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Risk Management Engine | AnonycryptousRisk management engine | Anonycryptous Description & user manual Important notice — read first. Why is this indicator different? Most indicators in this collection focus on reading the market — structure, momentum, sessions, entries. That was the moment I thought of an indicator, one that protects you and gives you the opportunity to train your discipline. It was also supposed to be a free indicator; too many people trading aimlessly and soullessly due to the many losses or are victims of so-called gurus. As said, most risk managers looking at many things, but not at the most important one, the Trader himself. Risk management engine does none of that. It does not look at price at all. It looks only at you, at every input you do, and as soon as you make a mistake or reach your limit, it holds up a mirror to you. Where other indicators help you find trades, Risk management engine exists to make sure the trades you find do not destroy the account you are trading with. It is the only tool in this collection that is entirely about the trader rather than the market. That makes it, in many ways, the most important one. You can be right about the market and still blow your account. Risk management engine is the system that prevents that — but only if you use it honestly. * Note: Risk management engine does not generate trading signals. - It does not tell you when to buy or sell. - It does not predict market direction. - It does not replace your trading strategy or technical analysis. -What it does You simply trade using your own strategy/technical analysis, and you use the Risk Management Engine for account management. The indicator shows you potential entry, stop-loss, and 3 targets. If your own strategy says entry, the Risk Management Engine shows you the number of max contracts, and especially your stop-loss and potential targets, based on your entered account details. -What it does more: it holds up a mirror. Every number on the dashboard is a reflection of your own decisions — your stop placement, your risk tier, your trade results, your discipline. The system tracks what you tell it. It enforces nothing automatically. It stops nothing by force. This means one thing matters above all else: your honesty with yourself. It is easy to disable the lockout when the chart goes red. It is easy to skip logging a trade you are not proud of. It is easy to set your tier to full when you should be at half. It is easy to pretend a violation did not happen. The moment you start deceiving the system, you are not deceiving the indicator. You are deceiving yourself. And the market will make sure you pay for that eventually. Risk management engine is a tool for traders who are ready to be accountable — not for traders looking for a way around their own rules. Use it in honestly. Use it with discipline. 1. Overview Risk management engine is a real-time risk compliance and position sizing dashboard for traders of all styles and instruments — from futures scalpers on funded accounts to retail forex traders managing their own capital. The core philosophy is straightforward: before you enter a trade, you should know exactly how much you are risking, how many contracts you are allowed to trade, where your stop is, and where your targets are. After you close a trade, you log the result. The system tracks your session progress, warns you when you are approaching limits, and locks the chart when you have reached them. Everything is manual. Everything is intentional. Manual logging forces conscious decisions. Conscious decisions build the habit of accountability that separates disciplined traders from impulsive ones. 2. Who this is for - Prop firm traders tracking daily drawdown limits - Funded account traders using tiered risk rules - Retail traders who want a personal risk framework - Scalpers who need position size calculated instantly - Any trader who wants structure-based stops - Anyone who needs visual accountability on their chart - Traders recovering from a drawdown period - Traders building consistency through disciplined journaling This indicator is for traders who understand that risk management is not a constraint on profitability — it is the foundation of it. 3. Core concepts 3.1 The tiered risk system Risk management engine uses a three-tier risk framework that reflects your performance state during a session. You set your tier manually based on your results. The system then calculates your allowed position size for that tier. Full — 100% of calculated risk per trade. Use at the start of a clean session. No deficit carried over. No losses taken yet today. Half — 50% of calculated risk per trade. Use after your first losing trade. You are still in the session but at reduced size. Protect the drawdown. Quarter — 25% of calculated risk per trade. Use after a second loss or after a rule violation. Minimum exposure. Your only goal is to stop the bleeding and potentially work back toward promotion. The tier does not change automatically. You change it. That is by design. The moment of demotion is a conscious act of discipline — not something that happens to you, but something you choose to do because you respect the rules. 3.2 Position sizing Before every trade, risk engine calculates exactly how many contracts you are allowed to trade based on: - Your daily loss limit - Your max risk percentage per trade - Your current risk tier - Your stop distance in ticks - Your tick value The formula is: Risk amount = daily loss limit × max risk % × tier multiplier Contracts = floor(risk amount / (stop distance in ticks × tick value)) Example (mnq): Daily loss limit: $500 Max risk %: 2% Tier: full (1.0×) Stop distance: 20 ticks Tick value: $0.50 Risk amount = $500 × 2% × 1.0 = $10.00 Contracts = floor($10.00 / (20 × $0.50)) = floor($10.00 / $10.00) = 1 You are allowed 1 mnq contract on this setup. 3.3 Structure-based stops Instead of placing stops at arbitrary price levels based on fear or round numbers, Risk management engine calculates stops from recent pivot structure: - Long setup: stop below the most recent pivot low plus buffer - Short setup: stop above the most recent pivot high plus buffer The buffer is measured in ticks and gives your trade breathing room beyond the exact pivot level. Stops that respect market structure are more meaningful than stops placed at random. You can also disable the auto-pivot stop and enter a manual stop price if you prefer to set your own level. 3.4 Risk/reward visualization Once your stop is set, three take profit levels are drawn on the chart automatically based on your risk distance: - Tp1 = entry + (stop distance × rr1 ratio) - Tp2 = entry + (stop distance × rr2 ratio) - Tp3 = entry + (stop distance × rr3 ratio) Default ratios: 1:1, 1:2, 1:3 — all adjustable. A red risk zone box fills the area between entry and stop. A green reward zone box fills the area between entry and tp1. This gives you an immediate visual read on the asymmetry of your planned trade before you enter. If the red box looks bigger than the green box — reconsider! 3.5 The carryover system When you are demoted from one tier to a lower tier, you carry a deficit from that session into the next. You must earn back half of what you lost before you are eligible to promote back to a higher tier. Example: You lost 12 points at full tier. You are demoted to half. Your carryover deficit = 12 points. Your promotion threshold = 12 / 2 = 6 points. At half tier in the next session, you log your results. The dashboard shows: 3.5 / 6.0 You still need 2.5 more points to promote back to full. Quarter risk violation special case: If you had a rule violation at quarter tier, an additional deficit is added on top of the standard carryover. You must dig out of a deeper hole — because violations carry consequences, not just losses. 3.6 Session lockout The session ends and the chart is covered with a status overlay when any of the following occur: - Daily target reached — green overlay, walk away with the win - Maximum trades reached — red overlay, session over - Maximum losses reached — red overlay, session over - Rule violation logged — red overlay, immediate lockout The lockout can be disabled in settings. There is a tooltip that reads: "Disable at your own peril." That is not a joke. The lockout exists for a reason. Traders who disable it and continue trading after a lockout trigger are making a choice that the system cannot protect them from. Only their own discipline can. 4. Understanding result units Risk management engine supports four result units to match how you measure your own performance: Points — price distance between entry and exit. Common for futures traders. Ticks — smallest price increment. One point equals the number of ticks per point for your instrument. Dollar — direct monetary result. Works for any instrument. Percent — result as a percentage of your account or reference value. Choose the unit that matches how you think about your trades. Consistency matters more than which unit you pick. Do not switch mid-session. For mnq, points is the most natural unit. For crypto or equity traders, dollar is usually clearer. 5. Settings overview Account & risk - Daily loss limit - Max risk per trade (%) - Daily target - Max trades per session - Max losses per session - Tick value - Ticks per point Risk tier - Current tier (full / half / quarter) - Carryover deficit - Promotion threshold Stop settings - Auto-pivot stop on/off - Pivot lookback - Stop buffer (ticks) - Manual stop price Risk/reward - Rr1, rr2, rr3 ratios - Visual zone colors Trade log - Up to 10 trade slots - Tier per trade - Result per trade - Violation flag Result units - Points / ticks / dollar / percent Session lockout - Enable/disable - Overlay color Dashboard - Position - Size 6. Dashboard reference The dashboard updates in real time as you log trades. Rows displayed: - Risk tier — current tier - Contracts — allowed contracts for this setup - Risk amount — dollar risk for this trade - Stop — calculated stop price - Tp1 / tp2 / tp3 — take profit levels - Session p&l — cumulative result this session - Trades — trades logged / max trades - Losses — losses logged / max losses - Target — progress toward daily target - Carryover — deficit / promotion threshold - Status — active / target hit / locked Header color reflects current session health: green for active and progressing, red for locked or in violation. 7. How to use 7.1 Before the session 1. Set your daily loss limit and daily target 2. Set your tick value and ticks per point for your instrument 3. Set your risk/reward ratios 4. Set your starting tier (usually full if no carryover) 5. Update carryover deficit if you are carrying one from a previous session 6. Clear all trade log slots from yesterday 7.2 Before each trade 1. Check the dashboard — confirm your tier and allowed contracts 2. Identify your stop level — either auto-pivot or manual 3. Read the rr visualization on the chart — entry, stop, tp levels 4. Confirm the asymmetry looks acceptable before entering 7.3 After each trade 1. Open indicator settings 2. Go to the trade log section 3. Find the next empty trade slot 4. Select the tier you actually used 5. Enter the result in your chosen unit — positive for a win, negative for a loss 6. Close settings — dashboard updates instantly Do this every time. No exceptions. Not logging a trade because you do not like the result is the first step toward self-deception. 7.4 Mid-session adjustments After a loss — manually change your tier to half. After a second loss — change to quarter. After a violation — log it as violation, accept the lockout. The system recalculates allowed contracts and shows your new promotion threshold automatically. 7.5 Session end When the session ends: - Target hit: walk away. Do not give it back. - Locked out by losses: walk away. Come back tomorrow. - Violation: accept the consequence. Log it honestly. Manual reset for next session: 1. Clear all trade log slots back to none / 0 2. Update carryover deficit if you are carrying one 3. Set your new starting tier 4. Adjust daily loss limit if needed for the new day 8. Tips & best practices 8.1 The most important rule Log every trade. Immediately after it closes. Not later. Not after "one more trade." Right now. The discipline of immediate logging is itself a trading skill. It keeps you present, accountable, and aware of exactly where you stand at all times. 8.2 Respect the tier system The tier system only works if you apply it consistently. If you take a loss and stay at full because "it was a good setup" or "the market was unusual today" — you are not using the system. You are using the system when it is convenient and ignoring it when it is not. Apply the demotion every time, without exception. The whole point of the tier system is that it removes the emotional decision from the equation. Commit to the rules before the session starts, not in the middle of a losing run. 8.3 Do not move your sto The contracts allowed calculation is based on your stop distance. If you move your stop wider to give the trade more room, your actual risk per trade increases beyond what the system calculated. You are now taking more risk than the dashboard shows. If you want a wider stop — recalculate. Accept fewer contracts. Do not silently increase your exposure. 8.4 The lockout is there for a reason When the chart goes red and the lockout appears, there is a setting that lets you disable it. Do not use it. The lockout exists because the rules exist. If you have reached your maximum losses or maximum trades, continuing to trade means operating outside your rules — which means operating in a state where previous decisions have already shown your judgment is impaired for the day. Come back tomorrow. The market will still be there. 8.5 Target hit means stop When the dashboard shows target hit and the chart goes green — that is the signal to stop. Not to "go for one more." Not to "see if the trend continues." Most traders who blow accounts do not do it on bad days. They do it on good days when they got overconfident after hitting their target and kept trading. Walk away with the win. That is a skill. 8.6 Setting realistic targets and limits Your daily loss limit should be a number that, if lost, does not materially damage your account or your psychology. Your daily target should be a number that is achievable on a normal day — not your best day ever. Consistent achievement of a realistic target builds an account faster than occasional achievement of an aggressive target. A useful starting framework: - Daily loss limit: 2–5% of account - Max risk per trade: 1–2% of daily loss limit - Daily target: 2–3× your average risk per trade - Max trades: 3–5 - Max losses: 2–3 Adjust based on your instrument, style, and account size. 8.7 Instrument tick value setup The single most common setup error is entering the wrong tick value. If your contracts allowed number seems too high or too low, check your tick value and ticks per point first. - Mnq: tick value = $0.50, ticks per point = 4 - Es: tick value = $12.50, ticks per point = 4 - Crypto in dollar mode: set tick value to match your contract specification or use dollar result unit 9. What this indicator does not do - Does not generate buy or sell signals - Does not predict market direction - Does not connect to your broker - Does not automatically stop you from trading - Does not track open positions in real time - Does not replace your trading strategy - Does not guarantee profitability - Does not prevent violations — you must log them yourself This is an accountability tool. The accountability only works if you bring the honesty. The indicator brings the structure. You bring the discipline. 10. Disclaimer This indicator is provided for educational and informational purposes only. Nothing in this document constitutes financial advice or any form of recommendation. All trading decisions are made entirely by the user. The indicator provides calculation tools based on user-entered parameters — the accuracy of any output depends entirely on the accuracy of those inputs. Trading financial instruments involves substantial risk of loss. Past performance is not indicative of future results. You may lose all of your invested capital. Anonycryptous accepts no responsibility or liability for any losses incurred as a result of using risk engine or any content in this manual.
Penunjuk Pine Script®
oleh Anonycryptous
BTC Valuation Cycle [Alpha Extract]A sophisticated multi-metric Bitcoin valuation framework that synthesizes on-chain analytics including SOPR, MVRV, Price-to-Realized, and Mayer Multiple into a unified 0-100 cycle oscillator with six-tier zone classification for market cycle identification. Utilizing logistic transformation with configurable weighting and z-score normalization, this indicator delivers institutional-grade Bitcoin-specific valuation assessment with pivot-based extreme detection and comprehensive alert system. The system's weighted composite architecture combined with adaptive curve intensity enables precise calibration of cycle sensitivity while maintaining statistical validity across Bitcoin's multi-year market cycles. 🔶 Advanced Multi-Metric Synthesis Engine Implements sophisticated composite calculation combining four distinct Bitcoin valuation metrics with configurable weighting and normalization framework. The system retrieves SOPR (Spent Output Profit Ratio), MVRV (Market Value to Realized Value), Price-to-Realized ratio, and Mayer Multiple from on-chain sources, applies z-score normalization to each metric over configurable periods, transforms via logistic function for 0-100 scaling, and generates weighted average creating unified cycle score. // Component Score Calculation SOPR_Centered = SOPR - 1.0 SOPR_Z = z_score(SOPR_Centered, Normalization_Length) SOPR_Score = logistic_100(SOPR_Z, Curve_Intensity) Price_to_Realized_Z = z_score(Price / Realized_Price, Normalization_Length) PR_Score = logistic_100(Price_to_Realized_Z, Curve_Intensity) MVRV_Z = z_score(Market_Cap / Realized_Cap, Normalization_Length) MVRV_Score = logistic_100(MVRV_Z, Curve_Intensity) Mayer_Z = z_score(Mayer_Multiple, Normalization_Length) Mayer_Score = logistic_100(Mayer_Z, Curve_Intensity) // Weighted Composite Cycle = (SOPR_Score × W_SOPR + PR_Score × W_PR + MVRV_Score × W_MVRV + Mayer_Score × W_Mayer) / (W_SOPR + W_PR + W_MVRV + W_Mayer) 🔶 Understanding Bitcoin Valuation Metrics SOPR (Spent Output Profit Ratio) measures the degree of profit for coins moved on-chain, calculated as value sold divided by value paid. Values above 1.0 indicate profitable selling (distribution), below 1.0 indicate loss-taking (capitulation). The system centers SOPR around 1.0 for normalization. MVRV (Market Value to Realized Value) compares current market cap to realized cap (aggregate cost basis). High MVRV signals overvaluation as price exceeds average acquisition cost; low MVRV suggests undervaluation. The system offers Ratio mode (raw MVRV), Z-Score mode (statistical deviation), or Blend mode (average of both). Price-to-Realized Ratio directly compares current BTC price to realized price (realized cap divided by circulating supply), providing cleaner valuation signal than MVRV by removing market cap distortions. Mayer Multiple measures price relative to 200-day moving average. Values above 2.4 historically mark tops; values near or below 1.0 mark bottoms. The system normalizes this classic technical indicator alongside on-chain metrics. 🔶 Logistic Transformation Framework Features sophisticated logistic function application converting unbounded z-scores into bounded 0-100 range with configurable curve intensity controlling sensitivity. The system applies formula: 100 / (1 + exp(-z × k)) where z is z-score and k is curve intensity (default 0.90), creates S-curve transformation preserving relative relationships while preventing extreme outliers, and enables smooth gradient visualization across entire cycle range. 🔶 Six-Tier Cycle Zone Classification Implements comprehensive market cycle framework dividing 0-100 range into six distinct zones with configurable thresholds representing Bitcoin's characteristic bubble and bust patterns. The system defines Bottom Extreme (default <10, accumulation zone), Cold Zone (10-25, early recovery), Lower Mid (25-40, neutral to bullish), Upper Mid (40-60, bullish), Hot Zone (60-75, late bull market), and Top Extreme (>75, euphoria/distribution) with dynamic color coding. 🔶 Pivot-Based Extreme Detection System Provides intelligent local extreme identification using pivot high/low detection with zone threshold filtering and visual capsule markers. The system detects pivot highs above Hot Zone threshold and pivot lows below Cold Zone threshold using configurable left/right bars, creates horizontal capsule visualizations at exact extreme values with color-coded centers (red for tops, cyan for bottoms), and maintains rolling array limited to maximum capsule count for clean chart presentation. 🔶 MVRV Calculation Mode Selection Offers three distinct MVRV calculation approaches optimizing for different market conditions and analytical preferences. Ratio mode uses raw Market Cap / Realized Cap for direct valuation comparison, Z-Score mode applies statistical normalization emphasizing deviations from historical mean, and Blend mode (default) averages both approaches balancing absolute valuation with statistical context for robust signal generation. 🔶 Configurable Metric Weighting System Features flexible weight allocation enabling traders to emphasize preferred metrics or disable unreliable components during specific market regimes. The system accepts 0.0-N weight values for each metric (default 1.0 all equal), automatically handles missing data by excluding NA metrics from composite, recalculates weighted average dynamically, and enables custom cycle calibration based on trader's confidence in different on-chain signals. 🔶 Confirmed HTF Data Integration Implements rigorous anti-repaint methodology using confirmed higher-timeframe values with offset preventing live bar distortion. The system retrieves all on-chain metrics from daily timeframe with 1-bar offset ensuring only completed daily candle data influences cycle score, applies identical offset to Mayer Multiple calculation, and maintains signal stability across real-time updates preventing false extreme alerts. 🔶 Comprehensive Alert Framework Provides five distinct alert conditions covering critical cycle events and threshold breaches with descriptive messages. The system triggers Top Extreme alert on crossover above top threshold (default 90), Bottom Extreme alert on crossunder below bottom threshold (default 10), Hot Rejection alert when cycle falls from Hot Zone, Cold Reclaim alert when cycle rises from Cold Zone, and Mayer Threshold breach alert for traditional technical confirmation. 🔶 Gradient Zone Visualization Architecture Creates intuitive color-coded area plot with six distinct color zones reflecting current cycle position through visual spectrum from cyan (extreme bottom) through purple/orange to red (extreme top). The system applies dynamic zone coloring to both area fill and cycle value display, implements configurable area transparency (default opaque), and maintains consistent color scheme across oscillator pane, table values, and capsule markers. 🔶 Real-Time Diagnostics System Features comprehensive data availability monitoring with missing metric labels and detailed value table showing all component metrics. The system detects NA values in SOPR, Realized Price, MVRV, or Mayer Multiple, displays warning label listing unavailable metrics, and provides table overlay showing current values for Cycle score, all four components, MVRV-Z, Mayer MA, and threshold with color-coded formatting. 🔶 Performance Optimization Framework Employs efficient calculation methods with null-safe division functions, optimized array management for capsule storage, and conditional plotting minimizing unnecessary rendering. The system includes streamlined weighted average calculation skipping NA metrics, smart capsule cleanup maintaining maximum limit through oldest-first deletion, and minimal recalculation overhead through var declarations and confirmed bar logic. This indicator delivers sophisticated Bitcoin-specific valuation analysis through multi-metric on-chain synthesis unavailable in traditional technical indicators. By combining SOPR (profit/loss behavior), MVRV (cost basis valuation), Price-to-Realized (pure valuation), and Mayer Multiple (technical context) into unified cycle framework with statistical normalization, it provides comprehensive market cycle assessment grounded in blockchain fundamentals. The six-tier zone system maps directly to Bitcoin's characteristic 4-year halving cycles with Bottom Extreme zones historically marking generational buying opportunities and Top Extreme zones marking distribution phases. Perfect for long-term Bitcoin investors seeking data-driven cycle timing, position sizing based on valuation extremes (increase allocation in Cold/Bottom zones, reduce in Hot/Top zones), and objective framework for navigating Bitcoin's volatile multi-year cycles with alerts providing advance warning of major cycle transitions requiring portfolio reassessment.
Penunjuk Pine Script®
oleh AlphaExtract
Monte Carlo Risk Geometry Simulator [Aslan]Thanks to @KioseffTrading for the polyline retracing system and the plotting system as a whole🙏 ♦️ What This Script Does This is a Monte Carlo simulator for visualising and calculating the probability of a return based on risk geometry of the model (Risk %, RR, WR). It assesses the probability of returns by generating hundreds or thousands of possible outcomes using your win rate, risk-reward, and position sizing. Each line you see is a different plausible “future,” showing how your account could realistically evolve. 🔶 How To Use It Input your strategy stats, run a large number of simulations, and focus on three things: how wide the equity curves spread, how deep drawdowns get, and the percentage of profitable outcomes. Then adjust your model and repeat. 🔷 Application in Prop Firm evaluations Using the threshold system, you can see what risk geometry is most likely to pass a prop firm evaluation. Suprisingly, the most probable geometry for passing an eval can sometimes have a negative expected value! ♦️ Bottom Line This script helps you move from “how much can I make?” to “how likely am I to profit?” 🔎 Monte Carlo Simulations Explained Monte Carlo simulations are a method of modeling uncertainty by running many random versions of the same system to see all possible outcomes. In trading, instead of assuming one fixed result, it repeatedly simulates sequences of wins and losses based on your strategy’s statistics (like win rate and risk-reward). This creates a distribution of potential equity curves, showing not just what did happen, but could happen. It’s essentially a way to test probability and survival under randomness rather than relying on a single backtest. Monte Carlo simulations are widely used on quant trading desks around the world to model uncertainty, test strategy robustness, and estimate the probability distribution of trading outcomes under real-world randomness.
Penunjuk Pine Script®
oleh Zimord
Yield Curve Regime Yield Curve Regime – Pro Edition === WHAT IT DOES === This indicator classifies the U.S. Treasury yield curve into six canonical regimes by comparing the current behavior of a short-maturity yield (default 2Y) and a long-maturity yield (default 10Y) against their values N bars ago. It paints the chart background (or bar color) with the regime color and renders a modular on-chart dashboard showing the active regime, a curve-delta trend arrow, live yield snapshots, a quantitative strength score, multi-horizon confluence, dwell-time, rolling regime frequencies, and a transition log. === WHY IT IS DIFFERENT === Most public yield-curve scripts plot the 10Y-2Y spread or flag a single inversion event. This script decomposes every curve move into the two dimensions that actually matter for fixed-income interpretation: 1) Curve direction : did the spread steepen or flatten? 2) Yield direction : did short and long yields rise or fall? Crossing these dimensions produces six distinct regimes, each with a different macro meaning. A +10 bp move in the 2s10s spread can be a "Bull Steepener" (Fed easing – risk-on friendly) or a "Bear Steepener" (inflation / term-premium driven – risk-off friendly). Flagging only the spread hides that distinction; the six-regime framework exposes it. On top of that six-regime base, this indicator adds four analytical layers that, to the best of our knowledge, are not combined in any existing public yield-curve script: • A Z-score-based Strength score (0–100) that quantifies *how convincing* each regime is instead of treating it as a binary flag. Calibrated so |Z| = 2.0 (the 95 % confidence band) maps to 100. • A Multi-Horizon Confluence score (0/3, 1/3, 2/3, 3/3) computed by running the same regime detection on three independent offsets (fast / mid / slow) and measuring agreement across horizons. • A Dwell-Time counter plus a rolling history of the last N regime transitions, so the viewer can see not just the current regime but its persistence and transition path. • A rolling Regime-Frequency statistic showing what percentage of the last freqLen bars each regime occupied, rendered as an inline bar and a precise percentage in a dedicated dashboard block. These are genuine additions to the calculation – not cosmetics. All of them are visualized in the on-chart dashboard so the reader can consume the extra information at a glance. === THE SIX REGIMES (core logic) === Let curve = longRate - shortRate, compared against its value "offset" bars ago. A regime fires when all three conditions hold simultaneously: Bull Steepener : curve widens, short falls, long falls (short falls faster – classic early easing cycle) Bear Steepener : curve widens, short rises, long rises (long rises faster – inflation / term premium / supply) Steepener Twist : curve widens, short falls, long rises (reflation pivot / policy-vs-inflation divergence) Bull Flattener : curve narrows, short falls, long falls (long falls faster – flight to quality / recession bid) Bear Flattener : curve narrows, short rises, long rises (short rises faster – aggressive Fed tightening) Flattener Twist : curve narrows, short rises, long falls (stagflation signal / tightening into weakness) Exactly one regime fires per bar (the six conditions are mutually exclusive by construction). When none triggers, the background stays clean. === HOW TO READ THE DASHBOARD === • Header row – ticker + timeframe context. • Active row – the regime currently firing, tinted in its own color, with a ▲ / ▼ / ▬ arrow showing the signed change of the curve over the fast offset window. • Strength bar – █-fill from 0 to 100 plus the exact score. • Confluence row – ●●● / ●●○ / ●○○ / ○○○ plus score 0/3 … 3/3. • Dwell row – bars elapsed inside the current regime. • Yields block – live short, long, and curve values. • Legend block – every enabled regime with a colored dot and a live "● aktiv" / "○ ruhend" status. • Frequency block – each regime's share of the last freqLen bars, shown as a 10-step bar plus exact percentage. • Transitions – a log of the most recent regime changes (newest first). • Background/bars – tinted in the active regime's color, optionally dimmed when Strength is low. === HOW TO READ THE ANALYTICAL LAYERS === • Strength bar (█████░░░░░ 65 / 100) – the farther right it fills, the more statistically significant the regime move is relative to its rolling volatility. Calibrated so a Z-aggregate of 2.0 (roughly the 95 % band of a normal distribution) maps to a score of 100. • Confluence (●●○ 2/3) – how many of the three horizons confirm the fast-horizon regime. 3/3 is a strong multi-timeframe signal; 1/3 is fast-only; 0/3 means no active regime on any horizon. • Dwell – bars elapsed inside the current regime. Useful for spotting exhausted vs. freshly-started regimes. • Frequency – every regime's rolling share of the freqLen window, letting you see at a glance which regime has dominated the current macro cycle. • Transitions – a compact log of the most recent regime changes. === SETTINGS (all inputs are grouped and collapsible) === • Symbols & Offset – pick any two yield tickers plus three lookback windows (fast / mid / slow) for confluence. • Detection – rolling window for frequency statistics, maximum stored transitions. • Display – background vs. bar coloring, transparency, optional strength-coupled transparency. • Regime selection– enable/disable any subset of the six regimes. • Color palette – fully user-overridable regime colors. • Dashboard – master toggle, compact mode (active regime only), independent per-section toggles for header, active+strength, confluence, dwell, yields, legend, frequency, and transitions, plus configurable position and text size. === HOW TO USE IT === • As a macro / risk-regime filter on SPX, NDX, DXY, TLT, HYG, BTC, gold or any risk-sensitive instrument: the regime in force often explains why cross-asset correlations are behaving the way they are. • To disambiguate yield-curve headlines: a "curve is steepening" print means something very different if it is a Bull Steepener vs. a Bear Steepener; this indicator answers that question at a glance. • To study historical regime transitions: switch background mode on and scroll back through past cycles to see how regimes clustered around recessions, pivots, and inflation shocks. • The offset inputs let you tune sensitivity: 1 bar for intraday regime nowcasting, 5–20 bars for swing and macro framing. === NOTES & LIMITATIONS === • Defaults to US02Y and US10Y but accepts any two yield symbols – not hard-coded to U.S. Treasuries; works on Bund, Gilt, JGB curves if the data is available on your plan. • Regimes are evaluated on bar-close comparisons and can flip intrabar on lower timeframes; use daily or weekly for stable macro readings. • The Strength score relies on rolling standard deviations over a 50-bar window. On low-liquidity / low-frequency data the σ estimate can be unstable for the first 50 bars after loading. • Multi-Horizon Confluence runs the raw regime detection on mid and slow offsets, so slower horizons can confirm a faster signal even when their Δcurve is small – this is by design, not a bug. • The Steepener Twist and Flattener Twist cases are structurally rarer than the four main regimes and often mark transitions rather than trends – treat them as context, not as standalone signals. • This is an analytical / visual tool, not a buy/sell system. It does not generate entries, exits, or forecasts.
Penunjuk Pine Script®
oleh SmartMoneyHour-GMB-Quant
Institutional Session Profiler [JOAT]Institutional Session Profiler Introduction The Institutional Session Profiler builds a real-time volume-by-price distribution for each of the three major trading sessions — Asia (Tokyo, 01–09 UTC), London (07–16 UTC), and New York (13–22 UTC). For each session, it calculates the Point of Control (POC — the price level with the highest traded volume), the Value Area High (VAH) and Value Area Low (VAL) encompassing 70% of session volume, and a net buy/sell delta that reveals directional institutional participation within the session. Profile shapes are rendered as smooth polyline waves via Catmull-Rom cubic spline interpolation, giving the profiles a clean, readable curve rather than a jagged bar histogram. The core problem this solves: standard volume profile tools display a single aggregated profile for an arbitrary lookback. Institutional traders operate within defined session windows — Asia sets the range, London typically engineers liquidity, New York resolves direction. Mapping volume distribution per session reveals where institutions are genuinely active versus where price is simply passing through thin volume. Core Concepts 1. Lower-Timeframe Volume Accumulation To build accurate price-level histograms on any chart timeframe, 1-minute (or user-specified lower timeframe) bars are requested via Pine Script's security_lower_tf function. Each sub-bar's volume is classified as buy-side or sell-side, then placed into the session's price bins: array ltf_c = request.security_lower_tf("", i_ltf, close) array ltf_v = request.security_lower_tf("", i_ltf, volume) for i = 0 to ltf_c.size() - 1 float p = ltf_c.get(i) float v = ltf_v.get(i) int idx = int(math.floor((p - s_asia.lo) / bin_size)) s_asia.bins.set(idx, s_asia.bins.get(idx) + v) This means the profile represents actual sub-bar traded volume distributed across price, not a simple tick count or approximation from chart-timeframe candles. 2. Point of Control and Value Area The POC is the bin index with the highest accumulated volume. The Value Area is computed by iteratively expanding from the POC outward, adding the higher-volume neighbor bin at each step until 70% of total session volume is captured: float target = total_vol * VA_PCT // VA_PCT = 0.70 float accum = bins.get(poc_idx) int lo_i = poc_idx int hi_i = poc_idx while accum < target // expand toward whichever neighbor bin has more volume The resulting VAH and VAL define the zone where the majority of institutional volume transacted. Price inside the value area is "accepted" — price outside it is either in premium or discount relative to session fair value. 3. Catmull-Rom Spline Profile Rendering Rather than rendering a stepped histogram, the volume bins are smoothed with a double-pass averaging and then connected via Catmull-Rom cubic splines into a polyline. This produces the signature smooth profile wave that is readable at a glance without the visual noise of raw histogram bars: // Control point generation for cubic interpolation float cx0 = x0, cy0 = y0 float cx1 = x1 + (x2 - x0) / 6, cy1 = y1 + (y2 - y0) / 6 // ... polyline rendered via array 4. Session Delta Each session accumulates a running buy/sell delta (buy volume minus sell volume across all sub-bars). The dashboard displays the session delta as a signed value with color coding — positive delta in the Asia session followed by a bullish London opening is a meaningful institutional convergence signal. Features Three Simultaneous Session Profiles: Asia, London, and New York built in parallel, each with its own color Point of Control Line: Horizontal line at the highest-volume price level per session, extended across the full session range Value Area Box: Shaded box from VAL to VAH representing the 70% volume concentration zone Volume Wave: Smooth Catmull-Rom spline profile rendered as a polyline — showing the full shape of volume distribution Buy/Sell Delta: Net directional volume per session displayed in the dashboard Session Range Box: Outer boundary box showing the full session high-to-low range 9-Row Dashboard: Displays session status (open/closed), POC price, VAH, VAL, session range, delta, and total session volume for each active session Alerts: Asia session open, London session open, NY session open, price enters value area, price exits value area Input Parameters Sessions: Asia (01–09 UTC): Toggle Asia session profiling (default: on) London (07–16 UTC): Toggle London session profiling (default: on) New York (13–22 UTC): Toggle NY session profiling (default: on) Volume Profile: LTF for Volume: Lower timeframe to use for sub-bar volume accumulation (default: 1m). Must be smaller than chart timeframe. Profile Bins: Number of price levels in each session distribution (default: 35, range: 10–100). More bins = finer resolution. Show Value Area (70%): Toggle VAH/VAL box rendering (default: on) Visualization: Asia / London / NY Colors: Independent session color selection Box Transparency: Base transparency of session range and value area boxes (default: 85) Show Volume Wave: Toggle Catmull-Rom spline profile rendering (default: on) Dashboard: Position: Top Right, Top Left, Bottom Right, Bottom Left (default: Top Right) How to Use This Indicator Step 1: Locate the POC and Value Area The POC is the single most important price level in each session — it represents the highest institutional agreement. Value Area (VAH to VAL) is where the majority of volume transacted. Price above VAH is premium; price below VAL is discount. Step 2: Identify Session Transitions The London open (07 UTC) frequently engineers liquidity above or below the Asia range. If London takes out the Asia high and then reverses, the Asia POC becomes a magnetic target. The NY open at 13 UTC is the resolution event — watch for which side of the London value area price is trading on at that open. Step 3: Read the Session Delta A session with strong positive delta (more buy volume than sell volume) combined with price closing near the VAH suggests institutional accumulation. Negative delta closing near VAL suggests distribution. Divergence between price direction and delta direction is a key reversal signal. Step 4: Use VAH/VAL as Dynamic S/R After a session closes, its VAH and VAL remain on chart as reference levels. These levels frequently act as support or resistance in the following session because institutional participants remember where the majority of volume transacted. Originality Statement This indicator is original in its combination of per-session volume profile construction using lower-timeframe data with Catmull-Rom spline visual rendering and real-time delta tracking across three simultaneous sessions. Its publication is justified because: Volume profiles are typically computed for arbitrary user-defined time windows or fixed periods. Per-session profiling maps institutional behavior to the actual time windows in which institutions operate — Asia, London, and New York — creating contextually meaningful distributions rather than arbitrary aggregations Catmull-Rom spline interpolation of the bin array produces a smooth, continuous profile shape that preserves the true distribution topology while being readable without histogram visual noise Real-time lower-timeframe volume decomposition into price bins on any chart timeframe gives accurate sub-bar volume placement that chart-timeframe-only calculations cannot produce Simultaneous three-session display with independent POC, VAH, VAL, and delta tracking per session enables cross-session analysis that no single-profile tool can provide Limitations LTF data requests consume additional computation. On very high timeframe charts (4H+), 1-minute LTF data pulls are large. Consider using 5m LTF on higher timeframes to reduce computation. The buy/sell volume classification (close >= open = buy) is an approximation at the 1-minute level. True tick-direction is not available in Pine Script. Session times are fixed UTC offsets. Daylight saving time transitions may shift the actual institutional open by one hour depending on the exchange. Value Area calculation uses 70% of session volume by default. This follows the standard Market Profile convention but the threshold is not universally agreed upon. On assets with very low volume (illiquid instruments), the profile bins will be sparse and the spline shape may not be representative of meaningful distribution. Disclaimer This indicator is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Session volume patterns do not guarantee future price behavior. Always use proper risk management. -Made with passion by jackofalltrades
Penunjuk Pine Script®
oleh officialjackofalltrades
Position Size Calculator CENTRALThis tool calculates position size based on account balance, risk percentage, stop loss in pips, and pip value. It is designed to help traders apply consistent risk management across different market conditions. Formula used: Position Size = Risk Amount / (Stop Loss × Pip Value) Example: If you risk 1% of a $10,000 account with a 10 pip stop loss, the tool will automatically calculate the correct lot size. Author: Sebastián Figueroa
Penunjuk Pine Script®
oleh equipomase
CentralTrading PRO Lot Calculator🚀 CentralTrading PRO Lot Calculator Advanced Risk Management & Position Sizing Tool 🧠 Description CentralTrading PRO Lot Calculator is a professional-grade trading tool designed for traders who understand that consistent profitability comes from risk management, not entries. This indicator automatically calculates your optimal lot size based on your account balance, predefined risk percentage, and stop loss distance. It provides a structured and disciplined approach to position sizing, eliminating emotional decision-making and helping you execute trades with precision. Built with the mindset of funded traders and institutional risk models, this tool allows you to operate with a clear, rule-based system directly on your chart. ⚙️ Key Features ✔ Automatic lot size calculation based on risk (%) ✔ Real-time risk display in monetary value ✔ Stop Loss integration for precise position sizing ✔ Clean and professional on-chart dashboard ✔ Fixed panel (non-moving) for better usability ✔ Compatible with Forex, Indices, and Metals
Penunjuk Pine Script®
oleh equipomase
Kelly Criterion CurveThe Kelly Criterion Curve indicator gives you the leverage/return tradeoff by displaying a bell curve with growth and leverage. This indicator shows where you are on the risk curve depending your allocation/leverage used and the optimal leverage to use in any asset. What Does It Show? The indicator plots the Kelly growth function: g(f) = μ·f - 0.5·σ²·f² Where: g(f) = Expected growth rate at leverage f μ = Annualized return σ = Annualized volatility f = Leverage multiplier The curve peaks at the Optimal Kelly leverage (full Kelly) and then declines, showing that: Too little leverage = underutilized capital Too much leverage = volatility drag destroys returns The curve is dynamically divided into zones based on your asset's return profile: Underinvesting (Green) - Too conservative, underutilized capital Optimal Sizing (Teal) - Sweet spot for position sizing High Risk (Yellow) - Diminishing returns, high volatility drag Never Logical (Red) - Risk outweighs reward Suicidal (Black) - Negative expected returns Position Markers ★ Kelly Optimal (Green/Red) - Maximum long-term log growth leverage ½ Kelly (Yellow) - Conservative sizing (recommended most times) Settings for Kelly Calculation Lookback Period - Historical data window for calculations (default: 252 = 1 year) Annual Trading Days - For annualization (default: 252) Use Log Returns - More accurate for compounding (recommended: ON) Curve Smoothness (20-200) - Number of points on curve (default: 100) Maximum Leverage Display (2-10x) - X-axis range Show Short Positions - Display negative leverage for short strategies. Note the chart is not fully optimized for shorts. Show Optimal Kelly Marker - Mark optimal leverage on curve Show Half Kelly Marker - Mark conservative leverage How to Use Look at Optimal Kelly - This is the theoretical maximum for the period analyzed Use Half Kelly for conservative sizing Check which risk zone your position falls into If your leverage is in the High Risk zone → Consider reducing If you're in Never Logical or Suicidal → I wish you good luck because you will need a lot If you're in Underinvesting → You may be too conservative IMPORTANT The indicator is based on past returns and volatility. It CANNOT predict: Market crashes Regime changes Black swan events If you use Optimal Kelly and suddenly there's a crash, you are toasted. Full Kelly maximizes long-term growth but can experience large drawdowns Most traders use ¼ to ½ Kelly for risk management You should almost never use full Kelly, unless you are extremely confident Remember leverage amplifies gains and losses Notice how Max Growth isn't simply Ann. Return × Leverage The formula accounts for volatility drag (the cost of using leverage) Higher volatility = lower optimal leverage The Kelly Criterion was developed by John L. Kelly Jr. in 1956 for information theory and later adapted for gambling (card counting for example, pioneered by Edward O. Thorp), and investing. Optimal Leverage: f* = μ / σ² Expected Growth Function: g(f) = μ·f - 0.5·σ²·f² This is a quadratic function that forms the bell curve you see on the chart. This indicator pairs perfectly with my other indicators: Kelly Optimal Leverage Indicator Jensen's Inequality + Kelly Leverage Multi-Leverage VAR/VaG Indicator For deeper insights on Kelly Criterion and optimal leverage: Read my article: Unlock the Power of Monte Carlo Read these papers: Alpha Generation and Risk Smoothing using Managed Volatility Leverage for the Long Run - A Systematic Approach to Managing Risk and Magnifying Returns in Stocks Trading with leverage involves substantial risk of loss. The Kelly Criterion provides a theoretical framework - actual trading requires additional risk management, market analysis, and psychological discipline. Some examples of using the Kelly Criterion Curve: Russel 2000, last 500 days Kelly curve Here's you can see that the optimal sizing over the last 500 days would have been around 1.7x leverage and that full Kelly is 3.4x leverage. While Russel 2000 returned 16%, full Kelly would have returned 27.8%, and more that full Kelly (3.4x leverage) would lower the returns. Berkshire Hathaway, last 1000 days Kelly curve BRK stock optimal Kelly (full Kelly) is 2.5x for the last 1000 trading days. To reduce volatility, one could use 1/2 Kelly which is 1.25x leverage. Bitcoin, last 2000 trading days Kelly curve Very interestingly, the indicator tells us not to leverage Bitcoin. Even a 2x leverage can lead to ruin given its volatility, and in fact, in 2025 many traders got liquidated while leveraging Bitcoin by 2x. Let me know if you have questions, suggestions and comments. - Henrique Centieiro
Penunjuk Pine Script®
oleh HenriqueCentieiro
Multi-Sector Oil Correlation TrackerI've been always interested in the correlation between oil prices and the different sectors, but after writing the article " 8 Reasons Why the 2026 Oil Shock Is Different From the 1970s Crisis ", I felt that I needed to go a bit further in understanding these correlations. This Multi-Sector Oil Correlation Tracker tracks real-time correlations between oil prices and major market sectors, helping you to identify sector rotation opportunities and oil price impacts. HOW IT WORKS Calculates Pearson correlation coefficients between crude oil NYMEX:CL1! (you can replace with TVC:USOIL ) and six key sectors: Energy (XLE) - Typically positively correlated Transportation (XTN) - Often negatively correlated (fuel costs) Consumer Discretionary (XLY) - Sentiment indicator Financials (XLF) - Economic health gauge Technology (QQQ) - Risk appetite proxy Industrials (XLI) - Economic activity measure Correlations range from -1 (perfect negative) to +1 (perfect positive). Values above ±0.5 indicate strong relationships. HOW TO USE STRONG POSITIVE (>0.5): Sector moves with oil - consider energy/inflation plays STRONG NEGATIVE (<-0.5): Sector moves against oil - defensive positioning WEAK CORRELATION (-0.3 to 0.3): Decoupling - sector-specific factors dominate Watch for correlation shifts at the reference lines (±0.3, ±0.5) to spot regime changes. USE CASES Sector Rotation Strategy: Identify which sectors benefit/suffer from oil moves Portfolio Hedging: Find negatively correlated sectors for balance Risk Management: Monitor when correlations spike (systemic risk) Energy Trade Timing: Confirm energy sector entries when correlation is strong Macro Analysis: Understand oil's current influence on different parts of the market Best used on daily or 4-hour timeframes for reliable statistical relationships. The chart above illustrates well how USOIL is correlated with XLE, and the indicator shows indeed a 0.46 correlation. Let me know if you have suggestions and comments. - Henrique Centieiro
Penunjuk Pine Script®
oleh HenriqueCentieiro
2
Aegis HMA Sentinel [wjdtks255]Aegis HMA Sentinel : Multi-Filter Trend Execution System ■ OVERVIEW Aegis HMA Sentinel is a comprehensive trend-following execution framework designed for traders who demand statistical confirmation before entry. By synthesizing Hull Moving Average (HMA) with a Multi-Layer Filtering Engine, it identifies high-conviction breakout opportunities while managing risk through an integrated position-sizing calculator. ■ STRATEGIC ARCHITECTURE Dual-Trend Synchronization: Combines current timeframe HMA with an optimized HTF (Higher Timeframe) filter to ensure trades are only executed in the direction of the dominant market tide. The "White Line" Guardian: A long-term baseline that acts as a structural filter, preventing "Long" entries in bearish cycles and "Short" entries in bullish cycles. Multi-Dimensional Filters: Volume Filter: Detects institutional participation (1.5x average). Candle Momentum Filter: Validates the strength of the breakout bar’s body. Live Analytics Dashboard: A real-time performance tracker displaying Win Rate, Cumulative PnL, Total R/R, and Recommended Position Size based on your account equity.
Penunjuk Pine Script®
oleh wjdtks255
Vigilant Asset Allocation (VAA)1. Where VAA comes from The basic observation behind VAA is not new. Jegadeesh and Titman showed in 1993 that stocks with strong recent returns keep outperforming for roughly three to twelve months. That finding was initially confined to equities, but Asness, Moskowitz and Pedersen (2013) later confirmed that the same pattern holds across bonds, currencies and commodities. Momentum, it turns out, is not just a stock-picking anomaly. It works at the asset-class level too. Moskowitz, Ooi and Pedersen (2012) took this one step further. They looked at time-series momentum rather than cross-sectional momentum. The distinction matters: cross-sectional momentum asks "which asset is doing best?", while time-series momentum asks "is this asset going up at all?". VAA uses both questions, but the time-series version is what drives the breadth filter. Faber (2007) probably deserves credit for bringing momentum into mainstream tactical allocation. His rule was simple: hold an asset when it trades above its ten-month average, sell when it drops below. Crude, but it cut drawdowns significantly. Antonacci (2014) refined this into dual momentum, combining trend direction with relative strength across two universes. Keller and Keuning (2017) built on all of this but added something the earlier models lacked: a breadth dimension. Instead of looking at each asset independently, they count how many offensive assets carry positive momentum. If even one drops below zero (in the aggressive B=1 variant), the entire allocation goes defensive. The reasoning is straightforward. When breadth deteriorates, trouble is usually on the way. Waiting for every asset to turn negative is waiting too long. In their original backtest (1970-2016, using Shiller extended data for the early period and ETF prices from inception), VAA-G4 produced roughly 17.7% annualised with a maximum drawdown of about 16.1% (Keller and Keuning, 2017, Table 2). These are in-sample numbers. They tell you what happened, not what will happen. 2. How the model works 2.1 Momentum scoring Every asset gets a 13612W score, a weighted combination of four return lookbacks: mom = 12 * r1 + 4 * r3 + 2 * r6 + r12 The r values are simple returns: r1 = close / close - 1, and so on for 63, 126 and 252 bars. The one-month return gets the heaviest weight (12), the twelve-month return the lightest (1). Recent momentum matters more, but the yearly anchor keeps the score from overreacting to short-term noise. There is no normalisation. The raw score is used only for two things: ranking assets within each universe, and checking whether it is positive or negative for the breadth count. 2.2 The two universes Keller and Keuning specified these defaults: Offensive (growth): - SPY (S&P 500) - EFA (international developed) - EEM (emerging markets) - AGG (US aggregate bonds) Defensive (preservation): - LQD (investment-grade corporate bonds) - IEF (7-10 year treasuries) - SHY (1-3 year treasuries) All seven are changeable in the settings. If you swap in other ETFs, make sure they have enough history. 2.3 The breadth rule Each day the indicator counts how many offensive assets have positive momentum. Call the count of non-positive ones n_negative. The rule: - n_negative >= B (default 1): go to the top defensive asset - n_negative < B: go to the top offensive asset With B=1, one single negative asset triggers the switch. That is aggressive in the sense of being quick to flee. Keller and Keuning argue this is the right trade-off. Breadth erosion tends to precede broader sell-offs, so early rotation is worth the occasional whipsaw. 2.4 Rebalancing The paper prescribes monthly rebalancing. The indicator locks the allocation at the close of the last trading day of each month. Everything that happens between rebalances is monitoring only. The dashboard shows both the locked position ("held") and what the model would do today ("live"). Daily rebalancing is available as an option. It is not what the paper tested. 2.5 Ties When two assets have the exact same momentum score, the one listed first wins. Sounds arbitrary because it is. But four overlapping return windows make exact ties rare in practice. 3. What you need - TradingView, any plan (free works, Pro lifts the alert cap) - A daily chart. The lookbacks assume daily bars. On weekly or intraday charts the periods are wrong and the dashboard flags it. - 252 bars of history for every symbol. Until that is available, the model shows "warming up". 4. Setup and settings 4.1 Getting started Add the indicator to any daily chart via the TradingView indicator search. It loads with the Keller/Keuning defaults. The status row at the bottom of the dashboard tells you when the model is ready. 4.2 Strategy Breadth Threshold (B): 1 matches the paper. Raising it to 2 means two assets have to go negative before the model rotates. Fewer whipsaws, slower reaction. Monthly Rebalancing: On by default. Off gives you daily updates, which is useful for experimentation but not what the literature tested. 4.3 Symbols Offensive and defensive universes are fully configurable. If you replace an ETF, check that TradingView has daily data going back at least a year. 4.4 Visuals Background Mode: "Position" tints the background green (offensive) or red (defensive). "Off" removes it. Candle Colouring: Paints candles by breadth strength. Full green at 4/4 positive, full red at 0/4, faded tones in between. Transparency is adjustable. Color Theme: Eight palettes. All of them work in both dark and light mode. Glow Effect: Adds layered transparent lines behind the main plot. Useful if the signal gets lost in a busy chart. Off by default. 4.5 Dashboard The table in the top right (moveable) shows: - Regime: offensive or defensive, with the breadth count - Allocate: which specific ETF to hold (100% always) - Live: intra-month reading (only visible in monthly mode) - Individual asset rows: 13612W scores and a trend arrow (up, down, or flat compared to 5 bars ago) - Status: "active", "warming up", or "wrong timeframe" 4.6 Alerts Five conditions, all behind a master switch: - Regime switches to offensive at month-end - Regime switches to defensive at month-end - Held asset changed (same regime, different pick) - Live breadth dropped between rebalances - Live breadth recovered between rebalances The live alerts are early warnings, not trade signals. They tell you the next rebalance might produce a change. 5. Reading the chart The step line maps the breadth count to a 0-10 scale: | Breadth | Value | What it means | | 4/4 positive | 0.0 | Everything trending up | | 3/4 positive | 2.5 | One weak link, still offensive with B=1 | | 2/4 positive | 5.0 | Defensive if B is 2 or below | | 1/4 positive | 7.5 | Broad weakness | | 0/4 positive | 10.0 | Nothing working | The threshold line sits at B * 2.5. Above it means defensive. The zone fill below the threshold marks the offensive region. One thing to keep in mind: the distances between these steps do not mean anything quantitative. 5.0 is not "twice as bad" as 2.5. It is an ordinal display, not a risk score. 6. How to actually use it The simplest workflow: check the dashboard on the last trading day of the month. Look at the "Allocate" row. Buy that ETF at the open of the next session. Done until next month. If you want a heads-up, turn on the live alerts. A "breadth dropped" alert mid-month tells you the next rebalance might flip regimes. That gives you time to plan, not to act early. The month-end values are what count. VAA does not know about your taxes, your broker fees, or your risk tolerance. Treat it as one input to your decision process, not the whole process. 7. What the model does not do It does not model execution. There is no bid-ask spread, no slippage, no market impact. It cannot protect you from whipsaws. Momentum systems by nature struggle in choppy, directionless markets. The breadth filter helps, but a month where sentiment flips back and forth will still produce unnecessary trades. Monthly rebalancing is both a feature and a weakness. It keeps you from overtrading, but it also means a crash in the middle of a month does not trigger any action until month-end. The backtests in the paper used extended data that goes back to 1970. The actual ETFs (EEM, AGG) only started trading in 2003. TradingView data will not replicate the full historical period. The model is always invested. There is no cash option. You are either in the top offensive or the top defensive ETF. Momentum can stop working. Correlations change. What the academic literature documents as a persistent anomaly can go through multi-year stretches of underperformance. The 2009 recovery, for instance, was fast enough to catch most trend-following systems off-guard. 8. Common questions Why does it say "warming up"? The model needs 252 daily bars per symbol. Loading the indicator on a chart without enough history means it cannot compute the twelve-month return component. Can I run this on a 4-hour chart? You can, but 21 bars on a 4-hour chart is not a month. The lookbacks will be wrong. The dashboard will flag this. I changed the symbols and the readings look off. Make sure the replacement ETFs actually have a year of daily data on TradingView. Some regional ETFs or newer funds do not. The live reading disagrees with the held position. That is expected in monthly mode. The held position only updates at month-end. The live reading shows what would happen if you rebalanced today. They diverge by design. Should I trade every time the live reading changes? No. Unless you deliberately turned off monthly rebalancing, the live reading is for awareness, not for execution. References Antonacci, G. (2014) Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk. New York: McGraw-Hill. Asness, C.S., Moskowitz, T.J. and Pedersen, L.H. (2013) 'Value and Momentum Everywhere', The Journal of Finance, 68(3), pp. 929-985. doi:10.1111/jofi.12021. Faber, M.T. (2007) 'A Quantitative Approach to Tactical Asset Allocation', The Journal of Wealth Management, 9(4), pp. 69-79. Jegadeesh, N. and Titman, S. (1993) 'Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency', The Journal of Finance, 48(1), pp. 65-91. doi:10.1111/j.1540-6261.1993.tb04702.x. Keller, W. and Keuning, J.W. (2017) 'Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less', SSRN Electronic Journal. doi:10.2139/ssrn.3002624. Moskowitz, T.J., Ooi, Y.H. and Pedersen, L.H. (2012) 'Time series momentum', Journal of Financial Economics, 104(2), pp. 228-250. doi:10.1016/j.jfineco.2011.11.003.
Penunjuk Pine Script®
oleh EdgeTools
Execution Discipline EXECUTION DISCIPLINE – HOW TO USE (Jeff Sun Inspired) This indicator is a real-time execution filter, not a buy/sell signal system. It is designed to help you decide when NOT to trade and when conditions are aligned for high-quality setups. The table shows three columns: RULE – the condition being checked VALUE – the live market value of that condition STATUS – whether the rule is satisfied (OK) or violated (NO) The FINAL row is the most important: If FINAL = VALID → all conditions are satisfied and trading is allowed If FINAL = NO TRADE → even one rule is broken and you should not enter a trade RULES EXPLAINED: LoD Distance (Low of Day risk) Measures how far price is from the intraday low in ATR terms. Prevents buying weak or unstable price action. Rule: must be within 0.6 ATR from Low of Day. Distance from 50 Moving Average Prevents chasing extended moves. Rule: price must be within 4 ATR of the 50 MA. RVOL (Relative Volume) Measures institutional participation. Higher RVOL = stronger conviction and breakout strength. Rule: must be above the set threshold (default 1.5). 200 MA Trend Filter Ensures trades are taken only in supportive higher timeframe trend. Rule: 200 MA must be flat or rising. Time Filter Avoids early market noise and unstable opening volatility. Rule: no trades in first 30 minutes after market open. HOW TO USE IT: Step 1: Scan your watchlist during the trading session Step 2: Wait for FINAL = VALID Step 3: Only consider entries when all rules are OK Step 4: If any rule is NO, skip the trade completely IMPORTANT: This indicator does not predict direction. It only enforces discipline and filters low-quality trades. It is meant to improve consistency, not increase trade frequency. CORE PRINCIPLE: If it is not VALID, it is not a trade.
Penunjuk Pine Script®
Pendidikan
oleh satmmc86
PnL Target/Stop Calculator $100 - $2000This tool plots gains and losses in $100 increments from $100 - $2000. This can be used to find stop losses and targets based on PnL or to find the price where a specific loss or gain will occur at, and this is shown visually on chart with horizontal lines. The user must define 2 values: The average entry price and how much is invested. This is done by going into the indicator's settings and clicking the Input tab. Both entry and cash amount are used to determine where $100 increments of gain and loss are. What's displayed? - The brightest solid green line shows your entry. - The skinniest dashed green line shows $100 loss/gain. - The dotted green line shows $200 loss gain. - It also contains a 1.6% stop, shown by the dashed purple lines. - Solid green lines are $1000, $1500, and $2000. After $1000 gain, the indicator shows gain in $250 increments up until $2000. While PnL loss only goes up to $1000. Here is how this is calculated: $100 loss = . $100 gain = $200 loss = . $200 gain = ...And so on. To keep the horizontal lines after the indicator is removed, draw a horizontal ray or a horizontal line where the lines are drawn by the indicator and then remove the indicator after drawing the lines you wanted.
Penunjuk Pine Script®
oleh CryptoNFood
Index Futures Position Size CalculatorA simple, free position size calculator for CME index futures. Click Entry, click Stop Loss, pick your asset, get your contract size. That's it. ═══════════════════════════════════ ✦ SUPPORTED INSTRUMENTS MNQ • MES • NQ • ES — all CME tick values hardcoded. ═══════════════════════════════════ ✦ FEATURES → One-click Entry & Stop Loss directly on chart → Auto 1-handle SL buffer (protects against wick hunts) → Asset dropdown — no manual tick value entry → Custom rounding (≥0.75 rounds up, else down) → Green Entry / Red SL lines with price labels → Clean black-on-white size panel, top right ═══════════════════════════════════ ✦ HOW TO USE Add to chart → click Entry → click Stop Loss Settings → pick asset, enter Account Size & Risk % Read your size from the top-right panel ═══════════════════════════════════ ✦ TIP If you're trading a funded challenge, here are two clean ways to use this tool with your max loss limit: Method 1 — Loss budget split Decide how many consecutive losses you can take before you're out. Divide your max loss by that number, and use the result as your "Account Size" with Risk % at 100. Example: $2,000 max loss ÷ 5 losses = $400 per trade → Account Size: $400 | Risk %: 100 Method 2 — Direct percentage Enter your full max loss as Account Size and set Risk % to your per-trade percentage. Example: $2,000 max loss, risking 20% per trade → Account Size: $2,000 | Risk %: 20 Both give the same result — pick whichever feels more natural. ═══════════════════════════════════ ✦ A NOTE FROM THE AUTHOR Built with Claude AI for my own daily trading. Sharing it free because clean tools shouldn't be locked behind paywalls. 100% free. 100% open source. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, republish your own version — it's yours. ═══════════════════════════════════ ✦ DISCLAIMER Educational tool only. Not financial advice. Futures trading carries substantial risk of loss. Always verify calculations against your broker's parameters before trading. Built with ❤️ by REDz & Claude
Penunjuk Pine Script®
oleh Green_Room
Sovereign Trade Setup [Pro]Sovereign Trade Setup 👑 Stop manually calculating risk. Stop drawing messy lines. And most importantly—stop staring at the chart waiting for your levels to hit. The Sovereign Trade Setup is a premium, fully interactive visual trade manager designed to bridge the gap between trade ideation and flawless execution. Built with modern UI/UX principles, this indicator allows you to map out your entire trade directly on the chart using point-and-click mechanics, dynamically calculates your exact position size, and acts as an automated sentinel that alerts you the exact second your parameters are breached. 🌟 Key Features Interactive Point & Click Setup: No more typing numbers into settings menus. When you add the indicator, simply click the chart to anchor your Start Time, Entry Zone (High/Low), Stop Loss, and Take Profit targets. Hold Ctrl / Cmd (or use Magnet Mode) to snap directly to candle highs and lows! Auto-Direction Detection: Whether you are planning a Long breakout or a Short breakdown, the script instantly calculates the math. It compares your Entry to your Stop Loss and flips all logic and visual colors automatically. Dynamic Risk & Position Sizing Calculator: Input your total Account Balance and Risk Percentage (%). The indicator instantly calculates your maximum dollar risk and tells you exactly how many units/shares you need to buy to mathematically protect your capital. Pro-Grade Visuals & HUD: Features a sleek, translucent heads-up display (HUD) that tracks your real-time Risk-to-Reward (R:R) ratios and the exact status of your trade (Pending, Filled, Hit, or Stopped). Visuals can be fully customized or toggled off to keep your chart clean. 🚨 The Crown Jewel: State-Based "Set & Forget" Alerts 🚨 Trading should be about executing a plan, not babysitting a 1-minute candle. This indicator features a highly advanced, sequential alert system designed to prevent notification spam and only notify you when it matters. How the Alert Engine Works: The script remembers the "state" of your trade. It will only alert you to a Take Profit or Stop Loss if your Entry Zone has actually been filled first. Furthermore, if you get stopped out, it completely disables the Take Profit alerts so you don't get false positives later in the week. You can configure 4 distinct, single-fire alerts: 🟢 Entry Hit: Price has officially dropped into your setup zone. 🔴 Stop Loss Hit: Your invalidation level was breached. Trade over. 🎯 Take Profit 1 Hit: First target reached. Time to scale out or move stops. 🚀 Take Profit 2 Hit: Final target reached. How to set it up: Once your levels are drawn on the chart, click the Alert icon (the clock) in TradingView. Select "Sovereign Trade Setup " as the condition, choose "Any alert() function call", and let the indicator do the heavy lifting. Go live your life, and let your phone notify you when it's time to act! 📖 How to Use Add to Chart: Apply the indicator to your chart. Point & Click: TradingView will prompt you to click the chart 6 times. Click 1: Set the Start Time (click the specific candle where your setup begins so the script ignores historical data). Clicks 2-6: Set your Entry Zone boundaries, Stop Loss, and Take Profit levels. Fine-Tune: Open the indicator settings (⚙️) to micro-adjust your exact price levels to the penny, input your account balance, or customize your colors. Set Your Alerts: Create an alert using the "Any alert() function call" condition. Walk Away: Let the Sovereign Trade Setup watch the market for you.
Penunjuk Pine Script®
oleh SovereignCharts