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Sigmoid Allocation Indicator & DashboardTL;DR This sigmoid-based allocation indicator tells you percentage of your portfolio to invest based on how much the market has dropped. Market at all-time high? → Stay defensive, invest less (e.g., 30%) Market crashed hard? → Get aggressive, invest more (e.g., 100%) The "sigmoid" part just means the transition between these two extremes follows a smooth S-shaped curve. Description This indicator is a sigmoid-based allocation system that dynamically adjusts a portfolio exposure based on market drawdown. It compares multiple steepness curves (K values) to find your optimal risk profile for leveraged ETF strategies, but it can also be used to scale in-out from stocks, crypto and to understand whether to use leverage or not. The Sigmoid Allocation Dashboard helps you to dynamically adjust a portfolio allocation based on how much a market has dropped from its all-time high. I've implemented it using a sigmoid (S-curve) function, that dynamically calculates the optimal allocation percentages. Depending on the market conditions, the S curves transition between defensive and aggressive allocations. The Math Behind It (if you are a geek like me) This indicator uses the sigmoid function to create smooth S-curve transitions: α(D) = α_min + (α_max - α_min) × σ(k × (D - D_mid)) Where: σ(x) = 1 / (1 + e^(-x)) ← Standard sigmoid function You can also check it here: // Sigmoid function: σ(x) = 1 / (1 + e^(-x)) sigmoid(float x) => 1.0 / (1.0 + math.exp(-x)) // Alpha calculation: α(D) = α_min + (α_max - α_min) × σ(k × (D - D_mid)) calcAlpha(float drawdown, float k, float a_min, float a_max, float d_midpoint) => sig_input = k * (drawdown - d_midpoint) / 100.0 a_min + (a_max - a_min) * sigmoid(sig_input) User parameters (you can tweak this): Allocation Min (%): Your baseline allocation when markets are at ATH (default: 30%) Allocation Max (%): Your maximum allocation during deep drawdowns (default: 100%) D_mid (%): The drawdown level where you want to be at the midpoint (default: 25%) Why do I like sigmoid and not a linear line? Unlike linear models, the sigmoid creates "floors" and "ceilings" for your allocation. It transitions smoothly, no sudden jumps, and you never exceed your defined min/max bounds. Understand the K Values (Steepness) The K parameter controls how quickly your allocation shifts from defensive to aggressive. Lower K (for example K=5) will give you a gradual transition, but at 0% drawdown you are already at a 46% allocation. A higher like (like K=40) will give you a sharp transition, but at 0% drawdown you are close to the minimum allocation. On the other hand, a higher K will give close to 100% allocation when the markets are at new lows. The example below illustrates this well, then the S&P 500 reached new lows in October 2022: Different K values will affect the sigmoid curves (and you allocations differently). The chart below illustrates well how K affects the sigmoid curves: Read the Dashboard The main dashboard shows: Current drawdown from ATH Allocation % for each K value Suggested action (Defensive → MAX LONG) Use the Reference Chart The static reference panel shows what your allocation would be at various drawdown levels (0%, 10%, 20%, 30%, 40%, 50%), helping you plan ahead. Identify Zones The color-coded chart background shows: - 🟢 Green Zone: Aggressive positioning - "Buy the Dip" - 🟡 Yellow Zone: Transition zone - Scaling in/out - 🔴 Red Zone: Defensive positioning - Protect ya gains Use Cases Use case 1: Leveraged ETF Portfolio Management (this is my main use case) When holding leveraged ETFs like TQQQ or UPRO, volatility makes it important to: - Reduce exposure near all-time highs (when crashes hurt most) - Increase exposure during drawdowns (when recovery potential is highest) Example Strategy: - At ATH: Hold 30% TQQQ, 70% cash/bonds or other uncorrelated assets - At 25% drawdown: Hold 65% TQQQ, 35% cash/bonds - At 40%+ drawdown: Hold 100% TQQQ Use case 2: Diversified Leveraged Portfolio Compare different K values for different assets: - Use K = 10 for broad market (QQQ/SPY exposure via TQQQ/UPRO) - Use K = 25 for sector bets (TECL, SOXL, TMF) that you want to scale into faster Use case 3: Systematic Rebalancing Signals Use the alerts to trigger rebalancing: - Alert when K3 allocation crosses above 90% (time to add) - Alert when drawdown exceeds your D_mid threshold - Alert when market returns to within 5% of ATH Tips for Best Results It works best in longer time frames Adjust the ATR lookback window Match your risk tolerance level I use this for index investing and stocks and haven't tried with crypto Thanks for using the indicator and let me know if you have any feedback :) - Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
3
BTC - Standard of Living BenchmarkerOVERVIEW Most traders track their wealth in USD or EUR — currencies that are structurally designed to lose value. This is a "Money Illusion." To understand if you are truly becoming wealthier, you must measure your Bitcoin not against fiat, but against the Standard of Living assets you eventually want to buy. The Standard of Living Benchmarker is a macro-ratio engine that swaps the denominator of your chart. It answers the only question that matters for long-term wealth: "Is my Bitcoin stack gaining ground against the real world?" THE "Stuff" BENCHMARKS I have pre-selected four critical pillars of a high standard of living (that can be switched/cycled in the settings window): • Gold: The historical baseline for "Hard Money" (TVC:GOLD). • Equities: The primary engine of global productivity (S&P 500). • Real Estate: Measured via the Vanguard Real Estate ETF (VNQ). • Energy: The fundamental cost of human progress (Crude Oil). THE CORE CALCULATION The calculation is a simple, non-manipulated ratio: • The Formula: Ratio = BTC_Price / Asset_Price • This means: We are looking at the direct barter-rate between Bitcoin and the asset. For example, when the "Energy" mode is selected, the chart doesn't show dollars; it shows exactly how many Barrels of Oil one single Bitcoin can buy at today's close. THE LIFESTYLE BASKET (The 5th Denominator) Individual ratios tell you how Bitcoin is doing against one asset, but life isn't lived in a single asset. To solve this, I introduced the Lifestyle Basket . What is a "Lifestyle Share"? A synthetic "Life Token" that represents a diversified slice of human prosperity. It is an equal-weighted basket consisting of: • 25% Gold (Inflation Hedge) • 25% S&P 500 (Global Growth) • 25% Real Estate (Shelter) • 25% Crude Oil (Energy/Consumption) HOW TO READ THE CHART • How to interpret the ratio: If the dashboard shows that 1 BTC buys 50 Lifestyle Shares , it means your Bitcoin stack has the purchasing power to acquire 50 equal units of the world's most critical assets. • The Purchasing Power Line (Orange): When this line moves UP, Bitcoin is outperforming the real world. You are getting "wealthier" in a tangible sense. When it moves DOWN, your Bitcoin is losing purchasing power against that specific asset class. • The Opportunity Zones: We plot a 200-day Mean with Standard Deviation bands. • Upper Band (Red): Bitcoin is historically "Expensive" compared to the asset. This has historically been a high-probability zone to swap BTC for "Stuff" (Real Estate, Gold, etc.). • Lower Band (Green): Bitcoin is "Cheap" compared to the asset. This is the zone where "Stuff" should be sold to acquire more Bitcoin. WHY THIS IS "FRESH" Unlike standard indicators that use RSI or MACD to find price momentum, this is a Macro-Audit . It ignores the noise of the US Dollar and focuses on the Ratio of Reality . It allows the "Infinite Hodler" to know when they are overextended in Bitcoin and when it is mathematically time to diversify into hard real-world assets. DISCLAIMER This script is for educational and macro-analytical purposes only. It does not constitute financial advice. Benchmarks are proxies for asset classes and may not reflect individual local prices (e.g., local real estate). Tags: bitcoin, macro, gold, realestate, oil, benchmark, purchasing power, wealth, satoshi, Rob Maths, robmaths, Rob_Maths
Indicador Pine Script®
por Rob_Maths
Calculadora CFDs v1.2 - 2026MT5 Lot & Margin Calculator for CFDs (Multi-Asset) General Description This tool is designed for CFD traders using platforms like MetaTrader 5 who need a fast and accurate way to calculate lot size (volume) before entering the market. The calculator solves the issue of varying contract sizes across different assets (Oil, Natural Gas, Gold, Forex, etc.) and precisely calculates the margin withheld by the broker. Key Features: Customizable Database: Pre-configure up to 20 different assets with their respective Contract Sizes. Once set, the script automatically detects the chart's ticker and applies the saved parameters. Note: To find the correct Contract Size, go to MT5, right-click on the asset, select "Specification," and look for the "Contract Size" value. Exact Margin Management: Calculate exactly how many lots to enter in MT5 based on the specific USD amount you want the broker to set aside as collateral (Margin). This value is fully adjustable in the settings. Smart Leverage Logic: Includes automated logic for standard 2026 industry leverage levels (1:50 Forex, 1:10 Energies/Metals, 1:15 Cash Indices, 1:2 Crypto), with a manual override option. High-Contrast Visualization: A clean and professional table interface with adjustable positioning on the chart (Top Right/Left, Bottom Right/Left). Real-Time Data: All calculations are performed using the live price and data source of the ticker currently displayed on your chart. Instructions for Use: In the "Inputs" tab, enter your frequent tickers (e.g., XTIUSD, NAT.GAS) and their contract sizes according to your broker's specifications. Define the "Margin to Retain" (the amount in USD you wish to use as collateral for the trade). The indicator will instantly display the MT5 LOT size to enter into your trading terminal. Use the "Save as Default" option in the settings to ensure your 20 assets remain saved for future sessions.
Indicador Pine Script®
por emanuel_sanchez_arg
1
Indian Equities Theme Tracker [EWT] - Sector Rotation HeatmapIdentify where the "Smart Money" is flowing in the Indian Markets. The Indian Equities Theme Tracker is a powerful visual dashboard designed for NSE traders and investors to monitor sector rotation and relative strength in real-time. By tracking the most liquid Exchange Traded Funds (ETFs), this tool provides a birds-eye view of the Indian economy—from core benchmarks like Nifty 50 and Nifty 500 to high-growth themes like Defence, EV, Tourism, and Energy. In modern markets, capital doesn't move into all stocks at once; it rotates between sectors. This script helps you spot the leaders and laggards across five different timeframes, ensuring you are always positioned in the strongest themes. 🚀 Key Features : 23+ Essential Themes: Tracks Broad Market, Market Caps (Mid/Small), Sectors (IT, Bank, Auto, Metal), and Narratives (Defence, Tourism, EV, Energy). Dynamic Performance Sorting: Automatically reorders the table based on your selected lookback (1 Day, 1 Week, 1 Month, 3 Months, or YTD). Heatmap Logic: Intuitive color coding helps you instantly identify extreme bullishness or bearishness across the board. Liquidity Focused: Uses the most liquid NSE ETFs (BeES and equivalent) to ensure the data is accurate and reflects tradeable prices. Pro UI Design: A clean, professional dashboard that can be positioned anywhere on your chart without cluttering your price action analysis. 📊 Themes Included : Benchmarks: Nifty 500, Nifty 50, Nifty Next 50. Market Caps: Midcap 150, Smallcap 250. Sectors: Private & PSU Banks, IT, Pharma, Healthcare, FMCG, Auto, Metals, Infra, Realty. Thematic/Narratives: Defence, Tourism, Energy, EV & New Age Automotive, Consumption. Safe Havens: Gold & Silver. 🛠️ How to use : Timeframe: Switch to the Daily (D) timeframe for the best results. Settings: Use the inputs to change the table position (Top/Middle/Bottom) and the sorting criteria. Strategy: Look for themes that are consistently at the top of the "1 Month" and "3 Month" lists—these are your structural leaders. Use "1 Day" to spot quick tactical bounces. Disclaimer: This indicator is for educational and informational purposes only and does not constitute financial advice. Always perform your own due diligence.
Indicador Pine Script®
por YetAnotherTA
TASC 2026.02 Portfolio Diversification█ OVERVIEW This indicator is a simplified framework for analyzing hypothetical portfolios, based on the concepts in the February 2026 edition of the TASC Traders' Tips , "Foundational Portfolio Design, Not Stock-Picking”. It requests datasets for spread symbols that represent weighted combinations of user-selected or predefined instruments, compares the returns in the data to those of a selected benchmark, and calculates risk-related metrics. █ CONCEPTS One of the core concepts of portfolio design is diversification. A diversified portfolio distributes market exposure across multiple, ideally uncorrelated, instruments to reduce potential risks. Investors often diversify their portfolios by allocating capital to instruments from different classes, sectors, or regions rather than investing in only a single instrument or multiple related instruments. As described in the article, the motivation behind creating diversified portfolios is simple: "No single position should have the capacity to sink the entire portfolio." This indicator estimates a portfolio's performance by requesting combined price data for spread symbols from user inputs or predefined options, and then analyzing the data's annual arithmetic returns alongside those of a specified benchmark instrument. It displays the returns of the spread and the benchmark in a table at the bottom left. The indicator also displays the following metrics described in the article in a table at the bottom right of the pane for additional performance information: Max drawdown: The maximum drop in the portfolio's value from a local peak. Standard deviation: The dispersion of portfolio values relative to their mean. Sharpe ratio: The ratio of excess returns in an investment compared to a hypothetical risk-free rate of return. Pain index: A measure of risk based on the depth, duration, and frequency of losses. The metric in this script considers only the bars where drawdown is nonzero. Ulcer index: A measure of downside risk based on the root mean square of drawdowns. The metric in this script considers only the bars where drawdown is nonzero. Correlation: The Pearson correlation coefficient between the returns of the hypothetical portfolio and those of a selected benchmark. The first five metrics are direct risk measures. The correlation metric helps assess whether the hypothetical portfolio closely follows the broader market. High correlation with a broad benchmark might indicate an elevated sensitivity to systematic risk. █ USAGE Users can select a combination of up to 10 symbols with specific weights to construct a hypothetical portfolio to analyze. Alternatively, users can select a predefined combination of symbols and weights based on the article's examples of optimized portfolios for different levels of risk tolerance. The script plots the calculated returns from the selected combination and the benchmark instrument for visual comparison. It also generates tables to compare returns and display risk metrics. Note: This indicator is intended to provide a simplified demonstration of portfolio concepts, and some metric calculations differ slightly from those in the article. The script does not produce any signals, and the calculated metrics are estimates intended for EOD timeframes such as 1D. If the hypothetical portfolio consists of instruments with different sessions, we recommend using 1W or a higher timeframe. █ INPUTS Benchmark: The symbol of the instrument to compare against the hypothetical portfolio. Portfolio Type: Choose between named options for predefined portfolio configurations based on risk profiles outlined in the article. To create a custom portfolio from up to 10 symbols, select "Custom" and adjust the 10 sets of inputs below. Risk-free rate: The hypothetical annual risk-free rate for the Sharpe ratio. Periods per year: If not zero, the script uses the value as the number of bars per year for annualization, which affects Sharpe ratio and standard deviation metrics. Display Toggles: The display for the returns and metrics tables can be toggled on or off.
Indicador Pine Script®
por PineCodersTASC
Theme TrackerTheme Tracker is a clean, at-a-glance theme rotation dashboard built to help you quickly identify where money is flowing—and where it’s leaving—across the market’s most important macro, sector, and industry themes. Instead of bouncing between dozens of charts, Theme Tracker tracks a curated basket of 40 major theme ETFs and displays their relative performance across multiple timeframes, so you can instantly spot leadership, momentum shifts, and early rotation. What it shows For each theme ETF, the table displays performance over: 1 Day 1 Week 1 Month 3 Months Year to Date (YTD) Themes are ranked automatically by the timeframe you choose, allowing you to focus on what matters most in the current market regime—short-term momentum, intermediate rotation, or longer-term trend leadership. Why it’s useful Market leaders change. Rotation happens quietly at first, then suddenly. Theme Tracker helps you: Find the strongest themes fast (the “winners” attracting capital) Spot weakening themes early (distribution and risk-off rotation) Confirm market tone by comparing offensive vs defensive leadership Generate trade ideas by focusing on the themes that are already being bid up Avoid laggards by seeing what’s consistently underperforming across timeframes When a theme is strong across multiple timeframes, that’s often where momentum traders and institutions are concentrating exposure. When it’s weak across timeframes, that’s often where capital is exiting. How to use it 1) Choose your sort timeframe Use the Sort setting (1D / 1W / 1M / 3M / YTD) to rank themes based on your trading horizon. 2) Look for alignment Strong across all columns = sustained leadership Strong short-term, weak long-term = potential bounce / rotation attempt Weak short-term, strong long-term = possible pullback in a leader Weak across the board = consistent capital outflow 3) Pair with your chartwork Use the strongest themes as a shortlist for deeper chart analysis, setups, and relative strength confirmation. Visual design The table uses clear formatting and heat-style shading to make it easy to read quickly. Green tones highlight strength; red tones highlight weakness—so you can interpret rotation in seconds without overthinking. If you trade momentum, relative strength, or market structure, Theme Tracker gives you one of the simplest edges available: knowing what’s leading right now. Track the best-performing themes, identify emerging rotation, and stay aligned with the areas of the market where capital is actually moving.
Indicador Pine Script®
por Amphibiantrading
29
AuditLens - Profit Quality Analyzer📊 AuditLens - Profit Quality Analyzer Ever wonder if a company's profits are real or just accounting tricks? This indicator helps you spot potential earnings manipulation by analyzing the gap between reported profits and actual cash generation. ━━━━━━━━━━━━━━━━━━━━━━━━ 🔍 WHAT IT DOES ━━━━━━━━━━━━━━━━━━━━━━━━ Calculates the "Divergence Ratio": (Net Income - Operating Cash Flow) / Total Assets • Positive divergence = Profits NOT backed by cash (risky) • Negative divergence = Cash exceeds profits (healthy "cash cow") ━━━━━━━━━━━━━━━━━━━━━━━━ 🚦 SIGNAL GUIDE ━━━━━━━━━━━━━━━━━━━━━━━━ 🔴 RED FLAG (>10%): High risk - possible aggressive revenue recognition 🟠 ORANGE: Divergence trending up for 3+ quarters 🟡 YELLOW: Divergence trending up for 2+ quarters 🟢 GREEN (<-5%): "Cash Cow" - strong cash generation ✅ HEALTHY (0 to -5%): Normal profit quality ━━━━━━━━━━━━━━━━━━━━━━━━ 📈 HOW TO USE ━━━━━━━━━━━━━━━━━━━━━━━━ 1. Add to any stock chart 2. Check the summary table (top right) 3. Look for RED FLAGS before buying 4. Prefer stocks with negative divergence (cash cows) ━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ FAMOUS EXAMPLES ━━━━━━━━━━━━━━━━━━━━━━━━ • Enron (2001): Showed profits but burned cash → Bankruptcy • Wirecard (2020): €1.9B "cash" that didn't exist → Fraud • Luckin Coffee (2020): Fake revenue, no cash backing → Delisted This indicator would have flagged all of them. ━━━━━━━━━━━━━━━━━━━━━━━━ 🔗 FULL VERSION ━━━━━━━━━━━━━━━━━━━━━━━━ Want more detailed analysis with: • 6 advanced audit rules • Historical trend analysis • Receivables & Inventory checks • Detailed reports for any stock 👉 Try the full version FREE: auditlens-check.netlify.app ━━━━━━━━━━━━━━━━━━━━━━━━ 📚 THE LOGIC ━━━━━━━━━━━━━━━━━━━━━━━━ Based on forensic accounting principles: - Companies can manipulate earnings (accruals) - But cash flow is harder to fake - Big gap between the two = potential red flag This is NOT financial advice. Always do your own research. ━━━━━━━━━━━━━━━━━━━━━━━━ Built by AuditLens team 🔍 Questions? DM or comment below.
Indicador Pine Script®
por crg900118
JOBJABB - Risk Management Calculator1. Script Title (ชื่อสคริปต์) JOBJABB - Risk Management Calculator 2. Description (รายละเอียดสคริปต์) JOBJABB - Risk Management Calculator is a minimalist tool designed for traders who prioritize professional risk management. It calculates the optimal Lot Size based on your account balance and desired risk percentage, specifically optimized for Gold (XAUUSD) and Forex markets. Key Features: Automatic Lot Calculation: Instant position sizing for accurate risk control. Gold & Forex Optimized: Built-in logic for different contract sizes (100 for Gold, 100k for Forex). Multi-RR Targets: Automatically calculates TP prices for Risk-to-Reward ratios of 1:2, 1:3, and 1:5. Minimalist Design: Clean black-and-white UI that won't clutter your chart. Smart Alerts: Get notified when price hits Entry, SL, or TP levels. JOBJABB - Risk Management Calculator คือเครื่องมือคำนวณขนาดไม้ (Lot Size) สไตล์ Minimalist ที่เน้นความเรียบง่ายแต่ทรงพลัง ออกแบบมาเพื่อช่วยให้เทรดเดอร์ควบคุมความเสี่ยงได้อย่างแม่นยำ โดยเฉพาะในตลาดทองคำ (XAUUSD) และ Forex ฟีเจอร์หลัก: คำนวณ Lot อัตโนมัติ: คำนวณจากเงินทุนและ % ความเสี่ยง ไม่ต้องกดเครื่องคิดเลขเอง แม่นยำสำหรับทองคำ: รองรับค่า Contract Size ของทองคำ (100) และ Forex (100,000) เป้าหมายกำไร (TP): แสดงราคาระดับ TP 1:2, 1:3 และ 1:5 ให้ทันที ดีไซน์สะอาดตา: โทนขาว-ดำ อ่านง่าย ไม่รบกวนการวิเคราะห์กราฟ ระบบแจ้งเตือน: แจ้งเตือนเมื่อราคาถึงจุด Entry, Stop Loss และ TP 3. How to Setup (วิธีการใช้งาน) Risk Settings: Input your Account Balance and the % Risk you want to take per trade. Trade Config: * Choose Direction (Buy or Sell). Select Asset Type (Gold or Forex). Set your Entry Price and Stop Loss Price. Execution: Use the Recommended LOT shown in the table to open your position. Alerts: Create an alert by selecting this script and choosing "Any alert() function call".
Indicador Pine Script®
por Jobjabb
Elite Risk-On/Risk-Off Oscillator (6 pairs) The Elite Risk-On / Risk-Off Oscillator is a market-regime indicator designed to determine whether conditions favor aggressive risk-taking or defensive capital preservation rather than to predict price direction. It combines six carefully selected relative-strength pairs that measure risk appetite across the most important parts of the market: IEI/HYG (credit stress, weighted most heavily because credit often leads equities) SPHB/SPLV (equity risk appetite via high-beta versus low-volatility stocks) IWM/SPY (liquidity and growth sensitivity through small-caps versus large-caps) MTUM/QUAL (trend durability versus balance-sheet quality) XLY/XLP (consumer cyclicality, wants versus needs) EEM/SPY (global risk and dollar-sensitive capital flows) Each pair is evaluated using relative performance against a moving-average and slope filter to classify it as risk-on (+1), neutral (0), or risk-off (-1), with defensive ratios inverted so that positive readings always indicate risk-on conditions; the weighted signals are then aggregated, normalized to a -100 to +100 scale, and smoothed into a single oscillator. Readings above approximately +40 indicate a supportive risk-on environment where trends are more likely to persist, readings between -40 and +40 reflect transitional or choppy conditions with lower conviction, and readings below -40 signal a risk-off regime where capital preservation and defense should be prioritized. The indicator is intended as a context and position-sizing tool, helping traders align strategy aggressiveness with underlying market conditions rather than relying on forecasts or narratives.
Indicador Pine Script®
por RobertDun
XAUUSD Lot Size Calculator1. What This Indicator Does This tool is a Visual Risk Management System. Instead of using a calculator on your phone or switching tabs, it allows you to calculate the exact lot size for your trade directly on the TradingView chart by dragging lines. It automates the math for: Lot Size: How big your position should be to risk exactly X% of your account. Take Profit: Where your target should be based on your Risk-to-Reward ratio. Safety Checks: It warns you if your stop loss is too tight for the minimum lot size (0.01). 2. Visual Features 🔴 The Red Line (Stop Loss): This is your interactive line. You can grab it with your mouse and drag it to your desired invalidation point (e.g., below a support wick). 🟢 The Green Line (Take Profit): This line moves automatically. You cannot drag it. It calculates where your Take Profit must be to satisfy your Risk:Reward ratio (Default 1:1) based on where you placed the Red line. ⚫ The Info Table: A high-contrast black box in the corner that displays your calculated Lot Size, Risk amount, and Trade direction (Long/Short). 3. How to Use It (Step-by-Step) Step 1: Initial Setup When you first add the indicator to the chart, you need to tell it about your account: Double-click the Black Table (or the Red Line) to open Settings. Inputs Tab: Account Balance: Enter your current trading balance (e.g., 10,000). Risk %: Enter how much you want to lose per trade (e.g., 1.0%). Contract Size: Keep this at 100 for Gold (XAUUSD) or standard Forex pairs. Risk : Reward Ratio: Set your target (e.g., 1.0 for 1:1, or 2.0 for 1:2). Step 2: Planning a Trade Look at the chart and identify where you want to enter (current price) and where you want your Stop Loss. Find the Red Line on your chart. (If you don't see it, go to Settings and change "Stop Loss Level" to a price near the current candle). Click and Drag the Red Line to your specific Stop Loss price. Step 3: Reading the Signals Direction: If you drag the Red Line below the price, the table shows LONG. If you drag it above, it shows SHORT. Lot Size: Read the big green number in the table (e.g., 0.55). This is the exact lot size you should enter in your broker. TP Target: Look at the Green Line on the chart. That is your exit price. Step 4: The "Orange Warning" If you place your Stop Loss very close to the entry, or if your account is small, the math might suggest a lot size smaller than is possible (e.g., 0.004). The table text will turn ORANGE. The Lot Size will stick to 0.01 (the minimum). The "Risk ($)" row will show you the actual risk. (Example: Instead of risking your desired $100, you might be forced to risk $105 because you can't trade smaller than 0.01 lots).
Indicador Pine Script®
por Zeeshan_Miran
StopLoss Calculator ... Manual or Chart Entry, EUR or perc. RiskStop-Loss Calculator for manual or chart entry, EUR or % risk. Works for long & short positions on all timeframes. Entry and stop-loss lines are fully customizable. Use at your own risk. Stop-Loss Rechner für manuellen oder Chart-Einstieg, Risiko in EUR oder %. Funktioniert für Long- & Short-Positionen in allen Timeframes. Entry- und Stop-Loss-Linien sind vollständig anpassbar. Nutzung auf eigenes Risiko. Stop-Loss Calculator – Manual or Chart Entry, EUR or % Risk This indicator calculates the optimal stop-loss price for trades based on the selected entry, position size, and risk tolerance. You can choose between manual entry or using the current chart price, and define risk as either a fixed amount (EUR) or a percentage of your capital. It works for both long and short positions and is compatible with all timeframes. The script plots the entry and stop-loss levels, with colors and line styles fully customizable. How to Use Entry Selection: Choose between the chart’s current price or a manual entry price. Position Size: Enter the number of units/shares/contracts you are trading. Risk Mode: Select Absolute (EUR) or Percent (%). Enter the corresponding value. Direction: Choose Long or Short. Stop-Loss: The script automatically calculates and displays the stop-loss line.
Indicador Pine Script®
por tollertyp_md
BTC - Satoshis Altcoin Graveyard OVERVIEW The Satoshi's Altcoin Graveyard (SAG) is a macro-statistical engine designed to solve the problem of Survivorship Bias . It is a well-known phenomenon in the crypto markets that the "Top 10" list is in a constant state of flux. If you look at historical data from CoinMarketCap (CMC) year by year, you will see a revolving door of projects that once seemed "too big to fail" disappearing into obscurity. Meanwhile, Bitcoin has remained the undisputed #1 since inception. While most traders have a "gut feeling" that Altcoins eventually depreciate against Bitcoin, I believe in measuring it and drawing it on a chart for better visibility. By locking in specific "Cohorts" of market leaders from the past, we can track their inevitable decay through the Satoshi Sieve . THE 13-COIN STATISTICAL BUCKET To ensure an objective, non-biased audit, each cohort (we look at 2018, 2020 and 2022) is constructed using a fixed market-cap methodology from the snapshot date (excluding stablecoins): • The Core: The Top 10 non-stablecoin assets at that time by Marketcap. • The Risk Alpha: Representative samples from the Top #25, #50, and #100 ranks. (By including lower-ranked "riskier" alts, we capture the full statistical decay of the market, not just the "Blue Chips.") TECHNICAL ARCHITECTURE This script is engineered to push the boundaries of the Pine Script engine. TradingView enforces a hard limit of 40 unique data requests . By tracking 3 cohorts of 13 assets plus the Bitcoin base, this indicator utilizes exactly 40/40 requests , providing the maximum possible data density in a single chart window. THE SPS CONCEPT (Survival Probability Score) The SPS measures the Breadth of Survival . It answers: "How many coins from this year (the year of the snapshot) are actually outperforming BTC?" We use a binary logic system to determine if a coin is "Winning" or "Losing" against the only benchmark that matters: Bitcoin. • The Status Formula: Status = Current_Alt_BTC_Ratio >= Entry_Alt_BTC_Ratio ? 1 : 0 . This means: Every single day, at the Daily Close , the script compares the current Alt/BTC ratio to the fixed ratio from the snapshot date. If the coin is worth more in Bitcoin today than it was back then, it is assigned a "1" (a Win). If it has lost value against Bitcoin, it gets a "0" (a Loss). • The SPS Line: SPS Line = (Sum of 'Wins' / 13) * 100 This means: We add up all the "Winners" for that specific day and turn it into a percentage. For example, if the Aqua line is at 7.69% on your chart, it confirms that on that day , exactly 1 out of the 13 coins was successfully beating Bitcoin, while the other 12 were underperforming. THE PERFORMANCE MATRIX In the top-right corner, we provide a Weighted Portfolio Simulation . This answers the financial question: "If I swapped 1 BTC into an equal-weight basket of these 13 coins on the snapshot day, what is my BTC value today?". • Value < 1.0 BTC: You lost purchasing power compared to holding Bitcoin. • Value > 1.0 BTC: You successfully achieved "Alpha" over the benchmark. HOW TO READ THE CHART • The Waterfall: Lines generally trend downward as the "Satoshi Sieve" filters out assets that cannot maintain their BTC-relative value. • Dynamic Winners: We dynamically print the names of the current survivors at the tip of each line. If a cohort shows "None," the graveyard is full. HOW TO READ THE MATRIX • The BTC Target: Any portfolio value in the matrix below 1.0 BTC represents a failed altcoin rotation. • Class of 2018: A portfolio value near 0.15 BTC at the current date, means a 85% loss rate. • Class of 2020: A portfolio value near 0.77 BTC at the current date, means an approx 20 % loss rate. • Class of 2022: A portfolio value near 0.31 BTC at the current date, means an approx 70% loss rate. DIFFERENCE FROM AN ALTCOIN INDEX Standard Altcoin Indexes (like my ALSI Index ) "rebalance" by removing losers and adding new winners. This is deceptive. The Altcoin Graveyard never rebalances . It forces you to watch the "losers" decay, providing a realistic look at the long-term opportunity cost of "Buy and Hold" for anything other than Bitcoin. CONCLUSION The data revealed by the Satoshi Sieve leads to a singular, sobering "Lesson Learned": Picking the right coin to outperform Bitcoin is not just difficult—it is statistically improbable over a long-term horizon. While the "Risk-Reward" of altcoins is often marketed as having higher upside, the Altcoin Graveyard proves that for the vast majority of assets, the reward does not justify the risk of total portfolio erosion in BTC terms. • The Mathematical Odds: If you picked a Top 10 coin in 2018, your chance of outperforming BTC today is effectively 0%. • The Rotation Trap: Most investors "HODL" these assets into the graveyard, hoping for a return to previous ATHs that never comes because the liquidity has already moved on to the next "Class" of winners. The final conclusion is clear: Diversification into altcoins is often just a slow-motion transfer of wealth back to Bitcoin. If you cannot identify the 1-out-of-13 that survives the Sieve, your best risk-adjusted move has historically been to simply hold the benchmark. DISCLAIMER This script is for educational purposes only. It does not constitute financial advice. It is a mathematical study of historical opportunity cost and survivorship bias. Tags bitcoin, btc, satoshis graveyard, altseason, dominance, total3, rotation, cycle, index, alsi, Rob Maths, robmaths
Indicador Pine Script®
por Rob_Maths
Satoshi Frame Risk FrameSatoshi Frame Risk Frame Trade with structure, not emotion. Satoshi Frame – Risk Frame is a minimalist capital and risk management tool designed for traders who value discipline over hype. This indicator helps you: Calculate position size based on fixed risk Control margin usage with leverage awareness Visualize risk before entering any trade Stay consistent across different market conditions Built for futures and leveraged trading, Risk Frame focuses on one rule only: Protect your capital first. Profits come later. This is the first public release by Satoshi Frame — a framework, not a signal .
Indicador Pine Script®
por satoshiframee
Lot Size & Risk Calculator All Pairs NEWLot Size & Risk Calculator All Pairs NEW Description Professional risk and position size calculator for traders working with various financial instruments. Main difference from standard indicators: Standard risk calculators only show basic Risk/Reward for the entire position. But in real trading, we often close positions partially at different take-profit levels, and the final Risk/Reward changes significantly with this approach! This indicator calculates weighted Risk/Reward taking into account position distribution across multiple take-profit levels. Main features: - Support for 4 instrument types: Forex, XAUUSD (gold), BTCUSD (bitcoin), US100 (NASDAQ index) - Automatic position size calculation based on risk and stop-loss distance - Multiple take-profit levels with customizable closing percentages - Weighted Risk/Reward calculation considering position distribution - Ability to adjust position distribution between take-profits to optimize final profit - Display of total percentage growth of deposit from all take-profit levels - 2 visualization options: colored fill between levels or lines - Informative results panel in table format Settings by groups: Core Settings - Currency: select instrument type (Forex, XAUUSD, BTCUSD, US100) - Account Balance: trading account size in dollars - Risk %: risk percentage from deposit (0.1-100%) - Use Custom Contract Sizes: manual contract size configuration Point Value Settings - Use automatic point value calculation: automatic point value calculation - Manual point value: manual point value input (for non-standard contracts) Levels - Entry Price: entry price (confirmation required on first use) - Stop Price: stop-loss price - Take-Profit Prices: take-profit prices (up to 3 levels) - TP Close %: percentage of position closed at each take-profit level Dashboard - Show Targets Profit: display profit from take-profit levels - Label Size: text size in the table - Dashboard Position: table position on the chart How to use: Step 1: Initial setup (when first adding) 1. Enter entry price (Entry Price) - confirmation window will appear (click on desired bar) 2. Then enter stop-loss price (Stop Price) (click on desired bar) 3. Add first take-profit (TP1) (click on desired bar) 4. Second and third take-profits are added through checkboxes (click on the settings gear icon to open them) Step 2: Instrument selection and risk configuration 1. In "Core" group, select your instrument type 2. Set account balance and risk percentage Step 3: Position distribution configuration 1. Set TP Close % for each take-profit level (e.g.: TP1 - 33%, TP2 - 33%, TP3 - 34%) 2. Experiment with distribution! By changing closing percentages, you can: - Increase/decrease final Risk/Reward - Optimize risk/profit ratio - Find the most comfortable position distribution for you Step 4: Results analysis 1. Results table will show: - Calculated position size (lots/contracts) - Risk in monetary terms - Risk/Reward for each take-profit level - Weighted R:R considering position distribution - Total potential profit from all take-profits - Percentage growth of deposit - total profit percentage from all take-profit levels Key features: Position distribution adjustment You can easily find optimal position distribution between take-profits: - Aggressive approach: higher percentage on distant take-profit (higher profit potential) - Conservative approach: higher percentage on near take-profit (faster profit taking) - Balanced: even distribution for risk reduction Weighted Risk/Reward The indicator calculates not just simple R:R for the entire position, but weighted value that considers: - Position distribution between take-profits - Different distances to each take-profit level - Closing percentage at each level Results visualization - Colored fill shows risk and profit zones - Labels at levels display specific profit/loss values - Results table contains all key metrics Creation story This indicator was created based on the original calculator by @Algoryze As a trader, I lacked the ability to see real Risk/Reward when partially closing positions and a convenient tool for selecting optimal position distribution between take-profit levels. I improved the indicator by adding: - Weighted Risk/Reward calculation - Ability to adjust closing percentage at each take-profit - Display of total percentage growth of deposit - Improved interface and visualization I hope this tool will be useful to other traders who use strategies with partial position closing! Important notes: 1. When first adding the indicator, be sure to enter prices in order: Entry → Stop → TP1 2. TP2 and TP3 are added through input fields (no confirmation required) 3. Closing percentages are automatically normalized if the sum is not 100% 4. Experiment with position distribution to find optimal risk/profit ratio 5. For different instruments, add separate copies of the indicator in different tabs Support For questions and suggestions, leave comments in the indicator publication on TradingView. --- Important: All calculations are provided for informational purposes only. Trading involves risks, trade responsibly. The indicator helps with calculations but does not guarantee profit.
Indicador Pine Script®
por Upscale888
Athanor - Context Execution EngineAthanor is a discretionary-to-mechanical execution indicator designed for traders who want to apply market judgment once and then remove themselves entirely from the trade. Rather than generating signals or predictions, Athanor acts as a controlled execution furnace: you define the trade context (entry, invalidation, and target), and the system executes that decision exactly as specified — without interference, re-entries, or emotional overrides. This makes Athanor especially suited for: Prop firm evaluations Set-and-forget trading Overnight or “sleep-safe” execution Traders who want discipline enforced after analysis is complete Key Features • Supports up to four independent trade scenarios (e.g. range fades and breakouts) • One-and-done execution — first fill locks all others (OCO behavior) • Daily arming logic prevents historical or stale triggers • Time-based expiry ensures trades only execute while context is valid • Optional global cancel time for session-based trading • Webhook alerts compatible with automation services (e.g. TradersPost) What Athanor Is Not Athanor does not: Predict direction Trail stops Scale positions Re-enter after a stop Override your decisions It executes only what you explicitly authorize. Intended Workflow Analyze the market and identify a complete, self-contained trade idea Define entry, stop, and target levels Arm Athanor for the current session Walk away and let the trade resolve If price reaches your level, the trade executes. If not, the idea expires without consequence. Philosophy Athanor is built on the principle that judgment and execution should not occur at the same time. By separating analysis from execution, traders reduce emotional interference, over-management, and rule-breaking — especially during high-pressure environments such as prop firm evaluations.
Indicador Pine Script®
por questions_vibes_questions
Stop lossHi all! This simple indicator will alert you when a price limit is reached (stop loss). I've created this indicator out of 2 reasons: 1. My broker only lets me to set a stop loss limit until a certain time. The time is a couple of months forward in time, but with a Tradingview plan that lets you set open-ended alerts this can alert you later than that. 2. I would like a stop loss on closing price only. This will not get you stopped out by a wick, but needing a 'close' price to be equal or below (for long trades) or equal or above (for short trades). So this indicator will alert you when your stop to is hit and exit with a 'runtime.error' on the tick after the alert. It won't give you any good looking visuals, just a red line of your chosen stop loss price. Set it in the settings or click '...'->'Reset points...' and drag the line to your desired limit price. Also choose if your trade direction is long or short and if the bar that enters below/above your stop loss needs to be closed. Note that there's a limitation depending on your style of trading (short term or long term) and if your Tradingview subscription provides live data or not. Also this will only alert you, not buy (for short trades) or sell (for long trades) your contracts when the stop loss is hit. Best of trading luck!
Indicador Pine Script®
por mickes
ETH - Log Regression BandsETH – Log Regression Bands: Detailed Description (Math + How to Use) Overview This indicator plots a long-term “fair value” growth curve for ETH and surrounds it with multiple upper and lower bands. The goal is to estimate where price sits relative to a long-term trend that is best interpreted in **logarithmic (percentage) terms**, not raw dollars. The bands create clear zones showing when ETH is historically cheap or expensive relative to that long-term curve. --- Why use logarithms? Price action is typically more meaningful in **percentage moves** than in absolute dollar moves. * A move from $100 → $200 is +100% * A move from $2000 → $2100 is only +5% By modelling the natural logarithm of price, multiplicative growth becomes additive. That makes long-term growth easier to model and band spacing more consistent across very different price regimes. So instead of modelling (P), the indicator models: --- The growth model: Power-law curve The indicator uses “time since inception” as the x-axis. However, rather than using time directly, it uses the logarithm of time: where (t) is the number of days (or bars) since the first data point. It then fits a straight-line model in log-log space: Substituting back in: Exponentiating both sides gives the curve in normal price units: This is a **power-law** trend curve. It naturally produces a smooth, slowly bending long-term curve similar to the “log regression” curves often seen in macro crypto reports. --- What “expanding regression” means The model uses all data available from the beginning of the chart up to the current bar. That means: * Early in the asset’s history the curve can change more because there are fewer points. * Over time the curve becomes more stable as more history is included. Important note: this does **not** repaint past bars. It simply means the current curve will update as new data comes in. --- Measuring “typical deviation” from the curve (residual volatility) Once the trend curve is fitted in log space, the indicator measures how far price typically wanders away from it. At any time point: * Actual log price is (y = \ln(P)) * Predicted log price from the curve is (\hat{y} = a + b\ln(t)) The **residual** is: The indicator computes the standard deviation of these residuals: This (\sigma) is a measure of typical “distance from trend” in log terms. --- Building the bands (the key idea) The bands are evenly spaced in **log space** using multiples of (\sigma). A band number (k) is created by shifting the log-trend up or down: Upper band (k): Lower band (k): Where: * (k) is the band number (1, 2, 3, …) * (s) is a user-chosen spacing factor (band spacing) * (\sigma) is the residual standard deviation Converting back to normal price: Upper band (k): Lower band (k): Why bands look like “translated copies” Because shifting by a constant in log space equals multiplying by a constant in price space: So the bands are the same underlying curve scaled up or down by fixed multipliers. That produces the smooth “stacked curve” look associated with macro log regression charts. --- Optional curve shift (manual adjustment) A manual offset can be applied in log space. This is useful if you want to align the entire structure slightly higher or lower. Because the shift is applied to (\ln(P)), this is not an additive dollar adjustment. It scales the entire curve by a constant factor: * Positive shift → multiplies all bands upward * Negative shift → multiplies all bands downward --- How to interpret the zones The base curve represents a long-term “trend center” in log-growth terms. * Price near the base curve → near long-term trend * Price in upper bands → expensive relative to long-term trend * Price in lower bands → cheap relative to long-term trend Because the bands are built using residual volatility in log space, “cheap/expensive” is measured in a way that remains meaningful across different eras and price levels. --- Long-term buy zones (Lower 1 and Lower 2) **Lower 1** and **Lower 2** are intended as **long-term accumulation zones**. When ETH trades in these zones, it is significantly below the long-term growth curve in log terms, which typically corresponds to: * deep bear markets, * high fear / capitulation phases, * long accumulation periods. A simple long-term framework many users apply: * **Accumulate gradually when price enters Lower 1** * **Accumulate more aggressively when price enters Lower 2** * Reduce risk / take profits progressively in higher upper bands These are not guarantees — they are **statistical “distance from trend” zones**, designed to help structure long-term decisions. --- ## Notes / limitations * This indicator is a **macro trend tool**, not an intraday trading system. * The curve is derived from historical behavior; it can shift slowly as new data arrives. * Extremely new market regimes or structural changes can reduce reliability. * Use alongside risk management and additional confirmation if trading. ---
Indicador Pine Script®
por Giovanni_Ambrosio
Apex-Wallet - Risk & Reward Calc (Futures/Prop-Firm)Overview The Apex Risk & Reward Calc is a specialized utility tool designed for Futures traders, particularly those working with Prop Firms (Apex, MyFundedFutures, etc.). It eliminates the need for manual calculations by providing an instant, clear visualization of your Risk/Reward parameters directly on the chart. How it works Trading Futures (ES, NQ, MES, MNQ) requires knowing exactly how many ticks correspond to your financial target. This script automatically detects the active instrument and calculates the precise number of ticks needed for both your Take Profit (TP) and Stop Loss (SL) based on your desired cash outcome and chosen ratio. Key Features: Automatic Ticker Recognition: Supports ES, NQ, MES, and MNQ with built-in tick values. Cash-Based Planning: Enter your desired profit in dollars (e.g., $50), and the script tells you the required tick move. Dynamic Ratio Selection: Choose from 9 different R:R ratios (from 1/5 to 5/1) to instantly see the impact on your Stop Loss. Compact Professional UI: A clean, 3-column dashboard at the bottom-right of your screen showing active lots, ticks, and gross cash values. Trading Application Perfect for intraday scalpers who need to set their ATM strategies in platforms like Tradovate or NinjaTrader. It ensures your execution remains consistent with your risk management plan.
Indicador Pine Script®
por Apex-Wallet
Hedge Mini Calculator (Avg Long/Short + Alerts) with dca Hedge Mini Calculator is a position-management indicator for traders who use long & short hedging. It plots: Long average price Short average price Optional hedge close level (+% above hedge average) The indicator also provides alerts when price reaches the long or short average, helping you manage hedge exits and directional bias with precision. Designed for risk control, not signals. 🔹 How to Use (Simple & Clear) 1. Enter Your Positions In the indicator settings: Add the dollar amount and entry price for each long leg Add the dollar amount and entry price for each short leg Set your leverage (default x4) The indicator does not connect to your exchange. All values are entered manually. 2. Read the Lines Avg Long line → average entry of all long positions Avg Short line → average entry of all short positions Hedge Close line (optional) → price level where you may close shorts and stay long 3. Use Alerts You can create alerts for: Price reaching Avg Long Price reaching Avg Short Alerts trigger when the candle touches the average price (high–low range). 4. Manage the Hedge Typical workflow: Keep both long & short active while price is inside the range When price moves favorably and reaches your target level: Close the hedge leg (usually shorts) Keep the directional position (longs) 5. PnL Awareness The info table shows: Estimated Long PnL Estimated Short PnL Net PnL (based on margin & leverage) These values are approximations for decision support. ⚠️ Disclaimer This indicator is not a trading signal. It is a position management tool for hedging, scaling, and risk control.
Indicador Pine Script®
por Nikoskosisland
LANZ Origins🔷 LANZ Origins – Multi-Framework Liquidity, Structure & Risk Management Overlay LANZ Origins is a multi-tool TradingView indicator designed to provide session context, liquidity mapping, imbalance visualization, higher-timeframe candle projection, and a fixed-SL lot size calculator. It includes: Risk & Lot Size Panel (up to 5 accounts): Calculates lot size using a fixed Stop Loss in pips and a standard pip value assumption ($10 per pip per 1.0 lot). For each enabled account, it displays the estimated lots and dollar risk based on account capital and risk %. The panel is fully customizable (colors, text size, visibility). Session Backgrounds (New York time): Colors the chart by time blocks: Day Division, No Action Zone, Killzone, and Hold Session, helping traders visually segment the trading day. Asian Range Liquidity Box (19:00–02:00 NY): Draws a dynamic box tracking the session high/low, plus an optional midline (50%) with optional label. The script correctly handles sessions that cross midnight. Imbalance Detector: Detects and draws Fair Value Gaps (FVG), Opening Gaps (OG), and Volume Imbalances (VI) with adjustable filters (min width by points/%/ATR and extension). Optionally shows a dashboard summarizing frequency and fill rate. ICT HTF Candles Overlay: Projects selected higher-timeframe candles to the right of price (e.g., 30m enabled by default), with optional labels, remaining time, trace lines (O/C/H/L) and internal imbalance highlights for those HTF candle sets. 30m ZigZag projected to all timeframes: Computes ZigZag pivots from the 30-minute timeframe and draws them on any chart timeframe, including an optional live extending leg. LANZ Origins does not execute trades and does not generate buy/sell entries. It is a visual framework for analysis, context, and risk planning.
Indicador Pine Script®
por rau_u_lanz