Metrics

Black-Litterman Allocator [BackQuant]# Black-Litterman Allocator IMPORTANT: Concept / Educational Implementation Black-Litterman Allocator is a research and educational concept that implements a practical version of the Black-Litterman portfolio-allocation framework inside TradingView and Pine Script. It is intended to demonstrate how equilibrium priors, covariance estimates, subjective investor views, view confidence, mean-variance optimization, portfolio constraints, volatility targeting and portfolio backtesting can be c

Indicador

Market Structure Volume Time Velocity Profile This is the Market Structure Volume Time Velocity Profile (MSVTVP). It combines event-based profiling with advanced metrics like Time and Velocity (Flow Rate). Instead of fixed time periods, profiles are anchored to critical market events (Swings, Structure Breaks, Delta Breaks), giving you a precise view of value development during specific market phases. ## The 3 Dimensions of the Market Unlike standard tools that only show Volume, MSVTVP allows you to swi

Indicador

por AustrianTradingMachine

Periodic Volume Time Velocity Profile This is the Periodic Volume Time Velocity Profile (PVTVP). It is an advanced professional profiling tool that goes beyond standard volume analysis by introducing Time and Velocity (Flow Rate) as profile dimensions. By analyzing high-resolution intra-bar data, it builds precise profiles for any custom period (Session, Day, Week, etc.), helping you understand not just *where* the market traded, but *how* it traded there. ## The 3 Dimens

Indicador

por AustrianTradingMachine

Periodic Volume Profile This indicator visualizes volume profiles that are dynamically anchored to market structure events, rather than fixed time intervals. It builds these profiles using high-resolution intra-bar data to provide a precise view of where value is established during critical market phases. Key Features: Event-Based Profile Anchoring: The indicator starts a new profile based on one of three user-selected events ('Profile Anchor'): Swing: A new profile begins when the 'impulse baseline' (derived from d

Indicador

por AustrianTradingMachine

ValueAtTime █ OVERVIEW This library is a Pine Script® programming tool for accessing historical values in a time series using UNIX timestamps . Its data structure and functions index values by time, allowing scripts to retrieve past values based on absolute timestamps or relative time offsets instead of relying on bar index offsets. █ CONCEPTS UNIX timestamps In Pine Script®, a UNIX timestamp is an integer representing the number of milliseconds elapsed since January 1, 1970, at 00:00:00 UT

Biblioteca

por TradingView

Overnight vs Intra-day Performance █ STRATEGY OVERVIEW The "Overnight vs Intra-day Performance" indicator quantifies price behaviour differences between trading hours and overnight periods. It calculates cumulative returns, compound growth rates, and visualizes performance components across user-defined time windows. Designed for analytical use, it helps identify whether returns are primarily generated during market hours or overnight sessions. █ USAGE Use this indicator on Stocks and ETFs to visualise and compare intra-

Indicador

Request █ OVERVIEW This library is a tool for Pine Script™ programmers that consolidates access to a wide range of lesser-known data feeds available on TradingView, including metrics from the FRED database, FINRA short sale volume, open interest, and COT data. The functions in this library simplify requests for these data feeds, making them easier to retrieve and use in custom scripts. █ CONCEPTS Federal Reserve Economic Data (FRED) FRED (Federal Reserve Economic Data) is a comprehens

Biblioteca

por TradingView

analytics_tables Library "analytics_tables" 📝 Description This library provides the implementation of several performance-related statistics and metrics, presented in the form of tables. The metrics shown in the afforementioned tables where developed during the past years of my in-depth analalysis of various strategies in an atempt to reason about the performance of each strategy. The visualization and some statistics where inspired by the existing implementations of the "Seasonality" script, and the perform

Biblioteca

Day/Week/Month Metrics (Zeiierman)█ Overview The Day/Week/Month Metrics (Zeiierman) indicator is a powerful tool for traders looking to incorporate historical performance into their trading strategy. It computes statistical metrics related to the performance of a trading instrument on different time scales: daily, weekly, and monthly. Breaking down the performance into daily, weekly, and monthly metrics provides a granular view of the instrument's behavior. The indicator requires the chart to be set on a daily timeframe.

Indicador

Blockunity Address Synthesis (BAS)Track the address status of the various cryptoassets and their evolution. The Idea The goal is to provide a simple tool for visualizing the evolution of different types of crypto addresses. How to Use This tool is to be used as fundamental information. It is not intended for investment or trading purposes. Elements Active Addresses Active Addresses represent the subset of total addresses that made one or more on-chain transaction on a given day. New Addresses New Addresses ref

Indicador

Rolling Risk-Adjusted Performance Ratios This simple indicator calculates and provides insights into different performance metrics of an asset - Sharpe, Sortino and Omega Ratios in particular. It allows users to customize the lookback period and select their preferred data source for evaluation of an asset. Sharpe Ratio: The Sharpe Ratio measures the risk-adjusted return of an asset by considering both the average return and the volatility or riskiness of the investment. A higher Sharpe Ratio indicates better risk-adjusted performan

Indicador

Cobra's CryptoMarket Visualizer Cobra's Crypto Market Screener is designed to provide a comprehensive overview of the top 40 marketcap cryptocurrencies in a table\heatmap format. This indicator incorporates essential metrics such as Beta, Alpha, Sharpe Ratio, Sortino Ratio, Omega Ratio, Z-Score, and Average Daily Range (ADR). The table utilizes cell coloring resembling a heatmap, allowing for quick visual analysis and comparison of multiple cryptocurrencies. The indicator also includes a shortened explanation tooltip of each

Indicador

NET BSP NET BSP derived from Buying & Selling Pressure which is a volatility indicator that monitors average metrics of green and red candles separately. We could navigate more confidently through market with projected market balance. BSP allowed us to track and analyze the ongoing performance of bullish and bearish impulsive waves and their corrections. Due to unintuitive way of measuring decline with SP going up, I decided to remake it into more intuitive version with better precision. When we enc

Indicador

Buying & Selling Pressure Buying and selling pressure is a volatility indicator which denotes the balance between buyers and sellers inside candlestick. You set the length to average it just like ATR. But This offers further break down of participants of the market. Pretty much at any condition of the market the indicator can filter out interesting details to make trading decisions faster or confirm them. So keep it simple we have two lines 🟢 Green → buying pressure 🔴 Red → selling pressure If green is rising →

Indicador

Candle Fill % Meter For use with Hollow Candles Fills Candles based on either the value of the RSI or coppock scaled to fit properly between the open and close. Makes for a compact visual with lot's of information given. Toggle bells and whistles in settings such as arrows to indicate the direction of the value being measured, dividing levels, fill from candle open all the time instead of the bottom up and more.

Indicador

Strategy BackTest Display Statistics - TraderHalai This script was born out of my quest to be able to display strategy back test statistics on charts to allow for easier backtesting on devices that do not natively support backtest engine (such as mobile phones, when I am backtesting from away from my computer). There are already a few good ones on TradingView, but most / many are too complicated for my needs. Found an excellent display backtest engine by 'The Art of Trading'. This script is a snippet of his hard work, with some very minor tweak

Estrategia

por TraderHalai

Bitcoin OnChain & Other Metrics Hi all, In these troubled times, going back to fundamentals can sometimes be a good idea 😊 I put this one up using data retrieved from “Nasdaq Data Link” and their “Blockchain.com” database. Here is a good place to analyses some Bitcoin data “outside” its price action with 25 different data sets. Just go to the settings menu and display the ones you are interested in. If you want me to add more metrics, feel free to DM or comment below! Hope you enjoy 😉

Indicador

por LucasVivien

MicroStrategy Metrics A script showing all the key MSTR metrics. I will update the script every time degen Saylor sells some more office furniture to buy BTC. All based around valuing MSTR, aside from its BTC holdings. I.e. the true market cap = enterprise value - BTC holdings. Hence, you're left with the value of the software business + any premium/discount decided by investors. From this we can derive: - BTC Holdings % of enterprise value - Correlation to BTC (in this case we use CME futures...may change this) -

Indicador

por Pinnacle_Investor