Cryptauk

Weighted Index with Rebalance

Cryptauk Обновлено   
Build any index/portfolio based on weighted asset allocation.
Rebalance happens on each new candle for chart timeframe.
Any currency can be used to price the index : price it in your local currency, or in BTC to see alts performance (all added assets should be denominated in the same currency).

Inputs:
  • Start Index Behavior
    Wait For Newest: Index will start once all assets with non-null weights have had their first candle.
    Start With Available: Index will start once one asset has had its first candle (see Newer Assets Weight Behavior).
  • Newer Assets Weight Behavior
    Neutral: Weight of assets which did not have their first candle yet will remain unallocated.
    Allocated to active assets: Weight of assets which did not have their first candle yet will be used by active assets.
  • Index Name
    Name of the index, to be displayed on chart.
  • Asset divisor
    Asset to divide the value of all assets. For example:
    - to price in your local currency an index made of foreign assets
    - to price altcoins in BTC value


Possible features TDL (depending on requests):
  • add invested value param, and current amount of each asset display
  • add option to have the index at 100 on a specific date (ie retrieve the index value of this date before execution)
  • add rebalance period param (higher timeframes, if request lowers too)
  • add option for bar plotting instead of lines (requires lowers tf to build bars)
Информация о релизе:
- fixed bug where divisor was not being used even when enabled.
Скрипт с защищённым кодом
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