Position size optimizer RNR_0// 1. When market volatility is severe, the use of equal weight systems is eliminated.
// 2. It is a bad strategy to concentrate bets since they drive the short position, which ultimately influences the whole book of trade.
// 3. Expect your short positions to get squeezed by at least 10% during the next five trading days.
// 4. When there are bear markets, the correlation goes to 1. Allow for the fact that both Longs and Shorts will go against you at the same time.
// 5. Unprofitable trades increase in magnitude rapidly.
// 6. Unlike in an up-trending market, there are no 2-3 wins. Winners shrink and contribute less. So, there is an opposite tendency toward oversized positions.
// 7. In contrast to a bull market, in contrast to the long. The winners shrink in size and contribute less. As a result, there is an inverse trend toward oversized positions.
// 9. The winners shrink in size, while the losers grow exponentially The challenge is to size positions in such a manner that they contribute favorably when successful but do not completely obliterate performance when unsuccessful.
Randomly select enter and exit
```
longCondition = bar_index % 33 == 0
if (longCondition and afterStartDate )
strategy.entry("buy", strategy.long, qty = qty)
shortCondition = bar_index % 44 == 0
if (shortCondition)
strategy.close("buy")
```
Position
Forex Position Size CalculatorThe purpose of this position size calculator is to assist fellow traders in their position size calculations straight from tradingview without having to rely on other apps or websites.
Account balance in the 8 major currency pairs are also available as an input option (i.e. if the account balance is based in pounds, dollars, euros, it can be selected).
Right now this only works on the 28 forex cross currency pairs. At a later date, the indicator will be updated to handle exotic pairs, commodities, and gold.
Position Tracker by KrisWatersPosition tracker helps you to know "Stop" and "Take Profit" prices with provided "Entry Price" data. You can use on Long and Short setups.
Forex Position Size CalculatorPosition size calculator for FOREX only!
Lotsize is calculated by using properties described below.
Properties:
- Show position size: Will only be visible on 5m - 15m - 60m chart
- Account Currency:
- Account Size: Between 0 and 10 000 000 units of currency
- Risk: Between 0 and 100%
- Stoploss: Between 0 and 200 pips
- Textcolor
Position calcCurrent script was created to help faster calculate possible gain or loss from a furure trade. Making money management a bit simpler, by changing values you can adjust proper trade leverage and see possible target values
@ Investoz Position CalculatorPosition Calculator
This is how the position calculator works:
To use “Position Calculator” it is required that you know how much capital you want to risk (R). In other words, your R is the total amount you are willing to risk. You also need to know at what price you intend to buy the shares and where you had intended to put your stop loss.
Once you have filled in this information, you will find out how many shares you are allowed to buy and how much you have to invest.
A more detailed explanation can be found below.
Risk Capital (R) = This is the amount you are willing to risk. And by risk, I mean the total amount you are willing to lose completely. If you do not know your (R), you can calculate it in the Risk Calculator here
Buy Level = The price level where you intend to invest.
Stop Loss Level = The price at which you want to put your stop loss level on.
Difference between purchase price and stop loss level = Shows the percentage difference between your buy level and your stop loss level.
Number of shares to buy = Shows how many shares you should buy, considering the risk you have chosen.
Invested Capital = Shows how much you are allowed to invest.
Supertrend / Position SizingSuperTrend with position sizing calculator.
This is based on SuperTrend by Kivanc. I only added the position size calculation and displaying the result.
Position SizingATR based position sizing calculator that takes into account the capital, risk percentage and commissions to be paid. Color changes to green as the affordable position size significantly increases relative to recent history.
Position Size Calculator - Fixed Dollar amount, point value ATRHello Traders,
A very simple code aiming to help you size your position, according to the amount you're accepting to lose AND the current volatility ATR.
Why is it important to use ATR size ? Markets move, and having fixed stoploss values will lead to getting stopped out in case of volatility increase.
You also need to size down your trades in case of more volatily, as more points can be taken or lost.
Hope it helps!
Kudos to Racer9 who inspired me :
海龟头寸 (turtle position)Determine the position of the product to purchase according to:
1. max loss that you could tolerate
2. max volatility that you could tolerate (defined as the multiple of the current ATR)
For example:
current ATR = $5
max loss = $1000
volatility multiple = 2
The position will be
p = $1000 / $5 / 2 = 100 (shares)
Position Size Calculator w/ profit targetsThis script helps the user visualize profit targets and calculates position size based on the input risk amount.
Input variables:
- Risk amount
- Entry price
- Stop loss amount
- Profit target amount
Calculated variables:
- Profit loss ratio
- Position size
- Postion cost
Plotted variables:
- shaded: entry price --> price target (green filled)
- shaded: entry price --> stop loss target (red filled)
- 1:1 p/l ratio --> yellow line
- 2:1, 3:1, 4:1 p/l ratios --> green lines
Overlay text can be toggled on/off in parameter input section
Bitfinex BTC Open InterestBitfinex open interest, or bitcoin open interest chart, shows the amount of open positions currently on Bitfinex BTC / USD trading pairs. Usually when open interest reaches unusually high numbers we'll see an increased volatility in Bitcoin's price. The open interest chart could also be useful for determining the tops and bottoms for Bitcoin.
Weighted Average Calculator - evoTest version of a weighted average calculator, will make an update later with more functions and a better view.
For now it's mainly useful for getting an average value and see how you can ladder into your position,
if you use the weights as the amount you want to order, you can see the total value and expected loss in the label.
You can use the weights as percentage or any numbers you like, but expected loss won't apply to that for now (before update)
5 values and weights available
If you have ideas to add anything or find mistakes send me a message.
Whale Trading SystemThis script is an advanced version of the distributional blocks script.
In distributional buys and sells:
I used a high - low cloud filter, which makes it more prudent to sell the next sell higher for sells and to buy the next purchase lower for buys.
I also used the Stochastic Money Flow Index function because it also uses volume to separate regions.
The long period is 52 weeks, which is equal to one year,
The short period is one-fourth of its value, which is equal to a financial quarter.
Then the values calculated with these periods are calculated by stochastic - rsi logic within the function, giving us two averages and separating the regions according to crossovers and crossunders .
In buys and sales, the higher your next distributional position size makes your profit more .
In the old system, there was a confusion as it was not divided into zones.
Because we divide into zones here, zone changes are the last stop to free up existing positions, and you must reopen each time you change zones.
And I changed standard distribution days, depending on the price change and the histogram, as StochMFI also took into account the volume.
In this way, there is sustainability.
I am also sharing my educational idea that explains the logic of this system in more detail :
Now that we have been divided into regions, a maximum of 10 pieces will suffice us.
And the regional shifts will allow us to sell and buy all of our position size, and now we will feel much more comfortable.
The most timeframe I find most accurate are the weekly bars.
Even in the example, we see how we have benefited from the sharp drop in bitcoin, while the price is falling, and we have lowered the average with higher-weight purchases than the previous one.
In both buys and sales here, both the histogram intensities and the average of the purchases you have reduced with the transactions, or the earnings you have increased with the sales, guide you.
In areas with high volatility ,if we adjust our positions properly, even if we follow the changes in the region, we will get rid of those situations with few wounds and we will surely catch the trend!
NOTE : Crossover/crossunder and distributional buy/sell alerts added.
Best regards , Noldo.
IMM Position CheckerCFTC建玉明細インジケータ『IMM Position Checker』
Commodity Futures Trading Commission (CFTC)からシカゴIMM通貨先物ポジションのデータを自動インポートし、チャート上に表示するインジケータです。
各証券会社や為替情報サイトで見られるものよりも、より期間・確認できる銘柄が広範で、ユーザーのニーズに合わせて表示できる自由度の高いものにしました。
詳細・購入はこちらにて（https://note.mu/cryptokitsune/n/n345110c8f4d2）
Position calculatorThis position calculator can be used to see if the potential trade is a good one. Enter the values as inputs and the output will be listed next to the settings of the indicator. Nearest support/resistance is meant to be your price target. I have found running this analysis prior to a trade to be helpful. This will output number of shares to buy/sell based on your risk percent and then also give a potential profit factor. I wish the outputs in Tradingview were cleaner but this works for now. Let me know if you have any questions or suggestions. Happy trading!
Bitfinex Sentiment Index [Long-Short]BSI provides two attractive graphs that breakdown the long (green area) and short (red area) positions ratio for the all Bitfinex margin cryptocurrency pairs only .
It is a quantitative measure of the bullishness or bearishness that can be used as a trading rule or in a trading system entries or exits. Included slow stochastic oscillator.
HowManyBitsCostFrom-Binance(1/4)
It is an index that checks how many copies have been made for a particular binary event from a certain date.
Check the "ConsiderCirculationSupply" item to check the purchase price against the market capitalization.
This is an example of ARN revenue forecasts through this indicator.
In the normal bit coin cycle, specify the date based on the finish high.
It is specified by Eliot wave standard 5 wave (high point)
So, when you fall down, you can get the same amount.
A total of four indicators must be combined to see all the Bainance stocks.
A quarter of a million are open for weekly testing.
특정 날짜로부터 바이낸스 종목에 대해 얼마나 매수 일어났는지 체크하는 지표입니다.
"ConsiderCirculationSupply"항목을 체크시 시가총액 대비 매수량을 체크합니다.
이 지표를 통해 ARN수익 예측한 예시입니다.
통상 비트코인 사이클에서 마무리 고점을 기준으로 날짜를 지정하면됩니다.
엘리엇파동 기준 5파에서 지정합니다.(고점)
그럼 하락떄 동일하게 빠지고 바닥권체크후 그때부터 매집된 양을 파악 가능합니다.
총4가지 지표가 합쳐져야 모든 바이낸스 종목을 볼 수 있습니다.
1/4만 일주일간 테스팅용으로 공개합니다.
Position Size for ATR Trailing StopThis indicator will calculate your position size, short or long, based on the ATR Trailing Stop indicator of mine, and are needed to be used together. General risk management suggests risking just 1 percent of your equity and using low leverage.
