Asia / London / Overlap / NY Sessions - Live + Futuresession markers to determine which session you're currently playing atИндикатор Pine Script®от prince_oncada3
Historical Annual Avg Growth Lines + 1-Year ProjectionThis script creates an overlay indicator on your TradingView chart that visualizes the historical average annual growth rate of the selected instrument (e.g., TSLA) in a specific way. Here's a step-by-step summary of what it represents and how it works: Overall Purpose It calculates the average annual percentage gain (arithmetic mean) across the instrument's entire trading history, using non-overlapping periods of 252 trading days each (approximating one year, excluding weekends/holidays). It then draws horizontal green lines on the chart for each complete "year" segment, showing a projected "fair value" price level for that year based on the overall average growth rate. This helps you compare actual historical price action against what the price "would have been" if it had grown steadily at the stock's long-term average annual rate. Lines above actual prices suggest periods where growth exceeded the average (potentially overvalued in hindsight), while lines below suggest underperformance (potentially undervalued). The calculation excludes the most recent incomplete year (any bars beyond the last full 252-day segment), ensuring only fully realized historical periods are used. Key Calculations Identifying Complete Years: It divides the chart's data from the first trading day (bar_index 0) into segments of exactly 252 bars each. For example: Year 1: Bars 0 to 251 Year 2: Bars 252 to 503 And so on, up to the last full segment before the current bar. If the total bars aren't a perfect multiple of 252, the partial current year is ignored. Average Annual % Gain: For each complete year segment: It computes the % gain as (end_price - start_price) / start_price. Sums these % gains across all years and divides by the number of years to get the overall average (e.g., if TSLA averaged 42% per year historically, that's the value used). Projected Price Lines: For each year segment: Takes the starting price of that year. Applies the overall average % gain to project a "target" end-of-year price: start_price * (1 + average_annual_gain). Draws a horizontal line at that projected price level, spanning only the bars of that specific year (e.g., a flat green line covering 252 bars, positioned above or below the actual price action for visual comparison). Visual Representation Horizontal Lines: Each green line is flat and covers one historical year block on the chart. Earlier years (left side) will have lower projected prices (reflecting lower starting prices), while later years (right side) will have higher ones as the base price compounds over time—but each is independent and based on that year's start. No Smoothing or Rolling: Unlike a moving average, these are static historical segments (non-overlapping), recalculated only on the last bar for efficiency. Example on TSLA: Assuming TSLA's long-term average annual gain is ~42% (based on its history since 2010 IPO), the line for Year 1 would be at * 1.42, spanning the first 252 bars. Year 2 would start from the actual price at bar 252 and project * 1.42, and so on. If lines are consistently above actual prices in recent years, it might indicate recent growth slowing relative to historical averages. Forward Projection (1 Year Out) The script also extends a dashed orange horizontal line to the right of the current bar, projecting the price one year into the future based on the same historical average annual growth rate. It starts from the end price of the last complete historical year as the base. Applies the average % gain once more to estimate the "target" price after another 252 trading days (e.g., base_price * (1 + average_annual_gain)). The line is dashed and orange for distinction, extending approximately 252 bars to the right (scroll or zoom right to view the full projection). This provides a visual guide for where the price "might" trend if growth continues at the historical average, helping with long-term investment planning like setting targets or assessing potential upside.Индикатор Pine Script®от toppermost115
Farjeat Breakout HuntersThis indicator detects accumulation and distribution zones, as well as areas of highest trading volume, providing buy or sell signals upon breakouts. 85% effectiveness across all timeframes, all markets, and all trading sessions.Индикатор Pine Script®от erickfarjeatОбновлено 9
CRZTestBuildV2At market open, the indicator plots daily zones derived from the previous session's range and volatility, using statistically common extensions and reactions from similar prior days. These zones act as areas of interest where price commonly stalls, reverses, or accelerates, which makes them useful or HOD/LOD reference and structure trade entries.Индикатор Pine Script®от taytrxnch35
TPO Profile Bars 30m PJTradesTPO Profile Bars — Real-Time Market Profile for Any Timeframe A full-featured TPO (Time Price Opportunity) profile indicator that builds Market Profile directly on your chart with real-time updates. Visualize where price spends the most time, identify value areas, and track unfilled POC levels — all without leaving TradingView. █ WHAT IT DOES This indicator constructs TPO profiles that show how long price traded at each level during a given period. Unlike volume profile, TPO measures time — revealing where the market found acceptance vs. rejection. Each horizontal bar represents a price level, and its width shows how many candles traded through that level. The result is a visual distribution that highlights: Point of Control (POC) — the price level with the most time spent Value Area (VAH/VAL) — the range containing 70% of trading activity Single Prints — levels touched only once, often acting as future support/resistance █ KEY FEATURES Two Modes Daily — one profile per full session 30 Minute — individual profiles for each 30-minute period (e.g., 9:30–10:00, 10:00–10:30) Live TPO Building The current period's profile updates in real-time on every tick. Watch the distribution form as price prints — no waiting for the period to close. Extending POC Lines Previous POC levels automatically extend forward until price fills them. Unfilled POCs act as magnets and key reference levels for future sessions. Choose to delete, stop, or dash the line once price touches it. Time-Based Gradient Coloring TPO bars are colored based on when price traded at each level — early activity vs. late activity within the period. This shows how the profile developed over time, not just the final shape. Configurable Granularity Adjust "Ticks Per TPO Level" to control row height. Lower values give more detail (more rows), higher values give cleaner, chunkier profiles. For NQ futures, 8–16 works well on 1-minute charts. A width multiplier lets you scale the horizontal size of the bars independently. █ HOW TO USE Add to a 1-minute or 5-minute chart Select "30 Minute" or "Daily" mode Adjust "Ticks Per TPO Level" for your instrument — start around 8–12 for index futures, 4–8 for forex Use the "TPO Bar Width Multiplier" if bars appear too narrow on your timeframe Key things to watch for: Profiles shaped like a "P" suggest buying activity (long liquidation or short covering above value) Profiles shaped like a "b" suggest selling activity (long liquidation below value) Symmetrical "D" shaped profiles indicate balance — expect range-bound behavior Single prints mark fast directional moves — these levels often get revisited Unfilled POC lines from prior sessions act as support/resistance targets █ SETTINGS Timeframe Settings TPO Calculation Period — Daily or 30 Minute Session Time — define the session window (default 0000–2359) TPO Configuration Ticks Per TPO Level — controls row granularity (lower = more detail) TPO Bar Width Multiplier — scales horizontal bar width Value Area % — percentage of TPO count for value area calculation (default 70%) Max Sessions — how many recent profiles to display Display Options Toggle TPO bars, POC, VAH/VAL lines, value area background, single prints, open/close markers, and live TPO independently Extend Single Prints — stretch single print levels to the right edge Extend Previous VA Levels — carry forward VAH/VAL lines POC Extension Extend Previous POCs Until Filled — POC lines persist until price revisits them When POC Filled — choose to delete the line, stop extending, or switch to dashed Max Historical POC Lines — cap on how many unfilled POCs to track █ NOTES Best used on 1-minute charts for 30-minute mode (gives ~30 candles per profile for good resolution) 5-minute charts work but profiles will have fewer TPO counts per level Pine Script limits apply — max 500 boxes, so very granular settings may reduce the number of visible profiles The indicator uses request.security for 30-minute bar detection, which means it works accurately across any chart timeframe below 30 minutesИндикатор Pine Script®от PJTRADEZS3
3 EMA Kesisim-Canengin15 dakikalık grafiklerde ema 8 in sırasıyla 21 ve 50 yi kesmesi ile alim satim sinyali üretirИндикатор Pine Script®от PUAVCISIОбновлено 116
Money Management Trade Data BoxTrade Data Box - Money Management Indicator Overview This indicator provides real-time position sizing and risk management calculations directly on your chart. It displays a clean data box that helps traders maintain disciplined risk management by automatically calculating the optimal number of contracts to trade based on ATR (Average True Range) volatility measurements. What It Does The indicator solves a critical problem that many traders face: determining the correct position size before entering a trade. Instead of manually calculating how many contracts to trade based on your risk tolerance and stop loss distance, this tool does all the math for you in real-time. Key Features ATR-Based Stop Loss & Target Calculation Uses the Average True Range to set dynamic stop losses and profit targets that adapt to current market volatility ATR multipliers allow you to customize how conservative or aggressive your stops and targets are (reasonable reward-to-risk ratio). Automatic Position Sizing Calculates exactly how many contracts you should trade to risk a specific dollar amount Takes into account your defined risk per trade, the instrument's tick value, and the calculated stop loss distance Updates continuously as market conditions change Visual Data Box Displays four critical pieces of information: Target (ticks): How far your profit target is from entry Stop (ticks): How far your stop loss should be placed Risk Amount: Your fixed dollar risk per trade Contracts: The calculated number of contracts to trade Customization Options Adjustable table size for different screen sizes Six position options to place the box wherever you prefer on your chart Optional "real close" dots to verify you're seeing actual closing prices if you are using Heiken Ashi Candles. How Traders Use This Set Your Risk Parameters: Input your maximum dollar risk per trade (e.g., $200) and the tick value for your instrument (e.g., $0.50 for Micro NQ (MNQ) futures)... verify your tick value before trading to ensure your risk management is correct. Adjust ATR Settings: Customize the ATR length and multipliers based on your trading style and the instrument's characteristics. Read the Box Before Trading: Before entering any trade, check the data box to know: Where to place your stop loss Where to set your profit target How many contracts to trade to maintain consistent risk Execute with Confidence: Enter your trade knowing you're risking exactly the amount you're comfortable with, regardless of how volatile the market is Why This Matters Professional traders know that position sizing is more important than entry timing. This indicator ensures you're never over-leveraged during volatile periods or under-leveraged during quiet markets. By basing calculations on ATR, your stops and targets automatically adjust to current market conditions, helping you maintain consistent risk across all trades.Индикатор Pine Script®от OptionSPY4
TradingPilotAIFor AI TRADING VIP members. Good luck to all! May the charts be in your favor!Индикатор Pine Script®от grahamtrading21
Hawks NY Midnight OpenPlots the New York Midnight Open price with configurable horizontal and vertical reference lines, session-based timing, and adjustable extensions.Индикатор Pine Script®от sarissabrownriggfh17639
Forecast Trend Filter ~ CharonQuantThe Forecast Trend Filter (FTF) is a trend and momentum confirmation indicator built on the original Forecast Oscillator concept developed by Tushar Chande. The original Forecast Oscillator measures how far price deviates from a linear regression forecast to highlight momentum shifts. This version extends that foundation and restructures it into a practical, signal-quality focused trend filter designed for real trading conditions. What’s different in this implementation: • Forecast Oscillator combined with slope confirmation to ensure momentum is accelerating, not stalling • Trend alignment filter using a user-selectable moving average (SMA, EMA, WMA, HMA, ALMA, VWMA) • Minimum deviation threshold to filter out weak or noisy signals • Directional state logic that clearly defines bullish, bearish, or neutral conditions • Visual trend context using adaptive colors, background bias, and overlay plots Signals are only generated when all conditions align: • Price deviates meaningfully from its linear regression forecast • Oscillator slope confirms momentum continuation • Deviation exceeds the minimum quality threshold • Price is aligned with the higher-level trend filter If one condition fails, the signal is ignored. This design prioritizes signal quality over signal frequency. Development and usage notes: This indicator was developed and calibrated on the 1D INDEX:ETHUSD chart. You must tweak the parameters to fit your market, timeframe, and trading style. If you do not read this description or do not understand what the indicator is designed to do, do not use it. Indicators amplify both discipline and mistakes. Important reminder: No single indicator is sufficient on its own. Индикатор Pine Script®от CharonQuant44116
Early Pullback Watchlist FlagAn alert across multiple symbols by adding to chart creating alert using indicator as apply to all symbols in watchlist with real time notificationИндикатор Pine Script®от ycornelius10
Early Pullback Screener ColumnContinuation of Deep Pull Back indicator - this give a custom column screen of early potential continuation pullbacksИндикатор Pine Script®от ycornelius10
Farjeat Liquidity HeatmapEncuentra las zonas de liquidez y te muestra donde podría dirigirse el precio.Индикатор Pine Script®от erickfarjeat11
Farjeat Price Action FractalIt automatically detects market fractality and provides a projection of potential price movements, helping you make more informed buying and selling decisions!Индикатор Pine Script®от erickfarjeat8
EMA Crossover Buy/Sell Signals//@version=5 indicator("EMA Crossover Buy/Sell Signals", overlay=true) // ─── Inputs ─────────────────────────────────────────────── emaFastLength = input.int(5, "Fast EMA Length", minval=1) emaSlowLength = input.int(20, "Slow EMA Length", minval=1) // ─── EMA Calculations ───────────────────────────────────── emaFast = ta.ema(close, emaFastLength) emaSlow = ta.ema(close, emaSlowLength) // ─── Entry & Exit Conditions ────────────────────────────── buySignal = ta.crossover(emaFast, emaSlow) // Fast EMA crosses above Slow EMA sellSignal = ta.crossunder(emaFast, emaSlow) // Fast EMA crosses below Slow EMA // ─── Alerts ─────────────────────────────────────────────── alertcondition(buySignal, title="Buy Signal", message="Buy Signal") alertcondition(sellSignal, title="Sell Signal", message="Sell Signal") // ─── Display EMA Lines ──────────────────────────────────── plot(emaFast, color=color.green, title="Fast EMA") plot(emaSlow, color=color.red, title="Slow EMA") // ─── Signal Arrows ──────────────────────────────────────── plotshape(buySignal, title="Buy Arrow", style=shape.labelup, color=color.green, text="Buy", location=location.belowbar, size=size.tiny) plotshape(sellSignal, title="Sell Arrow", style=shape.labeldown, color=color.red, text="Sell", location=location.abovebar, size=size.tiny) // ─── Highlight Active Signals ───────────────────────────── bgcolor(buySignal ? color.new(color.green, 85) : sellSignal ? color.new(color.red, 85) : na)Индикатор Pine Script®от sharmapr198523
SMC M5 Entry PROMC M5 Entry PRO is a Smart Money Concepts (SMC) signal tool designed for quick decision-making on M5, with optional H1 + M15 trend alignment and a built-in TP/SL ladder How signals are generated Market Structure Detection (M5) The script detects BOS (Break of Structure) and CHoCH (Change of Character) using swing pivots. You can choose the signal type: BOS only CHoCH only Both MTF Trend Filter (Optional) If enabled, the script will only signal trades when H1 and M15 are aligned in the same structural bias direction. Candle Strength Filter The script checks the candle body percentage on the signal candle: 𝐵 𝑜 𝑑 𝑦 % = ∣ 𝐶 𝑙 𝑜 𝑠 𝑒 − 𝑂 𝑝 𝑒 𝑛 ∣ 𝐻 𝑖 𝑔 ℎ − 𝐿 𝑜 𝑤 × 100 Body%= High−Low ∣Close−Open∣ ×100 A signal will only trigger if Body% ≥ the threshold you set. Entry display A BUY/SELL marker appears on the M5 signal candle A small Entry dot is drawn at the exact entry price (based on the confirmed signal candle). TP / SL When a signal triggers, the script draws: ENTRY TP1 / TP2 / TP3 SL TP/SL levels are calculated from ENTRY using your point settings: Default targets: TP1 400 / TP2 800 / TP3 1200 points SL can be fixed or set to RR 1:1 (SL = TP1 distance) ✅ When price reaches a TP level, the script marks it with ✓ ❌ If price hits SL, it marks it with ✕ Индикатор Pine Script®от orcaxvtОбновлено 19
ICT Essentials By @PatekFynnipThis indicator shows ICT essentials such as Midnight Opening Price, Midnight Opening Range, Asia Range, Previous Day High & Low This is a cosmetic indicator. It's fully adjustable.Индикатор Pine Script®от PatekFynnip1
Indices Futures: Key Levels By @PatekFynnipThis indicator shows key levels like New Week Openings Gaps, New Day Opening Gaps, Opening Range Gaps & 1st Presentations. It auto-plots NWOG, NDOG, ORG, 1st Pres and calculates and draws Quadrants + Eights inside every key level This is a cosmetic indicator. It's fully adjustable. Mainly for Indices like Nasdaq (NQ), S&P (ES) and Dow Jones (YM).Индикатор Pine Script®от PatekFynnipОбновлено 114
Current & Previous Candle H/LA visual tool that shows you the High and Low prices of: The CURRENT candle (bar) being formed. The PREVIOUS candle (the one that just closed). 1. Quick Price Reference Instantly see exact High/Low levels without hovering over candles Useful when placing orders near these levels 2. Support/Resistance Visualization Previous High/Low often acts as resistance/support Current High/Low shows where price is pushing 3. Breakout Trading Helps identify when price breaks above previous High (bullish breakout) Or below previous Low (bearish breakout) 4. Risk Management Set stop-losses below previous Low or above previous High Place take-profits near current High/Low extensionsИндикатор Pine Script®от mmrabeaОбновлено 30
Multi-Metric Valuation IndicatorMulti-Metric Valuation Indicator - Accumulation/Distribution Signal This indicator combines six proven technical metrics into a single composite valuation score to help identify optimal accumulation and distribution zones for any asset. Built with the Mayer Multiple as its foundation, it provides a comprehensive view of whether an asset is overvalued or undervalued. Core Components: Mayer Multiple - Compares current price to 200-day moving average (traditional Bitcoin valuation metric) RSI (Relative Strength Index) - Identifies overbought/oversold momentum conditions Bollinger Band Position - Measures price location within volatility bands 50-Day MA Deviation - Tracks short-term trend strength Rate of Change (ROC) - Captures momentum shifts Volume Analysis - Confirms price moves with relative volume strength How It Works: Each metric is scored from -1 (extremely undervalued) to +1 (extremely overvalued) using granular thresholds. These scores are averaged into a composite valuation score that oscillates around zero: < -0.4: Strong Accumulation Zone (dark green background) -0.4 to -0.2: Accumulation Zone (light green background) -0.2 to +0.2: Neutral Zone (gray background) +0.2 to +0.4: Distribution Zone (light red background) > +0.4: Strong Distribution Zone (dark red background) Key Features: Real-time scoring table displays all component values and their individual scores Color-coded composite line (green = undervalued, red = overvalued) Background shading for instant visual signal recognition Built-in alerts for strong accumulation/distribution crossovers Fully customizable inputs for all parameters Clean, efficient code using ternary operators and one-line declarations Best Use Cases: Long-term position accumulation strategies Identifying macro market tops and bottoms Dollar-cost averaging entry/exit planning Multi-timeframe confirmation (works on daily, weekly, monthly charts) Risk management and position sizing decisions Interpretation: When the composite score drops below -0.4, multiple metrics simultaneously indicate undervaluation - a historically favorable accumulation opportunity. Conversely, scores above +0.4 suggest distribution may be prudent as multiple indicators flash overbought signals. The indicator is most powerful when combined with fundamental analysis and proper risk management. It's designed to keep emotions in check during extreme market conditions.Индикатор Pine Script®от MonkeyPhone1113
Advanced Trading Forecast Calculator # Advanced Trading Forecast Calculator ## Overview The Advanced Trading Forecast Calculator is a comprehensive performance analytics dashboard that transforms manual trading data into institutional-grade insights. This tool bridges the gap between basic win rate calculations and professional risk management by implementing quantitative finance methodologies typically found in hedge fund trading desks. ## What Makes This Script Original This indicator synthesizes multiple independent analytical frameworks into a unified system that addresses the complete lifecycle of trading performance analysis: **Multi-Dimensional Risk Analysis** - Integrates Value-at-Risk (VaR) calculations, tail risk assessment, drawdown analysis, and leverage risk modeling into a cohesive risk framework. The system calculates both statistical risk (95% confidence VaR) and extreme event risk (99% tail risk) using position-size weighted methodologies. **Kelly Criterion Implementation** - Applies the Kelly formula (optimal_f = (win_rate × reward_risk_ratio - loss_rate) / reward_risk_ratio) to determine mathematically optimal position sizing. The calculator compares your current position size against the Kelly-optimal size and flags over-leveraging risks. **Market Regime Adaptation** - Adjusts performance projections based on economic cycle stage (Recession/Recovery/Expansion/Peak) using regime-specific multipliers derived from historical market behavior. Incorporates volatility normalization, sector concentration penalties, and correlation-adjusted risk metrics. **Behavioral Finance Quantification** - Converts subjective trading discipline into quantifiable scores by tracking revenge trades, FOMO entries, stop-loss adherence, and planned versus impulsive execution. Calculates a composite discipline score that correlates with long-term profitability. **Advanced Risk-Adjusted Returns** - Implements three distinct risk-adjusted metrics: Sharpe Ratio (excess return per unit of total volatility), Sortino Ratio (excess return per unit of downside deviation), and Calmar Ratio (annualized return divided by maximum drawdown). Each metric reveals different aspects of risk-adjusted performance. ## How It Works ### Core Calculation Methodology **Expectancy Framework**: The calculator uses mathematical expectancy theory to project outcomes. For each trade, it calculates: Expected_Value = (Win_Rate × Avg_Win) - (Loss_Rate × Avg_Loss). This expectancy is then multiplied by trading frequency to generate monthly and annual projections. **Risk Metrics**: Volatility is estimated using the square root of time scaling (√252 for annual volatility) applied to the average absolute deviation between wins and losses. This volatility feeds into Sharpe and Sortino ratio calculations using the formula: (Annualized_Return - Risk_Free_Rate) / Volatility. **Drawdown Modeling**: Maximum drawdown is estimated using binomial probability theory to calculate the expected longest losing streak: Max_Consecutive_Losses = -ln(0.01) / ln(1 - Loss_Rate). This is then multiplied by average loss size to estimate peak-to-trough decline. **Market Correlation Adjustment**: Beta-adjusted risk is calculated as: Beta_Risk = |Correlation_to_Market| × Market_Volatility. This quantifies how much of your risk comes from general market movements versus strategy-specific factors. **Regime Analysis**: Return projections are modified based on economic cycle stage using empirically-derived multipliers (Expansion: 1.15x, Peak: 0.95x, Recovery: 1.05x, Recession: 0.75x). Additional stress testing applies macro factors including interest rate sensitivity, inflation impact, and geopolitical event frequency. ### Performance Scoring System The script generates composite scores across multiple dimensions: **Strategy Viability Score** (0-20 points): Checks if expected return per trade is positive, Kelly criterion is viable (>0), and profit factor exceeds 1.2 (indicating edge exists). **Execution Quality Score** (0-15 points): Evaluates profit factor tiers (>1.5, >1.2, >1.0) and mathematical expectancy levels (>2%, >1%, >0.5%). **Discipline Score** (0-15 points): Weights stop-loss adherence, profit target discipline, and planned trade percentage equally to create a behavioral quality metric. **Risk-Adjusted Performance Score** (0-10 points): Tiered scoring based on Sharpe ratio thresholds (>1.5, >1.0, >0.5). **Market Adaptation Score** (0-10 points): Evaluates timing edge (difference between best and worst trading hours), weekly consistency, and earnings season alpha. **Risk Management Score** (0-10 points): Assesses margin utilization efficiency, overnight position performance, and portfolio diversification. **Macro Resilience Score** (0-5 points): Measures robustness to interest rate changes, inflation, and geopolitical shocks. These subscores combine into an overall rating from EXCEPTIONAL (85+) to POOR (<25), providing a single performance quality metric. ## Key Features **10-Column Dashboard**: Displays 90+ metrics organized into Account, Performance, Projections, Risk, Psychology, Goals, Actual Results, Market Regime, Timing Edge, and Scores categories. **Visual Performance Tracking**: Plots actual returns against expected benchmark, regime-adjusted projections, and stress-tested scenarios. Includes drawdown area chart and VaR reference lines. **15 Smart Alerts**: Automated notifications for target achievement, drawdown warnings, discipline deterioration, excessive leverage, high volatility, exceptional performance, and timing edge detection. **Dynamic Color Coding**: Green/yellow/red highlighting automatically identifies strong metrics, warning zones, and problem areas across the entire dashboard. **Customizable Display**: Adjustable table position (9 options), size (3 levels), and fully customizable color scheme with 11 independent header colors. ## How to Use This Indicator ### Step 1: Input Your Account Data - Enter current account size and equity value - Set position sizing percentage and maximum simultaneous positions - Input commission and slippage costs ### Step 2: Enter Historical Performance - Record total trades taken and winning trades - Calculate and enter average gain percentage and average loss percentage - Input your actual win rate, largest win, largest loss - Note consecutive win and loss streaks ### Step 3: Add Psychology Metrics - Count revenge trades (trades taken to "get even" after losses) - Count FOMO trades (impulsive entries from fear of missing out) - Estimate percentage of planned versus impulsive trades - Rate your stop-loss discipline and profit target discipline honestly ### Step 4: Configure Market Environment - Set current market volatility (VIX or similar measure) - Assess your strategy's correlation to the broader market (-1 to +1) - Calculate sector concentration percentage - Select current economic cycle stage ### Step 5: Input Advanced Risk Metrics - If known, enter Value-at-Risk at 95% confidence level - Record overnight position statistics - Note leverage usage and margin utilization - Input macro sensitivity factors ### Step 6: Analyze Results The dashboard automatically calculates and displays: - Whether your strategy is mathematically viable - Optimal Kelly position size versus your current sizing - Expected monthly and annual returns with regime adjustments - Risk-adjusted performance metrics (Sharpe, Sortino, Calmar) - Estimated time to reach your financial goals - Composite performance score and rating ### Step 7: Act on Insights - If Kelly Gap is positive (red), reduce position size to optimal level - If Discipline Score is below 80%, focus on execution quality - If Strategy shows NOT VIABLE, reassess methodology fundamentally - If Sharpe Ratio is below 0.5, risk-adjusted returns are insufficient - Monitor alerts for real-time warnings about risk levels ## What This Script Does NOT Do This indicator does NOT generate trading signals, execute trades, or provide buy/sell recommendations. It is purely an analytical and educational tool for performance evaluation. It does NOT predict future market movements or guarantee results. ## Why Protected Source Code The source code is protected because it contains proprietary implementations of: - Multi-factor composite scoring algorithms with empirically-tuned weight distributions - Regime-specific adjustment multipliers derived from extensive backtesting across economic cycles - Integrated risk calculation frameworks that synthesize VaR, tail risk, and drawdown methodologies - Behavioral scoring systems that quantify psychological factors with predictive correlations to future performance - Optimized table rendering logic for displaying 90+ metrics without performance degradation These implementations represent significant research and development work that differentiates this calculator from basic performance trackers. ## Intended Users This tool is designed for: - Active traders seeking institutional-grade performance analysis - Traders wanting to quantify and improve their trading discipline - Those learning quantitative risk management and position sizing theory - Traders who maintain detailed trading journals and want deeper insights - Anyone wanting to understand if their strategy has a genuine mathematical edge ## Important Notes All projections assume historical performance patterns will continue, which is never guaranteed. Past performance does not indicate future results. The Kelly Criterion suggests optimal sizing under ideal conditions but should be reduced (typically 25-50% of full Kelly) for practical implementation. Risk metrics are estimates based on input data quality. This tool is for educational and analytical purposes only. ## Chart Requirements The indicator displays on a clean chart with no other scripts needed. It creates an overlay-false subplot showing equity curves and drawdown visualization, plus a comprehensive table overlay on the price chart. All symbol and timeframe information remains visible. ## Updates and Maintenance This indicator receives ongoing updates to incorporate new risk metrics, improve calculation accuracy, and add requested features while maintaining backward compatibility with existing user configurations. --- **Version**: 6 (Pine Script v6) **Type**: Indicator (Not a Strategy - No Backtest Required) **Display**: Overlay = False (Separate Pane) + Table OverlayИндикатор Pine Script®от DeltaSpeedEdgeОбновлено 5
Farjeat Scalper TP/SLSeñales efectivas de Scalping con Zona de Entrada, Take Profit y Stop Loss.Индикатор Pine Script®от erickfarjeat7
Farjeat Perfect Buy/SeelEntradas y salidas perfectas en compras y ventas, úsalas para mejorar tu efectividad.Индикатор Pine Script®от erickfarjeat4