Empiece

Leverage

Crypto: Macro Heatmap [invincible3]Crypto Macro Heatmap is an automatic market-regime dashboard designed to summarize crypto macro conditions using liquidity, leverage, breadth, and risk-participation metrics. The indicator converts multiple market data sources into normalized 0–100 scores and displays them in a structured heatmap table. It is built to help traders quickly understand whether the broader crypto environment is risk-on, neutral, or risk-off. Main dashboard sections: 1. Liquidity Tracks Global M2, total crypto market cap, USDT dominance, and BTC volume confirmation. Higher liquidity scores generally suggest stronger macro support for crypto markets. 2. Leverage Tracks open interest pressure, funding-risk proxy, liquidation-risk proxy, and OI acceleration. Higher leverage scores mean higher stress or crowding risk. 3. Breadth Tracks TOTAL2, TOTAL3, BTC dominance, ETH dominance, and altcoin participation. This section helps identify whether market strength is broad or concentrated. Key features: * Fully automatic scoring * No manual market-score inputs * Dashboard show/hide checkbox * Light/dark chart theme detection * Composite regime score * Regime meter * Market phase detection * Risk-state classification * Confidence score * Section delta versus 7 days ago * Fixed-width heatmap layout for cleaner visual alignment The composite score combines liquidity support, market breadth, and leverage-adjusted risk into one regime reading. The dashboard is intended for macro context and regime analysis, not direct buy or sell signals. Use this tool as a higher-timeframe market filter together with your own technical analysis, risk management, and trading system. Disclaimer: This indicator is for educational and analytical purposes only. It does not provide financial advice. Always do your own research and manage risk carefully.
Indicador Pine Script®
por invincible3
Risk Controller | MouryaRisk Controller | Mourya - Complete Indicator Guide Overview Risk Controller | Mourya is an institutional-grade, real-time risk management matrix and position layout dashboard built directly onto your chart. Instead of forcing traders to context-switch between spreadsheets and their charting screen, this terminal brings complete mathematical clarity to active position-sizing, trailing stops, real-time tracking, and multi-tier target distributions. Designed for both professional execution and sleek workspace integration, it features absolute flexibility from pure cash or spot accounts to heavily leveraged derivative trades. How to Use (Setup and Workflow) * Apply the indicator to your chart and open the settings menu. * Select your Position Type (Long or Short) and pick your preferred currency symbol from the dropdown menu. * Enter the exact Quantity or Shares you are trading. * Enter your Leverage multiplier. If you are using a standard spot or cash account without leverage, enter 0. * Choose your Brokerage Fee type (Fixed Value or Percentage) and enter the corresponding fee amount so the dashboard can calculate your true net profits. * Enter your total account balance into the Net Cash Available field to enable automatic account risk percentage tracking. * Set your levels visually by clicking the price lines directly on your chart to wake up the TradingView drag handles, then drag your Entry, Stop Loss, and up to 4 Take Profit targets to your desired locations. * If you prefer strict mathematical targets instead of dragging lines, type a value into the Percentage Overrides settings to automatically lock a Take Profit target to an exact asset percentage move. * Customize your workspace by navigating to the Dashboard Settings to move the terminal to any corner of the screen, scale the overall size from tiny to huge, and select custom colors for the header background, header text, and chart lines. * For a quick reset when scanning multiple tickers, open the settings menu, click the Defaults button in the bottom left corner, and select Reset Settings to wipe the board clean back to zero. How it Works (Core Features) * Interactive Chart Synchronization: Bypasses manual price typing by letting you drag and drop your target lines on the live chart. The dashboard matrix instantly recalculates all metrics the moment you release the line. * Live P and L Tracking Module: A dedicated real-time row sits beneath your entry, constantly tracking your exact active Profit and Loss, tick distance, and live Return on Equity (ROE) as the market moves tick-by-tick. * Trailing Stop Loss Support: The mathematical engine adapts instantly. If you drag your Stop Loss line past your Entry price into profit territory, the dashboard flips its internal logic, converting the red loss metrics into secured green profits. * Percentage Overrides: Overrides your manual chart line placement, locking in exact percentage-based profit targets while keeping the Stop Loss manually adjustable. * Dynamic Hide Logic: Automatically collapses and hides Take Profit rows 2, 3, and 4 on your dashboard if you leave their values at zero, keeping your screen clutter-free. * Account Risk Diagnostics: Evaluates your Stop Loss distance against your Net Cash Available to show the exact percentage of your total account at risk. It also flashes a critical margin warning if your required margin exceeds your cash balance. * Margin and Breakeven Engine: Identifies the actual cash margin required to open the position and calculates the exact asset price you need to hit to exit the trade at absolute zero after all entry and exit brokerage fees are deducted. * True Return on Equity (ROE): Scales your return metrics accurately. If you input 0 leverage, it mirrors the raw asset movement. If you input leverage, it calculates the amplified return strictly on your invested margin. * Risk-to-Reward (R:R) Tracking: Instantly evaluates the structural viability of your trade setup by calculating the ratio between your Stop Loss risk and Take Profit 1 potential. * Wick-Sensitive Hit Engine: Mimics real broker limit fills by actively tracking live high and low wicks instead of waiting for a candle to close. The moment a price touches your Stop Loss or Take Profit, the dashboard row flashes in vivid solid colors (Institutional Green for TP, Red for SL) and the chart label flashes yellow. * True Market Context Module: Calculates the exact percentage distance between the real-time live price and critical historical extremes. Includes today's High/Low, a mathematically pure 52-Week High/Low (calculated using exactly 252 trading days to account for weekends and holidays), and the All-Time High/Low. * Context Toggles: Allows you to independently check or uncheck the Day, 52-Week, and All-Time context metrics to save screen space when you do not need them. * Built-in Settings Tooltips: Every single input in the settings menu features an integrated guide next to the small info icon explaining its exact function and mathematical behavior.
Indicador Pine Script®
por RajMouryaReddy
[DSP] Perp Leverage Hunter: OI Squeeze EngineDSP Perp Leverage Hunter: Open Interest Squeeze & Flush Engine The DSP Perp Leverage Hunter is a professional-grade analysis tool designed specifically for the high-volatility environment of Crypto Perpetual Futures. Unlike traditional oscillators that rely solely on price and volume, this indicator deciphers the hidden mechanics of market positioning by analyzing Open Interest (OI) flow in real-time. By identifying the precise moments when leverage becomes overextended, the Leverage Hunter allows traders to anticipate short squeezes and long flushes before they materialize on the price chart. Core Architectural Features: Institutional OIROC Momentum: Uses Open Interest Rate of Change (OIROC) as the primary momentum engine. This filters out the "noise" of volume and focuses strictly on the expansion and contraction of leveraged positions. Adaptive DSP Synchronization: Featuring a cross-script bridge, this indicator can dynamically synchronize its lookback period with an external dominant market cycle (e.g., from the DSP Cycle Forecaster). This ensures the indicator scales perfectly with shifting market regimes. Percentile-Rank OI Index: Replaces traditional Min-Max normalization with a rolling Percentile Rank. This provides a stable 0-100 gauge of "Leverage Saturation" that is immune to outlier spikes and division-by-zero errors. Zero-Lag SuperSmoother: Employs Ehlers’ Zero-Lag SuperSmoother for signal normalization, providing institutional-grade responsiveness without the erratic "jaggedness" of standard moving averages. Squeeze/Flush Divergence Tracking: The momentum line dynamically color-codes based on the correlation between Price and Open Interest. Purple (Confirmation): Price and OI are trending in sync. Orange (Divergence): Price is moving against the OI flow—the signature of a high-probability squeeze or flush. Actionable Signal Intelligence: Danger Zones (Background Flashes): Highlights "Overheated" leverage states where a violent reversal is statistically imminent. Unwind Triggers (The "Pop"): Precise diamond markers fire the moment leveraged pressure begins to release. This serves as a high-fidelity execution signal for taking profits or entering mean-reversion trades. Smart OI Fetching: Integrated security fetching specifically targets the _OI tickers (e.g., BTCUSDT.P_OI), ensuring you are always looking at the most relevant perpetual data. How to Use: Linkage: For maximum accuracy, add a Cycle Forecaster to your chart and link the External Period Source to its dominant period output. Squeeze Detection: Look for a Red Background (High OI + High Momentum) combined with an Orange momentum line. This signals a "Squeeze Setup." The Trigger: Wait for the POP Diamond to appear on the momentum line, signaling that the pressure has peaked and the unwind has begun. Note: This indicator is designed strictly for assets with Open Interest data (Crypto Perpetuals).
Indicador Pine Script®
por fdx101
Liquidation Cascade Risk Map [AGPro Series]Liquidation Cascade Risk Map 🧠 Core Idea When leverage pressure builds, is the market entering a real cascade-risk zone, or is liquidation pressure already cooling? 📌 Overview / What it does Liquidation Cascade Risk Map is a crypto derivatives analysis tool designed to visualize liquidation-cascade risk without pretending to know exact exchange liquidation levels. The script evaluates open interest data when available, falls back to a transparent volume-proxy mode when needed, and combines volatility expansion, range pressure, candle body stress, directional movement, and distance from reference structure into a single cascade-risk context. It produces a cascade pressure path, right-side state tags, event labels, optional pulse markers, and a compact AG Pro dashboard panel. It does not predict future price, automate entries, provide liquidation prices, or act as a guaranteed signal system. 🎯 Purpose & Design Philosophy This script was built for traders who want to understand when a crypto market may be carrying unstable leverage pressure. Many liquidation tools focus on exact levels, heatmaps, or speculative liquidation clusters. Those can be useful, but they often require external datasets and may create false certainty when used as chart overlays. Liquidation Cascade Risk Map takes a different approach. It asks whether current market behavior has the ingredients of cascade vulnerability: expanding pressure, directional stress, range instability, aggressive bodies, and persistence. ⚡ Why This Script Is Different Most tools focus on liquidation levels, estimated heatmap bands, or simple volatility alerts. This script does NOT claim to know where every liquidation sits, and it does not draw exchange-style liquidation heatmaps. Instead, it maps the quality of the surrounding cascade-risk environment. It highlights when the market is showing pressure that may support long-side cascade risk, short-side cascade risk, two-way cascade vulnerability, or cooling after a pressure build-up. ⚙️ Methodology 1. Context Detection The script checks whether usable open interest data exists. If not, it can fall back to a volume-proxy model so the visual framework remains usable across more symbols. 2. Pressure Mapping It evaluates data change, volatility shock, candle range pressure, body expansion, distance from reference structure, and directional movement. 3. Cascade Evaluation Those components are blended into a cascade-risk score. The script then classifies the environment as Long Cascade Risk, Short Cascade Risk, Two-Way Cascade, Risk Cooling, Neutral Risk, or Data Missing. 4. Visual Output The chart displays a cascade pressure path, a dotted center reference, a vertical pressure needle, right-side tags, event labels, and a panel that summarizes the active state. 🗺️ How to Read the Chart The upper pressure rail represents elevated liquidation-cascade risk. The lower pressure rail represents cooling or pressure release context. The dotted centerline acts as the current reference path. The vertical needle shows how stretched the active cascade-risk score is inside the pressure path. Event labels identify important changes such as Long Cascade, Short Cascade, Two-Way Cascade, or Risk Cooling. The panel summarizes state, score, data change, velocity, persistence, cooling, direction, grade, data mode, ATR shock, data source, and trend. 🚦 Signals & States • Long Cascade Risk → downside pressure is elevated and long-side liquidation vulnerability may be rising • Short Cascade Risk → upside pressure is elevated and short-side liquidation vulnerability may be rising • Two-Way Cascade → volatility and pressure are elevated on both sides, suggesting unstable conditions • Risk Cooling → cascade pressure is decreasing after a build-up • Neutral Risk → no strong cascade-risk condition is currently active • Data Missing → the selected data source is not usable on the current symbol or mode 🔔 Alerts Logic Alerts can be enabled for Long Cascade Risk, Short Cascade Risk, Two-Way Cascade, and Risk Cooling. Each alert triggers when the selected state becomes active. Alerts are designed as attention markers, not trade instructions. 🧩 Confluence Logic The context becomes stronger when data expansion, volatility shock, range pressure, directional bias, and persistence align at the same time. For example, high volatility with strong directional movement and rising pressure persistence may indicate a more unstable cascade-risk environment than volatility alone. 📊 When to Use • Crypto perpetual futures • High-volatility market phases • Sharp directional moves • Post-breakout acceleration • Failed recovery or forced unwind environments • Situations where leverage pressure may matter more than ordinary trend context ⚠️ When NOT to Use • Very low liquidity symbols • Symbols with unreliable volume or open interest data • Extremely noisy low-timeframe charts • Markets with abnormal gaps or data breaks • Any situation where the user expects exact exchange liquidation prices 🎛️ Key Inputs • Data Mode → chooses between automatic open interest, manual open interest symbol, or volume proxy • Lookback Length → controls the normalization window for pressure scoring • Fast / Slow Pressure Length → controls short-term and baseline pressure reaction • Cascade Threshold → defines how demanding the script is before marking cascade-risk conditions • Cooling Threshold → controls when pressure is considered to be cooling • Persistence Bars → measures whether pressure is sustained or only momentary • Visual settings → control labels, pulse markers, path visibility, panel layout, and font sizes 🖥️ Interface & Visual Design The interface is built to make the chart readable at first glance. The cascade path is intentionally not a large boxed zone. It is a pressure-path structure designed to remain visually distinct from corridor, ladder, and basis-style scripts. The panel uses a merged AG Pro header row, compact metrics, and a dark professional layout. Visual elements avoid white or pale primary treatments so the script remains readable on both dark and light TradingView chart backgrounds. 🧪 Practical Usage Workflow 1. Read the panel state first. 2. Check whether Data Mode shows real open interest or volume proxy. 3. Look at the cascade pressure path and current needle position. 4. Check event labels for recent pressure build-up or cooling. 5. Compare the state with broader trend, volatility, and market structure. 🔍 Interpretation Guidelines Do not treat a cascade-risk state as a direct entry or exit signal. Use it as a context layer. The script is most useful when combined with structure, liquidity, volatility, market regime, and risk management. Rising cascade risk can mean the market is becoming unstable. Cooling can mean pressure is easing, but it does not guarantee reversal or continuation. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an automated trading system. It does not calculate exact liquidation prices. It does not guarantee that a liquidation cascade will happen. ⚠️ Limitations & Transparency Open interest availability depends on symbol, exchange, and TradingView data support. Volume proxy mode is only a proxy. It can help visualize pressure context, but it is not the same as real open interest. Different timeframes may produce different readings. Fast markets, illiquid symbols, gaps, and abnormal candles can affect outputs. 🧠 Market Context Notes Liquidation pressure is often connected to leverage, volatility, liquidity, and forced positioning. This script focuses on context quality rather than exact liquidation geography. That makes it useful as a decision-support layer, but it should always be interpreted with broader market evidence. 🧾 Use Case Examples When price accelerates downward while pressure score and persistence rise, the chart may show Long Cascade Risk. When price squeezes upward with high pressure and volatility expansion, the chart may show Short Cascade Risk. When volatility and pressure expand without clean directional separation, the chart may show Two-Way Cascade. When pressure falls after a build-up, the chart may show Risk Cooling. 🧱 System Philosophy AGProLabs scripts are built as structured decision-support tools. The goal is not to make the chart louder. The goal is to make hidden market context easier to read, compare, and question. 🔐 Non-Promise Statement No script can remove uncertainty. No state should be treated as certainty. No visual element should replace trader judgment. 📉 Risk Disclosure Trading involves risk. Crypto derivatives and leveraged markets can be especially volatile. This script is for educational and analytical purposes only. Nothing in this script should be interpreted as financial advice, investment advice, or a guarantee of outcome. Users remain fully responsible for their own decisions. 📚 Educational Note Use this script to study how pressure, volatility, persistence, and directional stress interact before and after unstable crypto market moves.
Indicador Pine Script®
por AGProLabs
Leverage Reset Quality Map [AGPro Series]Leverage Reset Quality Map 🧠 Core Idea Did leverage actually reset, or did the market only pause before risk rebuilt again? 📌 Overview / What it does Leverage Reset Quality Map is a crypto derivatives context tool designed to evaluate whether a leverage washout is developing into a cleaner reset, a fragile reset, a crowded stress condition, or a reload-risk environment. The script combines open interest when available, a transparent volume-proxy fallback, data-change behavior, volatility shock, range expansion, wick flush behavior, recovery quality, persistence, and trend context. It converts those inputs into a reset-quality ladder, compact state labels, right-side tags, pulse markers, alerts, and an AG Pro dashboard. It does not liquidate positions, predict future price direction, automate entries, or claim that a reset must lead to a reversal. It is an analytical map for reading whether leverage pressure appears to be clearing, rebuilding, or remaining unstable. 🎯 Purpose & Design Philosophy This script was built for traders who want to separate a true leverage reset from a simple bounce, pause, or noisy reaction. After sharp moves, many markets look relieved for a short period. The important question is whether participation pressure cooled, volatility stabilized, and price recovered with acceptable structure. Leverage Reset Quality Map turns that question into a visible workflow. The design philosophy is simple: a reset is not automatically bullish or bearish. A reset is a context condition. Its quality depends on stress release, recovery quality, volatility behavior, and whether participation starts rebuilding too early. ⚡ Why This Script Is Different Most tools focus on liquidation levels, open interest changes, or raw volume spikes. This script does NOT draw another liquidation heatmap, does NOT treat every OI drop as bullish, and does NOT mark every volume spike as meaningful leverage cleansing. Instead, it evaluates reset quality as a multi-factor condition. It asks whether stress is building, whether pressure is releasing, whether the market is recovering cleanly, and whether leverage-style participation is reloading before the reset matures. ⚙️ Methodology 1. Context Detection The script reads official open interest when available. If official OI is unavailable and fallback is enabled, it uses volume as a transparent leverage-participation proxy. 2. Stress Mapping It evaluates data-change pressure, velocity, volatility shock, range shock, and wick flush behavior to estimate whether leverage-style stress is present. 3. Reset Quality Evaluation It measures participation contraction, volatility cooling, price recovery, wick recovery, and trend context to estimate reset quality. 4. Visual Output The output is displayed as a reset-quality ladder with state, quality, reload risk, event labels, compact pulse markers, reaction tracks, and a dashboard panel. 🗺️ How to Read the Chart The reset-quality ladder is the main visual object. The upper step represents the current reset or stress state. The middle step represents reset quality. The lower step represents reload risk. The vertical needle shows where current reset quality sits inside the ladder. Labels mark state transitions such as Clean Reset, Fragile Reset, Reload Risk, and Stress Build. Compact pulse markers add context: • R = Clean Reset pulse • F = Fragile Reset pulse • L = Reload Risk pulse • S = Stress Build pulse Colors communicate context: • Teal = cleaner reset pressure • Yellow = fragile or incomplete reset • Pink = reload or stress risk • Indigo = neutral reset-quality structure The panel summarizes state, reset quality, data change, stress score, persistence, reload score, direction, grade, data mode, volatility shock, OI source, and trend. 🚦 Signals & States • Clean Reset → stress release and recovery quality are improving • Fragile Reset → some reset behavior is visible, but quality remains incomplete • Reload Risk → participation may be rebuilding before the reset is healthy • Crowded Stress → leverage-style pressure is building without a clean reset • Neutral Reset → no active reset state dominates the current read • Data Missing → official OI and fallback data are not available 🔔 Alerts Logic Alerts trigger when the script transitions into selected reset-quality states. Clean Reset alerts mark improving reset quality. Fragile Reset alerts mark incomplete reset conditions. Reload Risk alerts mark renewed leverage-style participation before quality improves. Stress Build alerts mark stress expansion without a clean reset read. Alerts are attention markers, not trade instructions. 🧩 Confluence Logic The strongest context appears when several components align: Participation contraction + volatility cooling + wick recovery + price recovery + improving reset quality. The weakest context appears when participation expands again, volatility stays hot, and reset quality remains low. 📊 When to Use • Crypto perpetual and futures charts • Post-selloff or post-squeeze environments • High-volatility reactions • Open interest or volume-pressure analysis • Markets where leverage reset quality matters more than a raw signal ⚠️ When NOT to Use • Extremely illiquid symbols • Markets with unreliable open interest or volume data • Very low-volatility sideways charts where leverage pressure is not active • News-driven gaps where normal reset logic may be distorted • Any situation where the user expects a direct buy or sell signal 🎛️ Key Inputs • Data Mode → selects official OI, manual OI, or volume-proxy behavior • Manual Open Interest Symbol → lets the user define a specific OI source • Context Lookback → controls the normalization window • Fast Reaction Length → controls the short-term recovery track • Slow Baseline Length → controls the slower reset baseline • Minimum Stress Score → controls how much pressure is required for stress states • Minimum Quality Score → controls how much recovery quality is required for a clean reset • Event Label Cooldown → controls label spacing and visual density • Panel / label settings → control visual layout and readability 🖥️ Interface & Visual Design The interface is designed to feel different from zone-first or corridor-first tools. Instead of drawing a large boxed area, the script uses a staggered reset-quality ladder. This keeps the chart readable on both dark and light TradingView backgrounds and reduces the risk of looking like a duplicate of nearby derivatives tools. The panel uses a merged blue AG Pro header row and a compact information hierarchy. 🧪 Practical Usage Workflow 1. Read the panel state. 2. Check whether data mode is Open Interest or Volume Proxy. 3. Look at the reset-quality ladder. 4. Compare reset quality with reload risk. 5. Review recent event labels and pulse markers. 6. Confirm the broader chart structure. 🔍 Interpretation Guidelines A Clean Reset does not mean price must rise. A Reload Risk state does not mean price must fall. The script is designed to help users think in terms of leverage pressure, reset quality, and context alignment. It should be interpreted with broader structure, liquidity, trend, and risk controls. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It is not a liquidation heatmap. It does not guarantee reversals, continuations, entries, exits, or outcomes. ⚠️ Limitations & Transparency Open interest availability depends on the symbol, exchange, and TradingView data support. When official OI is unavailable, the script can use volume as a transparent proxy. A proxy is not the same as official open interest. Timeframe differences may change how reset quality appears. Volatility spikes, exchange-specific behavior, and sudden news events may distort the read. 🧠 Market Context Notes Leverage resets often appear after forced movement, sharp volatility expansion, wick-heavy reactions, or participation contraction. The important distinction is whether the reset becomes cleaner or whether risk reloads before the market has stabilized. This script focuses on that distinction. 🧾 Use Case Examples When price flushes lower, participation contracts, volatility cools, and price recovers toward the reaction track, the script may show Clean Reset. When a market bounces but participation expands again while reset quality remains weak, the script may show Reload Risk. When volatility remains hot and stress score remains elevated, the script may show Crowded Stress. 🧱 System Philosophy Leverage Reset Quality Map follows the AGProLabs principle of building decision-support maps rather than prediction tools. The goal is to make hidden market conditions easier to observe, compare, and interpret without overclaiming certainty. 🔐 Non-Promise Statement No script can know future price direction. No state should be treated as certainty. Every output should be interpreted as context, not as an instruction. 📉 Risk Disclosure Trading involves risk. Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, data limitations, and rapid market movement. Users remain fully responsible for their own decisions. This script does not provide financial advice. 📚 Educational Note This script is intended for educational, analytical, and visual market-structure study. Its value comes from helping users ask better questions about leverage pressure, reset quality, and risk rebuilding.
Indicador Pine Script®
por AGProLabs
Live Position Tracker Leverage CalculatorLive Position Tracker Leverage Calculator A leverage and position calculator that lives on your chart. Set your entry candle, entry price, take profit, and stop loss with a few clicks and get an instant visual breakdown of the trade — risk, reward, liquidation distance, breakeven, and live PnL — all anchored to the actual candle you entered on. Unlike static calculator widgets, this tool tracks your trade from entry to exit. It records the best and worst points your position reached, counts how many bars you've held, and freezes everything when the trade closes so you have a clean snapshot of how it played out. WHAT GETS PLOTTED ON THE CHART · Entry, Take Profit, and Stop Loss lines anchored from your entry candle forward · Liquidation price line (calculated from your leverage and maintenance margin) · Breakeven line (entry adjusted for fees) · Filled zones between entry/TP (green) and entry/SL (red) · Best Point and Worst Point markers showing the maximum favorable and adverse excursion the trade reached · Live PnL label that updates with current price WHAT'S IN THE INFO PANEL · Position: capital, notional, quantity, maintenance margin, fee rate · Outcomes: live PnL, projected PnL at TP, projected loss at SL, risk-to-reward ratio · Liquidation: liquidation price, distance to liquidation, round-trip fees · Trade history: bars in trade, best point reached, worst point reached · Status: pending entry, active, target hit, stop hit, or liquidated KEY FEATURES · Click-to-set workflow: TradingView prompts you to click the entry candle, entry price, TP, and SL when you add the indicator · Auto direction detection from your TP and SL placement (or manually force Long/Short) · Liquidation calculator with adjustable maintenance margin (works for any exchange — set the value from your exchange's tier table) · Sanity warnings: flags when stop loss is past the liquidation price, or when TP/SL are on the wrong side of entry · Trade tracking freezes the moment any exit (TP/SL/liquidation) is hit, giving you a clean post-trade snapshot · Three independent color systems: on-chart tag colors, Live PnL label colors, and panel theme — each customizable without affecting the others · Customizable line widths, label colors, font color, and panel theme (dark, light, or fully custom) · Adjustable label offsets and stagger so the chart never gets cluttered regardless of timeframe or symbol · Alerts for TP, SL, liquidation, and breakeven crossings MAINTENANCE MARGIN REFERENCE Maintenance margin (MMR) is the minimum equity percentage required to keep your leveraged position open. The default 0.5% is roughly accurate for BTC/ETH on major exchanges, but real values vary: · BTC/ETH majors: 0.4 – 0.5% · Top 20 alts: 0.5 – 1.0% · Mid-cap alts: 1.0 – 2.5% · Low-cap and meme coins: 2.5%+ For accurate liquidation calculations, find your exchange's exact MMR for your symbol and position size. NOTES The liquidation price is a simplified isolated-margin approximation and does not account for tiered margin requirements at different position sizes. Always verify against your exchange's actual liquidation calculator before sizing real positions. This tool calculates risk-to-reward as the gross price-distance ratio (matching TradingView's built-in long/short position tool). The fee-adjusted dollar amounts are shown separately in the "If TP Hit" and "If SL Hit" rows.
Indicador Pine Script®
por geneclash
4
Volatility Managed Kelly LeverageThe Volatility Managed Kelly Leverage (VMKL) indicator is a tool that dynamically adjusts position sizing based on forecasted market volatility. It helps you to optimize leverage exposure by systematically reducing risk during high volatility periods and increasing exposure when markets are calm. VMKL adapts in real-time to changing market conditions, potentially generating alpha while smoothing volatility and reducing maximum drawdown. This indicator implements the Optimal Volatility Plus Mean Strategy (OVPMS) from one of my favorite leverage papers: " Alpha Generation and Risk Smoothing using Managed Volatility " by Tony Cooper (2010) These are the key findings from the paper, which this indicator translates to real life: Volatility is predictable while returns are not Dynamic leverage based on volatility forecasts can generate significant excess returns The strategy reduces volatility of volatility (vovo), kurtosis, and maximum drawdown Tested on 125+ years of market data across multiple global indices The OVPMS strategy (translated into this indicator) returned 12.6% annual return vs 7.0% for buy-and-hold, with the same volatility as the underlying index. Outstanding. The indicator calculates optimal leverage using a three-step process 1. Volatility Forecasting Uses Exponential Weighted Moving Average (EWMA): σ²(t) = λ·σ²(t-1) + (1-λ)·r²(t-1) This predicts next-day volatility from recent price movements 2. Return Prediction Expected Return = a × σ^(b+1) Where: a = Power coefficient (baseline return, default: 0.10) b = Power exponent (return-volatility relationship, default: -1.76 for SPY) σ = Forecasted volatility The negative exponent means returns decrease as volatility increases - a well-documented market behaviour. 3. Optimal Leverage Calculation Full Kelly Leverage = μ / σ² Actual Leverage = Full Kelly × Kelly Fraction × Caps × Smoothing The Kelly Criterion provides the theoretically optimal leverage, which is then reduced via: Kelly Fraction: Safety margin (default 75% = three-quarter Kelly) Leverage Caps: Hard maximum and minimum limits Smoothing: SMA to reduce rebalancing frequency The Core Insight: Volatility varies over time (volatility of volatility), and this variation is costly. By targeting consistent volatility through dynamic leverage: Reduces volatility drag - Compounding works better with stable volatility Reduces drawdowns - Automatically deleverages before crashes Reduces kurtosis - Fewer extreme return events Generates alpha - Exploits the return-volatility relationship The indicator calculates optimal leverage in real-time using EWMA volatility forecasting and Kelly Criterion mathematics, automatically detecting market regimes from CASH to VERY AGGRESSIVE and respective leverages. The statistics table shows Full Kelly leverage, Kelly Fraction leverage, forecasted volatility, predicted returns, and current regime. Settings Guide Please check the informational "i" in setting to get a lot more info. You can also use preset configurations: Conservative (Safe) Kelly Fraction: 0.50 Max Leverage: 2.0x Lambda: 0.97 Sensitivity: Enhanced Moderate (Balanced) ⭐ DEFAULT Kelly Fraction: 0.75 Max Leverage: 3.0x Lambda: 0.94 Sensitivity: Enhanced Aggressive (Maximum) Kelly Fraction: 1.0 Max Leverage: 5.0x Lambda: 0.90 Sensitivity: Standard Paper Replication (Academic) Kelly Fraction: 1.0 Max Leverage: 3.0x Lambda: 0.94 Sensitivity: Standard Adaptive: ON Smoothing: 1 Remember: LEVERAGE MAGNIFIES BOTH GAINS AND LOSSES Let me know if you have questions! By Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
2
Xer0's Dual Engine Ladder AllocatorOverview This indicator is designed for long-term investors using a "Dual Engine" portfolio strategy on M1 Finance — mixing a broad-market index fund with a leveraged counterpart in the same Pie. Instead of guessing when to buy the dip, this script provides a systematic, step-by-step roadmap for increasing your leveraged allocation as the market falls, and resetting it as the market recovers. How It Works The strategy is built on "Sticky All-Time High" logic. It tracks the highest close price and calculates the current drawdown from that peak, then responds with one of three scenarios: Ladder Down (Risk On): For every defined drop step (e.g. every -5%), the indicator signals a RISK UP event — automatically calculating your new target allocation to the leveraged slice of your Pie. This forces systematic, disciplined buying at lower prices. Recovery Reset (Risk Off): Once the market recovers by a set percentage from the bottom, the script signals a RESET — returning your allocation to the base level and locking in the gains from the dip-buying phase. Bull Step: When the market pushes into new high territory, the script tracks each new leg up and keeps your reference point current. Key Features Sticky ATH Tracking: Automatically calculates true drawdown from the cycle peak Customizable Ladder Steps: Define your own drop trigger percentage and leverage increase per step Max Cap: Hard ceiling on leverage exposure to protect against catastrophic drawdowns Bar Confirmation: All signals fire on daily close to avoid intraday false triggers Visual Dashboard: Bottom-right table showing current mode, target leverage, drawdown, and recovery price target Alert Conditions: Built-in RISK UP and RESET alerts compatible with TradingView's "Once Per Bar Close" setting Backtested Performance (Simulated — Read Carefully) The following results are from a Python backtest covering approximately 30 years (1996–2026), using $923/week in contributions every Friday. The strategy used two M1 Pies: Pie 1 (S&P 500 index fund / 3× S&P 500 ETF, base leverage 35%) and Pie 2 (Nasdaq-100 index fund / 3× Nasdaq-100 ETF, base leverage 25%). Tax assumptions reflect California state + federal rates for a $47K–$100K income bracket. Data prior to 2010 is synthetic, modeled from underlying index returns. Results are hypothetical and do not represent actual trading. Past performance does not guarantee future results. Ladder Strategy | VOO Benchmark Total Contributed $1,395,576 | $1,395,576 Final Value (after-tax) $25,286,879 | $9,025,443 Total Return 1,711.9% | 546.7% CAGR (on contributions) 10.1% | 6.4% Max Drawdown -91.8% | -50.5% Taxes Paid (CA) $5,358,907 | N/A (buy & hold) Cash After Full Liquidation $23,500,189 | $7,171,385 The ladder strategy produced approximately 227.7% more after-tax cash than buy-and-hold VOO after full liquidation. However, the strategy experienced a maximum drawdown of -91.8% — meaning at its worst point, the portfolio lost nearly all of its value on paper. This level of volatility is not suitable for most investors and requires strong conviction and a long time horizon to hold through. How to Use Add this indicator to a Daily (1D) chart of your chosen index. Configure the inputs to match your risk tolerance — Base Leverage %, Drop Step %, and Max Cap %. Enter your M1 Pie name in the input field so alerts reference it by name. Set alerts using "Once Per Bar Close" and adjust your Pie allocation whenever a signal fires. Disclaimer This script is for informational and educational purposes only. It does not constitute financial advice. Backtested results are simulated and hypothetical — they do not account for all real-world frictions and should not be interpreted as a guarantee of future performance. Trading leveraged instruments involves significant risk, including the potential loss of your entire investment, and is not suitable for all investors.
Indicador Pine Script®
por Xer0
Kelly Criterion CurveThe Kelly Criterion Curve indicator gives you the leverage/return tradeoff by displaying a bell curve with growth and leverage. This indicator shows where you are on the risk curve depending your allocation/leverage used and the optimal leverage to use in any asset. What Does It Show? The indicator plots the Kelly growth function: g(f) = μ·f - 0.5·σ²·f² Where: g(f) = Expected growth rate at leverage f μ = Annualized return σ = Annualized volatility f = Leverage multiplier The curve peaks at the Optimal Kelly leverage (full Kelly) and then declines, showing that: Too little leverage = underutilized capital Too much leverage = volatility drag destroys returns The curve is dynamically divided into zones based on your asset's return profile: Underinvesting (Green) - Too conservative, underutilized capital Optimal Sizing (Teal) - Sweet spot for position sizing High Risk (Yellow) - Diminishing returns, high volatility drag Never Logical (Red) - Risk outweighs reward Suicidal (Black) - Negative expected returns Position Markers ★ Kelly Optimal (Green/Red) - Maximum long-term log growth leverage ½ Kelly (Yellow) - Conservative sizing (recommended most times) Settings for Kelly Calculation Lookback Period - Historical data window for calculations (default: 252 = 1 year) Annual Trading Days - For annualization (default: 252) Use Log Returns - More accurate for compounding (recommended: ON) Curve Smoothness (20-200) - Number of points on curve (default: 100) Maximum Leverage Display (2-10x) - X-axis range Show Short Positions - Display negative leverage for short strategies. Note the chart is not fully optimized for shorts. Show Optimal Kelly Marker - Mark optimal leverage on curve Show Half Kelly Marker - Mark conservative leverage How to Use Look at Optimal Kelly - This is the theoretical maximum for the period analyzed Use Half Kelly for conservative sizing Check which risk zone your position falls into If your leverage is in the High Risk zone → Consider reducing If you're in Never Logical or Suicidal → I wish you good luck because you will need a lot If you're in Underinvesting → You may be too conservative IMPORTANT The indicator is based on past returns and volatility. It CANNOT predict: Market crashes Regime changes Black swan events If you use Optimal Kelly and suddenly there's a crash, you are toasted. Full Kelly maximizes long-term growth but can experience large drawdowns Most traders use ¼ to ½ Kelly for risk management You should almost never use full Kelly, unless you are extremely confident Remember leverage amplifies gains and losses Notice how Max Growth isn't simply Ann. Return × Leverage The formula accounts for volatility drag (the cost of using leverage) Higher volatility = lower optimal leverage The Kelly Criterion was developed by John L. Kelly Jr. in 1956 for information theory and later adapted for gambling (card counting for example, pioneered by Edward O. Thorp), and investing. Optimal Leverage: f* = μ / σ² Expected Growth Function: g(f) = μ·f - 0.5·σ²·f² This is a quadratic function that forms the bell curve you see on the chart. This indicator pairs perfectly with my other indicators: Kelly Optimal Leverage Indicator Jensen's Inequality + Kelly Leverage Multi-Leverage VAR/VaG Indicator For deeper insights on Kelly Criterion and optimal leverage: Read my article: Unlock the Power of Monte Carlo Read these papers: Alpha Generation and Risk Smoothing using Managed Volatility Leverage for the Long Run - A Systematic Approach to Managing Risk and Magnifying Returns in Stocks Trading with leverage involves substantial risk of loss. The Kelly Criterion provides a theoretical framework - actual trading requires additional risk management, market analysis, and psychological discipline. Some examples of using the Kelly Criterion Curve: Russel 2000, last 500 days Kelly curve Here's you can see that the optimal sizing over the last 500 days would have been around 1.7x leverage and that full Kelly is 3.4x leverage. While Russel 2000 returned 16%, full Kelly would have returned 27.8%, and more that full Kelly (3.4x leverage) would lower the returns. Berkshire Hathaway, last 1000 days Kelly curve BRK stock optimal Kelly (full Kelly) is 2.5x for the last 1000 trading days. To reduce volatility, one could use 1/2 Kelly which is 1.25x leverage. Bitcoin, last 2000 trading days Kelly curve Very interestingly, the indicator tells us not to leverage Bitcoin. Even a 2x leverage can lead to ruin given its volatility, and in fact, in 2025 many traders got liquidated while leveraging Bitcoin by 2x. Let me know if you have questions, suggestions and comments. - Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
1
Candle-Based Leverage & Margin Explorer⚠️ EDUCATIONAL TOOL: READ BEFORE USE This script is a professional mathematical assistant designed for risk management and capital efficiency. It is not a signal provider. It is a calculator built to help traders understand the precise relationship between candle volatility, leverage, and margin requirements. IMPORTANT: Before using this tool in live trades, please test it on a demo account to fully grasp how position sizing works. The "Risk Amount" Philosophy ($100 = 100%) The core of this indicator is the Risk Amount setting (defaulted to $100). Fixed Risk: This value represents 100% of your allowed loss for a single trade. Consistency: The script automatically calculates the position size so that if the price hits the candle's edge (your Stop Loss), your loss will be exactly this amount. Mathematical Protection: Whether you use 10x or 1000x leverage, your risk in dollars remains constant. Higher leverage simply reduces the margin required to hold the position. Main Features Multi-Timeframe Versatility: Works seamlessly on any timeframe. Whether you are scalping the 1-minute chart or swing trading the Daily, the calculations adapt instantly to the current chart's volatility. Dual Leverage Modes: Automatic (Candle-Based): Displays the "perfect" leverage where your theoretical liquidation price aligns with the candle's wick. Manual (Fixed): Set to 100x by default for safety. Use this to calculate the exact margin needed for specific leverage levels provided by your broker. Two Stop Distance Modes: Choose to calculate risk from the Closing Price to the edge or based on the full High/Low range of the candle. How to Read the Labels Lx / Sx: Current Leverage applied (Long or Short). Margin: The exact collateral (in USD) you need to commit in your broker to maintain your fixed risk setup. Educational Purpose Leverage is a powerful tool but carries significant risk. This indicator was created to educate traders on how to use high leverage responsibly by focusing on Nominal Position Size and Margin Allocation rather than just "gambling" with high multipliers. Disclaimer: Trading involves risk. This tool is for educational purposes only and does not constitute financial advice.
Indicador Pine Script®
por oDouglasAlex
Position Size Calculator PlusPosition Size Calculator Plus A visual trade planning tool designed to help traders calculate precise position sizing directly on the chart using risk-based logic. This indicator plots your entry, stop loss, and target, while automatically calculating: Position size based on risk % Risk-to-reward ratio (R:R) Stop and target distance (price + %) Required margin based on leverage Cash risk at stop loss Projected profit at target Estimated lot size ⚙️ Features Account presets: 25K / 50K / 100K / Custom Adjustable risk percentage Leverage-based margin calculation (ideal for prop firm trading) Real-time R:R visualization Clean on-chart labels for: Entry Stop Loss Target Tooltip summary for quick trade evaluation 🎯 How to Use Enter your entry, stop loss, and target price Select your account size (or custom balance) Set your risk % and leverage Instantly view position size, margin, and R:R directly on the chart 🧠 Credits Original script by zzzcrypto123 Modified and enhanced by Luckyjimbob111 Licensed under the Mozilla Public License 2.0 ⚠️ Disclaimer This tool is for educational purposes only and does not constitute financial advice. Always manage your own risk.
Indicador Pine Script®
por Luckyjimbob111
Open Interest Saturation OscillatorThis is the Open Interest indicator Bounded and Normalized . In order to make rapid Quant Trading decisions, I have inspired myself by other Open Interest indicators and developed this changing oscillator, that follow the rules of Open Interest! The indicator is best used for Crypto currency pairs, however, anyone is open to test the indicators limits. Best use cases for the indicator are as follow: 1. Rising OI Osc Value + Up-trending Market = New Longs Coming into the Market (Strong Bull, Aggressive Buying) 2. Rising OI Osc Value + Down-trending Market = New Shorts Coming into the Market (Strong Bear, Aggressive Selling) 3. Falling OI Osc Value + Up-trending Market = Long Orders being closed (Weak Bulls / Corrective move) 4. Falling OI Osc Value + Down-trending Market = Market is losing fuel / Preparing for a violent Bounce I developed the indicator with the help and consultation with AI! Please find it useful in your trading and may the profits be with you!
Indicador Pine Script®
por ErnestsAdlers
Multi-Leverage VAR/VaG IndicatorHere's why I developed this indicator: I love leverage but most people don't use leverage correctly. This indicator helps you understanding whether leverage is advantageous and how much should be used. Standard VAR calculations assume linear scaling (2x leverage = 2x risk), which is wrong for leveraged ETFs. Also, most VaR indicators show risk without comparing it to potential reward. This one tells you how do you quantify whether current market conditions are friendly or hostile to leveraged positions? To do this, we calculate both the downside risk (VAR), upside potential (VaG), and their relationship across different leverage levels. PROBLEMS THIS INDICATOR SOLVES THE LEVERAGE SCALING FALLACY Problem: Traders assume 3x leverage means 3x the risk. Reality: Due to volatility decay and daily rebalancing, leveraged ETFs don't scale linearly. A 3x ETF can lose MORE than 3x in high downside volatility markets or LESS than 3x during up trending markets. Solution: This indicator simulates actual leveraged ETF mechanics by applying leverage to each daily return and compounding over your holding period. THE REGIME BLINDNESS PROBLEM Problem: Traders use the same leverage in all market conditions. Reality: Trending, low-volatility markets favor leverage. Choppy, high-volatility markets penalize leverage through volatility drag. Solution: The VaG/|VAR| ratio quantifies leverage efficiency. When the leverage VaG/|VAR| is higher than the 1x VaG/|VAR|, then leverage is friendly . THE RISK-WITHOUT-CONTEXT PROBLEM Problem: Knowing your maximum loss doesn't tell you if that risk is worth taking. Reality: A -10% VAR might be acceptable if VaG is +30%, but terrible if VaG is only +8%. Solution: I calculate both downside and upside at the same confidence level for complete risk/reward context. HOW THIS INDICATOR IS USEFUL TO INVESTORS Determine optimal leverage level for current market conditions Identify when to scale up or reduce leveraged positions based on regime changes Calculate dollar risk on any account size for proper position sizing Understand true risk of leveraged ETFs beyond the "3x" label Detect transitions between leverage-friendly and leverage-hostile regimes CORE METHODOLOGY: Historical simulation with daily rebalancing Unlike parametric VAR (assumes normal distribution) or Monte Carlo (generates synthetic scenarios), this uses historical simulation - what actually happened in the past. Calculate daily returns from closing prices Simulate leveraged ETF behavior with daily rebalancing - apply leverage to each daily return, compound over the holding period, and cap losses at -100% (ETFs can't go negative) Create a distribution by sliding the holding period window across the lookback period (252-day lookback with 21-day holding = 232 scenarios) Sort all outcomes and extract percentiles: VAR = lower tail (e.g., 5th percentile at 95% confidence), VaG = upper tail (e.g., 95th percentile) Calculate efficiency ratio: VaG / |VAR| This tells you: for every dollar of downside risk, how many dollars of upside potential do you get? HOW TO USE THIS INDICATOR Lookback Period (default: 252 days) - Longer = more data but slower to adapt; Shorter = more responsive but less reliable Holding Period (default: 21 days) - Match to your timeframe: 5-10 days (day traders), 21-42 days (swing traders), 63-126 days (position traders) Confidence Level (default: 95%) - 90% for typical outcomes, 95% for balanced view, 99% for extreme tail risk Leverage Levels (default: 1x, 2x, 3x) - Customize to your trading, supports decimals like 1.5x INTERPRETING THE TABLE: Lev = Leverage multiplier VAR (%) = Maximum expected loss over holding period VaG (%) = Minimum expected gain over holding period VaG/|VAR| = Leverage efficiency ratio VAR on $10k = Dollar loss on $10,000 position EXAMPLE INTERPRETATION This QQQ chart demonstrates the indicator's power to identify leverage regimes. Current metrics (table): 1x: VAR -3.21%, VaG +21.58%, Ratio 6.73 2x: VAR -6.79%, VaG +46.58%, Ratio 6.86 3x: VAR -10.71%, VaG +75.26%, Ratio 7.02 This means: Ratios above 6.5 are outstanding - upside is nearly 7x the downside at all leverage levels Backwardation pattern: the ratio IMPROVES with more leverage (6.73 → 7.02), indicating strong trending conditions favor higher leverage VAR remains very manageable even at 3x (-10.71% on a 55-day hold) At 3x leverage, you risk $1,071 to potentially gain $7,526 on $10k - exceptional risk/reward. And understanding risk/reward is one of the most important points here. Trade smart. Manage risk. Know your regime. And let me know if you have any questions or suggestions. - Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
Risk AwarenessRisk Awareness - Liquidation Level Indicator A clean, professional tool for displaying liquidation prices on leveraged positions. Designed for traders who need instant visibility of their risk levels without chart clutter. KEY FEATURES Real-time liquidation price calculation for long and short positions Adjustable leverage from 1x to 200x Fire engine red (long) and lime green (short) color-coded levels Two label modes: Compact (minimal) and Detailed (full info) Horizontal lines extending left from current price Optional P&L tracking and display Background alerts when approaching liquidation Customizable maintenance margin and liquidation fee parameters HOW IT WORKS The indicator calculates liquidation prices using the standard formula: Long Liquidation = Entry Price x (1 - 1/Leverage - Liquidation Fee + Maintenance Margin) Short Liquidation = Entry Price x (1 + 1/Leverage + Liquidation Fee - Maintenance Margin) Default parameters (0.5% maintenance margin, 0.5% liquidation fee) are calibrated for major crypto futures exchanges like Binance, Bybit, and OKX. DISPLAY MODES Compact Mode: Shows only leverage and price (e.g., "40x: 48750.00") Detailed Mode: Shows full information including percentage distance and optional P&L CUSTOMIZATION OPTIONS Position Settings: Adjust leverage, toggle long/short, select entry price source Custom Parameters: Fine-tune maintenance margin and liquidation fee for your specific exchange Visual Settings: Colors, line width, label size, historical bands, disclaimer display Alert Settings: Set distance threshold for liquidation warnings Risk Management: Track unrealized P&L based on position size ALERTS Built-in alert conditions for: Price crossing liquidation levels Approaching liquidation threshold Critical loss levels (50%+) IMPORTANT DISCLAIMER This indicator provides ESTIMATED liquidation levels for Tier 1 positions (small to medium size). Actual liquidation prices may vary due to: - Position size tiers (larger positions = higher maintenance margins) - Accumulated funding rates - Market volatility and order book depth - Cross margin vs isolated margin mode - Exchange-specific liquidation engines Always verify liquidation prices on your exchange platform before trading. This tool is for educational and risk awareness purposes only. IDEAL FOR Crypto futures traders on Binance, Bybit, OKX, and similar platforms Day traders managing leveraged positions Swing traders monitoring overnight risk Anyone trading with leverage who needs clear visual risk management PRO TIPS Use Compact mode with Tiny/Small label size for minimal chart clutter Enable the Info Table for detailed metrics when needed Set Alert Distance to 1-2% for advance warning before liquidation Toggle "Show Historical Bands" OFF (default) for cleaner charts Adjust Custom Parameters if trading on exchanges with different fee structures Stay aware. Trade smart. Manage your risk.
Indicador Pine Script®
por MessyJess
2
Jensen's Inequality + Kelly LeverageThis indicator reveals how volatility drag erodes returns through Jensen's Inequality and calculates scientifically optimal leverage levels using the Kelly Criterion. It answers the question: "At what leverage does volatility drag destroy more returns than leverage creates?" I have created other indicators related to optimal leverage, Kelly Criterion and Jensen's inequality which you can fin in the comments. Understand Jensen's Inequality Jensen's Inequality is a theorem stating that for concave functions (like logarithms or sad face), the expected value of the function is less than the function of the expected value: E ≤ log(1+E ) What this means for investors is that your realized geometric return (what you actually earn through compounding) is always less than your arithmetic average return. This gap is called volatility drag. The drag formula: Drag = L² × σ² / 2 The quadratic term (L²) is crucial because if you double your leverage, quadruple your drag. This helps us to understand how much leverage we can take during volatile times (for example leveraged ETFs). Understand Kelly Criterion The Kelly Criterion, developed by John Kelly at Bell Labs in 1956, calculates the optimal bet size (or leverage) that maximizes long-term logarithmic growth of wealth: Kelly = (μ - r_f) / σ² Where: μ = arithmetic return (expected return) r_f = risk-free rate σ² = variance (volatility squared) Kelly tells you the exact leverage that balances return amplification against volatility drag to maximize your long-term compound growth rate. Why I Combine Both? Jensen's Inequality explains why leverage has, after a certain point, diminishing returns and eventually becomes destructive. Volatility drag grows faster than return amplification. The Kelly Criterion tells you exactly where the optimal point is before drag overwhelms your gains. Together, they provide: Jensen: How much drag you're experiencing Kelly: What leverage maximizes your growth Both: Where leverage becomes dangerous The Math Behind It Geometric return formula: r_geometric = L × r_arithmetic - (L² × σ²) / 2 This shows the tug-of-war between leverage amplification (L × r_arithmetic) and drag (L² × σ²/2). Maximum survivable leverage: L_max = 2 × r_arithmetic / σ² At this point, drag completely cancels out returns (geometric return = 0). Beyond this, you're guaranteed to lose money over time. How To Read The Chart Y-axis: Geometric returns (%) - what you actually earn after accounting for drag Colored lines: Expected returns at different leverage levels over time Green line (1.0x): Unleveraged baseline Orange/Red lines (2x/3x): Higher leverage scenarios Blue circles: Kelly optimal leverage level Red label at zero: Max survivable leverage (breakeven point) The Table Breakdown Jensen's Inequality (1x & 2x): Side-by-side comparison demonstrating: How drag scales quadratically (1.99% → 7.96% when leverage doubles) The verification that L×E - Drag = Realized Return Optimal Leverage: Kelly calculations with fractional variants Full Kelly: Theoretically optimal but aggressive 0.75x, 0.5x, 0.25x Kelly: Conservative risk management Sharpe Optimal: Maximizes risk-adjusted returns Max Leverage: Your "game over" threshold Leverage Scenarios: Detailed comparison of 1x, 2x, 3x positions showing geometric returns, drag costs, and Sharpe ratios Practical Insights Low volatility assets: Higher Kelly → can handle more leverage safely High volatility assets (crypto for example): Lower Kelly → even 2x can be destructive Current market regime matters: The indicator adapts to changing volatility conditions Fractional Kelly is wisdom: Full Kelly assumes perfect parameter estimates (which we never have) Settings Risk-free rate: Auto-fetches FRED:DGS3MO (3-month T-Bills) or manual override Log returns: Enabled by default for mathematically accurate compounding Display options: Toggle curve/table, adjust positioning and font sizes Lookback period: Adjustable from 50 to 1500 bars As you should know by now, leverage is a double-edged sword. This indicator shows you exactly where the edge cuts both ways, helping you find the sweet spot between aggressive growth and mathematical ruin. Let me know if you have any suggestions. - Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
1
Ultimate Risk Manager: Fixed Dollar Risk & Position CalculatorAre you tired of manually calculating your position size to risk exactly $10, $50, or $100 per trade? The Ultimate Risk Manager is a professional-grade position sizing and risk calculation tool designed for day traders and scalpers. Instead of guessing your position size and hoping your stop loss doesn't wipe out your account, this tool allows you to set a Fixed Dollar Risk. It tells you exactly how much margin to use so that if your Stop Loss is hit, you lose exactly the amount you planned for. Perfect for futures and leverage traders on any exchange (MEXC, Binance, Bybit, etc.). ✨ Key Features: 🎯 Strict Risk Management: Input your desired risk (e.g., $2.00) and the calculator outputs the exact "Total Position" and "Margin" required based on your Stop Loss distance. 🤖 Auto Long/Short Detection: No need to toggle directions. The script automatically detects if it's a LONG or SHORT based on where you place your Stop Loss relative to your Entry. 💸 Built-in Fee Calculator: Input your exchange's round-trip fee percentage. The table calculates your exact fee cost and provides your Net Profit (after fees) at your Take Profit target. 🧹 Ultra-Minimalist Chart Visuals: Say goodbye to indicator lines cutting through your price action. This script uses short, clean floating markers for Entry, SL, and TP that sit neatly in the empty space on the right side of your chart. 🎨 Customizable UI: Includes a Light/Dark theme toggle, adjustable table positioning, and sliders to push the floating chart markers exactly where you want them. 🛠️ How to Use: Open the indicator Settings (Double-click the table). Under "Trade Setup," enter your Fixed Risk ($), Leverage, and Exchange Fee (%). Under "Price Levels," use the Price Picker tool (the target icon) to click your desired Entry, Stop Loss, and Take Profit levels directly on the chart. Look at the dashboard table! Copy the highlighted Yellow Margin Number and type it directly into your exchange's order box. Protect your capital and trade like a professional by keeping your risk mathematically consistent on every single trade.
Indicador Pine Script®
por Tolma9202
Global Debt-to-GDP DashboardI've created this macro indicator to monitor world debt. The Global Debt-to-GDP Dashboard helps you to track, compare, and analyze sovereign and private debt levels across 20 major economies. It provides institutional-grade debt analysis, allowing traders, long term investors and macro investors to identify systemic risks, divergences from global norms, and accelerating debt trends that could signal future economic instability or opportunities. What It Does This indicator transforms complex macroeconomic data into actionable insights to understand country leverage by: Tracking Dual Debt Metrics: Monitors both government debt-to-GDP and private debt-to-GDP ratios for 20 countries. This provides a complete picture of total leverage in each economy. Divergence Analysis: Compares each country's debt levels against the world average (calculated from selected countries), instantly highlighting which economies are over-leveraged or under-leveraged relative to global norms. Velocity Tracking: Calculates the rate of change in debt divergence, identifying which countries are rapidly increasing or decreasing their debt burden. Risk Assessment: Automatically categorizes countries by risk level using color-coded visual indicators Key Features 20 Major Economies: USA, China, Japan, Germany, UK, France, Italy, Canada, Spain, Australia, South Korea, Brazil, India, Mexico, Switzerland, Singapore, Norway, Saudi Arabia, Russia, and Turkey Simultaneous Visualization: Plot all selected countries on a single chart with unique color coding for easy identification Dynamic Country Selection: Enable/disable countries to focus on specific regions or economic blocs Three Divergence Analysis Modes Government Only: Analyze sovereign debt divergence from government debt average Private Only: Focus exclusively on private sector leverage (excludes countries without private debt data) Total (Gov + Private): Comprehensive view of total economy-wide debt burden Use Cases For Macro Traders Identify Sovereign Risk: Spot countries with unsustainable debt trajectories before credit events Currency Pairs: Correlate debt divergence with currency strength/weakness Bond Markets: Anticipate yield spread movements based on relative debt positions Risk-On/Risk-Off: Use global debt velocity as a systemic risk indicator For Long-Term Investors Country Allocation: Make informed decisions about geographic exposure Risk Management: Avoid over-exposure to high-debt economies Opportunity Identification: Find under-leveraged economies with growth potential Portfolio Rebalancing: Use debt trends as signals for portfolio adjustments How to Use Initial Setup: Select the countries you want to monitor from the Settings panel Choose Divergence Type: Select Government Only, Private Only, or Total debt analysis Configure Display: Adjust table position, text size, and sorting preferences Set Alerts (Optional): Define your alert thresholds and enable notifications Table Risk Scores: 🔴🔴🔴 Extreme Risk: Divergence > +100pp above average 🔴🔴 High Risk: Divergence > +50pp above average 🟠 Moderate Risk: Divergence > 0pp above average 🟢 Low Risk: Divergence > -50pp below average 🟢🟢 Very Low Risk: Divergence < -50pp below average NOTE: "Low Risk" and low-debt might also mean that a country is unable to finance through the issuance of government debt. This is not necessarily a good thing and might not correspond to low risk. Velocity Indicators: ⬆️⬆️⬆️ Rapid Acceleration: +5pp or more per period ⬆️⬆️ Strong Acceleration: +2 to +5pp per period ⬆️ Moderate Increase: +0.5 to +2pp per period ➡️ Stable: -0.5 to +0.5pp per period ⬇️ Moderate Decrease: -2 to -0.5pp per period ⬇️⬇️ Strong Deceleration: -5 to -2pp per period ⬇️⬇️⬇️ Rapid Deceleration: -5pp or less per period Important Notes Data Availability: Some countries lack private debt data (e.g., China, India, Brazil). World Average Calculation: The world average is dynamically calculated based on your selected countries, not a fixed global figure. This allows for custom peer group comparisons. Percentage Points vs Percentages: All divergence values are in percentage points (pp), representing the absolute difference from the average, not a relative percentage change. Let me know if you have comments or suggestions. Truly yours, Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
Liquidation Heatmap by RumiancevLiquidation Heatmap by Rumiancev Overview Liquidation Heatmap is an open-source visual map of estimated liquidation zones built from activity spikes . When the script detects an unusually large spike, it projects liquidation levels for multiple leverage tiers and aggregates them into horizontal price “bins”. Each bin accumulates weight over time and is displayed as a color gradient: • Brighter / hotter = higher accumulated weight • Darker / colder = lower accumulated weight Important: This is not an exchange liquidation feed and it does not display “real liquidation prices”. It is a proxy model designed to visualize where liquidation pressure could be clustering based on abnormal market activity. Why BTCUSDT.P is recommended For the most consistent and “liquidation-relevant” behavior, use a perpetual futures symbol such as BTCUSDT.P . Perpetual markets provide Open Interest , so the script can use OI Delta (change in OI) as the spike stream. OI delta typically reflects leveraged positioning changes (build-up / flushes) more directly than spot volume. • On perpetuals → OI data is available → spikes are usually cleaner for this model • On spot → OI is not available → the script may fall back to volume, which can be noisier If needed, set OI Symbol Override manually (examples are shown in the input tooltip). How it works (logic) 1) Select a spike stream • AUTO : uses OI Delta if available, otherwise Volume • OI : forces OI Delta • VOL : forces Volume only 2) Detect spike events The script measures abnormal activity using a Z-score style approach on the absolute stream: • Spike Lookback defines the baseline window • Sensitivity maps to a threshold (lower = more events, higher = fewer events) • Min bars between events optionally reduces clustering on lower timeframes 3) Project liquidation prices For each spike event, liquidation estimates are calculated for up to three leverage tiers: • Long liquidations are projected below the reference price • Short liquidations are projected above the reference price 4) Bin, accumulate, and colorize Projected levels are snapped into bins using Bin Scale (ticks) . Bin weight is accumulated and displayed as a gradient between Low density and High density . 5) Freeze on touch When price touches a bin (wick or close, depending on settings), the bin is frozen : • it stops updating • it becomes dotted / high transparency This keeps a lightweight history of zones that have been interacted with. How to read the map • Bins below price often represent potential long-liquidation pressure zones • Bins above price often represent potential short-liquidation pressure zones • Brighter bins = more accumulated spike weight → potentially more crowded zone • Frozen dotted bins = price already touched that zone (historical interaction) Timeframes (recommendations) This indicator runs on any timeframe, but density/noise changes significantly. Best balance (recommended): • 15m / 1H / 4H — good signal-to-noise and clean structure Higher timeframes (cleaner, fewer zones): • 12H / 1D — fewer events, more “macro” zones Lower timeframes (noisier by nature): • 1m / 3m / 5m — more spikes and more bins To reduce clutter on low TF, consider: • increasing Sensitivity (e.g., 14–18) • enabling Min bars between events (e.g., 10–30) • increasing Bin Scale (ticks) (thicker bins → fewer levels) • enabling Keep only local range bins Inputs (what each setting does) Source • Source Mode : AUTO / VOL / OI • OI Symbol Override : manual OI source if AUTO is not suitable Event (Spike) Filter • Spike Lookback : baseline window for mean/stdev • Sensitivity : lower = more events, higher = fewer events • Use high/low for touch test : wick-based touches • Min bars between events : reduces spike clustering Liquidation Levels (bins) • Reference Price : base price for projections (close/hl2/etc.) • Leverage 1/2/3 : leverage tiers (set to 0 to disable any tier) • Bin Scale (ticks) : bin thickness (bigger = fewer bins) • Extend (bars) : how long active bins extend • Max active bins per side : cap for active bins • Dispersion (%) : splits part of the weight to the opposite side • Keep only local range bins + Local range lookback : trims bins far from recent range Visual • Gradient colors, frozen transparency, legend, and debug marker Limitations / Disclaimer This script is provided for research and educational purposes only . It is not financial advice . The plotted zones are estimates derived from a simplified model (spike detection + leverage projections). Results depend on symbol, exchange data availability (OI), and timeframe.
Indicador Pine Script®
por Rumiancev
Sigmoid Risk AllocatorThe Sigmoid Risk Allocator is a dynamic position sizing indicator that tells you how much of your capital to allocate based on current market conditions. Unlike simple "risk-on/risk-off" signals, this indicator gives you smooth, gradual transitions based on a sigmoid function. Why a Sigmoid Curve? Most position sizing approaches use fixed thresholds: "If drawdown > 20%, buy. Otherwise, don't." This creates all-or-nothing decisions. Using the sigmoid (S-curve) makes this decision different. It creates a smooth transition where: Small drawdowns → Stay near your baseline allocation Moderate drawdowns → Gradually increase exposure Large drawdowns → Approach maximum allocation The sigmoid curve naturally "saturates" at the extremes, preventing you from going all-in too early or panicking out too fast. This is very useful to meek traders psychology and risk management in check. What's a Sigmoid Function? The sigmoid function is a mathematical S-curve defined as: σ(x) = 1 / (1 + e^(-x)) This formula takes any input value and smoothly maps it to a number between 0 and 1. The curve has three key properties that make it ideal for position sizing in investing: Smooth transitions: No sudden jumps. Allocation changes gradually. Saturation at extremes: The curve flattens near 0 and 1, preventing overreaction and overexposure. Sensitive in the middle: Most of the action happens around the midpoint. To convert this into an allocation percentage, the indicator uses: Allocation = α_min + (α_max - α_min) × σ(k × (Risk - Midpoint)) Where: - `α_min` = Your minimum allocation (default 50%) - `α_max` = Your maximum allocation (default 100%) - `Risk` = Current risk metric (drawdown %, volatility, or Kelly %) - `Midpoint` = The risk level where allocation sits halfway between min and max (default 15%) - `k` = Steepness—how quickly allocation changes around the midpoint Example : With defaults, if drawdown hits 15% (the midpoint), your allocation will be 75% (halfway between 50% and 100%). As the drawdown increases beyond 15%, the allocation curves toward 100%. As it decreases toward 0%, allocation curves toward 50%. Cool, isn't it? Asymmetric Response: Fast In, Slow Out The indicator uses different steepness values for scaling in vs. scaling out. This is great to increase trend following. This is something I'm proud of too in this indicator. k_increase = 30 (steep curve): When drawdowns appear, allocation ramps up quickly to catch the opportunity k_decrease = 5 (slower curve): When conditions normalize, allocation decreases slowly to avoid selling the rebound This asymmetry reflects how markets behave—drawdowns often overshoot fundamentals (rewarding quick entries), while recoveries tend to be more orderly (rewarding patience on exits). Three Risk Metrics You can choose what drives your allocation: Drawdown (Default) Volatility - Scales your position inversely to current market volatility. Kelly Criterion - Automatically calculates optimal position size. The indicator applies a conservative "half Kelly" by default. Use Cases Position sizing for swing trading or trend following Risk management overlay for any existing strategy Drawdown-based DCA (dollar cost averaging) decisions Volatility-adjusted exposure management Feel free to provide feedback and share your thoughts! - Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
[Saga Trading] Liquidation Leverages ProThis indicator is designed to provide context on leverage-related market risk, not trading signals. Its purpose is to help traders visualize price areas where leveraged positions become vulnerable due to increased exposure, rather than to predict forced events. By mapping zones where leverage sensitivity increases, the script highlights areas of potential instability, where price reactions may accelerate due to risk management constraints, margin pressure, or position adjustment. These zones do not imply direction and should not be interpreted as targets. Instead, they offer risk awareness, helping traders assess where market movement may become less stable or more reactive. This tool is intended as a contextual risk-mapping indicator, allowing traders to better evaluate exposure when price approaches leverage-sensitive areas. It does not provide buy or sell signals and should be used in conjunction with price action and market structure analysis.
Indicador Pine Script®
por KevSagaT
Sigmoid Allocation Indicator & DashboardTL;DR This sigmoid-based allocation indicator tells you percentage of your portfolio to invest based on how much the market has dropped. Market at all-time high? → Stay defensive, invest less (e.g., 30%) Market crashed hard? → Get aggressive, invest more (e.g., 100%) The "sigmoid" part just means the transition between these two extremes follows a smooth S-shaped curve. Description This indicator is a sigmoid-based allocation system that dynamically adjusts a portfolio exposure based on market drawdown. It compares multiple steepness curves (K values) to find your optimal risk profile for leveraged ETF strategies, but it can also be used to scale in-out from stocks, crypto and to understand whether to use leverage or not. The Sigmoid Allocation Dashboard helps you to dynamically adjust a portfolio allocation based on how much a market has dropped from its all-time high. I've implemented it using a sigmoid (S-curve) function, that dynamically calculates the optimal allocation percentages. Depending on the market conditions, the S curves transition between defensive and aggressive allocations. The Math Behind It (if you are a geek like me) This indicator uses the sigmoid function to create smooth S-curve transitions: α(D) = α_min + (α_max - α_min) × σ(k × (D - D_mid)) Where: σ(x) = 1 / (1 + e^(-x)) ← Standard sigmoid function You can also check it here: // Sigmoid function: σ(x) = 1 / (1 + e^(-x)) sigmoid(float x) => 1.0 / (1.0 + math.exp(-x)) // Alpha calculation: α(D) = α_min + (α_max - α_min) × σ(k × (D - D_mid)) calcAlpha(float drawdown, float k, float a_min, float a_max, float d_midpoint) => sig_input = k * (drawdown - d_midpoint) / 100.0 a_min + (a_max - a_min) * sigmoid(sig_input) User parameters (you can tweak this): Allocation Min (%): Your baseline allocation when markets are at ATH (default: 30%) Allocation Max (%): Your maximum allocation during deep drawdowns (default: 100%) D_mid (%): The drawdown level where you want to be at the midpoint (default: 25%) Why do I like sigmoid and not a linear line? Unlike linear models, the sigmoid creates "floors" and "ceilings" for your allocation. It transitions smoothly, no sudden jumps, and you never exceed your defined min/max bounds. Understand the K Values (Steepness) The K parameter controls how quickly your allocation shifts from defensive to aggressive. Lower K (for example K=5) will give you a gradual transition, but at 0% drawdown you are already at a 46% allocation. A higher like (like K=40) will give you a sharp transition, but at 0% drawdown you are close to the minimum allocation. On the other hand, a higher K will give close to 100% allocation when the markets are at new lows. The example below illustrates this well, then the S&P 500 reached new lows in October 2022: Different K values will affect the sigmoid curves (and you allocations differently). The chart below illustrates well how K affects the sigmoid curves: Read the Dashboard The main dashboard shows: Current drawdown from ATH Allocation % for each K value Suggested action (Defensive → MAX LONG) Use the Reference Chart The static reference panel shows what your allocation would be at various drawdown levels (0%, 10%, 20%, 30%, 40%, 50%), helping you plan ahead. Identify Zones The color-coded chart background shows: - 🟢 Green Zone: Aggressive positioning - "Buy the Dip" - 🟡 Yellow Zone: Transition zone - Scaling in/out - 🔴 Red Zone: Defensive positioning - Protect ya gains Use Cases Use case 1: Leveraged ETF Portfolio Management (this is my main use case) When holding leveraged ETFs like TQQQ or UPRO, volatility makes it important to: - Reduce exposure near all-time highs (when crashes hurt most) - Increase exposure during drawdowns (when recovery potential is highest) Example Strategy: - At ATH: Hold 30% TQQQ, 70% cash/bonds or other uncorrelated assets - At 25% drawdown: Hold 65% TQQQ, 35% cash/bonds - At 40%+ drawdown: Hold 100% TQQQ Use case 2: Diversified Leveraged Portfolio Compare different K values for different assets: - Use K = 10 for broad market (QQQ/SPY exposure via TQQQ/UPRO) - Use K = 25 for sector bets (TECL, SOXL, TMF) that you want to scale into faster Use case 3: Systematic Rebalancing Signals Use the alerts to trigger rebalancing: - Alert when K3 allocation crosses above 90% (time to add) - Alert when drawdown exceeds your D_mid threshold - Alert when market returns to within 5% of ATH Tips for Best Results It works best in longer time frames Adjust the ATR lookback window Match your risk tolerance level I use this for index investing and stocks and haven't tried with crypto Thanks for using the indicator and let me know if you have any feedback :) - Henrique Centieiro
Indicador Pine Script®
por HenriqueCentieiro
5
Crypto ATR Position Sizer + LeverageThis indicator is a "heads-up display" for crypto traders who need real time risk management without manually calculating position sizes. It uses Average True Range (ATR) to dynamically place Stop Losses based on current market volatility and automatically calculates the exact position size needed to respect your risk percentage. ​Key Features: ​Dynamic Risk Management: Stop Loss and Take Profit levels adjust automatically based on market volatility (ATR). ​Auto-Position Sizing: Calculates the exact Quantity (in coins) and Position Value (in $) to ensure you never risk more than your defined percentage (e.g., 1% or 2%). ​Leverage Calculator: Instantly sees the "Required Leverage" needed to execute the trade size relative to your account balance. ​Crypto Precision: Displays up to 8 decimal places, making it compatible with both Bitcoin and low-sat altcoins. ​Toggable Direction: Switch between Long and Short biases instantly via the settings menu. ​How to Use: ​Add the indicator to your chart. ​Open Settings and input your Account Balance and Risk %. ​Choose your direction (Long or Short) using the checkboxes. ​The label will display your Entry, SL, TP, Coin Quantity, and Required Leverage in real-time.
Indicador Pine Script®
por MonkeyPhone
DCA Ladder CalculatorThis script is a DCA (Dollar-Cost Averaging) Ladder Calculator with Risk & Leverage Management baked in. It’s designed for both LONG and SHORT positions, and helps you: 🎯 Strategically scale into positions across multiple entry points 🔐 Control risk exposure via defined capital allocation ⚖️ Utilize leverage responsibly — for efficiency, not destruction 🧮 Visualize risk, stop loss level, and entry distribution 🔁 Adapt to trend reversals or key zones, especially when combined with reversal indicators or higher timeframe signals 🧠 How It Works This tool takes a capital allocation approach to building a ladder of positions: 1. You define: - Portfolio value - Risk per trade (as %) - Leverage - Number of DCA levels - Entry multiplier (e.g. 1x, 2x, 4x...) 2. The script then: - Calculates total margin to risk = Portfolio × Risk % - Calculates total leveraged position size = Margin × Leverage - Distributes entries according to exponential weights (1x, 2x, 4x...), totaling 7 for 3 levels - Calculates per-entry: - Entry price (based on price zone spacing) - Multiplier - Exact margin per entry - Leverage per entry (margin × leverage) - Computes: - Average entry price (margin-weighted) - Approximate stop loss level based on recent ATR and price structure - % drawdown to SL - Total margin and position size 3. Displays all this in a clean on-chart table. 📈 How to Use It 1. Apply the indicator to a chart (default: 1D — ideal for clean zones). 2. Configure your: - Portfolio Value (total trading capital) - Risk per Trade (%) (your acceptable loss) - Leverage (exchange or strategy-based) - DCA Levels (e.g. 3 = anchor + 2 entries) - Multiplier (typically 2.0 for doubling) 3. Choose LONG or SHORT mode depending on direction. 4. The table will show: - Entry price ladder - Margin used per entry - Total position size - Approx. stop loss (where your full risk is defined) Use in conjunction with price action, S/R zones, trendline breaks, volume divergence, or reversal indicators. ✅ Best Practices for Using This Tool - Leverage is a tool, not a weapon. Use it to scale smartly — not recklessly. - Use fewer, higher-conviction entries. Don’t blindly ladder; combine with price structure and signals. - Stick to your risk percent. Never risk more than you can afford to lose. Let this calculator enforce discipline. - Combine with other confirmation tools, like RSI divergence, momentum shifts, OB zones, etc. - Avoid martingale-style over-exposure. This is not a gambling tool — it’s for capital efficiency. 🛡️ What This Tool Does NOT Do - This is not a trade signal indicator. - It does not place trades or auto-manage positions. - It does not replace personal responsibility or strategy — it's a tool to help apply structure. ⚠️ Disclaimer This script is for educational and informational purposes only. It does not constitute financial advice, nor is it a recommendation to buy or sell any financial instrument. Always consult a licensed financial advisor before making investment decisions. Use of leverage involves high risk and can lead to substantial losses. The author and publisher assume no liability for any trading losses resulting from use of this script.
Indicador Pine Script®
por RWCS_LTD
1