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.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.
Script de código abierto
Fiel al espíritu de TradingView, el creador de este script lo ha convertido en código abierto, para que los traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Aunque puede utilizarlo de forma gratuita, recuerde que cualquier republicación del código está sujeta a nuestras Normas internas.
Exención de responsabilidad
La información y las publicaciones no constituyen, ni deben considerarse como, asesoramiento o recomendaciones financieras, de inversión, de trading u otro tipo, proporcionadas o respaldadas por TradingView. Obtenga más información en Condiciones de uso.