OPEN-SOURCE SCRIPT
Market Regime & Risk Dashboard
An analytics and risk dashboard. It tells you what state the market is in and how much to risk. It does NOT generate buy or sell signals and makes no claim of edge.
What it shows
- Volatility regime: realized volatility bucketed by its own percentile history (Low / Normal / High / Extreme)
- Realized volatility and its percentile rank
- Trend regime: Kaufman Efficiency Ratio bucketed into Trending / Mixed / Choppy
- ATR % of price, an ATR-based stop distance, and a fixed-fractional position size for your chosen risk percent
- Drawdown from the recent high
How to read it
Volatility regime drives position sizing: in Extreme regimes the same percent risk implies a far smaller position, and the dashboard does that maths for you. The trend regime is descriptive, not predictive.
Honest by design
- No buy/sell signals, no alpha claim. This is a measurement tool, not a prediction.
- Non-repainting: every value is a function of confirmed closes, no request.security, no future data. The current forming bar updates in real time, which is normal, not historical repaint.
- Every number is defined, with its limitations stated.
Open-source and MIT licensed.
Disclaimer: impersonal educational and analytics tool. This is not investment advice, not a personalised recommendation, and carries no performance guarantee. Past results do not predict future results. You are solely responsible for your own trading decisions.
What it shows
- Volatility regime: realized volatility bucketed by its own percentile history (Low / Normal / High / Extreme)
- Realized volatility and its percentile rank
- Trend regime: Kaufman Efficiency Ratio bucketed into Trending / Mixed / Choppy
- ATR % of price, an ATR-based stop distance, and a fixed-fractional position size for your chosen risk percent
- Drawdown from the recent high
How to read it
Volatility regime drives position sizing: in Extreme regimes the same percent risk implies a far smaller position, and the dashboard does that maths for you. The trend regime is descriptive, not predictive.
Honest by design
- No buy/sell signals, no alpha claim. This is a measurement tool, not a prediction.
- Non-repainting: every value is a function of confirmed closes, no request.security, no future data. The current forming bar updates in real time, which is normal, not historical repaint.
- Every number is defined, with its limitations stated.
Open-source and MIT licensed.
Disclaimer: impersonal educational and analytics tool. This is not investment advice, not a personalised recommendation, and carries no performance guarantee. Past results do not predict future results. You are solely responsible for your own trading decisions.
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.