OPEN-SOURCE SCRIPT
HValpha Sentinel v6 , HAR-RV Volatility Engine P1 Signal
What is it?
A real-time volatility engine that tells you three things at once:
how explosive the market is, how much you should risk, and which
direction to trade.
Under the hood it runs a HAR model (short, medium and long-term
realized volatility combined into a single forward forecast), a
dynamic leverage calculator that scales your position down when
volatility spikes, a fractional Kelly sizer, and a VaR/Expected
Shortfall risk monitor — all updated bar by bar.
The P1 signal fires when momentum, market regime and risk filters
all agree. No signal = stay flat. Simple as that.
How to use it?
1. Check the dashboard table (top right). If P(liq) is red, do not
enter a trade — your leverage is too high for current volatility.
2. Wait for a triangle on the chart. Green triangle up = long setup.
Red triangle down = short setup.
3. Use the position size shown in the table and the VaR-based stop.
4. Set the built-in alerts so you never miss an entry.
Best on ETH, BTC and SOL perpetual futures, 1H timeframe.
Default parameters are calibrated for ETH.
Not financial advice. Risk responsibly.
A real-time volatility engine that tells you three things at once:
how explosive the market is, how much you should risk, and which
direction to trade.
Under the hood it runs a HAR model (short, medium and long-term
realized volatility combined into a single forward forecast), a
dynamic leverage calculator that scales your position down when
volatility spikes, a fractional Kelly sizer, and a VaR/Expected
Shortfall risk monitor — all updated bar by bar.
The P1 signal fires when momentum, market regime and risk filters
all agree. No signal = stay flat. Simple as that.
How to use it?
1. Check the dashboard table (top right). If P(liq) is red, do not
enter a trade — your leverage is too high for current volatility.
2. Wait for a triangle on the chart. Green triangle up = long setup.
Red triangle down = short setup.
3. Use the position size shown in the table and the VaR-based stop.
4. Set the built-in alerts so you never miss an entry.
Best on ETH, BTC and SOL perpetual futures, 1H timeframe.
Default parameters are calibrated for ETH.
Not financial advice. Risk responsibly.
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免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。