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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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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。