Library "TradingPortfolio" Simple functions for portfolio management. A portfolio is essentially a float array with 3 positions that gets passed around into these functions that ensure it gets properly updated as trading ensues. An example usage: import hugodanielcom/TradingPortfolio/XXXX as portfolio var float my_portfolio = portfolio.init(0.0,...
Description Hi all, this is a simple indicator that shows trend of both KLCI and sectors of Bursa . The sector finding is using my Bursa_Sector library. Besides, I have also included portfolio tracker which is by Mohamed3nan in this script. Usage Top Trend - Malaysia KLCI Index Trend Bottom Trend - Any Bursa Sector Trend Portfolio Table - Copy from...
This script gives you an approximation of the APR you can get when using the technique of Rebalancing. Further discription are embeded in the script. HOW TO USE: - Start date: Choose start date - Settings: Change settings to your own needs - Base currency: Select Base currency - Portfolio: Select the coins (MAX 9 pcs.) you want to use in your portfolio for the...
█ OVERVIEW A simple Portfolio Tracker to track your Profit/Loss for any ticker in any market (stock, futures, index, forex, crypto, fund, dr.). You just need to input (Asset / Quantity / Avg. Buy/Sell Price) and the script will calculate everything. Also, you can use it for paper trading, or even what-if cases.. █ FEATURES - Up to 10 positions - Track your...
█ OVERVIEW Portfolio Backtester Engine (PBTE). This tool will allow you to backtest strategies across multiple securities at once. Allowing you to easier understand if your strategy is robust. If you are familiar with the PineCoders backtesting engine , then you will find this indicator pleasant to work with as it is an adaptation based on that work. Much of...
RedK Portfolio Tracker is a simple tool that enables a trader to monitor and track a portfolio of up to 10 holdings (+ free cash) in real time - directly on the chart Now that we have tables in Pine, this is a table version of my previously published Portfolio Tracker - The table works better in visualizing the various table elements (title row, column...
This is a useful indicator that sits on top of the charts, in the right hand bottom corner and shows the current price, profit or loss in value and percent of upto 20 scrips fed in, in a Tabular form using tables feature. Allows to mark a/c id also if you have multiple broker or individual accounts. Colors are customisable. Stocks get updated no matter what is...
A combined version of two already published indicators: Combo Month-to-Month % Return (January - June) Combo Month-to-Month % Return (July - December) Allows to compare an asset's monthly returns over years. Includes: Customizable columns Up to 20 columns per each chart Customizable Min, Max, Mean, Median and Standard Deviation lines Customizable labels
This is an update for the PTracker v1 that I published couple of days ago. wanted to publish this as a separate script to get a chance to show how the new Portfolio Summary Infobox can be displayed on the price chart as an option. In my opinion, that info box is the most important element in this tool and that's the piece i was most looking for. quick note here:...
With thanks to luminaryfi for this indicator calculates basic metrics and statistics for a multi-asset portfolio. Note that returns are plotted after being multiplied by 100 in order allow the series to be visible against the other statistics.
Plot a series of your portfolio! Merely calculate the (constant) weights (ensuring that they sum to one) and plug in along with the corresponding symbols in order to visualize your portfolio returns as a series. Experimenting before settling on a portfolio? Calculate your theoretical weights using tools online for mean-variance optimization, Black-Litterman...
Portfolio Backtester (with rebalancing) for any assets you choose. Simple to use, input any assets and their percentage allocations, choose a rebalance interval, then see how that portfolio performs over time. To compare two or more portfolios, add this indicator multiple times, click and drag one on top of the other (into the same pane), then pin both to the...
Portfolio Metrics **New** 'returns' 'log returns' 'geometric returns' portfolio alpha portfolio beta portfolio,market correlation portfolio standard deviation portfolio variance mean portfolio returns maximum drawdown maximum gain
Alpha & Beta Indicators for Portfolio Performance β = Σ Correlation (RP, RM) * (σP/σM) α P = E(RP) – Where, RP = Portfolio Return (or Investment Return) RM = Market Return (or Benchmark Index) RF = Risk-Free Rate How to use the Indicator RM = SPX (Default) The Market Return for the indicator has the options of $SPX, $NDX, or $DJI (S&P 500, Nasdaq 100,...
Meet our all-new Portfolio Manager The idea of such a tool was the lack of anything like that out there. Recently I've seen that the culture most common around the newcomers to trading has become extraordinarily scalping-like and much leaned on high-risk operations. Fundamental cornerstones of math and statistics that are keys to lasting networth growth have...
Thank to user bnh for the idea (Hershey's Portfolio Watch) A script that shows the total or return on current assets in real time. You can view all your assets in one currency. Please refer to the comments in the script and modify them. A little script knowledge is required. Depending on the number of registered items, it may take some time. - English translated...
Hello, if our topic is stocks, whatever signal we get, we have to divide and reduce the risk. Apart from the risk, we need inflation-free figures to detect a clear growth. Gold is one of the most successful tools to beat inflation in this regard in the historical context. When the economy is good, we have to beat both commodities and inflation. For this purpose,...
A historic risk-off flag. When the Gold-Stocks Ratio is above the 200 week moving average, investors may fair better holding gold and avoiding equities, as was the case for the last 20 years.