Assetallocation — Penunjuk dan Strategi

Relative Performance Analyzer [AstrideUnicorn]Relative Performance Analyzer (RPA) is a performance analysis tool inspired by the data comparison features found in professional trading terminals. The RPA replicates the analytical approach used by portfolio managers and institutional analysts who routinely compare multiple securities or other types of data to identify relative strength opportunities, make allocation decisions, choose the most optimal investment from several alternatives, and much more. Key Features: Multi-Symbol Comparison: Track up to 5 different symbols simultaneously across any asset class or dataset Two Performance Calculation Methods: Choose between percentage returns or risk-adjusted returns Interactive Analysis: Drag the start date line on the chart or manually choose the start date in the settings Professional Visualization: High-contrast color scheme designed for both dark and light chart themes Live Performance Table: Real-time display of current return values sorted from the top to the worst performers Practical Use Cases: ETF Selection: Compare similar ETFs (e.g., SPY vs IVV vs VOO) to identify the most efficient investment Sector Rotation: Analyze which sectors are showing relative strength for strategic allocation Competitive Analysis: Compare companies within the same industry to identify leaders (e.g., APPLE vs SAMSUNG vs XIAOMI) Cross-Asset Allocation: Evaluate performance across stocks, bonds, commodities, and currencies to guide portfolio rebalancing Risk-Adjusted Decisions: Use risk-adjusted performance to find investments with the best returns per unit of risk Example Scenarios: Analyze whether tech stocks are outperforming the broader market by comparing XLK to SPY Evaluate which emerging market ETF (EEM vs VWO) has provided better risk-adjusted returns over the past year HOW DOES IT WORK The indicator calculates and visualizes performance from a user-defined starting point using two methodologies: Percentage Returns: Standard total return calculation showing percentage change from the start date Risk-Adjusted Returns: Cumulative returns divided by the volatility (standard deviation), providing insight into the efficiency of performance. An expanding window is used to calculate the volatility, ensuring accurate risk-adjusted comparisons throughout the analysis period. HOW TO USE Setup Your Comparison: Enable up to 5 assets and input their symbols in the settings Set Analysis Period: When you first launch the indicator, select the start date by clicking on the price chart. The vertical start date line will appear. Drag it on the chart or manually input a specific date to change the start date. Choose Return Type: Select between percentage or risk-adjusted returns based on your analysis needs Interpret Results Use the real-time table for precise current values SETTINGS Assets 1-5: Toggle on/off and input symbols for comparison (stocks, ETFs, indices, forex, crypto, fundamental data, etc.) Start Date: Set the initial point for return calculations (drag on chart or input manually) Return Type: Choose between "Percentage" or "Risk-Adjusted" performance.

Uptrick: Asset Rotation System Overview The Uptrick: Asset Rotation System is a high-level performance-based crypto rotation tool. It evaluates the normalized strength of selected assets and dynamically simulates capital rotation into the strongest asset while optionally sidestepping into cash when performance drops. Built to deliver an intelligent, low-noise view of where capital should move, this system is ideal for traders focused on strength-driven allocation without relying on standard technical indicators. Purpose The purpose of this tool is to identify outperforming assets based strictly on relative price behavior and automatically simulate how a portfolio would evolve if it consistently moved into the strongest performer. By doing so, it gives users a realistic and dynamic model for capital optimization, making it especially suitable during trending markets and major crypto cycles. Additionally, it includes an optional safety fallback mechanism into cash to preserve capital during risk-off conditions. Originality This system stands out due to its strict use of normalized performance as the only basis for decision-making. No RSI, no MACD, no trend oscillators. It does not rely on any traditional indicator logic. The rotation logic depends purely on how each asset is performing over a user-defined lookback period. There is a single optional moving average filter, but this is used internally for refinement, not for entry or exit logic. The system’s intelligence lies in its minimalism and precision — using normalized asset scores to continuously rotate capital with clarity and consistency. Inputs General Normalization Length: Defines how many bars are used to calculate each asset’s normalized score. This score is used to compare asset performance. Visuals: Selects between Equity Curve (show strategy growth over time) or Asset Performance (compare asset strength visually). Detect after bar close: Ensures changes only happen after a candle closes (for safety), or allows bar-by-bar updates for quicker reactions. Moving Average Used internally for optional signal filtering. MA Type: Lets you choose which moving average type to use (EMA, SMA, WMA, RMA, SMMA, TEMA, DEMA, LSMA, EWMA, SWMA). MA Length: Sets how many bars the moving average should calculate over. Use MA Filter: Turns the filter on or off. It doesn’t affect the signal directly — just adds a layer of control. Backtest Used to simulate equity tracking from a chosen starting point. All calculations begin from the selected start date. Prior data is ignored for equity tracking, allowing users to isolate specific market cycles or testing periods. Starting Day / Month / Year: The exact day the strategy starts tracking equity. Initial Capital $: The amount of simulated starting capital used for performance calculation. Rotation Assets Each asset has 3 controls: Enable: Include or exclude this asset from the rotation engine. Symbol: The ticker for the asset (e.g., BINANCE:BTCUSDT). Color: The color for visualization (labels, plots, tables). Assets supported by default: BTC, ETH, SOL, XRP, BNB, NEAR, PEPE, ADA, BRETT, SUI Cash Rotation Normalization Threshold USDC: If all assets fall below this threshold, the system rotates into cash. Symbol & Color: Sets the cash color for plots and tables. Customization Dynamic Label Colors: Makes labels change color to match the current asset. Enable Asset Label: Plots asset name labels on the chart. Asset Table Position: Choose where the key asset usage table appears. Performance Table Position: Choose where the backtest performance table appears. Enable Realism: Enables slippage and fee simulation for realistic equity tracking. Adjusted profit is shown in the performance table. Equity Styling Show Equity Curve (STYLING): Toggles an extra-thick visual equity curve. Background Color: Adds a soft background color that matches the current asset. Features Dual Visualization Modes The script offers two powerful modes for real-time visual insights: Equity Curve Mode: Simulates the growth of a portfolio over time using dynamic asset rotation. It visually tracks capital as it moves between outperforming assets, showing compounded returns and the current allocation through both line plots and background color. Asset Performance Mode: Displays the normalized performance of all selected assets over the chosen lookback period. This mode is ideal for comparing relative strength and seeing how different coins perform in real-time against one another, regardless of price level. Multi-Asset Rotation Logic You can choose up to 10 unique assets, each fully customizable by symbol and color. This allows full flexibility for different strategies — whether you're rotating across majors like BTC, ETH, and SOL, or including meme tokens and stablecoins. You decide the rotation universe. If none of the selected assets meet the strength threshold, the system automatically moves to cash as a protective fallback. Key Asset Selection Table This on-screen table displays how frequently each enabled asset was selected as the top performer. It updates in real time and can help traders understand which assets the system has historically favored. Asset Name: Shortened for readability Color Box: Visual color representing the asset % Used: How often the asset was selected (as a percentage of strategy runtime) This table gives clear insight into historical rotation behavior and asset dominance over time. Performance Comparison Table This second table shows a full backtest vs. chart comparison, broken down into key performance metrics: Backtest Start Date Chart Asset Return (%) – The performance of the asset you’re currently viewing System Return (%) – The equity growth of the rotation strategy Outperformed By – Shows how many times the system beat the chart (e.g., 2.1x) Slippage – Estimated total slippage costs over the strategy Fees – Estimated trading fees based on rotation activity Total Switches – Number of times the system changed assets Adjusted Profit (%) – Final net return after subtracting fees and slippage Equity Curve Styling To enhance visual clarity and aesthetics, the equity curve includes styling options: Custom Thickness Curve: A second stylized line plots a shadow or highlight of the main equity curve for stronger visual feedback Dynamic Background Coloring: The chart background changes color to match the currently held asset, giving instant visual context Realism Mode By enabling Realism, the system calculates estimated: Trading Fees (default 0.1%) Slippage (default 0.05%) These costs are subtracted from the equity curve in real time, and shown in the table to produce an Adjusted Return metric — giving users a more honest and execution-aware picture of system performance. Adaptive Labeling System Each time the asset changes, an on-chart label updates to show: Current Asset Live Equity Value These labels dynamically adjust in color and visibility depending on the asset being held and your styling preferences. Full Customization From visual position settings to table placements and custom asset color coding, the entire system is fully modular. You can move tables around the screen, toggle background visuals, and control whether labels are colored dynamically or uniformly. Key Concepts Normalized values represent how much an asset has changed relative to its past price over a fixed period, allowing performance comparisons across different assets. Outperforming refers to the asset with the highest normalized value at a given time. Cash fallback means the system moves into a stable asset like USDC when no strong performers are available. The equity curve is a running total of simulated capital over time. Slippage is the small price difference between expected and actual trade execution due to market movement. Use Case Flexibility You don’t need to use all 10 assets. The system works just as effectively with only 1 asset — such as rotating between CASH and SOL — for a simple, minimal strategy. This is ideal for more focused portfolios or thematic rotation systems. How to Use the Indicator To use the Uptrick: Asset Rotation System, start by selecting which assets to include and entering their symbols (e.g., BINANCE:BTCUSDT). Choose between Equity Curve mode to see simulated portfolio growth, or Asset Performance mode to compare asset strength. Set your lookback period, backtest start date, and optionally enable the moving average filter or realism settings for slippage and fees. The system will then automatically rotate into the strongest asset, or into cash if no asset meets the strength threshold. Use alerts to be notified when a rotation occurs. Asset Switch Alerts The script includes built-in alert conditions for when the system rotates into a new asset. You can enable these to be notified when the system reallocates to a different coin or to cash. Each alert message is labeled by target asset and can be used for automation or monitoring purposes. Conclusion The Uptrick: Asset Rotation System is a next-generation rotation engine designed to cut through noise and overcomplication. It gives users direct insight into capital strength, without relying on generic indicators. Whether used to track a broad basket or focus on just two assets, it is built for accuracy, adaptability, and transparency — all in real-time. Disclaimer This script is for research and educational purposes only. It is not intended as financial advice. Past performance is not a guarantee of future results. Always consult with a financial professional and evaluate risks before trading or investing.

Asset Allocation Calculator Overview This script is a tool that automatically calculates asset allocation for your investment portfolio. Users can set the weight of multiple assets and monitor the portfolio value in real time based on price fluctuations. Key Features Supports input of asset allocation percentages Dynamic allocation calculation based on real-time price data Automatically calculates allocated amounts for each asset based on the total investment amount User-friendly interface with intuitive visual feedback Settings Total Capital : Enter the total capital, including the value of assets. Quantity rounding : Using the rounding function may cause the target allocation to exceed 100%. Tickers, Weight, Holdings : To retrieve accurate asset prices, specify both the exchange and the ticker. If you want to include cash in your portfolio, use $. Ensure that the total allocation sums to 100%. Refer to the pre-filled example for the correct format. Table Settings : You can adjust the table's position, height, font size, and background color. How to Use By buying or selling the quantity shown in the Buy column, you can continuously maintain your target allocation. Hold - Current holdings Buy - Quantity to buy or sell to reach the target allocation Target - Quantity aimed for after buying or selling Caution It can only calculate for a single currency, so do not mix multiple currency markets. 자산 배분 계산기 소개 이 스크립트는 투자 포트폴리오의 자산 배분을 자동으로 계산해주는 도구입니다. 사용자는 여러 자산의 비중을 설정할 수 있으며, 가격 변동에 따라 포트폴리오 가치를 실시간으로 모니터링할 수 있습니다. 주요 기능 자산 배분 비율 입력 지원 실시간 가격 데이터를 기반으로 한 동적 배분 계산 총 투자 금액을 기준으로 각 자산에 할당된 금액 자동 계산 직관적인 시각적 피드백을 제공하는 사용자 친화적인 인터페이스 설정 Total Capital : 자산 가치를 포함한 총 자본금을 입력하세요. Quantity rounding : 반올림 기능을 사용하면 목표 비중이 100%를 초과할 수 있습니다. Tickers, Weight, Holdings : 정확한 자산 가격을 불러오기 위해 거래소와 티커를 함께 입력하세요. 포트폴리오에 현금을 포함하려면 '$'를 사용하세요. 비중 합계가 반드시 100%가 되도록 설정하세요. 예제 형식을 참고하여 올바르게 입력하세요. 한국(원화) 시장을 위한 입력 예시입니다. KRX:360750, 17.5, 100 KRX:310960, 17.5, 120 KRX:148070, 25, 20 KRX:305080, 25, 10 KRX:139320, 10, 150 UPBIT:BTCKRW, 5, 0.002 $,0,5000000 Table Settings : 테이블의 위치, 높이, 글자 크기 및 배경색을 조정할 수 있습니다. 사용 방법 Buy 열에 표시된 수량만큼 매수 또는 매도하면 목표 비중을 지속적으로 유지할 수 있습니다. Hold - 현재 보유 수량 Buy - 목표 비중을 맞추기 위해 매수 또는 매도해야 하는 수량 Target - 매수, 매도 후 목표로 하는 수량 주의 한 가지 통화로만 계산할 수 있으니 여러 통화 시장을 혼용하지 마세요.

Cobra's CryptoMarket Visualizer Cobra's Crypto Market Screener is designed to provide a comprehensive overview of the top 40 marketcap cryptocurrencies in a table\heatmap format. This indicator incorporates essential metrics such as Beta, Alpha, Sharpe Ratio, Sortino Ratio, Omega Ratio, Z-Score, and Average Daily Range (ADR). The table utilizes cell coloring resembling a heatmap, allowing for quick visual analysis and comparison of multiple cryptocurrencies. The indicator also includes a shortened explanation tooltip of each metric when hovering over it's respected cell. I shall elaborate on each here for anyone interested. Metric Descriptions: 1. Beta: measures the sensitivity of an asset's returns to the overall market returns. It indicates how much the asset's price is likely to move in relation to a benchmark index. A beta of 1 suggests the asset moves in line with the market, while a beta greater than 1 implies the asset is more volatile, and a beta less than 1 suggests lower volatility. 2. Alpha: is a measure of the excess return generated by an investment compared to its expected return, given its risk (as indicated by its beta). It assesses the performance of an investment after adjusting for market risk. Positive alpha indicates outperformance, while negative alpha suggests underperformance. 3. Sharpe Ratio: measures the risk-adjusted return of an investment or portfolio. It evaluates the excess return earned per unit of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, as it reflects a higher return for each unit of volatility or risk. 4. Sortino Ratio: is a risk-adjusted measure similar to the Sharpe ratio but focuses only on downside risk. It considers the excess return per unit of downside volatility. The Sortino ratio emphasizes the risk associated with below-target returns and is particularly useful for assessing investments with asymmetric risk profiles. 5. Omega Ratio: measures the ratio of the cumulative average positive returns to the cumulative average negative returns. It assesses the reward-to-risk ratio by considering both upside and downside performance. A higher Omega ratio indicates a higher reward relative to the risk taken. 6. Z-Score: is a statistical measure that represents the number of standard deviations a data point is from the mean of a dataset. In finance, the Z-score is commonly used to assess the financial health or risk of a company. It quantifies the distance of a company's financial ratios from the average and provides insight into its relative position. 7. Average Daily Range: ADR represents the average range of price movement of an asset during a trading day. It measures the average difference between the high and low prices over a specific period. Traders use ADR to gauge the potential price range within which an asset might fluctuate during a typical trading session. Utility: Comprehensive Overview: The indicator allows for monitoring up to 40 cryptocurrencies simultaneously, providing a consolidated view of essential metrics in a single table. Efficient Comparison: The heatmap-like coloring of the cells enables easy visual comparison of different cryptocurrencies, helping identify relative strengths and weaknesses. Risk Assessment: Metrics such as Beta, Alpha, Sharpe Ratio, Sortino Ratio, and Omega Ratio offer insights into the risk associated with each cryptocurrency, aiding risk assessment and portfolio management decisions. Performance Evaluation: The Alpha, Sharpe Ratio, and Sortino Ratio provide measures of a cryptocurrency's performance adjusted for risk. This helps assess investment performance over time and across different assets. Market Analysis: By considering the Z-Score and Average Daily Range (ADR), traders can evaluate the financial health and potential price volatility of cryptocurrencies, aiding in trade selection and risk management. Features: Reference period optimization, alpha and ADR in particular Source calculation Table sizing and positioning options to fit the user's screen size. Tooltips Important Notes - 1. The Sharpe, Sortino and Omega ratios cell coloring threshold might be subjective, I did the best I can to gauge the median value of each to provide more accurate coloring sentiment, it may change in the future. The median values are : Sharpe -1, Sortino - 1.5, Omega - 20. 2. Limitations - Some cryptos have a Z-Score value of NaN due to their short lifetime, I tried to overcome this issue as with the rest of the metrics as best I can. Moreover, it limits the time horizon for replay mode to somewhere around Q3 of 2021 and that's with using the split option of the top half, to remain with the older cryptos. 3. For the beginner Pine enthusiasts, I recommend scimming through the script as it serves as a prime example of using key features, to name a few : Arrays, User Defined Functions, User Defined Types, For loops, Switches and Tables. 4. Beta and Alpha's benchmark instrument is BTC, due to cryptos volatility I saw no reason to use SPY or any other asset for that matter.

Portfolio Tracker For Stocks & Crypto This is a portfolio tracker that will track individual, overall and daily profit/loss for up to 12 assets. You can set the size of your buys and price of your buys for accurate, up to date profit and loss data right on your chart. It works on all markets and timeframes. HOW TO USE Go into the indicator settings and you will see all of the available settings. The first is the ability to turn the tracker info table on or off from the chart, so it saves your portfolio info but let’s you remove it from the chart while trading. Second is the option to move the position of the info table to suit your preference. Next we get into setting up your portfolio tickers, order size and price. Each ticker lets you set which stock/crypto you bought, then set how much you purchased and then what price you purchased them at. Go through and set up all of your assets and then turn off any tickers that you don’t need. Once that is all done, your portfolio will be shown on the chart with all the data. FEATURES Top Section The portfolio tracker has 2 sections. The top section shows each ticker in your portfolio individually with the following data: - Ticker Name - Weight of that asset compared to your total portfolio in % - Current value of that position in $ - Profit or loss value from purchase price in % - Todays change in value from yesterday’s close in % The $ Value, PnL % and Today % will all change colors from green to red depending if they are in profit or not. Bottom Section The bottom section of the tracker will give you info for your portfolio as a whole. It has the following data: - Total cost of your entire portfolio in $ - Current value of your entire portfolio in $ - Current profit or loss of your entire portfolio in $ - Current profit or loss of your entire portfolio in % - Todays change of your entire portfolio value compared to yesterday’s close in % The $ Value, PnL $, PnL % and Today % will all change colors from green to red depending if they are in profit or not.

Portfolio Backtester [MS]Portfolio Backtester (with rebalancing) for any assets you choose. Simple to use, input any assets and their percentage allocations, choose a rebalance interval, then see how that portfolio performs over time. To compare two or more portfolios, add this indicator multiple times, click and drag one on top of the other (into the same pane), then pin both to the same scale . Its recommended to view this "indicator" on an asset with lots of historical data in order to have the most flexibility in a Start Date. Calculations are limited by chart you're viewing. Settings • Input the portfolio's assets • Input the assets' allocations • Input start and end dates • Set the initial capital investment • Set the rebalancing period (visualized as dots on the chart) • Display Performance label • Display Rebalancing labels Things To Note • The Start Date will be the later of the date you enter and the first candle of the chart you're viewing. • If an asset's data doesn't exist at the start or any rebalance, it's percentage allocation will go to cash. • The backtester calculates purely on asset price, and does not take into account any commissions, fees, dividends, or any other extra additions or deductions. Version 1: only supports whole-shares, and not fractional-shares of assets. PM us with any questions about this indicator.