Portfolio-management — Indicators and Strategies

Risk and Position Sizing 📏 Why Position Size Should Be Based on Risk? Let’s say you are ready to lose 1,000 in a trade. Based on your stop loss level, you can calculate how many shares (or quantity) to buy, so that if the stop hits, you only lose that ₹1,000. This is called risk-based position sizing. It makes your trade size dynamic — small when SL is wide, bigger when SL is tight. No more random position sizes — just systematic. Portfolio size is multiplied by the selected risk % to get money risk per trade. This amount is then used to calculate how many shares can be bought for the given stop-loss. So chose your portfolio size in settings. Default Portfolio size is 1,00,000 . You can select your risk % per portfolio in the settings — for example: 0.25% for conservative style 0.5% to 1% for balanced traders 1.25% or 1.5% for aggressive ones (not recommended for beginners) This script will automatically calculate how much quantity you should buy, for each stop-loss scenario. 📈 Progressive & Inverse-Progressive Risk Styles Some traders follow progressive position sizing — they start with small risk when the trend is just starting, and increase the risk % as the trend confirms. Others follow inverse-progressive sizing — they take high risk at early stages of a bull market, and reduce risk as the trend matures (when upside becomes limited). 📌 This script allows you to manually control the risk % in settings, so you can adjust it based on your trading phase and style. 📋 Three SL Scenarios – Choose What Matches Your Style The table shows three different stop-loss conditions, and for each one it calculates: Today’s Low – tightest stop loss Yesterday’s Low – slightly safer, ideal for short-term swing trades EMA Stop (configurable) – gives more breathing room. You can visually compare all 3 in the table and choose whichever fits your strategy and comfort. Also, you can customize: Theme: dark or light Font size Table position (upper/lower corners) 🧠 Designed for traders who take risk management seriously. Let this script handle the math. You focus on execution. Happy Trading! – LensOfChartist

Portfolio [Afnan]🚀 Portfolio - Advanced Portfolio Management Indicator 📊 A game-changing portfolio management tool designed to help traders stay on top of their positions and manage risk efficiently. This indicator combines detailed tracking, real-time analytics, and visual clarity to ensure traders are well-equipped for the dynamic world of financial markets. 📈 Key Features 💡 Track up to 14 positions with ease Real-time Profit & Loss (P&L) updates and risk metrics Visual representation of entry, stop-loss (SL), and target levels Alerts for stop-loss breaches and target achievements Comprehensive portfolio summaries for quick analysis Customizable options to suit individual trading styles 🔍 Main Components ⚙️ 📊 1. Position Tracking Detailed position data: entry, stop-loss, target levels, and more Real-time risk-reward ratios Insights into position size and exposure percentages Continuous updates on P&L in real-time 📉 2. Visual Indicators Clear visual markers for entry, SL, and target prices Price labels with detailed percentage changes Indicators that show the current position's market status 💼 3. Portfolio Summary Aggregate account values and exposure Summarized P&L metrics across all positions Risk management insights for better decision-making Daily performance tracking to evaluate strategies ⚠️ 4. Alert System Instant notifications for stop-loss breaches Alerts when target prices are hit Alerts operate for the current chart symbol ⚡ Customization Options 🎨 Show or hide specific data columns Adjust the table's position and size for better visibility Personalize color schemes and text styles Switch between full portfolio view and single symbol focus 📱 How to Use 📝 Input your positions in the indicator's settings Enable or disable specific positions dynamically Customize display preferences to your liking Set up alerts for proactive risk management Monitor all your trading activities in one comprehensive dashboard 📌 Important Notes ℹ️ Compatible with any trading symbol Updates seamlessly during market hours Alerts are specific to the currently active chart symbol Maximum capacity: 14 simultaneous positions Created by: @AfnanTAjuddin ⚠️ Disclaimer ⚠️ This indicator is a tool for informational purposes only. Ensure all calculations are verified and consult a financial professional before making investment decisions. 🎯 "Stay disciplined, trade smart, and let data guide your decisions." 📊

Modern Portfolio Management Indicator After weeks of grueling over this indicator, I am excited to be releasing it! Intro: This is not a sexy, technical or math based indicator that will give you buy and sell signals or anything fancy, but it is an indicator that I created in hopes to bridge a gap I have noticed. That gap is the lack of indicators and technical resources for those who also like to plan their investments. This indicator is tailored to those who are either established investors and to those who are looking to get into investing but don't really know where to start. The premise of this indicator is based on Modern Portfolio Theory (MPT). Before we get into the indicator itself, I think its important to provide a quick synopsis of MPT. About MPT: Modern Portfolio Theory (MPT) is an investment framework that was developed by Harry Markowitz in the 1950s. It is based on the idea that an investor can optimize their investment portfolio by considering the trade-off between risk and return. MPT emphasizes diversification and holds that the risk of an individual asset should be assessed in the context of its contribution to the overall portfolio's risk. The theory suggests that by diversifying investments across different asset classes with varying levels of risk, an investor can achieve a more efficient portfolio that maximizes returns for a given level of risk or minimizes risk for a desired level of return. MPT also introduced the concept of the efficient frontier, which represents the set of portfolios that offer the highest expected return for a given level of risk. MPT has been widely adopted and used by investors, financial advisors, and portfolio managers to construct and manage portfolios. So how does this indicator help with MPT? The thinking and theory that went behind this indicator was this: I wanted an indicator, or really just a "way" to test and back-test ticker performance over time and under various circumstances and help manage risk. Over the last 3 years we have seen a massive bull market, followed by a pretty huge bear market, followed by a very unexpected bull market. We have been and continue to be plagued with economic and political uncertainty that seems to constantly be looming over everyone with each waking day. Some people have liquidated their retirement investments, while others are fomoing in to catch this current bull run. But which tickers are sound and how tickers and funds have compared amongst each other remains somewhat difficult to ascertain, absent manually reviewing and calculating each ticker individually. That is where this indicator comes in. This indicator permits the user to define up to 5 equities that they are potentially interested in investing in, or are already invested in. The user can then select a specific period in time, say from the beginning of 2022 till now. The user can then define how much they want to invest in each company by number of shares, so if they want to buy 1 share a week, or 2 shares a month, they can input these variables into the indicator to draw conclusions. As many brokers are also now permitting fractional share trading, this ability is also integrated into the indicator. So for shares, you can put in, say, 0.25 shares of SPY and the indicator will accept this and account for this fractional share. The indicator will then show you a portfolio summary of what your earnings and returns would be for the defined period. It will provide a percent return as well as the projected P&L based on your desired investment amount and frequency. But it goes beyond just that, you can also have the indicator display a simple forecasting projection of the portfolio. It will show the projected P&L and % Return over various periods in time on each of the ticker (see image below): The indicator will also break down your portfolio allocation, it will show where the majority of your holdings are and where the majority of your P&L in coming from (best performers will show a green fill and worst will show a red fill, see image below): This colour coding also extends to the portfolio breakdown itself. Dollar cost averaging (DCA) is incorporated into the indicator itself, by assuming ongoing contributions. If you want to stop contributions at a certain point, you just select your end time for contributions at the point in which you would stop contributing. The indicator also provides some basic fundamental information about the company tickers (if applicable). Simply select the "Fundamental" chart and it will display a breakdown of the fundamentals, including dividends paid, market cap and earnings yield: The indicator also provides a correlation assessment of each holding against each other holding. This emphasizes the profound role of diversification on portfolios. The less correlation you have in your portfolio among your holdings, the better diversified you are. As well, if you have holdings that are perfectly inverse other holdings, you have a pseudo hedge against the downturn of one of your holdings. This is even more helpful if the inverse is a company with solid fundamentals. In the below example you will see NASDAQ:IRDM in the portfolio. You will be able to see that NASDAQ:IRDM has a slight inverse relationship to SPY: Yet IRDM has solid fundamentals and is performing well fundamentally. Thus, this makes IRDIM a solid addition to your portfolio as it can potentially hedge against a downturn for SPY and is less risky than simply holding an inverse leveraged share on SPY which is most likely just going to cost you money than make you money. Concluding remarks: There are many fun and interesting things you can do with this indicator and I encourage you to try it out and have fun with it! The overall objective with the indicator is to help you plan for your portfolio and not necessarily to manage your portfolio. If you have a few stocks you are looking at and contemplating investing in, this will help you run some theoretical scenarios with this stock based on historical performance and also help give you a feel of how it will perform in the future based on past behaviour. It is important to remember that past behaviour does not indicate future behaviour, but the indicator provides you with tools to get a feel for how a stock has performed under various circumstances and get a general feel of the fundamentals of the company you could potentially be investing in. Please note, this indicator is not meant to replace full, fundamental analyses of individual companies. It is simply meant to give you a "gist" of how companies are fundamentally and how they have performed historically. I hope you enjoy it! Safe trades everyone!

Consensio Allocation Tool Originally created and taught by Taylor Jenks, this indicator provides portfolio allocation suggestions based on the behaviour of price and 3 simple moving averages (4/10/40 by default) (ie. when short & medium term SMAs are above the long term then allocation is to be 100%). This percentage allocated to the stock/commodity is to be reduced as it passes below the SMA's, particularly as each moving average crosses. Consensio is useful for scaling in and out of a position as the portfolio allocation will change according to the momentum of the asset. The rules below are my own based on understanding of the trading system developed by Jenks and his online content. This script has the following rules: if fastAboveSlowMA and not mediumAboveSlowMA allocation := 30.0 else if longAboveFastMA allocation := 0.0 else if fastAboveMediumMA and fastAboveSlowMA allocation := 100.0 else if not fastAboveMediumMA and fastAboveSlowMA allocation := 80.0 else if not fastAboveMediumMA and not fastAboveSlowMA allocation := 50.0 else if not mediumAboveSlowMA and fastAboveSlowMA allocation := 50.0 // Calculate adjusted allocation percentage based on crossing moving averages allocation := allocation + (priceAboveFastMA ? 10.0 : -10.0) allocation := allocation + (priceAboveMediumMA ? 10.0 : -10.0)

Average Cost (Costo Promedio)ENGLISH This 'Average Cost' script allows the user to input and visualize profit or loss for different stocks (up to 50) with average cost and quantity data on a single chart. This is useful for tracking the profit or loss of each stock in real-time. To use this script, the user should follow these steps: 1. Add the 'Average Cost' script to your TradingView chart. 2. In the script's configuration window, input the tickers, average costs, and quantity of shares for each ticker you want to monitor. 3. Click 'Accept' to apply the changes. This script is primarily designed for stock markets, but can also be useful in other financial markets where the user is interested in tracking the performance of multiple assets. ESPAÑOL Este script de "Costo Promedio" permite al usuario ingresar y visualizar si hay ganancia o perdida para diferentes acciones (hasta 50) con los datos de costos promedio y cantidad de acciones en un solo gráfico. Esto es útil para realizar un seguimiento de la ganancia o pérdida de cada acción en tiempo real. Para utilizar este script, el usuario debe seguir estos pasos: 1. Agregue el script "Costo Promedio" a su gráfico en TradingView. 2. En la ventana de configuración del script, ingrese los tickers, costos promedio y cantidad de acciones para cada ticker que desee monitorear. 3. Haga clic en "Aceptar" para aplicar los cambios. Este script está diseñado principalmente para los mercados de acciones, pero también puede ser útil en otros mercados financieros donde el usuario esté interesado en rastrear el rendimiento de múltiples activos.

Gold-Stocks Ratio 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.