:LINKUSD", title ="Asset 6")
use_safeasset = input.bool(true, "Invest in Conservative Asset")
safe_asset = input.symbol("CRYPTO:PAXGUSD", title="Conservative Asset")
Alerts and Execution Awareness
A comprehensive alert system ensures users remain informed in real time:
Alerts trigger when the dominant asset changes.
Notifications identify whether exposure is in crypto, defensive asset, or CASH.
Alerts are confirmed on bar close to avoid repainting.
This supports both discretionary execution and automated workflows.
Practical Applications and Use Cases
Regime-Aware Crypto Rotation – Participate in high-beta trends only when statistically justified.
Drawdown Mitigation – Reduce exposure during unfavorable market phases.
Objective Risk Management – Replace emotional decision-making with probabilistic rules.
Portfolio-Level Allocation – Use as a core signal within systematic crypto frameworks.
Strategic Value and Advantages
RS High Beta Exposure w/ Probabilistic Window stands apart by integrating:
Relative strength leadership detection
Volatility-validated momentum
Probabilistic regime classification
Defensive asset rotation
This layered confirmation model improves consistency, protects capital, and enforces disciplined exposure control — particularly in volatile crypto environments.
Summary and Usage Notes
RS High Beta Exposure w/ Probabilistic Window is a comprehensive, rule-based allocation system that determines:
When to take risk, what asset deserves exposure, and when capital should stand aside.
The model is best applied on the 1D timeframe , where regime detection and relative strength signals are most reliable. It pairs effectively with other QuantLapse systematic tools for portfolio-level confirmation.
Past performance does not guarantee future results.
This indicator is intended for research and educational use within TradingView.
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.
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.
Volatility Targeting: Single Asset [BackQuant]Volatility Targeting: Single Asset
An educational example that demonstrates how volatility targeting can scale exposure up or down on one symbol, then applies a simple EMA cross for long or short direction and a higher timeframe style regime filter to gate risk. It builds a synthetic equity curve and compares it to buy and hold and a benchmark.
Important disclaimer
This script is a concept and education example only . It is not a complete trading system and it is not meant for live execution. It does not model many real world constraints, and its equity curve is only a simplified simulation. If you want to trade any idea like this, you need a proper strategy() implementation, realistic execution assumptions, and robust backtesting with out of sample validation.
Single asset vs the full portfolio concept
This indicator is the single asset, long short version of the broader volatility targeted momentum portfolio concept. The original multi asset concept and full portfolio implementation is here:
That portfolio script is about allocating across multiple assets with a portfolio view. This script is intentionally simpler and focuses on one symbol so you can clearly see how volatility targeting behaves, how the scaling interacts with trend direction, and what an equity curve comparison looks like.
What this indicator is trying to demonstrate
Volatility targeting is a risk scaling framework. The core idea is simple:
If realized volatility is low relative to a target, you can scale position size up so the strategy behaves like it has a stable risk budget.
If realized volatility is high relative to a target, you scale down to avoid getting blown around by the market.
Instead of always being 1x long or 1x short, exposure becomes dynamic. This is often used in risk parity style systems, trend following overlays, and volatility controlled products.
This script combines that risk scaling with a simple trend direction model:
Fast and slow EMA cross determines whether the strategy is long or short.
A second, longer EMA cross acts as a regime filter that decides whether the system is ACTIVE or effectively in CASH.
An equity curve is built from the scaled returns so you can visualize how the framework behaves across regimes.
How the logic works step by step
1) Returns and simple momentum
The script uses log returns for the base return stream:
ret = log(price / price )
It also computes a simple momentum value:
mom = price / price - 1
In this version, momentum is mainly informational since the directional signal is the EMA cross. The lookback input is shared with volatility estimation to keep the concept compact.
2) Realized volatility estimation
Realized volatility is estimated as the standard deviation of returns over the lookback window, then annualized:
vol = stdev(ret, lookback) * sqrt(tradingdays)
The Trading Days/Year input controls annualization:
252 is typical for traditional markets.
365 is typical for crypto since it trades daily.
3) Volatility targeting multiplier
Once realized vol is estimated, the script computes a scaling factor that tries to push realized volatility toward the target:
volMult = targetVol / vol
This is then clamped into a reasonable range:
Minimum 0.1 so exposure never goes to zero just because vol spikes.
Maximum 5.0 so exposure is not allowed to lever infinitely during ultra low volatility periods.
This clamp is one of the most important “sanity rails” in any volatility targeted system. Without it, very low volatility regimes can create unrealistic leverage.
4) Scaled return stream
The per bar return used for the equity curve is the raw return multiplied by the volatility multiplier:
sr = ret * volMult
Think of this as the return you would have earned if you scaled exposure to match the volatility budget.
5) Long short direction via EMA cross
Direction is determined by a fast and slow EMA cross on price:
If fast EMA is above slow EMA, direction is long.
If fast EMA is below slow EMA, direction is short.
This produces dir as either +1 or -1. The scaled return stream is then signed by direction:
avgRet = dir * sr
So the strategy return is volatility targeted and directionally flipped depending on trend.
6) Regime filter: ACTIVE vs CASH
A second EMA pair acts as a top level regime filter:
If fast regime EMA is above slow regime EMA, the system is ACTIVE.
If fast regime EMA is below slow regime EMA, the system is considered CASH, meaning it does not compound equity.
This is designed to reduce participation in long bear phases or low quality environments, depending on how you set the regime lengths. By default it is a classic 50 and 200 EMA cross structure.
Important detail, the script applies regime_filter when compounding equity, meaning it uses the prior bar regime state to avoid ambiguous same bar updates.
7) Equity curve construction
The script builds a synthetic equity curve starting from Initial Capital after Start Date . Each bar:
If regime was ACTIVE on the previous bar, equity compounds by (1 + netRet).
If regime was CASH, equity stays flat.
Fees are modeled very simply as a per bar penalty on returns:
netRet = avgRet - (fee_rate * avgRet)
This is not realistic execution modeling, it is just a simple turnover penalty knob to show how friction can reduce compounded performance. Real backtesting should model trade based costs, spreads, funding, and slippage.
Benchmark and buy and hold comparison
The script pulls a benchmark symbol via request.security and builds a buy and hold equity curve starting from the same date and initial capital. The buy and hold curve is based on benchmark price appreciation, not the strategy’s asset price, so you can compare:
Strategy equity on the chart symbol.
Buy and hold equity for the selected benchmark instrument.
By default the benchmark is TVC:SPX, but you can set it to anything, for crypto you might set it to BTC, or a sector index, or a dominance proxy depending on your study.
What it plots
If enabled, the indicator plots:
Strategy Equity as a line, colored by recent direction of equity change, using Positive Equity Color and Negative Equity Color .
Buy and Hold Equity for the chosen benchmark as a line.
Optional labels that tag each curve on the right side of the chart.
This makes it easy to visually see when volatility targeting and regime gating change the shape of the equity curve relative to a simple passive hold.
Metrics table explained
If Show Metrics Table is enabled, a table is built and populated with common performance statistics based on the simulated daily returns of the strategy equity curve after the start date. These include:
Net Profit (%) total return relative to initial capital.
Max DD (%) maximum drawdown computed from equity peaks, stored over time.
Win Rate percent of positive return bars.
Annual Mean Returns (% p/y) mean daily return annualized.
Annual Stdev Returns (% p/y) volatility of daily returns annualized.
Variance of annualized returns.
Sortino Ratio annualized return divided by downside deviation, using negative return stdev.
Sharpe Ratio risk adjusted return using the risk free rate input.
Omega Ratio positive return sum divided by negative return sum.
Gain to Pain total return sum divided by absolute loss sum.
CAGR (% p/y) compounded annual growth rate based on time since start date.
Portfolio Alpha (% p/y) alpha versus benchmark using beta and the benchmark mean.
Portfolio Beta covariance of strategy returns with benchmark returns divided by benchmark variance.
Skewness of Returns actually the script computes a conditional value based on the lower 5 percent tail of returns, so it behaves more like a simple CVaR style tail loss estimate than classic skewness.
Important note, these are calculated from the synthetic equity stream in an indicator context. They are useful for concept exploration, but they are not a substitute for professional backtesting where trade timing, fills, funding, and leverage constraints are accurately represented.
How to interpret the system conceptually
Vol targeting effect
When volatility rises, volMult falls, so the strategy de risks and the equity curve typically becomes smoother. When volatility compresses, volMult rises, so the system takes more exposure and tries to maintain a stable risk budget.
This is why volatility targeting is often used as a “risk equalizer”, it can reduce the “biggest drawdowns happen only because vol expanded” problem, at the cost of potentially under participating in explosive upside if volatility rises during a trend.
Long short directional effect
Because direction is an EMA cross:
In strong trends, the direction stays stable and the scaled return stream compounds in that trend direction.
In choppy ranges, the EMA cross can flip and create whipsaws, which is where fees and regime filtering matter most.
Regime filter effect
The 50 and 200 style filter tries to:
Keep the system active in sustained up regimes.
Reduce exposure during long down regimes or extended weakness.
It will always be late at turning points, by design. It is a slow filter meant to reduce deep participation, not to catch bottoms.
Common applications
This script is mainly for understanding and research, but conceptually, volatility targeting overlays are used for:
Risk budgeting normalize risk so your exposure is not accidentally huge in high vol regimes.
System comparison see how a simple trend model behaves with and without vol scaling.
Parameter exploration test how target volatility, lookback length, and regime lengths change the shape of equity and drawdowns.
Framework building as a reference blueprint before implementing a proper strategy() version with trade based execution logic.
Tuning guidance
Lookback lower values react faster to vol shifts but can create unstable scaling, higher values smooth scaling but react slower to regime changes.
Target volatility higher targets increase exposure and drawdown potential, lower targets reduce exposure and usually lower drawdowns, but can under perform in strong trends.
Signal EMAs tighter EMAs increase trade frequency, wider EMAs reduce churn but react slower.
Regime EMAs slower regime filters reduce false toggles but will miss early trend transitions.
Fees if you crank this up you will see how sensitive higher turnover parameter sets are to friction.
Final note
This is a compact educational demonstration of a volatility targeted, long short single asset framework with a regime gate and a synthetic equity curve. If you want a production ready implementation, the correct next step is to convert this concept into a strategy() script, add realistic execution and cost modeling, test across multiple timeframes and market regimes, and validate out of sample before making any decision based on the results.
DCA Ladder CalculatorThis script is a DCA (Dollar-Cost Averaging) Ladder Calculator with Risk & Leverage Management baked in.
It’s designed for both LONG and SHORT positions, and helps you:
🎯 Strategically scale into positions across multiple entry points
🔐 Control risk exposure via defined capital allocation
⚖️ Utilize leverage responsibly — for efficiency, not destruction
🧮 Visualize risk, stop loss level, and entry distribution
🔁 Adapt to trend reversals or key zones, especially when combined with reversal indicators or higher timeframe signals
🧠 How It Works
This tool takes a capital allocation approach to building a ladder of positions:
1. You define:
- Portfolio value
- Risk per trade (as %)
- Leverage
- Number of DCA levels
- Entry multiplier (e.g. 1x, 2x, 4x...)
2. The script then:
- Calculates total margin to risk = Portfolio × Risk %
- Calculates total leveraged position size = Margin × Leverage
- Distributes entries according to exponential weights (1x, 2x, 4x...), totaling 7 for 3 levels
- Calculates per-entry:
- Entry price (based on price zone spacing)
- Multiplier
- Exact margin per entry
- Leverage per entry (margin × leverage)
- Computes:
- Average entry price (margin-weighted)
- Approximate stop loss level based on recent ATR and price structure
- % drawdown to SL
- Total margin and position size
3. Displays all this in a clean on-chart table.
📈 How to Use It
1. Apply the indicator to a chart (default: 1D — ideal for clean zones).
2. Configure your:
- Portfolio Value (total trading capital)
- Risk per Trade (%) (your acceptable loss)
- Leverage (exchange or strategy-based)
- DCA Levels (e.g. 3 = anchor + 2 entries)
- Multiplier (typically 2.0 for doubling)
3. Choose LONG or SHORT mode depending on direction.
4. The table will show:
- Entry price ladder
- Margin used per entry
- Total position size
- Approx. stop loss (where your full risk is defined)
Use in conjunction with price action, S/R zones, trendline breaks, volume divergence, or reversal indicators.
✅ Best Practices for Using This Tool
- Leverage is a tool, not a weapon. Use it to scale smartly — not recklessly.
- Use fewer, higher-conviction entries. Don’t blindly ladder; combine with price structure and signals.
- Stick to your risk percent. Never risk more than you can afford to lose. Let this calculator enforce discipline.
- Combine with other confirmation tools, like RSI divergence, momentum shifts, OB zones, etc.
- Avoid martingale-style over-exposure. This is not a gambling tool — it’s for capital efficiency.
🛡️ What This Tool Does NOT Do
- This is not a trade signal indicator.
- It does not place trades or auto-manage positions.
- It does not replace personal responsibility or strategy — it's a tool to help apply structure.
⚠️ Disclaimer
This script is for educational and informational purposes only.
It does not constitute financial advice, nor is it a recommendation to buy or sell any financial instrument.
Always consult a licensed financial advisor before making investment decisions.
Use of leverage involves high risk and can lead to substantial losses.
The author and publisher assume no liability for any trading losses resulting from use of this script.
Stock Management (Zeiierman)█ Overview
Stock Management (Zeiierman) gives investors a complete, real-time view of their portfolio directly inside TradingView. It tracks performance, allocation, volatility, and dividends in one unified interface, making it easy to understand both how your portfolio is performing and how it behaves in terms of risk and exposure.
Rather than analyzing each chart in isolation, Stock Management (Zeiierman) turns TradingView into a lightweight portfolio cockpit. You can define up to 20 stock positions (ticker, shares, average cost), and the tool will:
Normalize all positions into a single user-selected currency
Calculate live position value, PnL, PnL%, and daily movement
Compute total portfolio value, performance, and volatility
Optionally generate a risk-parity style Recommended Allocation
Display upcoming dividend amounts, ex-dates, and pay-dates for your holdings
All of this appears as clean on-chart tables, including a main portfolio table, an optional dividend table, and an optional summary panel, allowing you to manage your portfolio while still watching price action. It is a visual portfolio layer built entirely around your own inputs, integrated seamlessly into the TradingView environment.
⚪ Why This One Is Unique
Most investors rely on basic broker dashboards that show position values but provide little insight into risk, exposure, or how each holding interacts with the rest of the portfolio. Stock Management (Zeiierman) goes far beyond that by building an intelligent, unified portfolio layer directly inside TradingView.
It automatically normalizes global holdings into a single reporting currency using live FX data, stabilizes allocation with a volatility-aware weighting engine, and structures your information through an adaptive column framework that highlights performance and risk in real time. A weighted summary blends portfolio movement, volatility, and long-horizon behavior into a clean snapshot, while dividend schedules and projected payouts are fully integrated into the same interface.
█ Main Features
⚪ 1. Portfolio Tracker
The core of Stock Management (Zeiierman) is a dynamic, real-time portfolio table that brings all key position data into one intelligent view. Each holding is displayed with:
Ticker
Sector
Price
Average Paid Price
Shares
Position Value
Position Weight
Profit & Loss
Profit & Loss %
Today % Change
Recommended Allocation
The table updates continuously with market prices, giving investors an immediate understanding of performance, exposure, and risk across all positions.
⚪ 2. Dividend Information
Dividend data for your holdings is automatically fetched, organized, and presented alongside your positions. This includes dividend amount, ex-date, and pay-date, along with projected payouts based on your share count. All dividend-related information is integrated directly into the portfolio view, so you can plan cash flow without switching tools.
⚪ 3. Portfolio Summary
A dedicated summary panel consolidates the entire portfolio into a single snapshot: total value, total PnL, YTD %, today’s change, and overall volatility. The volatility reading is particularly valuable, providing a quick gauge of your portfolio’s risk level and how sensitive it may be to market movement.
⚪ 4. Portfolio Weight Recommendation
An intelligent weighting engine reviews your current allocations and highlights where your portfolio is overexposed or underweighted. It offers recommended allocation levels designed to reduce concentration risk and improve balance, giving you a clearer path toward a more stable long-term positioning.
█ How to Use
⚪ Performance Tracking
Quickly assess your entire portfolio’s profit, loss, daily movement, and volatility from one centralized dashboard. The summary panel gives you an instant read on how your holdings are performing and how sensitive they are to market swings.
⚪ Dividend Management
Monitor upcoming dividend amounts, ex-dates, and pay-dates directly inside your portfolio table. This ensures you never miss a payout opportunity and can plan your expected cash flow with complete clarity.
⚪ Risk Management & Optimization
Use portfolio-wide volatility and the intelligent Recommended Allocation engine to identify imbalances in your holdings. These insights help you adjust position sizes, reduce concentration risk, and maintain a more stable long-term portfolio profile.
⚪ Currency Comparison
Switch between different base currencies to evaluate performance in local or international terms. All positions are automatically normalized using live FX data, making global portfolio management effortless.
█ How It Works
Stock Management (Zeiierman) continuously gathers price, currency, dividend, and volatility data for every ticker you track. All values are automatically converted into your selected reporting currency, so global holdings remain comparable in one unified view.
It builds a live portfolio snapshot of each bar, updating position values, PnL, daily returns, YTD performance, and overall volatility. This gives you an always-current understanding of how your portfolio is performing and how each holding contributes to risk and exposure.
An intelligent, volatility-aware allocation model generates recommended portfolio weights and position sizes, helping you identify where you may be overexposed or underweighted. Dividend information is integrated directly into the table, projecting future payouts and highlighting upcoming ex-dates and pay-dates.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Multi-Asset % Performance Table | v2.1 | TCP Multi-Asset % Performance Table | v2.1 | TCP
ESSENTIAL SUMMARY:
Multi-Asset % Performance Table eliminates the need to manually draw and manage individual "Price Range" tools for every asset. It automatically tracks up to 15 tickers independently in a single dashboard, calculating a TOTAL SCORE (Portfolio Average) for you. Unlike manual drawings, it supports a Global Range while allowing Custom Dates for specific assets, ensuring each ticker is calculated based on its own precise entry/exit. The Smart Visuals dynamically draw the correct date lines only for the ticker you are currently viewing, keeping your chart automatic, accurate, and clutter-free.
FUL DESCRIPTION:
📊 What is this tool?
The Multi-Asset % Performance Table is a powerful portfolio dashboard designed to track the percentage performance of up to 15 different assets simultaneously.
Instead of checking tickers one by one or manually drawing price ranges, this indicator aggregates everything into a single, clean table. It allows you to compare the ROI (Return on Investment) of a basket of coins or stocks over a specific time period and calculates an aggregate TOTAL SCORE (Average %) for your selection.
🚀 Key Features
15 Asset Slots: Monitor up to 15 different tickers (Crypto, Stocks, Forex, etc.) in one view.
Global vs. Custom Dates: Set a "Global" start/end date for the whole portfolio, but override specific assets with Custom Dates if they entered the portfolio at a different time.
Smart Visuals: Automatically draws vertical dashed lines on your chart representing the start and end dates of the ticker you are currently viewing.
Total Score Calculation: Calculates the average percentage change of your portfolio. You can dynamically include or exclude specific assets from this average using the settings.
Status Column: A quick visual reference (✔ or ✘) in the table showing which assets are currently included in the Total Score calculation.
⚙️ How it Works
Data Fetching: The script pulls "Close" prices from the Daily timeframe to ensure accuracy across long periods.
Smart Matching: The visual lines automatically detect which asset you are viewing. For example, if you are looking at BTCUSDT and have custom dates set for it, the vertical lines will jump to those specific dates. If you view a ticker not in your list, it defaults to the Global dates.
Visual Protection: The script uses advanced logic to ensure only one set of range lines appears on the chart at a time, keeping your workspace clean.
🛠️ Instructions & Settings
1. Setting up your Assets
Open the Settings (Cogwheel icon).
Under ASSET 1 through ASSET 15, enter the tickers you want to track (e.g., BINANCE:BTCUSDT).
Include in Avg?: Uncheck this if you want to see the asset in the table but exclude it from the "TOTAL SCORE" average.
2. Defining Time Ranges
Global Settings: Set the Global Start and Global End dates at the top. This applies to all assets by default.
Custom Dates: If a specific asset (e.g., Asset 4) was bought on a different day, check the "Custom Dates?" box for that asset and enter its specific Start/End time.
3. Reading the Table
The table appears on the chart (default: Bottom Right) with three columns:
Asset: The name of the ticker.
% Change: The percentage move from Start Date to End Date. (Green = Positive, Red = Negative).
Inc: Shows a ✔ if the asset is included in the Total Score average, or a ✘ if excluded.
4. The Visual Lines
Two vertical dashed lines will appear on your chart.
Note: These lines are visual references only. You cannot drag them to change the dates. To change the dates, you must use the Settings menu.
💡 Tips
Hover for Details: Hover your mouse over the % Change value in the table to see a tooltip showing the exact Start Price and End Price used for the calculation.
Resolution: The script defaults to 1 Day resolution for optimal accuracy on historical data.
v2.1 | TCP - Custom Built for Precision Performance Tracking
Volatility-Targeted Momentum Portfolio [BackQuant]Volatility-Targeted Momentum Portfolio
A complete momentum portfolio engine that ranks assets, targets a user-defined volatility, builds long, short, or delta-neutral books, and reports performance with metrics, attribution, Monte Carlo scenarios, allocation pie, and efficiency scatter plots. This description explains the theory and the mechanics so you can configure, validate, and deploy it with intent.
Table of contents
What the script does at a glance
Momentum, what it is, how to know if it is present
Volatility targeting, why and how it is done here
Portfolio construction modes: Long Only, Short Only, Delta Neutral
Regime filter and when the strategy goes to cash
Transaction cost modelling in this script
Backtest metrics and definitions
Performance attribution chart
Monte Carlo simulation
Scatter plot analysis modes
Asset allocation pie chart
Inputs, presets, and deployment checklist
Suggested workflow
1) What the script does at a glance
Pulls a list of up to 15 tickers, computes a simple momentum score on each over a configurable lookback, then volatility-scales their bar-to-bar return stream to a target annualized volatility.
Ranks assets by raw momentum, selects the top 3 and bottom 3, builds positions according to the chosen mode, and gates exposure with a fast regime filter.
Accumulates a portfolio equity curve with risk and performance metrics, optional benchmark buy-and-hold for comparison, and a full alert suite.
Adds visual diagnostics: performance attribution bars, Monte Carlo forward paths, an allocation pie, and scatter plots for risk-return and factor views.
2) Momentum: definition, detection, and validation
Momentum is the tendency of assets that have performed well to continue to perform well, and of underperformers to continue underperforming, over a specific horizon. You operationalize it by selecting a horizon, defining a signal, ranking assets, and trading the leaders versus laggards subject to risk constraints.
Signal choices . Common signals include cumulative return over a lookback window, regression slope on log-price, or normalized rate-of-change. This script uses cumulative return over lookback bars for ranking (variable cr = price/price - 1). It keeps the ranking simple and lets volatility targeting handle risk normalization.
How to know momentum is present .
Leaders and laggards persist across adjacent windows rather than flipping every bar.
Spread between average momentum of leaders and laggards is materially positive in sample.
Cross-sectional dispersion is non-trivial. If everything is flat or highly correlated with no separation, momentum selection will be weak.
Your validation should include a diagnostic that measures whether returns are explained by a momentum regression on the timeseries.
Recommended diagnostic tool . Before running any momentum portfolio, verify that a timeseries exhibits stable directional drift. Use this indicator as a pre-check: It fits a regression to price, exposes slope and goodness-of-fit style context, and helps confirm if there is usable momentum before you force a ranking into a flat regime.
3) Volatility targeting: purpose and implementation here
Purpose . Volatility targeting seeks a more stable risk footprint. High-vol assets get sized down, low-vol assets get sized up, so each contributes more evenly to total risk.
Computation in this script (per asset, rolling):
Return series ret = log(price/price ).
Annualized volatility estimate vol = stdev(ret, lookback) * sqrt(tradingdays).
Leverage multiplier volMult = clamp(targetVol / vol, 0.1, 5.0).
This caps sizing so extremely low-vol assets don’t explode weight and extremely high-vol assets don’t go to zero.
Scaled return stream sr = ret * volMult. This is the per-bar, risk-adjusted building block used in the portfolio combinations.
Interpretation . You are not levering your account on the exchange, you are rescaling the contribution each asset’s daily move has on the modeled equity. In live trading you would reflect this with position sizing or notional exposure.
4) Portfolio construction modes
Cross-sectional ranking . Assets are sorted by cr over the chosen lookback. Top and bottom indices are extracted without ties.
Long Only . Averages the volatility-scaled returns of the top 3 assets: avgRet = mean(sr_top1, sr_top2, sr_top3). Position table shows per-asset leverages and weights proportional to their current volMult.
Short Only . Averages the negative of the volatility-scaled returns of the bottom 3: avgRet = mean(-sr_bot1, -sr_bot2, -sr_bot3). Position table shows short legs.
Delta Neutral . Long the top 3 and short the bottom 3 in equal book sizes. Each side is sized to 50 percent notional internally, with weights within each side proportional to volMult. The return stream mixes the two sides: avgRet = mean(sr_top1,sr_top2,sr_top3, -sr_bot1,-sr_bot2,-sr_bot3).
Notes .
The selection metric is raw momentum, the execution stream is volatility-scaled returns. This separation is deliberate. It avoids letting volatility dominate ranking while still enforcing risk parity at the return contribution stage.
If everything rallies together and dispersion collapses, Long Only may behave like a single beta. Delta Neutral is designed to extract cross-sectional momentum with low net beta.
5) Regime filter
A fast EMA(12) vs EMA(21) filter gates exposure.
Long Only active when EMA12 > EMA21. Otherwise the book is set to cash.
Short Only active when EMA12 < EMA21. Otherwise cash.
Delta Neutral is always active.
This prevents taking long momentum entries during obvious local downtrends and vice versa for shorts. When the filter is false, equity is held flat for that bar.
6) Transaction cost modelling
There are two cost touchpoints in the script.
Per-bar drag . When the regime filter is active, the per-bar return is reduced by fee_rate * avgRet inside netRet = avgRet - (fee_rate * avgRet). This models proportional friction relative to traded impact on that bar.
Turnover-linked fee . The script tracks changes in membership of the top and bottom baskets (top1..top3, bot1..bot3). The intent is to charge fees when composition changes. The template counts changes and scales a fee by change count divided by 6 for the six slots.
Use case: increase fee_rate to reflect taker fees and slippage if you rebalance every bar or trade illiquid assets. Reduce it if you rebalance less often or use maker orders.
Practical advice .
If you rebalance daily, start with 5–20 bps round-trip per switch on liquid futures and adjust per venue.
For crypto perp microcaps, stress higher cost assumptions and add slippage buffers.
If you only rotate on lookback boundaries or at signals, use alert-driven rebalances and lower per-bar drag.
7) Backtest metrics and definitions
The script computes a standard set of portfolio statistics once the start date is reached.
Net Profit percent over the full test.
Max Drawdown percent, tracked from running peaks.
Annualized Mean and Stdev using the chosen trading day count.
Variance is the square of annualized stdev.
Sharpe uses daily mean adjusted by risk-free rate and annualized.
Sortino uses downside stdev only.
Omega ratio of sum of gains to sum of losses.
Gain-to-Pain total gains divided by total losses absolute.
CAGR compounded annual growth from start date to now.
Alpha, Beta versus a user-selected benchmark. Beta from covariance of daily returns, Alpha from CAPM.
Skewness of daily returns.
VaR 95 linear-interpolated 5th percentile of daily returns.
CVaR average of the worst 5 percent of daily returns.
Benchmark Buy-and-Hold equity path for comparison.
8) Performance attribution
Cumulative contribution per asset, adjusted for whether it was held long or short and for its volatility multiplier, aggregated across the backtest. You can filter to winners only or show both sides. The panel is sorted by contribution and includes percent labels.
9) Monte Carlo simulation
The panel draws forward equity paths from either a Normal model parameterized by recent mean and stdev, or non-parametric bootstrap of recent daily returns. You control the sample length, number of simulations, forecast horizon, visibility of individual paths, confidence bands, and a reproducible seed.
Normal uses Box-Muller with your seed. Good for quick, smooth envelopes.
Bootstrap resamples realized returns, preserving fat tails and volatility clustering better than a Gaussian assumption.
Bands show 10th, 25th, 75th, 90th percentiles and the path mean.
10) Scatter plot analysis
Four point-cloud modes, each plotting all assets and a star for the current portfolio position, with quadrant guides and labels.
Risk-Return Efficiency . X is risk proxy from leverage, Y is expected return from annualized momentum. The star shows the current book’s composite.
Momentum vs Volatility . Visualizes whether leaders are also high vol, a cue for turnover and cost expectations.
Beta vs Alpha . X is a beta proxy, Y is risk-adjusted excess return proxy. Useful to see if leaders are just beta.
Leverage vs Momentum . X is volMult, Y is momentum. Shows how volatility targeting is redistributing risk.
11) Asset allocation pie chart
Builds a wheel of current allocations.
Long Only, weights are proportional to each long asset’s current volMult and sum to 100 percent.
Short Only, weights show the short book as positive slices that sum to 100 percent.
Delta Neutral, 50 percent long and 50 percent short books, each side leverage-proportional.
Labels can show asset, percent, and current leverage.
12) Inputs and quick presets
Core
Portfolio Strategy . Long Only, Short Only, Delta Neutral.
Initial Capital . For equity scaling in the panel.
Trading Days/Year . 252 for stocks, 365 for crypto.
Target Volatility . Annualized, drives volMult.
Transaction Fees . Per-bar drag and composition change penalty, see the modelling notes above.
Momentum Lookback . Ranking horizon. Shorter is more reactive, longer is steadier.
Start Date . Ensure every symbol has data back to this date to avoid bias.
Benchmark . Used for alpha, beta, and B&H line.
Diagnostics
Metrics, Equity, B&H, Curve labels, Daily return line, Rolling drawdown fill.
Attribution panel. Toggle winners only to focus on what matters.
Monte Carlo mode with Normal or Bootstrap and confidence bands.
Scatter plot type and styling, labels, and portfolio star.
Pie chart and labels for current allocation.
Presets
Crypto Daily, Long Only . Lookback 25, Target Vol 50 percent, Fees 10 bps, Regime filter on, Metrics and Drawdown on. Monte Carlo Bootstrap with Recent 200 bars for bands.
Crypto Daily, Delta Neutral . Lookback 25, Target Vol 50 percent, Fees 15–25 bps, Regime filter always active for this mode. Use Scatter Risk-Return to monitor efficiency and keep the star near upper left quadrants without drifting rightward.
Equities Daily, Long Only . Lookback 60–120, Target Vol 15–20 percent, Fees 5–10 bps, Regime filter on. Use Benchmark SPX and watch Alpha and Beta to keep the book from becoming index beta.
13) Suggested workflow
Universe sanity check . Pick liquid tickers with stable data. Thin assets distort vol estimates and fees.
Check momentum existence . Run on your timeframe. If slope and fit are weak, widen lookback or avoid that asset or timeframe.
Set risk budget . Choose a target volatility that matches your drawdown tolerance. Higher target increases turnover and cost sensitivity.
Pick mode . Long Only for bull regimes, Short Only for sustained downtrends, Delta Neutral for cross-sectional harvesting when index direction is unclear.
Tune lookback . If leaders rotate too often, lengthen it. If entries lag, shorten it.
Validate cost assumptions . Increase fee_rate and stress Monte Carlo. If the edge vanishes with modest friction, refine selection or lengthen rebalance cadence.
Run attribution . Confirm the strategy’s winners align with intuition and not one unstable outlier.
Use alerts . Enable position change, drawdown, volatility breach, regime, momentum shift, and crash alerts to supervise live runs.
Important implementation details mapped to code
Momentum measure . cr = price / price - 1 per symbol for ranking. Simplicity helps avoid overfitting.
Volatility targeting . vol = stdev(log returns, lookback) * sqrt(tradingdays), volMult = clamp(targetVol / vol, 0.1, 5), sr = ret * volMult.
Selection . Extract indices for top1..top3 and bot1..bot3. The arrays rets, scRets, lev_vals, and ticks_arr track momentum, scaled returns, leverage multipliers, and display tickers respectively.
Regime filter . EMA12 vs EMA21 switch determines if the strategy takes risk for Long or Short modes. Delta Neutral ignores the gate.
Equity update . Equity multiplies by 1 + netRet only when the regime was active in the prior bar. Buy-and-hold benchmark is computed separately for comparison.
Tables . Position tables show current top or bottom assets with leverage and weights. Metric table prints all risk and performance figures.
Visualization panels . Attribution, Monte Carlo, scatter, and pie use the last bars to draw overlays that update as the backtest proceeds.
Final notes
Momentum is a portfolio effect. The edge comes from cross-sectional dispersion, adequate risk normalization, and disciplined turnover control, not from a single best asset call.
Volatility targeting stabilizes path but does not fix selection. Use the momentum regression link above to confirm structure exists before you size into it.
Always test higher lag costs and slippage, then recheck metrics, attribution, and Monte Carlo envelopes. If the edge persists under stress, you have something robust.
Crypto Index Price# Crypto Index Price - Indicator Description
## 📊 What is this indicator?
**Crypto Index Price** is an indicator for creating your own cryptocurrency index based on an equal-weighted portfolio. It allows you to track the overall dynamics of the cryptocurrency market through a composite index of selected assets.
## 🎯 Key Features
- **Up to 20 assets in the index** — create an index from any trading pairs
- **Equal-weighted methodology** — each asset has the same weight in the index
- **Moving average** — optional trend filter for the index
- **Flexible visualization settings** — customizable colors and line thickness
## 📈 How to Use
The indicator is displayed in a separate pane below the chart and shows:
1. **Blue line** — crypto index value
2. **Orange line** (optional) — moving average of the index
### Trading Applications:
- **Identify overall market trend** — if the index is rising, most coins are in an uptrend
- **Divergences** — divergence between your asset and the index may signal local opportunities
- **Signal confirmation** — use the index to confirm trading decisions on individual coins
- **Market condition filter** — trade longs when index is above MA, shorts when below
## ⚙️ Settings
### Assets (Symbols)
- **Asset 1-10** — main cryptocurrencies (default: BTC, ETH, BNB, SOL, XRP, ADA, AVAX, LINK, DOGE, TRX)
- **Asset 11-20** — additional slots for index expansion
### Visual Parameters
- **Index line color** — main line color (default: blue)
- **Line width** — from 1 to 5 pixels
- **Show moving average** — enable/disable MA
- **MA period** — moving average calculation period (default: 20)
- **MA color** — moving average line color (default: orange)
## 💡 Recommendations
- For a top coins index, use 5-10 largest cryptocurrencies by market cap
- For an altcoin index, add medium and small coins from your sector
- Use MA to filter false signals and identify the global trend
- Compare individual asset behavior with the index to find anomalies
## ⚠️ Important
The indicator uses equal-weighted methodology — each coin contributes equally regardless of price or market cap. This differs from cap-weighted indices and may provide a different market perspective.
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*This indicator is intended for analysis and is not trading advice. Always conduct your own analysis before making trading decisions.*
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Portfolio Strategy TesterThe Portfolio Strategy Tester is an institutional-grade backtesting framework that evaluates the performance of trend-following strategies on multi-asset portfolios. It enables users to construct custom portfolios of up to 30 assets and apply moving average crossover strategies across individual holdings. The model features a clear, color-coded table that provides a side-by-side comparison between the buy-and-hold portfolio and the portfolio using the risk management strategy, offering a comprehensive assessment of both approaches relative to the benchmark.
Portfolios are constructed by entering each ticker symbol in the menu, assigning its respective weight, and reviewing the total sum of individual weights displayed at the top left of the table. For strategy selection, users can choose between Exponential Moving Average (EMA), Simple Moving Average (SMA), Wilder’s Moving Average (RMA), Weighted Moving Average (WMA), Moving Average Convergence Divergence (MACD), and Volume-Weighted Moving Average (VWMA). Moving average lengths are defined in the menu and apply only to strategy-enabled assets.
To accurately replicate real-world portfolio conditions, users can choose between daily, weekly, monthly, or quarterly rebalancing frequencies and decide whether cash is held or redistributed. Daily rebalancing maintains constant portfolio weights, while longer intervals allow natural drift. When cash positions are not allowed, capital from bearish assets is automatically redistributed proportionally among bullish assets, ensuring the portfolio remains fully invested at all times. The table displays a comprehensive set of widely used institutional-grade performance metrics:
CAGR = Compounded annual growth rate of returns.
Volatility = Annualized standard deviation of returns.
Sharpe = CAGR per unit of annualized standard deviation.
Sortino = CAGR per unit of annualized downside deviation.
Calmar = CAGR relative to maximum drawdown.
Max DD = Largest peak-to-trough decline in value.
Beta (β) = Sensitivity of returns relative to benchmark returns.
Alpha (α) = Excess annualized risk-adjusted returns relative to benchmark.
Upside = Ratio of average return to benchmark return on up days.
Downside = Ratio of average return to benchmark return on down days.
Tracking = Annualized standard deviation of returns versus benchmark.
Turnover = Average sum of absolute changes in weights per year.
Cumulative returns are displayed on each label as the total percentage gain from the selected start date, with green indicating positive returns and red indicating negative returns. In the table, baseline metrics serve as the benchmark reference and are always gray. For portfolio metrics, green indicates outperformance relative to the baseline, while red indicates underperformance relative to the baseline. For strategy metrics, green indicates outperformance relative to both the baseline and the portfolio, red indicates underperformance relative to both, and gray indicates underperformance relative to either the baseline or portfolio. Metrics such as Volatility, Tracking Error, and Turnover ratio are always displayed in gray as they serve as descriptive measures.
In summary, the Portfolio Strategy Tester is a comprehensive backtesting tool designed to help investors evaluate different trend-following strategies on custom portfolios. It enables real-world simulation of both active and passive investment approaches and provides a full set of standard institutional-grade performance metrics to support data-driven comparisons. While results are based on historical performance, the model serves as a powerful portfolio management and research framework for developing, validating, and refining systematic investment strategies.
Ultimate Risk Management Toolkit [ T W K ] :Smart Levels is Smart Trades!
All Trading View users and Stock market Enthusiast, get charged with the all new ( never seen before ) " Ultimate Risk Management Toolkit ⚙📏⚙ " .
Inputs and Features:
1: Drag the Bar-Time vertical line to the desired Entry candle ( manually ) for R:R management and controlling emotional trading.
2: Target, Entry, and SL line style, Width input.
3: Manual specific level Entry and Stop-Loss, input option.
4: Three types of Auto / Manual ' R:R ' risk reward ratio, targets with proper Entry, Stop-Loss points, and Stop-Loss level.
5: Three types of Entry options to fix Emotional trading habit.
6: Trailing Stop-Loss input option ( can be utilize as profit locking/booking ).
It will give more Power to manage your trades with proper R:R ( Auto / manual ) ratio, defined Entry and controlled Stop-Loss Levels.
Compatible with All Devices (Laptop / Mobile / Tablet / PC).
✅ HOW TO GET ACCESS :
Add to favorite and enjoy the true Trading View's sprit of community growth, without any limitations.
If you like any of my Invite-Only indicators, kindly DM and let me know!
⚠ RISK DISCLAIMER :
All content provided by "@TradeWithKeshhav" is for informational & educational purposes only.
It does not constitute any financial advice or a solicitation to buy or sell any securities of any type. All investments / trading involve risks. Past performance does not guarantee future results / returns.
Regards :
Team @TradeWithKeshhav
Happy trading and investing!
Portfolio Simulator & BacktesterMulti-asset portfolio simulator with different metrics and ratios, DCA modeling, and rebalancing strategies.
Core Features
Portfolio Construction
Up to 5 assets with customizable weights (must total 100%)
Support for any tradable symbol: stocks, ETFs, crypto, indices, commodities
Real-time validation of allocations
Dollar Cost Averaging
Monthly or Quarterly contributions
Applies to both portfolio and benchmark for fair comparison
Model real-world investing behavior
Rebalancing
Four strategies: None, Monthly, Quarterly, Yearly
Automatic rebalancing to target weights
Transaction cost modeling (customizable fee %)
Key Metrics Table
CAGR: Annualized compound return (S&P 500 avg: ~10%)
Alpha: Excess return vs. benchmark (positive = outperformance)
Sharpe Ratio: Return per unit of risk (>1.0 is good, >2.0 excellent)
Sortino Ratio: Like Sharpe but only penalizes downside (better metric)
Calmar Ratio: CAGR / Max Drawdown (>1.0 good, >2.0 excellent)
Max Drawdown: Largest peak-to-trough decline
Win Rate: % of positive days (doesn't indicate profitability)
Visualization
Dual-chart comparison - Portfolio vs. Benchmark
Dollar or percentage view toggle
Customizable colors and line width
Two tables: Statistics + Asset Allocation
Adjustable table position and text size
🚀 Quick Start Guide
Enter 1-5 ticker symbols (e.g., SPY, QQQ, TLT, GLD, BTCUSD)
Make sure percentage weights total 100%
Choose date range (ensure chart shows full period - zoom out!)
Configure DCA and rebalancing (optional)
Select benchmark (default: SPX)
Analyze results in statistics table
💡 Pro Tips
Chart data matters: Load SPY or your longest-history asset as main chart
If you select an asset that was not available for the selected period, the chart will not show up! E.g. BTCUSD data: Only available from ~2017 onwards.
Transaction fees: 0.1% default (adjust to match your broker)
⚠️ Important Notes
Requires visible chart data (zoom out to show full date range)
Limited by each asset's historical data availability
Transaction fees and costs are modeled, but taxes/slippage are not
Past performance ≠ future results
Use for research and education only, not financial advice
Let me know if you have any suggestions to improve this simulator.
Normalized Portfolio TrackerThis script lets you create, visualize, and track a custom portfolio of up to 15 assets directly on TradingView.
It calculates a synthetic "portfolio index" by combining multiple tickers with user-defined weights, automatically normalizing them so the total allocation always equals 100%.
All assets are scaled to a common starting point, allowing you to compare your portfolio’s performance versus any benchmark like SPY, QQQ, or BTC.
🚀 Goal
This script helps traders and investors:
• Understand the combined performance of their portfolio.
• Normalize diverse assets into a single synthetic chart .
• Make portfolio-level insights without relying on external spreadsheets.
🎯 Use Cases
• Backtest your portfolio allocations directly on the chart.
• Compare your portfolio vs. benchmarks like SPY, QQQ, BTC.
• Track thematic baskets (commodities, EV supply chain, regional ETFs).
• Visualize how each component contributes to overall performance.
📊 Features
• Weighted Portfolio Performance : Combines selected assets into a synthetic value series.
• Base Price Alignment : Each asset is normalized to its starting price at the chosen date.
• Dynamic Portfolio Table : Displays symbols, normalized weights (%), equivalent shares (based on each asset’s start price, sums to 100 shares), and a total row that always sums to 100%.
• Multi-Asset Support : Works with stocks, ETFs, indices, crypto, or any TradingView-compatible symbol.
⚙️ Configuration
Flexible Portfolio Setup
• Add up to 15 assets with custom weight inputs.
• You can enter any arbitrary numbers (e.g. 30, 15, 55).
• The script automatically normalizes all weights so the total allocation always equals 100%.
Start Date Selection
• Choose any custom start date to normalize all assets.
• The portfolio value is then scaled relative to the main chart symbol, so you can directly compare portfolio performance against benchmarks like SPY or QQQ.
Chart Styles
• Candlestick chart
• Heikin Ashi chart
• Line chart
Custom Display
• Adjustable colors and line widths
• Optionally display asset list, normalized weights, and equivalent shares
⚙️ How It Works
• Fetch OHLC data for each asset.
• Normalizes weights internally so totals = 100%.
• Stores each asset’s base price at the selected start date.
• Calculates equivalent “shares” for each allocation.
• Builds a synthetic portfolio value series by summing weighted contributions.
• Renders as Candlestick, Heikin Ashi, or Line chart.
• Adds a portfolio info table for clarity.
⚠️ Notes
• This script is for visualization only . It does not place trades or auto-rebalance.
• Weight inputs are automatically normalized, so you don’t need to enter exact percentages.
TrendIsYourFriend Strategy (SPY,IWM,VYM,XLK,SPXL,BTC,GOLD,VT...)Personal disclaimer
Don’t trust this strategy. Don’t trust any other model either just because of its author or a backtest curve. Overfitting is an easy trap, and beginners often fall into it. This script isn’t meant to impress you. It’s meant to survive reality. If it does, maybe it will raise questions and you’ll remember it.
Legal disclaimer
Educational purposes only. Not financial advice. Past performance is not indicative of future results.
Strategy description
Long-only, trend-based logic with two entry types (trend continuation or excess-move reversion), dynamic stop-losses, and a VIX filter to avoid turbulent markets.
Minimal number of parameters with enough trades to support robustness.
For backtest, each trade is sized at $10,000 flat (no compounding, to focus on raw model quality and the regularity of its results over time).
Fees = $0 (neutral choice, as brokers differ).
Slippage = $0, deliberate choice: most entries occur on higher timeframes, and some assets start their history on charts at very low prices, which would otherwise distort results.
What makes this script original
Beyond a classical trend calculation, both excess-move entries and dynamic stop-loss exits also rely on trend logic. Except for the VIX filter, everything comes from trend functions, with very few parameters.
Pre-configurations are fixed in the code, allowing sincere performance tracking across a dozen cases over the medium to long term.
Allowed
SPY (ARCA) — 2-hour chart: S&P 500 ETF, most liquid equity benchmark
IWM (ARCA) — Daily chart: Russell 2000 ETF, US small caps
VYM (ARCA) — Daily chart: Vanguard High Dividend Yield ETF
XLK (ARCA) — Daily chart: Technology Select Sector SPDR
SPXL (ARCA) — Daily chart: 3× leveraged S&P 500 ETF
BTCUSD (COINBASE) — 4-hour chart: Bitcoin vs USD
GOLD (TVC) — Daily chart: Gold spot price
VT (ARCA) — Daily chart: Vanguard Total World Stock ETF
PG (NYSE) — Daily chart: Procter & Gamble Co.
CQQQ (ARCA) — Daily chart: Invesco China Technology ETF
EWC (ARCA) — Daily chart: iShares MSCI Canada ETF
EWJ (ARCA) — Daily chart: iShares MSCI Japan ETF
How to use and form an opinion on it
Works only on the pairs above.
Feel free to modify the input parameters (slippage, fees, order size, margins, …) to see how the model behaves under your own conditions
Compare it with a simple Buy & Hold (requires an order size of 100% equity).
You may also want to look at its time-in-market — the share of time your capital is actually at risk.
Finally, let me INSIST on this : let it run live for months before forming an opinion!
Share your thoughts in the comments 🚀 if you’d like to discuss its live performance.
Correlation Heatmap Matrix [TradingFinder] 20 Assets Variable🔵 Introduction
Correlation is one of the most important statistical and analytical metrics in financial markets, data mining, and data science. It measures the strength and direction of the relationship between two variables.
The correlation coefficient always ranges between +1 and -1 : a perfect positive correlation (+1) means that two assets or currency pairs move together in the same direction and at a constant ratio, a correlation of zero (0) indicates no clear linear relationship, and a perfect negative correlation (-1) means they move in exactly opposite directions.
While the Pearson Correlation Coefficient is the most common method for calculation, other statistical methods like Spearman and Kendall are also used depending on the context.
In financial market analysis, correlation is a key tool for Forex, the Stock Market, and the Cryptocurrency Market because it allows traders to assess the price relationship between currency pairs, stocks, or coins. For example, in Forex, EUR/USD and GBP/USD often have a high positive correlation; in stocks, companies from the same sector such as Apple and Microsoft tend to move similarly; and in crypto, most altcoins show a strong positive correlation with Bitcoin.
Using a Correlation Heatmap in these markets visually displays the strength and direction of these relationships, helping traders make more accurate decisions for risk management and strategy optimization.
🟣 Correlation in Financial Markets
In finance, correlation refers to measuring how closely two assets move together over time. These assets can be stocks, currency pairs, commodities, indices, or cryptocurrencies. The main goal of correlation analysis in trading is to understand these movement patterns and use them for risk management, trend forecasting, and developing trading strategies.
🟣 Correlation Heatmap
A correlation heatmap is a visual tool that presents the correlation between multiple assets in a color-coded table. Each cell shows the correlation coefficient between two assets, with colors indicating its strength and direction. Warm colors (such as red or orange) represent strong negative correlation, cool colors (such as blue or cyan) represent strong positive correlation, and mid-range tones (such as yellow or green) indicate correlations that are close to neutral.
🟣 Practical Applications in Markets
Forex : Identify currency pairs that move together or in opposite directions, avoid overexposure to similar trades, and spot unusual divergences.
Crypto : Examine the dependency of altcoins on Bitcoin and find independent movers for portfolio diversification.
Stocks : Detect relationships between stocks in the same industry or find outliers that move differently from their sector.
🟣 Key Uses of Correlation in Trading
Risk management and diversification: Select assets with low or negative correlation to reduce portfolio volatility.
Avoiding overexposure: Prevent opening multiple positions on highly correlated assets.
Pairs trading: Exploit temporary deviations between historically correlated assets for arbitrage opportunities.
Intermarket analysis: Study the relationships between different markets like stocks, currencies, commodities, and bonds.
Divergence detection: Spot when two typically correlated assets move apart as a possible trend change signal.
Market forecasting: Use correlated asset movements to anticipate others’ behavior.
Event reaction analysis: Evaluate how groups of assets respond to economic or political events.
❗ Important Note
It’s important to note that correlation does not imply causation — it only reflects co-movement between assets. Correlation is also dynamic and can change over time, which is why analyzing it across multiple timeframes provides a more accurate picture. Combining correlation heatmaps with other analytical tools can significantly improve the precision of trading decisions.
🔵 How to Use
The Correlation Heatmap Matrix indicator is designed to analyze and manage the relationships between multiple assets at once. After adding the tool to your chart, start by selecting the assets you want to compare (up to 20).
Then, choose the Correlation Period that fits your trading strategy. Shorter periods (e.g., 20 bars) are more sensitive to recent price movements, making them suitable for short-term trading, while longer periods (e.g., 100 or 200 bars) provide a broader view of correlation trends over time.
The indicator outputs a color-coded matrix where each cell represents the correlation between two assets. Warm colors like red and orange signal strong negative correlation, while cool colors like blue and cyan indicate strong positive correlation. Mid-range tones such as yellow or green suggest correlations that are close to neutral. This visual representation makes it easy to spot market patterns at a glance.
One of the most valuable uses of this tool is in portfolio risk management. Portfolios with highly correlated assets are more vulnerable to market swings. By using the heatmap, traders can find assets with low or negative correlation to reduce overall risk.
Another key benefit is preventing overexposure. For example, if EUR/USD and GBP/USD have a high positive correlation, opening trades on both is almost like doubling the position size on one asset, increasing risk unnecessarily. The heatmap makes such relationships clear, helping you avoid them.
The indicator is also useful for pairs trading, where a trader identifies assets that are usually correlated but have temporarily diverged — a potential arbitrage or mean-reversion opportunity.
Additionally, the tool supports intermarket analysis, allowing traders to see how movements in one market (e.g., crude oil) may impact others (e.g., the Canadian dollar). Divergence detection is another advantage: if two typically aligned assets suddenly move in opposite directions, it could signal a major trend shift or a news-driven move.
Overall, the Correlation Heatmap Matrix is not just an analytical indicator but also a fast, visual alert system for monitoring multiple markets at once. This is particularly valuable for traders in fast-moving environments like Forex and crypto.
🔵 Settings
🟣 Logic
Correlation Period : Number of bars used to calculate correlation between assets.
🟣 Display
Table on Chart : Enable/disable displaying the heatmap directly on the chart.
Table Size : Choose the table size (from very small to very large).
Table Position : Set the table location on the chart (top, middle, or bottom in various alignments).
🟣 Symbol Custom
Select Market : Choose the market type (Forex, Stocks, Crypto, or Custom).
Symbol 1 to Symbol 20: In custom mode, you can define up to 20 assets for correlation calculation.
🔵 Conclusion
The Correlation Heatmap Matrix is a powerful tool for analyzing correlations across multiple assets in Forex, crypto, and stock markets. By displaying a color-coded table, it visually conveys both the strength and direction of correlations — warm colors for strong negative correlation, cool colors for strong positive correlation, and mid-range tones such as yellow or green for near-zero or neutral correlation.
This helps traders select assets with low or negative correlation for diversification, avoid overexposure to similar trades, identify arbitrage and pairs trading opportunities, and detect unusual divergences between typically aligned assets. With support for custom mode and up to 20 symbols, it offers high flexibility for different trading strategies, making it a valuable complement to technical analysis and risk management.
Correlation HeatMap Matrix Data [TradingFinder]🔵 Introduction
Correlation is a statistical measure that shows the degree and direction of a linear relationship between two assets.
Its value ranges from -1 to +1 : +1 means perfect positive correlation, 0 means no linear relationship, and -1 means perfect negative correlation.
In financial markets, correlation is used for portfolio diversification, risk management, pairs trading, intermarket analysis, and identifying divergences.
Correlation HeatMap Matrix Data TradingFinder is a Pine Script v6 library that calculates and returns raw correlation matrix data between up to 20 symbols. It only provides the data – it does not draw or render the heatmap – making it ideal for use in other scripts that handle visualization or further analysis. The library uses ta.correlation for fast and accurate calculations.
It also includes two helper functions for visual styling :
CorrelationColor(corr) : takes the correlation value as input and generates a smooth gradient color, ranging from strong negative to strong positive correlation.
CorrelationTextColor(corr) : takes the correlation value as input and returns a text color that ensures optimal contrast over the background color.
Library
"Correlation_HeatMap_Matrix_Data_TradingFinder"
CorrelationColor(corr)
Parameters:
corr (float)
CorrelationTextColor(corr)
Parameters:
corr (float)
Data_Matrix(Corr_Period, Sym_1, Sym_2, Sym_3, Sym_4, Sym_5, Sym_6, Sym_7, Sym_8, Sym_9, Sym_10, Sym_11, Sym_12, Sym_13, Sym_14, Sym_15, Sym_16, Sym_17, Sym_18, Sym_19, Sym_20)
Parameters:
Corr_Period (int)
Sym_1 (string)
Sym_2 (string)
Sym_3 (string)
Sym_4 (string)
Sym_5 (string)
Sym_6 (string)
Sym_7 (string)
Sym_8 (string)
Sym_9 (string)
Sym_10 (string)
Sym_11 (string)
Sym_12 (string)
Sym_13 (string)
Sym_14 (string)
Sym_15 (string)
Sym_16 (string)
Sym_17 (string)
Sym_18 (string)
Sym_19 (string)
Sym_20 (string)
🔵 How to use
Import the library into your Pine Script using the import keyword and its full namespace.
Decide how many symbols you want to include in your correlation matrix (up to 20). Each symbol must be provided as a string, for example FX:EURUSD .
Choose the correlation period (Corr\_Period) in bars. This is the lookback window used for the calculation, such as 20, 50, or 100 bars.
Call Data_Matrix(Corr_Period, Sym_1, ..., Sym_20) with your selected parameters. The function will return an array containing the correlation values for every symbol pair (upper triangle of the matrix plus diagonal).
For example :
var string Sym_1 = '' , var string Sym_2 = '' , var string Sym_3 = '' , var string Sym_4 = '' , var string Sym_5 = '' , var string Sym_6 = '' , var string Sym_7 = '' , var string Sym_8 = '' , var string Sym_9 = '' , var string Sym_10 = ''
var string Sym_11 = '', var string Sym_12 = '', var string Sym_13 = '', var string Sym_14 = '', var string Sym_15 = '', var string Sym_16 = '', var string Sym_17 = '', var string Sym_18 = '', var string Sym_19 = '', var string Sym_20 = ''
switch Market
'Forex' => Sym_1 := 'EURUSD' , Sym_2 := 'GBPUSD' , Sym_3 := 'USDJPY' , Sym_4 := 'USDCHF' , Sym_5 := 'USDCAD' , Sym_6 := 'AUDUSD' , Sym_7 := 'NZDUSD' , Sym_8 := 'EURJPY' , Sym_9 := 'EURGBP' , Sym_10 := 'GBPJPY'
,Sym_11 := 'AUDJPY', Sym_12 := 'EURCHF', Sym_13 := 'EURCAD', Sym_14 := 'GBPCAD', Sym_15 := 'CADJPY', Sym_16 := 'CHFJPY', Sym_17 := 'NZDJPY', Sym_18 := 'AUDNZD', Sym_19 := 'USDSEK' , Sym_20 := 'USDNOK'
'Stock' => Sym_1 := 'NVDA' , Sym_2 := 'AAPL' , Sym_3 := 'GOOGL' , Sym_4 := 'GOOG' , Sym_5 := 'META' , Sym_6 := 'MSFT' , Sym_7 := 'AMZN' , Sym_8 := 'AVGO' , Sym_9 := 'TSLA' , Sym_10 := 'BRK.B'
,Sym_11 := 'UNH' , Sym_12 := 'V' , Sym_13 := 'JPM' , Sym_14 := 'WMT' , Sym_15 := 'LLY' , Sym_16 := 'ORCL', Sym_17 := 'HD' , Sym_18 := 'JNJ' , Sym_19 := 'MA' , Sym_20 := 'COST'
'Crypto' => Sym_1 := 'BTCUSD' , Sym_2 := 'ETHUSD' , Sym_3 := 'BNBUSD' , Sym_4 := 'XRPUSD' , Sym_5 := 'SOLUSD' , Sym_6 := 'ADAUSD' , Sym_7 := 'DOGEUSD' , Sym_8 := 'AVAXUSD' , Sym_9 := 'DOTUSD' , Sym_10 := 'TRXUSD'
,Sym_11 := 'LTCUSD' , Sym_12 := 'LINKUSD', Sym_13 := 'UNIUSD', Sym_14 := 'ATOMUSD', Sym_15 := 'ICPUSD', Sym_16 := 'ARBUSD', Sym_17 := 'APTUSD', Sym_18 := 'FILUSD', Sym_19 := 'OPUSD' , Sym_20 := 'USDT.D'
'Custom' => Sym_1 := Sym_1_C , Sym_2 := Sym_2_C , Sym_3 := Sym_3_C , Sym_4 := Sym_4_C , Sym_5 := Sym_5_C , Sym_6 := Sym_6_C , Sym_7 := Sym_7_C , Sym_8 := Sym_8_C , Sym_9 := Sym_9_C , Sym_10 := Sym_10_C
,Sym_11 := Sym_11_C, Sym_12 := Sym_12_C, Sym_13 := Sym_13_C, Sym_14 := Sym_14_C, Sym_15 := Sym_15_C, Sym_16 := Sym_16_C, Sym_17 := Sym_17_C, Sym_18 := Sym_18_C, Sym_19 := Sym_19_C , Sym_20 := Sym_20_C
= Corr.Data_Matrix(Corr_period, Sym_1 ,Sym_2 ,Sym_3 ,Sym_4 ,Sym_5 ,Sym_6 ,Sym_7 ,Sym_8 ,Sym_9 ,Sym_10,Sym_11,Sym_12,Sym_13,Sym_14,Sym_15,Sym_16,Sym_17,Sym_18,Sym_19,Sym_20)
Loop through or index into this array to retrieve each correlation value for your custom layout or logic.
Pass each correlation value to CorrelationColor() to get the corresponding gradient background color, which reflects the correlation’s strength and direction (negative to positive).
For example :
Corr.CorrelationColor(SYM_3_10)
Pass the same correlation value to CorrelationTextColor() to get the correct text color for readability against that background.
For example :
Corr.CorrelationTextColor(SYM_1_1)
Use these colors in a table or label to render your own heatmap or any other visualization you need.
𝙷✪𝚕𝚍𝚎𝚖 🦇 Multi-Exchange Position Tracker v5.51
𝙷✪𝚕𝚍𝚎𝚖 🦇 Multi-Exchange Position Tracker v5.51
Overview
The 𝙷✪𝚕𝚍𝚎𝚖 🦇 Multi-Exchange Position Tracker v5.51 is a powerful and highly customizable Pine Script v6 indicator designed for traders managing portfolios across multiple exchanges and assets. This advanced dashboard provides real-time tracking of up to 20 positions, offering comprehensive insights into your trading performance with support for Dollar-Cost Averaging (DCA), leverage, and risk management.
Key Features
Multi-Exchange Support : Track positions across major exchanges like Binance, Bybit, Bitvavo, Coinbase, Kraken, and OKX.
Multi-Asset Management : Monitor up to 20 assets with customizable symbols, directions (Long/Short), and leverage settings.
DCA Calculations : Input comma-separated entry prices and sizes for accurate Dollar-Cost Averaging calculations.
Real-Time Data : Fetches current prices for each asset to calculate position value, profit/loss (P/L), and allocation percentages.
Customizable Dashboard : Display key metrics such as Asset, Direction, Leverage, Average Entry, Current Price, Size, Value, P/L, P/L (%), Allocation (%), Risk (%), TP1 (%), and TP2 (%) in a flexible table.
TP/SL/Entry Visualization : Plot Take Profit (TP1, TP2), Stop Loss (SL), and Entry levels directly on the chart with customizable line styles, widths, and colors.
Alerts : Receive notifications when TP1, TP2, or SL levels are hit for any enabled asset.
Theming Options : Choose between Dark and Light themes with adjustable transparency, zebra row styling, and cell padding for enhanced readability.
Currency Conversion : Supports USD and EUR as base currencies, with automatic conversion for assets quoted in different currencies.
Debugging Tools : Enable debug labels to troubleshoot NaN issues or DCA mismatches.
How to Use
1. Configure Assets : In the "Asset Positions" section, enable up to 20 assets and specify their exchange, symbol, direction, leverage, entry prices, sizes, stop loss, and take-profit levels.
2. Customize Dashboard : Adjust visibility of columns, table position, size, and styling under "Dashboard Settings" and "Column Visibility" sections.
3. Set Base Currency : Choose USD or EUR for unified P/L and value calculations.
4. Visualize Levels : Enable TP/SL/Entry plotting to see key price levels on the chart, with customizable styles and label positions.
5. Enable Alerts : Turn on alerts to get notified when price crosses TP or SL levels.
6. Debugging : Use debug labels to identify and resolve any input errors or invalid symbols.
Settings Breakdown
Dashboard Settings : Toggle dashboard visibility, hide zero-size positions, show total account row, and set table position/size.
Column Visibility : Select which columns to display (e.g., Asset, P/L, Risk %).
Styling & Colors : Customize themes (Dark/Light), transparency, zebra row colors, and border styles.
TP/SL/Entry Styling : Adjust line styles, widths, colors, and label positions for Stop Loss, Take Profit, and Entry levels.
Asset Positions : Input details for each asset, including exchange, symbol, direction, leverage, and DCA entries.
Notes
Ensure correct symbol formats (e.g., BTCUSDT for Binance, ADAEUR for Bitvavo) to avoid price fetch errors.
DCA entries and sizes must match in count and be valid numbers to prevent calculation errors.
The indicator supports up to 500 lines and labels for optimal performance.
For best results, use on a chart matching one of your tracked asset symbols to visualize TP/SL/Entry lines.
Why Use This Indicator?
This indicator is ideal for traders juggling multiple positions across exchanges. It consolidates critical data into a single, visually appealing dashboard, saving time and improving decision-making. With robust customization, real-time calculations, and alert functionality, it’s a must-have tool for both novice and experienced traders.
Developed by 𝙷✪𝚕𝚍𝚎𝚖 🦇, 2025 ©
𝙷✪𝚕𝚍𝚎𝚖 🦇 Multi-Exchange Position Tracker v5.51
𝙷✪𝚕𝚍𝚎𝚖 🦇 Multi-Exchange Position Tracker v5.51
Overview
The 𝙷✪𝚕𝚍𝚎𝚖 🦇 Multi-Exchange Position Tracker v5.51 is a powerful and highly customizable Pine Script v6 indicator designed for traders managing portfolios across multiple exchanges and assets. This advanced dashboard provides real-time tracking of up to 20 positions, offering comprehensive insights into your trading performance with support for Dollar-Cost Averaging (DCA), leverage, and risk management.
Key Features
Multi-Exchange Support : Track positions across major exchanges like Binance, Bybit, Bitvavo, Coinbase, Kraken, and OKX.
Multi-Asset Management : Monitor up to 20 assets with customizable symbols, directions (Long/Short), and leverage settings.
DCA Calculations : Input comma-separated entry prices and sizes for accurate Dollar-Cost Averaging calculations.
Real-Time Data : Fetches current prices for each asset to calculate position value, profit/loss (P/L), and allocation percentages.
Customizable Dashboard : Display key metrics such as Asset, Direction, Leverage, Average Entry, Current Price, Size, Value, P/L, P/L (%), Allocation (%), Risk (%), TP1 (%), and TP2 (%) in a flexible table.
TP/SL/Entry Visualization : Plot Take Profit (TP1, TP2), Stop Loss (SL), and Entry levels directly on the chart with customizable line styles, widths, and colors.
Alerts : Receive notifications when TP1, TP2, or SL levels are hit for any enabled asset.
Theming Options : Choose between Dark and Light themes with adjustable transparency, zebra row styling, and cell padding for enhanced readability.
Currency Conversion : Supports USD and EUR as base currencies, with automatic conversion for assets quoted in different currencies.
Debugging Tools : Enable debug labels to troubleshoot NaN issues or DCA mismatches.
How to Use
1. Configure Assets : In the "Asset Positions" section, enable up to 20 assets and specify their exchange, symbol, direction, leverage, entry prices, sizes, stop loss, and take-profit levels.
2. Customize Dashboard : Adjust visibility of columns, table position, size, and styling under "Dashboard Settings" and "Column Visibility" sections.
3. Set Base Currency : Choose USD or EUR for unified P/L and value calculations.
4. Visualize Levels : Enable TP/SL/Entry plotting to see key price levels on the chart, with customizable styles and label positions.
5. Enable Alerts : Turn on alerts to get notified when price crosses TP or SL levels.
6. Debugging : Use debug labels to identify and resolve any input errors or invalid symbols.
Settings Breakdown
Dashboard Settings : Toggle dashboard visibility, hide zero-size positions, show total account row, and set table position/size.
Column Visibility : Select which columns to display (e.g., Asset, P/L, Risk %).
Styling & Colors : Customize themes (Dark/Light), transparency, zebra row colors, and border styles.
TP/SL/Entry Styling : Adjust line styles, widths, colors, and label positions for Stop Loss, Take Profit, and Entry levels.
Asset Positions : Input details for each asset, including exchange, symbol, direction, leverage, and DCA entries.
Notes
Ensure correct symbol formats (e.g., BTCUSDT for Binance, ADAEUR for Bitvavo) to avoid price fetch errors.
DCA entries and sizes must match in count and be valid numbers to prevent calculation errors.
The indicator supports up to 500 lines and labels for optimal performance.
For best results, use on a chart matching one of your tracked asset symbols to visualize TP/SL/Entry lines.
Why Use This Indicator?
This indicator is ideal for traders juggling multiple positions across exchanges. It consolidates critical data into a single, visually appealing dashboard, saving time and improving decision-making. With robust customization, real-time calculations, and alert functionality, it’s a must-have tool for both novice and experienced traders.
Developed by 𝙷✪𝚕𝚍𝚎𝚖 🦇, 2025 ©
Portfolio Tracker ARJO (V-01)Portfolio Tracker ARJO (V-01)
This indicator is a user-friendly portfolio tracking tool designed for TradingView charts. It overlays a customizable table on your chart to monitor up to 15 stocks or symbols in your portfolio. It calculates real-time metrics like current market price (CMP), gains/losses, and stoploss breaches, helping you stay on top of your investments without switching between multiple charts. The table uses color-coding for quick visual insights: green for profits, red for losses, and highlights breached stoplosses in red for alerts. It also shows portfolio-wide totals for overall performance.
Key Features
Supports up to 15 Symbols: Enter stock tickers (e.g., NSE:RELIANCE or BSE:TCS) with details like buy price, date, units, and stoploss.
Symbol: The stock ticker and description.
Buy Date: When you purchased it.
Units: Number of shares/units held.
Buy Price: Your entry price.
Stop Loss: Your set stoploss level (highlighted in red if breached by CMP).
CMP: Current market price (fetched from the chart's timeframe).
% Gain/Loss: Percentage change from buy price (color-coded: green for positive, red for negative).
Gain/Loss: Total monetary gain/loss based on units.
Optional Timeframe Columns: Toggle to show % change over 1 Week (1W), 1 Month (1M), 3 Months (3M), and 6 Months (6M) for historical performance.
Portfolio Summary: At the top of the table, see total % gain/loss and absolute gain/loss for your entire portfolio.
Visual Customizations: Adjust table position (e.g., Top Right), size, colors for positive/negative values, and intensity cutoff for gradients.
Benchmark Index-Based Header: The title row's background color reflects NIFTY's weekly trend (green if above 10-week SMA, red if below) for market context.
Benchmark Index-Based Header: The title row's background color reflects NIFTY's weekly trend (green if above 10-week SMA, red if below) for market context.
How to Use It: Step-by-Step Guide
Add the Indicator to Your Chart: Search for "Portfolio Tracker ARJO (V-01)" in TradingView's indicator library and add it to any chart (preferably Daily timeframe for accuracy).
Input Your Portfolio Symbols:
Open the indicator settings (gear icon).
In the "Symbol 1" to "Symbol 15" groups, fill in:
Symbol: Enter the ticker (e.g., NSE:INFY).
Year/Month/Day: Select your buy date (e.g., 2024-07-01).
Buy Price: Your purchase price per unit.
Stoploss: Your exit price if things go south.
Units: How many shares you own.
Only fill what you need—leave extras blank. The table auto-adjusts to show only entered symbols.
Customize the Table (Optional):
In "Table settings":
Choose position (e.g., Top Right) and size (% of chart).
Toggle "Show Timeframe Columns" to add 1W/1M/3M/6M performance.
In "Color settings":
Pick colors for positive (green) and negative (red) cells.
Set "Color intensity cutoff (%)" to control how strong the colors get (e.g., 10% means changes above 10% max out the color).
Interpret the Table on Your Chart:
The table appears overlaid—scan rows for each symbol's stats.
Look at colors: Greener = better gains; redder = bigger losses.
Check CMP cell: Red means stoploss breached—consider selling!
Portfolio Gain/Loss at the top gives a quick overall health check.
For Best Results:
Use on a Daily chart to avoid CMP errors (the script will warn if on Weekly/Monthly).
Refresh the chart or wait for a new bar if data doesn't update immediately.
For Indian stocks, prefix with NSE: or BSE: (e.g., BSE:RELIANCE).
This is for tracking only—not trading signals. Combine with your strategy.
If no symbols show, ensure inputs are valid (e.g., buy price > 0, valid date).
Finally, this tool makes it quite easy for beginners to track their portfolios, while also giving advanced traders powerful and customizable insights. I'd love to hear your feedback—happy trading!
