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BPS Dashboard (Aggressive & Conservative)
#BPS Dashboard (Aggressive & Conservative)
1. Adaptive Trading Mode – Allows switching between Conservative and Aggressive modes to control risk/reward and trade frequency.
2. Trend Detection – Uses 50- and 100-period linear regressions to define the market trend and smooths the slope for trend strength evaluation.
3. Volatility Calculation – Computes historical daily volatility and annualized volatility for expected move estimations.
4. Expected Move & Strikes – Calculates the expected price move for the target DTE and determines the Short Put and Long Put strikes accordingly.
5. Buffer & Spread – Computes the distance between current price and short put (“buffer”) and calculates the spread between short and long put for risk sizing.
6. Trade Setup Logic – Generates a TRADE signal if trend conditions, volatility limits, and mode settings align.
7. Probability of Profit (PoP) Approximation – Estimates the likelihood that the short put expires OTM using a lognormal approximation without relying on erf() for stability.
8. Visual Indicators on Chart – Plots linear regressions and shows a triangle below bars when a trade setup occurs, color-coded by mode (green for conservative, red for aggressive).
9. Dynamic Dashboard – Displays key metrics including Mode, Annual Volatility, Expected Move, Short/Long Put, Buffer, Spread, PoP, and Trade Status; uses color coding for easy interpretation.
10. Professional Styling – Clean, non-transparent dashboard with white text for readability; Mode and Status cells are color-coded to indicate risk/reward visually.
1. Adaptive Trading Mode – Allows switching between Conservative and Aggressive modes to control risk/reward and trade frequency.
2. Trend Detection – Uses 50- and 100-period linear regressions to define the market trend and smooths the slope for trend strength evaluation.
3. Volatility Calculation – Computes historical daily volatility and annualized volatility for expected move estimations.
4. Expected Move & Strikes – Calculates the expected price move for the target DTE and determines the Short Put and Long Put strikes accordingly.
5. Buffer & Spread – Computes the distance between current price and short put (“buffer”) and calculates the spread between short and long put for risk sizing.
6. Trade Setup Logic – Generates a TRADE signal if trend conditions, volatility limits, and mode settings align.
7. Probability of Profit (PoP) Approximation – Estimates the likelihood that the short put expires OTM using a lognormal approximation without relying on erf() for stability.
8. Visual Indicators on Chart – Plots linear regressions and shows a triangle below bars when a trade setup occurs, color-coded by mode (green for conservative, red for aggressive).
9. Dynamic Dashboard – Displays key metrics including Mode, Annual Volatility, Expected Move, Short/Long Put, Buffer, Spread, PoP, and Trade Status; uses color coding for easy interpretation.
10. Professional Styling – Clean, non-transparent dashboard with white text for readability; Mode and Status cells are color-coded to indicate risk/reward visually.
Скрипт с защищённым кодом
Этот скрипт опубликован с закрытым исходным кодом. Однако вы можете использовать его свободно и без каких-либо ограничений — читайте подробнее здесь.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.
Скрипт с защищённым кодом
Этот скрипт опубликован с закрытым исходным кодом. Однако вы можете использовать его свободно и без каких-либо ограничений — читайте подробнее здесь.
Отказ от ответственности
Информация и публикации не предназначены для предоставления и не являются финансовыми, инвестиционными, торговыми или другими видами советов или рекомендаций, предоставленных или одобренных TradingView. Подробнее читайте в Условиях использования.