Mulakan

Risk!!!

@ Investoz Risk Of Ruin CalculatorWhat is risk of ruin? The risk of ruin is a statistical concept that matches the probability that you reach the point where it is no longer possible to recover the losses or continue. Please note that this is not the total capital in your account, as you should NEVER risk 100% of your capital. Ideally, you should be prepared to risk 25-30% of your account as a MAXIMUM breakpoint before you need to stop trading. If that maximum is reached, review your trading plan for new goals and risk settings to determine if you can continue trading and then develop a new plan. You should never have a drawdown of 50% or more, because then you have to get 100% return, just for breaking even! Considering that new traders are highly risk averse and have no idea of how much risk they can afford to take for each trade, they most likely end up blowing up their account. They probably did not wanted to see it as a possibility, just saw the opportunity to earn money. Therefore, risk management is one of the key points a trader need to know well, to avoid reaching our point of destruction. This is what allows you to survive and stay in the game in order to have a greater chance of making money in the markets. Every trader must therefore calculate their chances of reaching this drawdown level. Simply put, the more you risk per trade, the more you increase the risk of destruction. So the easiest way to avoid the risk of ruin is to risk only a small portion of your account on each trade. Risk should never exceed 1-2% of the account per trade (preferably less) otherwise that path to point of destruction is where you are heading. It is obviously not possible for a trader to make money without taking some risk, but it is imperative that he / she knows what his / her risk is and that he / she is prepared to take it. If a trader is not willing to take risks on his / her trading account, trading is not for him / her, it's that simple. How the Risk Of Ruin Calculator works You need to know a few things before you can use this calculator. You need to manually go to the indicator settings and make a few inputs over following: (If you use a pine script strategy, you have all the info you need. Go to "Strategy Tester" and then "Performance Summary"). Inputs Win rate = How profitable your strategy is in % terms. Average win = Average winning trade, in money terms. Average loss = Average losing trade, in money terms. Risk per trade = How much risk of your portfolio you take at each trade. Maximum Loss Of Portfolio = What is the total percentage loss of your portfolio that you can afford to risk before you stop trading. Trade Capital = The total sum of your current trade capital. Outputs Payoff ratio = The payoff ratio is simply the system's average profit per trade divided by the average loss per trade. Expectancy = Is the win rate of the strategy divided by payoff ratio. Risk of ruin ( RoR ) = Risk of ruin is the probability of a strategy losing money, to the point where it is no longer possible to recover the losses or continue. ============================================================================================================================================================= DISCLAIMER Any data and information is provided 'as is' solely for informational purposes, and is not intended for trading purposes or advice. Past performance is not indicative of future results. Educate yourself on the risks associated with trading, and seek advice from an independent financial or tax advisor if you have any questions. =============================================================================================================================================================
Penunjuk Pine Script®
oleh Investoz
3
Heisenberg's Uncertainty BandsHeisenberg's Uncertainty Bands: This is a volatility indicator to determine and visualize the uncertainty in a securities' price. In quantum mechanics, the uncertainty principle (also known as Heisenberg's uncertainty principle) is any of a variety of mathematical inequalities asserting a fundamental limit to the accuracy with which the values for certain pairs of physical quantities of a particle, such as position, x, and momentum, p, can be predicted from initial conditions. It plots a Kalman filter average of the bars inside a higher timeframe bar, to attempt to find the most frequent price in that bar's timespan. To plot what is effectively a MA using POC (IvanLabrie's code, credits to the author). It derives momentum from relative momentum, yielding results more sensitive to changes. Then it uses Heisenberg's uncertainty principle to find an uncertainty range, and uses it as the channel distance from the POC MA, meaning price is likely to fluctuate within that range. Since uncertainty must be greater than h/2, adding fib levels will make it a useful indicator. Essentially they are pseudo-Fibonacci Bollinger Bands, which uses a different calculation. Benefits: Prices fluctuate, and it can be helpful to visualize price as a range, rather than a single point or line. This visualization can help in managing risk, determining entries and exits, and prevent losing one's position due to price fluctuations during a trend. If we use a particle model, the uncertainty principle dictates that it is impossible to predict the price within a range. This is a good model for risk management! Usage: There are 5 Fibonacci ratio outer bands that can be turned on or off according to user's preference. Recommended that the length inputs should be increased in higher timeframes, to visualize trends, shorter timeframes should have lower lengths. GLHF - DPT
Penunjuk Pine Script®
oleh UnknownUnicorn1043646
8
Forex Risk Buddy - Lite: Position Size, SL & TP System [UTS]Forex Risk Buddy - Lite Position Size, Stop Loss & Take Profit System The ultimate system to calculate trading risk on forex markets. The 'Lite' version is limited to the EUR/USD forex trading pair. 💵 Forex Position Sizing De-risk possible drawdown by calculating a proper position size. Define your risk percent based on your net value Freely define your account currency Trade any asset by the customizable Base / Quote currency factor Calculate trading fees Show all information on a customizable data screen Stop Loss Minimize trade risk by calculating your stop-loss. Percent, Value and Delta display from current price ATR based (Average True Range, modifiable) Custom SL value possible Adjustable Two visual representations on chart Automatically and real-time calculated on screen Take Profit Multiple take-profit levels to ensure not giving back to the market. Up to 3 take profit levels to define ATR based (Average True Range, modifiable) Custom TP values possible Easily customizable Two visual representations on chart Automatically and real-time calculated on screen Currencies Choose an account currency and calculate your risk for every trading pair. USD EUR GBP AUD CAD CHF HKD JPY NOK NZD RUB SEK SGD TRY ZAR BTC (crypto) ETH (crypto) USDT (crypto) BUSD (crypto) USDC (crypto)
Penunjuk Pine Script®
oleh UberTradingSystems
Forex Risk Buddy: Position Size, SL & TP System [UTS]Forex Risk Buddy Position Size, Stop Loss & Take Profit System The ultimate system to calculate trading risk on forex markets. 💵 Forex Position Sizing De-risk possible drawdown by calculating a proper position size. Define your risk percent based on your net value Freely define your account currency Trade any asset by the customizable Base / Quote currency factor Calculate trading fees Show all information on a customizable data screen Stop Loss Minimize trade risk by calculating your stop-loss. Percent, Value and Delta display from current price ATR based (Average True Range, modifiable) Custom SL value possible Adjustable Two visual representations on chart Automatically and real-time calculated on screen Take Profit Multiple take-profit levels to ensure not giving back to the market. Up to 3 take profit levels to define ATR based (Average True Range, modifiable) Custom TP values possible Easily customizable Two visual representations on chart Automatically and real-time calculated on screen Currencies Choose an account currency and calculate your risk for every trading pair. USD EUR GBP AUD CAD CHF HKD JPY NOK NZD RUB SEK SGD TRY ZAR BTC (crypto) ETH (crypto) USDT (crypto) BUSD (crypto) USDC (crypto)
Penunjuk Pine Script®
oleh UberTradingSystems
Crypto Risk Buddy - Lite: Position Size, SL & TP System [UTS] Crypto Risk Buddy - Lite Position Size, Stop Loss & Take Profit System The ultimate system to calculate trading risk on crypto assets. The 'Lite' version is limited to BTC as base currency. ₿ Cyptocurrencies Position Sizing De-risk possible drawdown by calculating a proper position size. Define your risk percent based on your net value Freely define your account currency Trade any asset by the customizable Base / Quote currency factor Calculate trading fees Show all information on a customizable data screen Stop Loss Minimize trade risk by calculating your stop-loss. Percent, Value and Delta display from current price ATR based (Average True Range, modifiable) Custom SL value possible Adjustable Two visual representations on chart Automatically and real-time calculated on screen Take Profit Multiple take-profit levels to ensure not giving back to the market. Up to 3 take profit levels to define ATR based (Average True Range, modifiable) Custom TP values possible Easily customizable Two visual representations on chart Automatically and real-time calculated on screen Currencies Choose an account currency and calculate your risk for every trading pair. USD EUR GBP AUD CAD CHF HKD JPY NOK NZD RUB SEK SGD TRY ZAR BTC (crypto) ETH (crypto) USDT (crypto) BUSD (crypto) USDC (crypto)
Penunjuk Pine Script®
oleh UberTradingSystems
2
Crypto Risk Buddy: Position Size, SL & TP System [UTS] Crypto Risk Buddy Position Size, Stop Loss & Take Profit System The ultimate system to calculate trading risk on crypto assets. ₿ Cyptocurrencies Position Sizing De-risk possible drawdown by calculating a proper position size. Define your risk percent based on your net value Freely define your account currency Trade any asset by the customizable Base / Quote currency factor Calculate trading fees Show all information on a customizable data screen Stop Loss Minimize trade risk by calculatig your stop-loss. Percent, Value and Delta display from current price ATR based (Average True Range, modifiable) Custom SL value possible Adjustable Two visual representations on chart Automatically and real-time calculated on screen Take Profit Multiple take-profit levels to ensure not giving back to the market. Up to 3 take profit levels to define ATR based (Average True Range, modifiable) Custom TP values possible Easily customizable Two visual representations on chart Automatically and real-time calculated on screen Currencies Choose an account currency and calculate your risk for every trading pair. USD EUR GBP AUD CAD CHF HKD JPY NOK NZD RUB SEK SGD TRY ZAR BTC (crypto) ETH (crypto) USDT (crypto) BUSD (crypto) USDC (crypto)
Penunjuk Pine Script®
oleh UberTradingSystems
2
Uber Risk Buddy: Position Size, SL & TP System [UTS] Uber Risk Buddy Position Size, Stop Loss & Take Profit System The ultimate system to calculate trading risk on any asset e.g.: 💰 Futures ₿ Cyptocurrencies 💵 Forex 📈 Stocks 📉 Fund 🗂️ Indices Position Sizing De-risk possible drawdown by calculating a proper position size: Define your risk percent based on your net value Freely define your account currency (Base currency) Trade any asset by the customisable Base/ Quote currency factor Optional trading fee calculation Show all information on a customisable data screen Stop Loss Minimise trade risk by calculating your stop-loss: Percent, Value and Delta display from current price ATR based (Average True Range, modifiable) Adjustable Two visual representations on chart Automatically and real-time calculated on screen Take Profit Multiple take-profit levels to ensure not giving back to the market. Up to 3 take profit levels to define ATR based (Average True Range, modifiable) Easily customisable Two visual representations on chart Automatically and real-time calculated on screen Indicator Access: 1 week trial available (DM for access)
Penunjuk Pine Script®
oleh UberTradingSystems
9
Annualised Price Volatility %Annualised Price Volatility in percent, also called Instrument Risk, as outlined by Rob Carver in his excellent books, 'Systematic Trading' and 'Leveraged Trading'. This is written for those who have read one of his books and want to use this tool on TradingView. Trend strength, oscillators, and volume indicators are all the rage. Finding a great setup is, of course, key. You've decided to go long. Great! But how much is your capital at risk? How does that compare with your level of risk tolerance? When trading, it's key to understand just how risky a certain instrument is. An uptrend is an uptrend, but is it at an annualised volatility of 2% per year or 500% per year? If it's the former, I know I can put a good chunk of capital into trading it. But if its the latter, I don't want to put so much money at risk. Volatility is rarely in a straight line. It's usually up and down. I won't give the whole game away. To find out more about how to use this concept of risk, I'd highly recommend the books 'Leveraged Trading' and 'Systematic Trading' by Rob Carver. Do you have any thoughts, ideas, or questions? Let me know in the comments or send me a message! I'd be glad to help you out.
Penunjuk Pine Script®
oleh cisl22klasjk
2
Mandelbrot's RangeThis uses a Rescaled Range from Benoit Mandelbrot's Misbehavior of Markets to devise a Risk Range on stocks. A trading position can be managed by selling portions at the top of the risk range and selling at the bottom of the risk range. The Length parameter defines how wide the range is and how frequently the price will reach the range bands. The Vol Length Parameter defines how far back to weight volatility, and how responsive the bands will be in response to volatility
Penunjuk Pine Script®
oleh jwammo12
8
Volatility Trend IndicatorThe Volatility Trade Indicator signals bullish / bearish trend based on the volatility of the underlying asset. During bull markets, volatility is typically low and price moves occur slowly and steadily. During bear markets, volatility is typically high and price movement is much more volatile in both directions. The Volatility Trade Indicator measures the volatility of the underlying asset in relationship to the historic volatility over a specific timespan. Low volatility regimes are signaled in green with an indicator value of below 0, high volatility regimes are signaled in red with an indicator value above 0. During low volatility regime you want to look for long entries, during high volatility regimes you want to look for short entries.
Penunjuk Pine Script®
oleh volatilitymatters
1
Risk ManagementThis indicator helps the trader to calculate the size of the buy or sell in relation to the accepted risk. The calculation includes the risk and the fees paid for the purchase, sale or stop. The trader needs to enter his capital, the risk accepted in the trade and the fees charged by the broker. Inform the entry price and your stop loss . You can change to trade on the sale and show your entry and stop loss on the chart. The indicator will do the calculation and inform the percentage of gain or loss.
Penunjuk Pine Script®
oleh trader_fg
Equity Risk PremiumInspired by the article "2020's Best Performing Hedge Fund Warns Of 'Incredible Move' Around The Election" from ZeroHedge: This script explores the relationship and attempts to find dislocation between equity risk (VIX) and high-yield corporate debt risk (VXHYG, The Cboe VXHYG Index is an estimate of the expected 30-day volatility of the return on iShares' High Yield Grade ETF (HYG). VXHYG is derived by applying the VIX algorithm to options on HYG). The basic logic is (closing price of VIX / closing price of VXHYG) - 1. When equity risk is high and credit risk is low, the value of premium will be high, and vice-versa. “'Equity volatility is almost inescapably high. Is that a good form of insurance? The payoff profiles are nothing like they were back in January. Whereas in credit, we’re almost back to where we were in January. I find today the risk-reward profile of credit to be basically among the worst, relative to other things, I’ve seen in my career,' Weinstein said. 'A VIX at 20 used to be quite a feat. Here we are at 30, and the credit market hasn’t blinked.' As a result of the gaping divergence between the VIX and credit spreads - the two had moved in tandem for years, but in August the two series blew out as the VIX started rising as spreads kept falling - Weinstein has pounced on the trade, betting on vol compression." When equity risk premium is high, the market may be forming a local top. When equity risk premium is low, the market may be forming a local bottom. Make sure to select your current timeframe on the dropdown menu.
Penunjuk Pine Script®
oleh MartinShkreIi
5
[blackcat] L1 Trading Risk Assessment Indicator Level: 1 Background Risk assessment is a general term used in many industries to determine the likelihood of losing an asset, loan, or investment. Risk assessment is important in determining how profitable a particular investment is and which techniques are best for risk mitigation. It shows the upward reward versus the risk profile. Risk assessment is important in determining the rate of return an investor would need to earn in order to consider an investment as worth the potential risk. Function L1 Trading Risk Assessment Indicator provides a trading risk evaluation mechanism that follows the megatrend. By defining transaction risk as 4 levels: highly risky, risky, safe, and highly safe, the current bar’s evaluation value can be compared with historical bar data to understand the current level of trading risk and the level of trading risk Trend. Key Signal h1~h5 --> trading risk level threshold, which can be adjusted according different markets. currentsafetylevel --> it indicates current bar risk assessment result Pros and Cons Pros: 1. according risk level, proper position size can be adjusted 2. know global trend and select propoer time to exit Cons: 1. no exact long and short entry are disclosed 2. different markets require different thresholds Remarks An improved version of KDJ with less satration observed. Readme In real life, I am a prolific inventor. I have successfully applied for more than 60 international and regional patents in the past 12 years. But in the past two years or so, I have tried to transfer my creativity to the development of trading strategies. Tradingview is the ideal platform for me. I am selecting and contributing some of the hundreds of scripts to publish in Tradingview community. Welcome everyone to interact with me to discuss these interesting pine scripts. The scripts posted are categorized into 5 levels according to my efforts or manhours put into these works. Level 1 : interesting script snippets or distinctive improvement from classic indicators or strategy. Level 1 scripts can usually appear in more complex indicators as a function module or element. Level 2 : composite indicator/strategy. By selecting or combining several independent or dependent functions or sub indicators in proper way, the composite script exhibits a resonance phenomenon which can filter out noise or fake trading signal to enhance trading confidence level. Level 3 : comprehensive indicator/strategy. They are simple trading systems based on my strategies. They are commonly containing several or all of entry signal, close signal, stop loss, take profit, re-entry, risk management, and position sizing techniques. Even some interesting fundamental and mass psychological aspects are incorporated. Level 4 : script snippets or functions that do not disclose source code. Interesting element that can reveal market laws and work as raw material for indicators and strategies. If you find Level 1~2 scripts are helpful, Level 4 is a private version that took me far more efforts to develop. Level 5 : indicator/strategy that do not disclose source code. private version of Level 3 script with my accumulated script processing skills or a large number of custom functions. I had a private function library built in past two years. Level 5 scripts use many of them to achieve private trading strategy.
Penunjuk Pine Script®
oleh blackcat1402
2
Position Size CalculatorThis is a script to make calculating position size easier. It calculates position size as a percentage of account balance and Risk/Reward based on input values of entry, exit, stoploss and shows the R/R box similar to tradingview's R/R tool. There is an option to toggle showing label and choosing of label text color. Have to enter the following inputs in order for it to work properly 1. Account Balance : Account balance in either whatever is base currency of account 2. Risk % : Percentage of account balance to lose if stop is hit. 3. Entry 4. Stoploss 5. Target Price Notes: - Target Price is required for calculating R/R but is not necessary to calculate position size. - Formula to calculate position size is : Balance * Risk % / SL % - Formula to calculate R/R is : TP % / SL % - SL % = ( Entry - SL ) / Entry * 100 - TP % = (TP - Entry ) / Entry * 100 Thanks to u/Chonky_ for help with feedback.
Penunjuk Pine Script®
oleh zzzcrypto123
60
Simple and efficient swing RSI systemHello there, I am glad to bring you another simple and efficient algorithm. Its made purely from RSI which can be used directly or inversed. Its suited for swing trading 15 min chart or more minimum. Can be adapted to all types of financial markets. Rules for entry are easy : First we have the stop loss and take profits levels. Based on SL , we have the risk % of our equity, where the minimum lot we can trade its setted on 0.1 lots , can be modified tho. For entries, we have the overbought and oversold levels. Whenever we cross one of them we enter the trade . We close the trade whenever we reach sl/tp or inverse crosses. Although its has a low win rate, its a very good system to catch big trends, so there you can recover all the small losses that you had in a untrend market . Aswell it requires a lot of patience, since a position can be kept for weeks, even months. Hope you enjoyed it .
Strategi Pine Script®
oleh SoftKill21