OPEN-SOURCE SCRIPT
更新済 Risk Context + Position Sizing
What This Indicator Does (And Doesn't Do)
This is NOT a buy/sell signal indicator. Instead, it's a risk management tool that helps you understand two critical things:
The Core Problem It Solves
Imagine you always risk the same amount on every trade - say $100. But sometimes the market is calm and predictable, other times it's wild and unpredictable. This indicator says: "Hey, the market is going crazy right now - maybe only risk $70 instead of your usual $100."
How It Works
Measures Market "Nervousness"
Categorizes Risk Environment
Important Disclaimers
This is NOT a buy/sell signal indicator. Instead, it's a risk management tool that helps you understand two critical things:
- How volatile the market is right now (compared to recent history)
- How much you should risk on your next trade based on that volatility
The Core Problem It Solves
Imagine you always risk the same amount on every trade - say $100. But sometimes the market is calm and predictable, other times it's wild and unpredictable. This indicator says: "Hey, the market is going crazy right now - maybe only risk $70 instead of your usual $100."
How It Works
Measures Market "Nervousness"
- Uses ATR (Average True Range) to measure how much prices typically move each day
- Compares today's volatility to the past 100 days
- Shows you a percentile (0-100%) - higher = more volatile
Categorizes Risk Environment
- LOW (green): Market is calm, you can size up slightly
- NORMAL: Standard conditions, use your normal position size
- HIGH (red): Market is jumpy, reduce your position size
- EXTREME (dark red): Market is in chaos, significantly reduce size
Important Disclaimers
- This doesn't predict price direction - it only measures current market stress
- You still need a trading strategy - this just helps you size it properly
- Past volatility doesn't guarantee future volatility
- Always combine with proper stop losses and risk management
リリースノート
Improved position sizing logic by replacing step-based scaling with a smoother volatility-adjusted model. This enhances risk calibration and responsiveness to market conditions.オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。
オープンソーススクリプト
TradingViewの精神に則り、このスクリプトの作者はコードをオープンソースとして公開してくれました。トレーダーが内容を確認・検証できるようにという配慮です。作者に拍手を送りましょう！無料で利用できますが、コードの再公開はハウスルールに従う必要があります。
免責事項
この情報および投稿は、TradingViewが提供または推奨する金融、投資、トレード、その他のアドバイスや推奨を意図するものではなく、それらを構成するものでもありません。詳細は利用規約をご覧ください。