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.
It's a pretty simple indicator that allows you to calculate portfolio performance directly in TradingView. You can use up to 5 symbols in your portfolio, select rebalancing frequency and compare it to a benchmark. It's a pro indicator, you can have access to it for a small fee. Link to my PRO indicators you can find in my signature. Will be happy to hear your...
--------Inglés--------- Updated to Pine Script v4. Errors found fixed. ---------Español--------- Actualizado a Pine Script v4. Errores encontrados solucionados.
This tool acts as Month-to-Month % Return but in Combo mode. Allows to compare the asset's monthly performances across the preferred years. It works everywhere but better in use on the daily timeframe.
This tool acts as Month-to-Month % Return but in Combo mode. Allows to compare the asset's monthly performances across the preferred years. It works everywhere but better in use on the daily timeframe.
Portfolio chart with total value. I will try to optimize it, maybe add % option if I findout how ;p Or maybe a normalization would be good, idk. Cheers!
Track your altcoin portfolio balance in Fiat currency. Make sure to open the data window to the right of your charts, it makes everything alot easier to read at a glance. To learn more about customizing this script to fit your portfolio, watch the video here: youtu.be To get more cool scripts and up-to-date information about Autoview, join us in slack...
Thanks to user rwestbury for the idea! Watch the profit in dollars of your portfolio in REAL TIME, love it! Put this in a window that doesn't change often, for it takes long to initially load. I use it in my window where I monitor the US index SPY. Edit and add as many symbols as you want below, you should be able to figure it out. Just add symbol, number of...