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Market Order Risk CalculatorObviously the Long/Short Position tool does this, but when you are scalping, 10 - 15 seconds matters. What matters more than that is defined risk, you dont want your losses being scattered, 300 here 145 there, you want consistent risk to have consistent data. What this does is when you are framing a trade, it provides a hands off tool that tells you exactly how many contracts to enter with, that way if you have bracket orders on, your stop will be exactly where you want it to be without going over your defined risk.
Pine Script® インジケーター
kamron_lashleyの投稿
Stocks Dashboard @ Sumith.KVStocks Dashboard helps to Monitor Multiple Stocks with all Technicals Indicators at a Single Screen... Strategies Available ... 1. Change & Change% 2. RSI (Relative Strength Index) 3. VWAP 4. Volume 5. 200SMA 6. Super Trend 7. ADX 8. Alligator 9. MACD 10. OHLC 11. EMA Trends 12. ATR Bot Alerts The Table Values will update based on the timeframe chosen. Also the list can be customized based on the Stocks Preferences.
Pine Script® インジケーター
Sumith_KVの投稿
Ratios -> PROFABIGHI_CAPITAL🌟 Overview This Ratios → PROFABIGHI_CAPITAL implements a comprehensive risk-adjusted performance analysis framework combining Sharpe, Sortino, and Omega ratios for superior portfolio evaluation and trading signal generation. It provides Triple-ratio calculation engine with Sharpe volatility analysis, Sortino downside deviation measurement, and Omega probability-weighted performance assessment , Advanced smoothing system using EMA filtering for noise reduction and signal clarity , Dynamic threshold-based color coding with configurable strong and weak performance levels , and Configurable annualization framework supporting different market types and trading frequencies for institutional-grade risk management. 🔧 Advanced Risk-Adjusted Analysis Framework Professional triple-ratio system integrating three distinct risk-adjusted performance methodologies for comprehensive portfolio evaluation Source Selection Architecture enabling close, high, low, or other price inputs for flexible ratio calculation adaptation Calculation Period Management with adjustable lookback periods balancing statistical significance versus market responsiveness EMA Smoothing Integration reducing market noise while preserving important performance trends for enhanced decision-making accuracy Grouped Parameter Organization separating general settings, Sharpe parameters, Sortino configuration, and Omega controls for streamlined optimization Configurable Annualization Factor supporting different market types with customizable days-per-year calculation for accurate performance scaling 📊 Sharpe Ratio Implementation Engine Risk-Free Rate Configuration providing adjustable annual risk-free rate for excess return calculation over benchmark performance Volatility-Adjusted Performance measuring excess return per unit of total risk using standard deviation methodology Strong/Weak Threshold Management offering configurable performance levels for signal generation and visual classification Mathematical Precision Framework implementing proper annualization scaling with square root adjustment for volatility normalization Zero-Division Protection ensuring continuous calculation through proper handling of zero volatility conditions Periodic Return Calculation using bar-to-bar percentage changes for accurate return measurement across different timeframes 📈 Sortino Ratio Advanced Framework Downside Deviation Focus measuring risk-adjusted performance using only negative deviations below risk-free threshold Sophisticated Downside Calculation implementing loop-based accumulation of squared negative deviations for precise downside risk measurement Risk-Free Rate Integration supporting independent risk-free rate configuration for Sortino-specific benchmark setting Downside Risk Isolation excluding upward volatility from risk calculation for more accurate downside risk assessment Mean Downside Deviation calculating average squared downside deviations with proper mathematical normalization Square Root Scaling applying proper mathematical transformation for downside deviation with annualization adjustment ⚙️ Omega Ratio Probability Framework Target Return Configuration enabling customizable annual target return threshold for gain-loss probability analysis Cumulative Gain Calculation measuring total returns above target threshold through iterative accumulation methodology Cumulative Loss Measurement calculating total shortfalls below target threshold for comprehensive downside assessment Probability-Weighted Analysis implementing gains-to-losses ratio for probability-based performance evaluation Target Return Conversion transforming annual target returns to periodic equivalents for accurate threshold comparison Null Value Handling managing mathematical edge cases when no losses occur through proper validation logic 🔄 Advanced Smoothing Implementation Triple-Ratio EMA Smoothing applying Exponential Moving Average filtering to all three ratios for enhanced signal clarity Configurable Smoothing Period balancing signal responsiveness versus noise reduction through adjustable EMA length Null Value Protection ensuring continuous smoothing through proper handling of undefined raw ratio values Omega Ratio Special Handling using zero fallback for undefined Omega values to maintain continuous EMA calculation Signal Persistence Enhancement reducing false signals while preserving important trend changes through mathematical smoothing Real-Time Smoothing Updates providing current smoothed values for immediate performance assessment and signal generation 🎨 Dynamic Visualization Framework Threshold-Based Color Coding using green for strong performance above threshold, red for weak performance below threshold, and gray for neutral zones Sharpe Ratio Visualization displaying green/red/gray coloring based on smoothed values relative to strong and weak threshold lines Sortino Ratio Display implementing blue for strong performance, yellow for weak performance, and gray for neutral conditions Omega Ratio Presentation using orange for strong performance, purple for weak performance, and gray for intermediate levels Multi-Line Plot System presenting all three smoothed ratios simultaneously with distinct colors and line weights Reference Line Framework displaying horizontal dashed lines for strong and weak thresholds with color-coded identification 🔍 Mathematical Precision Implementation Accurate Return Calculation using proper percentage change methodology for consistent return measurement Annualization Scaling implementing correct mathematical formulations for time-period adjustment with square root factors Statistical Validation ensuring mathematical accuracy through proper mean and standard deviation calculations Loop-Based Calculations using efficient iteration for downside deviation and Omega ratio cumulative calculations Error Prevention Framework incorporating comprehensive validation for zero division and undefined value conditions Precision Maintenance preserving calculation accuracy across different smoothing periods and market conditions 📋 Performance Analysis Applications Risk-Adjusted Signal Generation using threshold crossovers for entry and exit signal identification across all three ratios Portfolio Performance Ranking comparing multiple assets or strategies using standardized risk-adjusted performance metrics Market Regime Detection identifying favorable and unfavorable market conditions through ratio trend analysis Strategy Optimization evaluating trading strategy performance using multiple risk-adjusted methodologies simultaneously Drawdown Analysis Enhancement utilizing Sortino ratio focus on downside risk for better drawdown assessment Probability-Based Decision Making leveraging Omega ratio gain-loss probability analysis for position sizing and risk management ✅ Key Takeaways Comprehensive triple-ratio framework combining Sharpe volatility analysis, Sortino downside focus, and Omega probability-weighted assessment for complete risk-adjusted evaluation Advanced smoothing implementation using EMA filtering for noise reduction while preserving important performance trends and signal clarity Dynamic threshold-based visualization with color-coded performance states enabling immediate identification of strong, weak, and neutral conditions Mathematical precision implementation using proper statistical formulations with comprehensive error handling and edge case management Configurable parameter framework supporting different market types through adjustable annualization factors and independent threshold settings Professional visualization system with multi-colored ratio lines and reference threshold displays for institutional-grade performance analysis Flexible calculation periods enabling adaptation to different trading styles and market analysis requirements for versatile risk management applications
Pine Script® インジケーター
PROFABIGHI_CAPITALの投稿
Position Sizing Calculator with ADR%, Account %, and RSILET ME KNOW IN COMMENTS IF YOU HAVE ANY ISSUES! Overview The Position Sizing Calculator with ADR% + RSI is a indicator that helps traders calculate position sizes based on risk management parameters (stop loss at low of day). It uses a fixed percentage of the account size, risk per trade, and stop loss distance (current price minus daily low) to determine the number of shares or contracts to trade. Additionally, it displays the Average Daily Range (ADR) as a percentage, the Relative Strength Index (RSI), and the price’s percentage distance from the daily low in a real-time table. Features Position Sizing: Calculates position size based on a fixed account percentage, risk per trade, and stop loss distance, ensuring the position value stays within the allocated capital. ADR% Display: Shows the ADR as a percentage of the daily low, colored green if >5% or red if ≤5%. RSI Display: Shows the RSI, colored green if oversold (<30), red if overbought (>70), or gray otherwise. Distance from Low: Displays the current price’s percentage distance from the daily low for context. Real-Time Table: Presents all metrics in a top-right table, updating in real-time. Position Value Cap: Ensures the position value doesn’t exceed the allocated capital. Minimum Stop Loss: Prevents oversized positions due to very small stop loss distances. Customizable Parameters Account Size ($): Set the total account balance (default: $1,000, min: $100, step: $100). Risk Per Trade (%): The percentage of allocated capital to risk per trade (default: 1%, range: 0.1% to 10%, step: 0.1%). Max % of Account: The fixed percentage of the account to allocate for the trade (default: 50%, range: 10% to 100%, step: 1%). ADR Period: The number of days to calculate the ADR (default: 14, min: 1, step: 1). RSI Length: The period for RSI calculation (default: 14, min: 1, step: 1). Min Stop Loss Distance ($): The minimum stop loss distance to prevent oversized positions (default: $0.01, min: $0.001, step: $0.001). Calculations Stop Loss Distance: Current price minus daily low, with a minimum value set by the user. Position Size: (Account Size * Max % of Account * Risk Per Trade %) / Stop Loss Distance, capped so the position value doesn’t exceed the allocated capital. ADR%: 100 * (SMA(daily high / daily low, ADR Period) - 1), reflecting the average daily range relative to the low. RSI: Calculated using the smoothed average of gains and losses over the RSI period, with special handling for zero gains or losses. Distance from Low: (Current Price - Daily Low) / Daily Low * 100. Table Display Account Size: The input account balance. Risk Per Trade: The risk percentage. Stop Loss Distance: The price difference between the current price and daily low. Distance from Low: The percentage distance from the daily low. Account % Used: The fixed percentage of the account allocated. Position Size: The calculated number of shares or contracts. Position Value: The position size multiplied by the current price. ADR %: The ADR percentage, colored green (>5%) or red (≤5%). RSI: The RSI value, colored green (<30), red (>70), or gray (30–70). Usage Ideal for traders managing risk by allocating a fixed portion of their account and sizing positions based on stop loss distance. The ADR% and RSI provide market context, with color coding to highlight high volatility or overbought/oversold conditions. Adjust the customizable parameters to fit your trading style, such as increasing the risk percentage for aggressive trades or adjusting the ADR/RSI periods for different time horizons.
Pine Script® インジケーター
Carbon_Tradesの投稿
Mavi## Core System Structure and Operating Principle This advanced trading system adopts a multi-dimensional approach to market analysis. Centering on two main trend-following mechanisms, it supports them with 12 different technical analysis tools. Its fundamental philosophy is to simultaneously evaluate different aspects of the market rather than relying on a single indicator. The main signal systems constitute 70% of the total decision, while supporting indicators complete the remaining 30%. Thanks to this mathematical weighting, false signals are minimized while strong market movements are captured early. The system's most remarkable feature is its automatic calculation of optimal entry points for each trade. During this calculation, the current price position, volatility status, momentum indicators, and critical technical levels are evaluated together. A dynamic algorithm is used to ensure you enter the market at the most suitable price, and this entry point is continuously updated. ## Risk Management and Capital Protection Risk management is a fundamental element embedded in this system's DNA. Before each trade, the stop loss level is automatically calculated based on volatility, and you are presented with three different profit targets. These targets are determined to optimize the risk/reward ratio. The system recommends risking only 2% of your capital per trade and calculates your position size according to this rule. The profit-taking strategy is based on the principle of graduated exits: 50% of the position at the first target, 30% at the second target, and the remaining 20% at the third target. This approach both protects profits and offers the opportunity to benefit from trend continuation. Stop loss levels are dynamically adjusted according to the market's current volatility. When volatility increases, the stop distance widens; when it decreases, it narrows. This reduces the risk of unnecessary stops while providing protection against major losses. Additionally, the risk/reward ratio is calculated for each trade, and if this ratio is below 1:2, opening a trade is not recommended. ## Market Condition Analysis and Adaptive Strategy The system classifies the market into three different regimes: trending, ranging, and consolidation. Different trading strategies are recommended for each regime. During trending periods, more weight is given to signals in the trend direction, and momentum indicators are emphasized. In ranging markets, trading from support and resistance levels is recommended, and overbought/oversold zones receive more attention. During consolidation periods, a major upcoming movement is anticipated, and taking positions in the breakout direction is advised. Market regime detection is performed by evaluating multiple indicators together. The market's current character is determined by analyzing trend strength, volatility level, volume behavior, and momentum indicators. Through this detection, the appropriate strategy for each market condition is automatically activated. ## Confidence Score and Decision-Making Mechanism One of this system's most innovative features is the confidence score calculation for each signal. This score is determined by taking the weighted average of 14 different technical indicators and ranges from 0-100. If the confidence score is below 35%, opening a trade is not recommended. The higher the score, the more reliable the signal. Visually represented by stars, this score enables quick decision-making. The decision-making mechanism adopts an objective and mathematical approach. After all indicators are analyzed, you are presented with a clear recommendation: strong buy, buy, strong sell, sell, or wait. These recommendations are based solely on technical data, completely eliminating emotional factors. This enables disciplined trading free from emotions such as fear and greed. ## Volume and Money Flow Analysis Volume analysis is an integral part of the system. Metrics such as relative volume, money flow index, accumulated volume indicator, and volume change rate are continuously monitored. Signals are found to be more reliable when trading occurs at more than twice the normal volume. Z-score analysis, particularly used to detect institutional activity, enables you to catch big players' market entries early. Money flow indicators determine the direction of capital entering or leaving the market. Positive money flow indicates buying pressure, while negative money flow shows selling pressure. By detecting discrepancies between money flow and price movement, potential reversal points are signaled in advance. The combined evaluation of volume and money flow analysis improves signal quality and filters out false breakouts. ## Momentum and Strength Indicators Momentum analysis enables you to understand the market's internal dynamics. By evaluating the relative strength index, stochastic oscillator, and momentum indicators together, the market's overbought or oversold condition is detected. Trend strength analysis provides information about the sustainability of the current movement. In strong trends, maintaining positions in the trend direction is recommended, while profit realization is advised in weak trends. Divergence analysis of momentum indicators detects potential reversal points early. If momentum indicators show decline while price makes new highs, this signals trend weakening. Such discrepancies are automatically detected and you are alerted. ## Moving Averages and Trend Analysis Short, medium, and long-term trends are analyzed using moving averages of different periods. These averages, based on Fibonacci numbers, create natural support and resistance levels. Alignment of all averages in the same direction confirms strong trend presence. Major crossovers are automatically detected and evaluated as harbingers of significant trend changes. The distance between moving averages is an indicator of trend strength. As averages diverge from each other, the trend strengthens; as they converge, it weakens. This dynamic is continuously monitored, and when the trend weakens, reducing positions or profit realization is recommended. ## Institutional Pattern Recognition The system automatically detects special formations used by professional investors. Patterns indicating institutional accumulation, such as Spring and UTAD, are evaluated together with large volume movements. A minimum 20-bar cooldown period is applied in detecting these patterns to filter false signals. The Spring pattern indicates potential bottoms and uptrend beginnings, while the UTAD pattern signals tops and downtrend beginnings. ## Practical Use and Application When you start using the indicator, you should first follow the two main panels in the right corners. The upper panel contains risk management and final decision recommendations, while the lower panel provides detailed market analysis. If there's a high confidence score and a clear signal, you can open a trade from the determined entry point. Always use the recommended stop loss level and stick to profit targets. You may need to use different parameters in different timeframes. More sensitive settings are preferred for short-term trades, while broader parameters are chosen for long-term trades. Optimized default values are provided for each timeframe, but you can fine-tune according to your own experience. ## Conclusion This comprehensive trading system is a sophisticated solution developed against the complexity of modern markets. With multiple analysis layers, automatic risk management, and an objective scoring system, it minimizes emotional decisions and enables systematic trading. The system shows you the way, but the final decision is always yours. Disciplined use, patience, and adherence to risk management rules are the keys to long-term success. The most important rule to remember when trading is that no system is perfect and there are no guarantees in the market. Therefore, always prioritize capital management and only trade with money you can afford to lose. You are provided with professional-level analysis capabilities, but discipline, patience, and continuous learning are essential for success.
Pine Script® インジケーター
necmibayraktarの投稿
Mato Trading Final Trend Score & Alignment (10-Criteria, 0–100)My trend definition is a systematic approach to identify market trends using 10 equally weighted criteria per timeframe, derived from historical prices, historical volatilities and a time projection factor. The scoring system ranges from 0 (strong short signal) to 100 (strong long signal). A trigger for a trend signal is generated when all specified timeframes—1-minute, 5-minute, 15-minute, 30-minute, 1-hour, 2-hour, 4-hour, daily, weekly, monthly, and 3-month—align to produce the same directional signal (long or short).
Pine Script® インジケーター
krahlmaの投稿
LeTa Pro## Core System Structure and Operating Principle This advanced trading system adopts a multi-dimensional approach to market analysis. Centering on two main trend-following mechanisms, it supports them with 12 different technical analysis tools. Its fundamental philosophy is to simultaneously evaluate different aspects of the market rather than relying on a single indicator. The main signal systems constitute 70% of the total decision, while supporting indicators complete the remaining 30%. Thanks to this mathematical weighting, false signals are minimized while strong market movements are captured early. The system's most remarkable feature is its automatic calculation of optimal entry points for each trade. During this calculation, the current price position, volatility status, momentum indicators, and critical technical levels are evaluated together. A dynamic algorithm is used to ensure you enter the market at the most suitable price, and this entry point is continuously updated. ## Risk Management and Capital Protection Risk management is a fundamental element embedded in this system's DNA. Before each trade, the stop loss level is automatically calculated based on volatility, and you are presented with three different profit targets. These targets are determined to optimize the risk/reward ratio. The system recommends risking only 2% of your capital per trade and calculates your position size according to this rule. The profit-taking strategy is based on the principle of graduated exits: 50% of the position at the first target, 30% at the second target, and the remaining 20% at the third target. This approach both protects profits and offers the opportunity to benefit from trend continuation. Stop loss levels are dynamically adjusted according to the market's current volatility. When volatility increases, the stop distance widens; when it decreases, it narrows. This reduces the risk of unnecessary stops while providing protection against major losses. Additionally, the risk/reward ratio is calculated for each trade, and if this ratio is below 1:2, opening a trade is not recommended. ## Market Condition Analysis and Adaptive Strategy The system classifies the market into three different regimes: trending, ranging, and consolidation. Different trading strategies are recommended for each regime. During trending periods, more weight is given to signals in the trend direction, and momentum indicators are emphasized. In ranging markets, trading from support and resistance levels is recommended, and overbought/oversold zones receive more attention. During consolidation periods, a major upcoming movement is anticipated, and taking positions in the breakout direction is advised. Market regime detection is performed by evaluating multiple indicators together. The market's current character is determined by analyzing trend strength, volatility level, volume behavior, and momentum indicators. Through this detection, the appropriate strategy for each market condition is automatically activated. ## Confidence Score and Decision-Making Mechanism One of this system's most innovative features is the confidence score calculation for each signal. This score is determined by taking the weighted average of 14 different technical indicators and ranges from 0-100. If the confidence score is below 35%, opening a trade is not recommended. The higher the score, the more reliable the signal. Visually represented by stars, this score enables quick decision-making. The decision-making mechanism adopts an objective and mathematical approach. After all indicators are analyzed, you are presented with a clear recommendation: strong buy, buy, strong sell, sell, or wait. These recommendations are based solely on technical data, completely eliminating emotional factors. This enables disciplined trading free from emotions such as fear and greed. ## Volume and Money Flow Analysis Volume analysis is an integral part of the system. Metrics such as relative volume, money flow index, accumulated volume indicator, and volume change rate are continuously monitored. Signals are found to be more reliable when trading occurs at more than twice the normal volume. Z-score analysis, particularly used to detect institutional activity, enables you to catch big players' market entries early. Money flow indicators determine the direction of capital entering or leaving the market. Positive money flow indicates buying pressure, while negative money flow shows selling pressure. By detecting discrepancies between money flow and price movement, potential reversal points are signaled in advance. The combined evaluation of volume and money flow analysis improves signal quality and filters out false breakouts. ## Momentum and Strength Indicators Momentum analysis enables you to understand the market's internal dynamics. By evaluating the relative strength index, stochastic oscillator, and momentum indicators together, the market's overbought or oversold condition is detected. Trend strength analysis provides information about the sustainability of the current movement. In strong trends, maintaining positions in the trend direction is recommended, while profit realization is advised in weak trends. Divergence analysis of momentum indicators detects potential reversal points early. If momentum indicators show decline while price makes new highs, this signals trend weakening. Such discrepancies are automatically detected and you are alerted. ## Moving Averages and Trend Analysis Short, medium, and long-term trends are analyzed using moving averages of different periods. These averages, based on Fibonacci numbers, create natural support and resistance levels. Alignment of all averages in the same direction confirms strong trend presence. Major crossovers are automatically detected and evaluated as harbingers of significant trend changes. The distance between moving averages is an indicator of trend strength. As averages diverge from each other, the trend strengthens; as they converge, it weakens. This dynamic is continuously monitored, and when the trend weakens, reducing positions or profit realization is recommended. ## Institutional Pattern Recognition The system automatically detects special formations used by professional investors. Patterns indicating institutional accumulation, such as Spring and UTAD, are evaluated together with large volume movements. A minimum 20-bar cooldown period is applied in detecting these patterns to filter false signals. The Spring pattern indicates potential bottoms and uptrend beginnings, while the UTAD pattern signals tops and downtrend beginnings. ## Practical Use and Application When you start using the indicator, you should first follow the two main panels in the right corners. The upper panel contains risk management and final decision recommendations, while the lower panel provides detailed market analysis. If there's a high confidence score and a clear signal, you can open a trade from the determined entry point. Always use the recommended stop loss level and stick to profit targets. You may need to use different parameters in different timeframes. More sensitive settings are preferred for short-term trades, while broader parameters are chosen for long-term trades. Optimized default values are provided for each timeframe, but you can fine-tune according to your own experience. ## Conclusion This comprehensive trading system is a sophisticated solution developed against the complexity of modern markets. With multiple analysis layers, automatic risk management, and an objective scoring system, it minimizes emotional decisions and enables systematic trading. The system shows you the way, but the final decision is always yours. Disciplined use, patience, and adherence to risk management rules are the keys to long-term success. The most important rule to remember when trading is that no system is perfect and there are no guarantees in the market. Therefore, always prioritize capital management and only trade with money you can afford to lose. You are provided with professional-level analysis capabilities, but discipline, patience, and continuous learning are essential for success.
Pine Script® インジケーター
necmibayraktarの投稿
Extended Majors Rotation System | AlphaNattExtended Majors Rotation System | AlphaNatt A sophisticated cryptocurrency rotation system that dynamically allocates capital to the strongest trending major cryptocurrencies using multi-layered relative strength analysis and adaptive filtering techniques. "In crypto markets, the strongest get stronger. This system identifies and rides the leaders while avoiding the laggards through mathematical precision." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 SYSTEM OVERVIEW The Extended Majors Rotation System (EMRS) is a quantitative momentum rotation strategy that: Analyzes 10 major cryptocurrencies simultaneously Calculates relative strength between all possible pairs (45 comparisons) Applies fractal dimension analysis to identify trending behavior Uses adaptive filtering to reduce noise while preserving signals Dynamically allocates to the mathematically strongest asset Implements multi-layer risk management through market regime filters Core Philosophy: Rather than trying to predict which cryptocurrency will perform best, the system identifies which one is already performing best relative to all others and maintains exposure until leadership changes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎯 WHAT MAKES THIS SYSTEM UNEQUIVOCALLY UNIQUE 1. True Relative Strength Matrix Unlike simple momentum strategies that look at individual asset performance, EMRS calculates the complete relative strength matrix between all assets. Each asset is compared against every other asset using fractal analysis, creating a comprehensive strength map of the entire crypto market. 2. Hurst Exponent Integration The system employs the Hurst Exponent to distinguish between: Trending behavior (H > 0.5) - where momentum is likely to persist Mean-reverting behavior (H < 0.5) - where reversals are likely Random walk (H ≈ 0.5) - where no edge exists This ensures the system only takes positions when mathematical evidence of persistence exists. 3. Dual-Layer Filtering Architecture Combines two advanced filtering techniques: Laguerre Polynomial Filters: Provides low-lag smoothing with minimal distortion Kalman-like Adaptive Smoothing: Adjusts filter parameters based on market volatility This dual approach preserves important price features while eliminating noise. 4. Market Regime Awareness The system monitors overall crypto market conditions through multiple lenses and only operates when: The broad crypto market shows positive technical structure Sufficient trending behavior exists across major assets Risk conditions are favorable 5. Rank-Based Selection with Trend Confirmation Rather than simply choosing the top-ranked asset, the system requires: High relative strength ranking Positive individual trend confirmation Alignment with market regime This multi-factor approach reduces false signals and whipsaws. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🛡️ SYSTEM ROBUSTNESS & DEVELOPMENT METHODOLOGY Pre-Coding Design Philosophy This system was completely designed before any code was written . The mathematical framework, indicator selection, and parameter ranges were determined through: Theoretical analysis of market microstructure Study of persistence and mean reversion in crypto markets Mathematical modeling of relative strength dynamics Risk framework development based on regime theory No Post-Optimization Zero parameter fitting: All parameters remain at their originally designed values No curve fitting: The system uses the same settings across all market conditions No cherry-picking: Parameters were not adjusted after seeing results This approach ensures the system captures genuine market dynamics rather than historical noise Parameter Robustness Testing Extensive testing was conducted to ensure stability: Sensitivity Analysis: System maintains positive expectancy across wide parameter ranges Walk-Forward Analysis: Consistent performance across different time periods Regime Testing: Performs in both trending and choppy conditions Out-of-Sample Validation System was designed on a selection of 10 assets System was tested on multiple baskets of 10 other random tokens, to simualte forwards testing Performance remains consistent across baskets No adjustments made based on out-of-sample results ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📈 PERFORMANCE METRICS DISPLAYED The system provides real-time performance analytics: Risk-Adjusted Returns: Sharpe Ratio: Measures return per unit of total risk Sortino Ratio: Measures return per unit of downside risk Omega Ratio: Probability-weighted ratio of gains vs losses Maximum Drawdown: Largest peak-to-trough decline Benchmark Comparison: Live comparison against Bitcoin buy-and-hold strategy Both equity curves displayed with gradient effects Performance metrics shown for both strategies Visual representation of outperformance/underperformance ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔧 OPERATIONAL MECHANICS Asset Universe: The system analyzes 10 major cryptocurrencies, customizable through inputs: Bitcoin (BTC) Ethereum (ETH) Solana (SOL) XRP BNB Dogecoin (DOGE) Cardano (ADA) Chainlink (LINK) Additional majors Signal Generation Process: Calculate relative strength matrix Apply Hurst Exponent analysis to each ratio Rank assets by aggregate relative strength Confirm individual asset trend Verify market regime conditions Allocate to highest-ranking qualified asset Position Management: Single asset allocation (no diversification) 100% in strongest trending asset or 100% cash Daily rebalancing at close No leverage employed in base system ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊 VISUAL INTERFACE Information Dashboard: System state indicator (ON/OFF) Current allocation display Real-time performance metrics Sharpe, Sortino, Omega ratios Maximum drawdown tracking Net profit multiplier Equity Curves: Cyan curve: System performance with gradient glow effect Magenta curve: Bitcoin HODL benchmark with gradient Visual comparison of both strategies Labels indicating current values Alert System: Alerts fire when allocation changes Displays selected asset symbol "CASH" alert when system goes defensive ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ IMPORTANT CONSIDERATIONS Appropriate Use Cases: Medium to long-term crypto allocation Systematic approach to crypto investing Risk-managed exposure to cryptocurrency markets Alternative to buy-and-hold strategies Limitations: Daily rebalancing required Not suitable for high-frequency trading Requires liquid markets for all assets Best suited for spot trading (no derivatives) Risk Factors: Cryptocurrency markets are highly volatile Past performance does not guarantee future results System can underperform in certain market conditions Not financial advice - for educational purposes only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🎓 THEORETICAL FOUNDATION The system is built on several academic principles: 1. Momentum Anomaly Extensive research shows that assets exhibiting strong relative momentum tend to continue outperforming in the medium term (Jegadeesh & Titman, 1993). 2. Fractal Market Hypothesis Markets exhibit fractal properties with periods of persistence and mean reversion (Peters, 1994). The Hurst Exponent quantifies these regimes. 3. Adaptive Market Hypothesis Market efficiency varies over time, creating periods where momentum strategies excel (Lo, 2004). 4. Cross-Sectional Momentum Relative strength strategies outperform time-series momentum in cryptocurrency markets due to the high correlation structure. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 💡 USAGE GUIDELINES Capital Requirements: Suitable for any account size No minimum capital requirement Scales linearly with account size Implementation: Can be traded manually with daily signals Suitable for automation via alerts Works with any broker supporting crypto ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📝 FINAL NOTES The Extended Majors Rotation System represents a systematic, mathematically-driven approach to cryptocurrency allocation. By combining relative strength analysis with fractal market theory and adaptive filtering, it aims to capture the persistent trends that characterize crypto bull markets while avoiding the drawdowns of buy-and-hold strategies. The system's robustness comes not from optimization, but from sound mathematical principles applied consistently. Every component was chosen for its theoretical merit before any backtesting occurred, ensuring the system captures genuine market dynamics rather than historical artifacts. "In the race between cryptocurrencies, bet on the horse that's already winning - but only while the track conditions favour racing." ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Developed by AlphaNatt | Quantitative Rotation Systems Version: 1.0 Strategy Type: Momentum Rotation Classification: Systematic Trend Following Not financial advice. Always DYOR.
Pine Script® インジケーター
AlphaNattの投稿
Risk Management Plan (Shares)What it does This indicator displays a compact risk-management panel on the chart (middle-right). It helps you size positions, quantify risk in % and $, estimate shares to buy, and derive suggested stop/target prices from your chosen risk and R/R ratio. It also shows the % move from entry to stop/target and a “Max. Share Price (per system)” threshold derived from your accepted loss and R/R. Why it’s useful Many losses come from oversizing and inconsistent risk. This panel keeps the key numbers in one place—capital exposure, shares, stop/target math, and % distances—so your trade planning remains disciplined and repeatable. Inputs 1. Capital Size ($) 2. Position Size (%) 3. Defined Risk (%) on capital 4. R/R Ratio (R:1) – enter R 5. Entry Price ($) (optional; if 0, the script uses close Calculations (key formulas) 1. Position Size ($) = Capital × Position Size (%) 2. Shares to Buy = floor(Position Size ($) ÷ Entry Price) 3. Defined Risk ($) = Capital × Defined Risk (%) 4. Suggested Stop Price = (Position Size ($) − Defined Risk ($)) ÷ Shares 5. Suggested Target Price = (Position Size ($) + Defined Risk ($) × R) ÷ Shares 6. Entry → Stop (%) = (Entry − Stop) ÷ Entry × 100 (displayed negative) 7. Entry → Target (%) = (Target − Entry) ÷ Entry × 100 8. Max. Share Price (per system) = Position Size ($) × R ÷ |Defined Risk ($)| How to use 1. Set Capital Size, Position Size (%), Defined Risk (%), and R/R. 2. Optionally set Entry Price (otherwise the script uses the chart’s close). 3. Read the panel: entry (blue), stop values (red), target values (green), risk (%) and ($) displayed negative for clarity. 4. Use Max. Share Price (per system) as a quick threshold check under your risk assumptions. Note: If the Suggested Target or Suggested Stop is not aligned with your trading plan, adjust Position Size (%), R/R Ratio, and/or Defined Risk (%). The panel will update the levels accordingly so you can match your plan. Notes & limitations * Indicator only (no signals or strategy backtest). * No lookahead/repainting; values depend on user inputs and current chart data. * Educational use only; trading involves risk. Consider fees, slippage, and market conditions. Version: v1.0 – Initial release (Pine Script v6)
Pine Script® インジケーター
Yesid_Correa_Canoの投稿
KML ALGO v6 – Elite Trading Bot🚀 KML ALGO v6 – Elite Trading Bot by Ahmad Shoaib Kamal 💎 PREMIUM FEATURES • Advanced ATR Trailing Stop engine • Multi-Layer Smart Filters (RSI, MACD, Stochastic, Volume, Trend) • Intelligent Scoring for high-accuracy entries • Universal: Works on all markets & timeframes • Live Performance Dashboard • Professional Alert System ready for automation ⚡ WHY TRADERS LOVE IT ✅ Filters out false signals with 5-step validation ✅ Adapts instantly to changing market conditions ✅ Clean, color-coded interface for fast decision-making ✅ Real-time metrics and stats ✅ Fully customizable to your strategy ✅ Works on Crypto, Forex, Stocks, Indices 🎯 PERFECT FOR • Day traders seeking pinpoint entries/exits • Swing traders needing trend confirmation • Automated trading setups • Professional portfolio managers ⚙️ CUSTOM SETTINGS • Adjustable signal sensitivity • ATR period configuration • Enable/disable any filter • Fine-tune parameters for your style • Heikin Ashi support for cleaner trends 🎨 VISUAL EXCELLENCE • Dynamic trailing stop lines • Clear BUY/SELL markers • Weak signal indicators • Live stats table • Smart alerts ready for TradingView’s system ⭐ DEVELOPED BY: Ahmad Shoaib Kamal 🔥 Battle-tested algorithm with real results 💰 Invite-Only Access – Apply to Unlock 📩 Contact for Access & Support: Email: kmlalgorithms@gmail.com Telegram: @+15876671119 ⚡ Trade with precision, confidence, and zero guesswork – only clarity.
Pine Script® インジケーター
MT072の投稿
Linear Regression Trend Navigator [QuantAlgo]🟢 Overview The Linear Regression Trend Navigator is a trend-following indicator that combines statistical regression analysis with adaptive volatility bands to identify and track dominant market trends. It employs linear regression mathematics to establish the underlying trend direction, while dynamically adjusting trend boundaries based on standard deviation calculations to filter market noise and maintain trend continuity. The result is a straightforward visual system where green indicates bullish conditions favoring buy/long positions, and red signals bearish conditions supporting sell/short trades. 🟢 How It Works The indicator operates through a three-phase computational process that transforms raw price data into adaptive trend signals. In the first phase, it calculates a linear regression line over the specified period, establishing the mathematical best-fit line through recent price action to determine the underlying directional bias. This regression line serves as the foundation for trend analysis by smoothing out short-term price variations while preserving the essential directional characteristics. The second phase constructs dynamic volatility boundaries by calculating the standard deviation of price movements over the defined period and applying a user-adjustable multiplier. These upper and lower bounds create a volatility-adjusted channel around the regression line, with wider bands during volatile periods and tighter bands during stable conditions. This adaptive boundary system operates entirely behind the scenes, ensuring the trend signal remains relevant across different market volatility regimes without cluttering the visual display. In the final phase, the system generates a simple trend line that dynamically positions itself within the volatility boundaries. When price action pushes the regression line above the upper bound, the trend line adjusts to the upper boundary level. Conversely, when the regression line falls below the lower bound, the trend line moves to the lower boundary. The result is a single colored line that transitions between green (rising trend line = buy/long) and red (declining trend line = sell/short). 🟢 How to Use Green Trend Line: Upward momentum indicating favorable conditions for long positions, buy signals, and bullish strategies Red Trend Line: Downward momentum signaling optimal timing for short positions, sell signals, and bearish approaches Rising Green Line: Accelerating bullish momentum with steepening angles indicating strengthening upward pressure and potential for trend continuation Declining Red Line: Intensifying bearish momentum with increasing negative slopes suggesting persistent downward pressure and shorting opportunities Flattening Trend Lines: Gradual reduction in slope regardless of color may indicate approaching consolidation or momentum exhaustion requiring position review 🟢 Pro Tips for Trading and Investing → Entry/Exit Timing: Trade exclusively on band color transitions rather than price patterns, as each color change represents a statistically-confirmed shift that has passed through volatility filtering, providing higher probability setups than traditional technical analysis. → Parameter Optimization for Asset Classes: Customize the linear regression period based on your trading style. For example, use 5-10 bars for day trading to capture short-term statistical shifts, 14-20 for swing trading to balance responsiveness with stability, and 25-50 for position trading to filter out medium-term noise. → Volatility Calibration Strategy: Adjust the standard deviation multiplier according to market volatility. For instance, increase to 2.0+ during high-volatility periods like earnings or news events to reduce false signals, decrease to 1.0-1.5 during stable market conditions to maintain sensitivity to genuine trends. → Cross-Timeframe Statistical Validation: Apply the indicator across multiple timeframes simultaneously, using higher timeframes for directional bias and lower timeframes for entry timing. → Alert-Based Systematic Trading: Use built-in alerts to eliminate discretionary decision-making and ensure you capture every statistically-significant trend change, particularly effective for traders who cannot monitor charts continuously. → Risk Allocation Based on Signal Strength: Increase position sizes during periods of strong directional movement while reducing exposure during frequent band color changes that indicate statistical uncertainty or ranging conditions.
Pine Script® インジケーター
QuantAlgoの投稿
Omega Ratio -> PROFABIGHI_CAPITAL🌟 Overview This Omega Ratio → PROFABIGHI_CAPITAL implements advanced probability-weighted risk-return measurement providing superior portfolio performance analysis through gain-to-loss ratio assessment. It provides Enhanced Omega Ratio calculation with target return benchmarking , Cumulative gain and loss analysis for comprehensive risk assessment , EMA smoothing for trend clarity and signal enhancement , and Dynamic threshold-based visualization with performance classification for institutional-grade portfolio evaluation and risk management. 🔧 Advanced Probability-Based Risk Framework - Professional Omega Ratio implementation measuring probability-weighted gains versus losses for superior risk-return analysis - Source Selection Architecture with customizable price input enabling close, high, low, or other price sources for flexible analysis adaptation - Calculation Period Management with adjustable lookback period balancing statistical significance versus market responsiveness for reliable measurement - Target Return Configuration enabling custom performance benchmarks against specific return objectives and investment goals - EMA Smoothing Framework reducing market noise while preserving trend identification through exponential moving average filtering - Dynamic Threshold System with strong and weak performance classification boundaries for objective portfolio assessment - High-Precision Measurement using three decimal place accuracy for detailed ratio tracking and performance monitoring 📊 Omega Ratio Calculation Engine - Periodic Returns Computation calculating bar-to-bar percentage changes for accurate return measurement across different timeframes and market conditions - Target Return Conversion transforming percentage input into decimal values for proper mathematical comparison and threshold application - Cumulative Gains Analysis measuring total returns above target threshold for positive performance assessment and alpha generation tracking - Cumulative Losses Assessment calculating total returns below target threshold for comprehensive downside risk measurement and evaluation - Gain-to-Loss Ratio Calculation implementing Omega formula as ratio of cumulative gains to cumulative losses for probability-weighted performance - Zero-Division Protection handling edge cases where no losses occur through proper mathematical validation and na value management - Statistical Accuracy using proper mathematical methodology for reliable ratio calculation and trend identification 🔬 Advanced Statistical Implementation Framework - Cumulative Return Accumulation tracking total gains above target and total losses below target over calculation period - Threshold-Based Separation categorizing returns as gains or losses relative to target return for accurate performance classification - Mathematical Precision [/b> implementing proper excess return calculations above and below target thresholds with statistical accuracy - Loop-Based Calculation using efficient iteration through historical returns for cumulative gain and loss measurement - Null Value Handling using nz() function to manage missing values and ensure continuous calculation reliability - Edge Case Management preventing calculation errors through comprehensive validation and mathematical safeguards - Performance Optimization using efficient calculation methods for real-time ratio updates and system responsiveness 📈 EMA Smoothing and Signal Enhancement - Exponential Moving Average Application filtering short-term noise while maintaining sensitivity to genuine performance changes - Smoothing Period Configuration balancing signal clarity versus responsiveness through adjustable EMA length parameters - Trend Persistence Analysis identifying sustained performance improvements or deteriorations through smoothed ratio evolution - Signal Quality Enhancement reducing false signals while preserving important trend changes for reliable decision making - Null Value Protection using default values when raw ratio is undefined to ensure continuous smoothed output - Real-Time Updates providing current smoothed Omega values for immediate performance assessment and portfolio monitoring 🎨 Dynamic Performance Visualization System - Performance-Based Color Coding using green for strong performance above upper threshold and red for weak performance below lower threshold - Neutral Zone Display showing gray coloring for performance between thresholds indicating moderate risk-return characteristics - Threshold Reference Lines displaying strong and weak performance boundaries through horizontal dashed lines for clear classification - Dynamic Line Styling using prominent line width for clear trend identification and professional chart presentation - Real-Time Color Adaptation adjusting visualization based on current performance relative to threshold configurations - Professional Chart Integration implementing institutional-grade visual elements for serious portfolio analysis and performance tracking ⚖️ Probability-Weighted Risk Assessment - Gain-to-Loss Ratio Focus measuring probability-weighted performance through cumulative excess returns for comprehensive evaluation - Target Return Benchmarking comparing performance against specific return objectives rather than risk-free rates - Asymmetric Performance Recognition acknowledging different magnitudes of gains versus losses for realistic risk assessment - Statistical Robustness using proper mathematical formulation for reliable probability-weighted return calculation - Performance Classification Framework providing objective strong/weak performance thresholds for systematic portfolio evaluation - Trend Analysis Capability identifying improving or deteriorating risk-return characteristics through smoothed ratio trending 🔍 Advanced Configuration Management - Flexible Source Selection accommodating different price sources for various analysis requirements and asset characteristics - Adaptive Calculation Periods allowing adjustment for different market conditions, volatility regimes, and analysis timeframes - Target Return Customization enabling comparison against specific performance objectives and investment mandates - Smoothing Parameter Control balancing signal clarity versus responsiveness through adjustable EMA periods - Performance Threshold Management setting custom strong and weak performance boundaries for specific strategy requirements - Precision Control Configuration using three decimal places for accurate ratio measurement and detailed performance tracking 📊 Professional Portfolio Analysis Applications - Strategy Performance Evaluation measuring probability-weighted returns for trading strategy assessment and optimization - Portfolio Comparison Analysis comparing multiple strategies or assets using standardized Omega measurements - Risk Management Integration identifying periods of poor risk-return performance for strategy adjustment and improvement - Target Return Achievement tracking performance against specific return objectives for goal-based investment management - Performance Monitoring Framework continuous assessment of strategy effectiveness through smoothed ratio trending and analysis - Institutional-Grade Measurement providing professional portfolio management metrics for serious investment evaluation 🔧 Technical Implementation Excellence [/b> - Mathematical Accuracy implementing proper Omega Ratio formula with correct statistical methodology and calculation precision - Computational Efficiency using optimized loops and calculations for real-time performance measurement and system responsiveness - Error Prevention Framework incorporating comprehensive validation and edge case handling for reliable operation - Memory Management efficient variable usage and calculation methods for optimal indicator performance and resource utilization - Real-Time Processing providing immediate updates with each new bar for current performance assessment and monitoring - Professional Standards Compliance following institutional portfolio analysis methodology for serious risk management applications ✅ Key Takeaways - Advanced Omega Ratio implementation providing probability-weighted risk-return measurement superior to traditional volatility-based metrics - Target return benchmarking enabling performance comparison against specific investment objectives rather than risk-free alternatives - EMA smoothing system reducing market noise while preserving important trend signals for clearer performance interpretation - Dynamic threshold-based visualization providing objective performance classification through color-coded strong/weak boundaries - Professional statistical implementation using proper mathematical methodology for institutional-grade probability-weighted analysis - Flexible configuration options accommodating different analysis requirements, performance targets, and market conditions - Comprehensive portfolio management integration enabling continuous strategy performance monitoring and optimization for superior investment outcomes
Pine Script® インジケーター
PROFABIGHI_CAPITALの投稿
Valdes Trading Bots Pro Strategy (TP + BE % + Trail)v10.1Pro Strategy (TP + BE % + Trail) v10.1 Overview This strategy is built for systematic trade management, combining dynamic entries with layered exit controls. It’s designed to help evaluate staged profit-taking, breakeven protection, and trailing stop logic directly in backtests. Core logic Entry signals use a volatility-based filter combined with trend confirmation. Exits are modular and can be enabled or disabled independently. The system is adaptable to different markets and timeframes. Features Take Profits: Up to three scalable targets with user-defined % levels and allocation. Breakeven: Optional breakeven trigger and offset for risk protection. Trailing Stop: Trail activation and distance settings to capture extended moves. Sizing: Portfolio-percent sizing by default, with an optional multiplier to simulate leverage. Alert Mode: Choose between standard alerts or a structured JSON format for advanced integration. Best use cases Testing scaling-out methods vs. single-exit trades. Comparing breakeven vs. trailing stop performance across timeframes. Assessing risk management techniques under different volatility conditions. Notes Backtest results may differ from live results due to fees, slippage, or execution conditions. This script is for research and educational purposes only.
Pine Script® ストラテジー
ValdesTradingBotの投稿
IU Trade ManagementDESCRIPTION IU Trade Management is a powerful utility tool designed to help traders manage their trades with precision and clarity. It provides automated Stop Loss, Take Profit, and Break Even calculations using multiple customizable methods. Along with clear SL/TP plotting on the chart, it also displays a detailed trade status table that tracks every important detail including entry price, SL/TP levels, break-even, PNL, and trade duration. This tool is perfect for traders who want to manage risk and rewards visually and systematically. USER INPUTS : -Entry Candle Time: Default 20 Jul 2021 00:00 +0300 (select the candle from which the trade begins) - Entry Price: Default 2333 (define the price at which the trade is executed) - Trade Direction: Default Long (choose between Long or Short) - SL/TP Method: Default ATR (options: ATR, Points/Pips, Percentage %, Standard Deviation, Highest/Lowest, Previous High/Low) - Risk to Reward: Default 3 (set custom risk-to-reward ratio) - Use Break Even: Default false (option to enable break-even) - Plot Break Even Line: Default false (option to display BE line) - RTR of Break Even Point: Default 2 (factor used for BE calculation) SL/TP Method Specific Inputs: - ATR Length: Default 14 - ATR Factor: Default 2 - Points/Pips: Default 100 - Percentage: Default 1% - Standard Deviation Length: Default 20 - Standard Deviation Factor: Default 2 - Highest/Lowest Length: Default 10 Trade Status Table Settings: - Show Trade Status: Default true - Table Size: Default small (options: normal, tiny, small, large) - Table Position: Default top right - Frame Width: Default 2 - Table Color: Default black - Frame Color: Default gray - Border Width: Default 2 - Border Color: Default gray - Text Color: Default purple (RGB 212, 0, 255) HOW TO USE THE INDICATOR: 1. Set the entry candle time and entry price manually. 2. Select whether the trade is Long or Short. 3. Choose the preferred SL/TP calculation method (ATR, Percentage, Points, STD, High/Low, Previous High/Low). 4. Define your risk-to-reward ratio and enable break-even if required. 5. The indicator will automatically plot your Entry, Stop Loss, Take Profit, and Break Even levels on the chart. 6. A detailed trade management table will appear, showing trade direction, SL, TP, PNL (points and %), SL/TP method, and total trade time. WHY IT IS UNIQUE: - Offers multiple methods to calculate SL and TP (ATR, Percentage, Points, Standard Deviation, High/Low, Previous High/Low) - Built-in Break Even functionality for risk-free trade management - Real-time PNL tracking in both points and percentage - Trade status table for complete transparency on all trade details - Visual plotting of SL, TP, and Entry with color-coded zones for clarity HOW USER CAN BENEFIT FROM IT : - Helps traders manage risk and reward with discipline - Eliminates guesswork by automating SL and TP levels - Provides clear visual guidance on trade exits and risk management - Enhances decision-making with live trade tracking and performance statistics - Suitable for manual traders as a trade manager and for strategy developers as a risk management reference
Pine Script® インジケーター
Shivam_Mandraiの投稿
Binance Funding Rate - InvertedThe Funding Rate Formula -Binance uses this formula every 8 hours: -Funding Rate = Premium Index + clamp(Interest Rate - Premium Index, -0.05%, +0.05%) -Breaking this down: Premium Index: -Measures the difference between futures price and spot price -Interest Rate: Fixed at 0.01% per 8 hours (0.03% daily) -Clamp Function: Limits the adjustment to ±0.05%, preventing extreme swings When futures trade above spot (bullish sentiment), the funding rate becomes positive and longs pay shorts. When futures trade below spot (bearish sentiment), it becomes negative and shorts pay longs. This mechanism keeps perpetual futures prices aligned with spot prices. How to Read This Indicator The Inverted Display: -This indicator flips the traditional display to make it more intuitive: -Green bars pointing up = Negative funding (shorts paying) = Bullish pressure -Red bars pointing down = Positive funding (longs paying) = Bearish pressure The Clamp Lines: -Green line at bottom: Maximum positive funding (-0.06% inverted) -Red line at top: Maximum negative funding (+0.04% inverted) -When bars hit these lines and turn blue/orange, it signals extreme market positioning Practical Trading Applications 1. Identifying Market Extremes -Small bars (near zero): Balanced market -Growing bars: Building directional bias -Bars at clamp lines: Maximum pain for one side, potential reversal 2. Timing Entries/Exits -Blue bars at bottom: Longs are capitulating, consider buying -Orange bars at top: Shorts are capitulating, consider selling -But remember: extremes can persist longer than expected 3. Managing Costs Check the Data Window (hover over chart) for: -Actual Funding %: What you'll pay/receive -Cumulative Fund %: Total impact over your selected period -If holding positions against the funding direction, you're paying fees 3 times daily Optimal Usage -Timeframe: Use 30-minute to 8-hour charts only -30m: Most responsive to changes -4h: Cleaner trends -8h: Aligns with funding periods Auto-Clamp Setting: Keep enabled - it automatically adjusts the clamp ranges for different timeframes Risk Considerations -Funding ≠ Price Direction: High funding doesn't guarantee immediate reversal -Costs Accumulate: 0.01% three times daily = 10.95% annually -Whipsaw Risk: Funding can reverse quickly during volatile periods -Not Standalone: Always confirm with price action and volume Simple Decision Framework -Persistent red bars + holding longs = You're bleeding fees -Persistent green bars + holding shorts = You're bleeding fees -Bars hitting clamps = Extreme positioning, watch for reversal -Bars crossing zero = Sentiment shifting Data Window Values To see detailed metrics: -Move cursor over any candle -Or press Alt+D (Windows) / Option+D (Mac) to open Data Window panel Key values to monitor: -Actual Funding %: Real rate (not inverted) -Cumulative Fund %: Your P&L impact from funding -Momentum: Rate of change in funding Remember: This indicator shows market positioning extremes, not guaranteed reversal points. Extreme funding can persist during strong trends. Use it as one input among several for decision-making, not as a sole trading signal.
Pine Script® インジケーター
s3raphic333の投稿