VASA Position Size & ATR Stop vFMost blown accounts come down to one thing: size, not signal. This tool does the math the pros do before every trade. Tell it your account size and how much you're willing to risk on the trade (1% is a sane default), and it places a stop a set number of ATRs away, then tells you exactly how many units that risk budget allows.
What it does: • ATR-based stop distance, long or short • Position size from your account size and risk % • On-chart table: entry, stop, stop distance, dollar risk, units • Entry and stop lines drawn on the chart • No signals, nothing to repaint — it's a calculator
How to use: set your account size and risk % once. Pick your entry (defaults to the current close, or type one in). Read the position size off the table and use it. The idea is boring on purpose — fixed fractional risk is how you survive a losing streak long enough for your edge to show up. Plan from a closed bar so the ATR reading is settled.
Educational only — not financial advice. Position sizing does not remove market risk. Trading involves substantial risk of loss.
Indicator
Risk Manager & Position Sizer [martineye15]Prop Firm Risk Manager & Position Sizer — a position-size calculator and rule checker built for funded-account and challenge traders. Place your entry, stop-loss and take-profit on the chart, and the panel returns the exact lot size for your chosen risk, then checks that trade against your prop-firm rules before you take it.
THE CORE IDEA: RISK IS FIXED, LOT SIZE FLOATS
Risk money = account size x risk % (or a fixed cash amount). Lot size = risk money / (stop distance x value per lot + commission). Widening the stop shrinks the position; tightening it grows the position. The money at risk never changes. Sizes are rounded DOWN to your broker's lot step, so actual risk never exceeds planned risk.
TRADE LEVELS
Entry, stop-loss and take-profit are interactive price inputs — click to place them when you add the indicator, then drag the price lines to re-plan and watch every number update live. Entry can follow the current price (market) or sit at a placed level (pending). Direction is derived from the stop's side of entry, or forced long/short to validate your geometry. Optionally, an ATR module sets the stop and target automatically at entry -/+ ATR x multiplier, using the chart timeframe or a higher one, and either the live or the last closed bar's ATR.
ACCOUNT & INSTRUMENT
Set your account size, account currency and risk (percent of account or a fixed cash amount). If the symbol's quote currency differs from your account currency, a conversion rate is fetched automatically (direct pair first, then inverse) and a warning appears if neither resolves. Broker specs are fully adjustable: contract size (auto-derived or manual, for the many CFD symbols whose specs differ from the exchange's), lot step, minimum and maximum lot, and round-trip commission per lot, which is treated as part of the loss. A manual lot override works in reverse: enter a size you already have in mind and the panel tells you the risk money and risk percentage it actually carries.
PROP-FIRM RULE ENGINE
Enter your firm's limits — maximum daily loss, maximum total drawdown, per-trade risk cap, maximum lots, maximum portfolio open risk, and profit target (typical challenge rules are 5% daily, 10% total, 10% target). Log how much you have already lost today and your running P/L, and the panel shows:
- Remaining daily loss budget, and whether this trade fits inside it
- How many identical losing trades it would take to breach the daily limit
- Remaining total drawdown buffer, reduced by any running loss
- Pass/fail on the per-trade risk cap, the lot cap, and combined open risk across positions
- Distance to your profit target, in money and in R multiples of this trade's risk
- A minimum risk:reward check
With hard block enabled, any failed check turns the panel header red and shows DO NOT TRADE.
PANEL, DRAWINGS & ALERTS
A dashboard table (four corner positions, normal or compact, dark or light) shows direction, levels, lot size, units, risk and reward in money and percent, risk:reward, per-pip value for the sized position, every rule check, and a plain-language warnings list explaining anything that is wrong or clamped. Entry, stop and target are drawn as labelled lines with shaded risk and reward zones. Alerts are available for entry, stop or target touches — with the computed lot size and risk in the message — and for any rule check flipping to fail.
HOW TO USE
Add the indicator, click to place entry, stop and target. Set your account size, currency and risk percentage, then enter your broker's contract size, lot step and commission (check these against your own account — CFD specs vary between brokers). Enter your firm's daily loss, drawdown, target and cap rules once. Before each trade, drag the levels to your plan, update the loss-taken-today and current P/L fields, read the lot size, and only take the trade if every check passes.
WHAT MAKES IT DIFFERENT
Most position sizers stop at the lot size. This one continues into the rules that actually end funded accounts: it treats the daily loss budget, the drawdown buffer and total open risk as constraints the trade must fit inside, tells you how many more losses you can survive today, expresses your remaining profit target in R multiples of the position in front of you, and can visibly block the trade when a rule fails. Commission is priced into the size, results are rounded conservatively, and every clamp or failure is explained in plain language rather than silently applied.
IMPORTANT LIMITATIONS — PLEASE READ
Pine Script cannot access your broker account. Account size, loss already taken today, current P/L and risk committed to other open positions are MANUAL inputs — the tool is only as accurate as what you enter, so keep them current during the session. It cannot read your live balance, equity, open positions, spread, swap or margin, and it cannot place, modify or close orders — this is a calculator and a checklist, not an execution tool. PulseWire's symbol specifications may not match your prop firm's CFD specifications, which is what the manual contract size override is for: verify the lot size against your broker before trading. The total drawdown check assumes a static limit measured from the initial balance and does not model trailing drawdown. Figures update live with the current bar (ATR in "Current" mode changes as the bar forms); use the "Previous" ATR setting for stable values.
This is a calculation and decision-support tool. It is not a strategy, generates no trade signals, and is not financial advice. Always verify position sizes against your own broker and risk rules. Indicator
Indicator
Market Regime & Risk DashboardAn 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. Indicator
Trade Execution Desk [JOAT]Trade Execution Desk is an open-source trade planning and session management tool designed for futures and structured discretionary traders who operate under daily loss limits, risk tier constraints, and session performance targets. It combines position sizing from account parameters, automatic pivot-based stop detection, three take-profit levels with risk-reward boxes, a 10-trade manual session log, and session status tracking into a single indicator.
The problem this addresses is the gap between an indicator that shows signals and a tool that translates those signals into an actual trade plan. Trade Execution Desk does not generate signals — it helps the trader structure the trade after a signal has been identified, ensuring that position size, stop placement, and profit targets are consistent with the account's defined risk parameters before the order is placed.
Core Concepts
1. Risk-Based Position Sizing
Position size is computed from the daily loss limit, maximum risk percentage, risk tier multiplier, and the calculated stop distance in ticks:
tierMult = tier == "FULL" ? 1.0 : tier == "HALF" ? 0.5 : 0.25
riskAmount = (dailyLossLimit * maxRiskPct / 100.0) * tierMult
contractsAllowed = math.floor(riskAmount / (stopDistTicks * tickValue))
This produces a contracts-allowed figure that respects the current risk tier and the actual stop distance on the current setup.
2. Three Risk Tiers
The FULL tier allows the full calculated position size. The HALF tier reduces it by 50%. The QUARTER tier reduces by 75%. Tier selection reflects the trader's confidence level or account drawdown state.
3. Auto Pivot Stop Detection
When auto stop is enabled, the indicator detects the most recent confirmed pivot high (for short trades) or pivot low (for long trades) and places the stop price at that level plus a configurable tick buffer. This anchors the stop to the nearest structural level automatically.
4. Trade Block Visualization
Entry, stop, and three TP levels are plotted as horizontal lines with right-edge labels. The risk zone (entry to stop) is shown as a translucent red box; the reward zone (entry to TP1) as translucent green. All objects extend rightward in real time.
5. Session Management
Four session-end conditions are tracked: daily target reached, maximum trade count reached, maximum loss count reached, and account rule violation. When any condition triggers, a session lockout overlay is displayed on the chart as a visual reminder that session trading is complete.
6. Manual Trade Log
Ten trade entries can be logged manually with tier type and result. Results are converted to the selected unit (points, ticks, dollars, or percent of account). Sequential processing chains each entry's outcome into running totals for session P&L, trade count, loss count, and violation flag. A promotion threshold tracks whether the session meets the criteria to advance to the next risk tier.
Features
Risk-based position sizing: Contracts calculated from loss limit, risk percent, tier multiplier, and actual stop distance
Three risk tiers: FULL / HALF / QUARTER with independent position size scaling
Auto pivot stop detection: Nearest confirmed pivot placed as stop with configurable tick buffer
Three TP levels with gradient boxes: TP1, TP2, TP3 as horizontal lines with translucent colored boxes
Session status tracking: Target, max trades, max losses, and violation triggers with visual lockout overlay
Ten-entry manual trade log: Each entry processed with tier, result, and unit conversion
Promotion threshold: Tracks whether session performance meets the criteria to advance risk tier
Unit conversion: All results displayable in Points, Ticks, Dollar, or Percent
Session lockout overlay: Full-chart colored overlay when session ends, with reason displayed
17-row institutional dashboard: Account params, tier state, stop/entry/TP levels, session status, trade log summary, promotion progress
Non-repainting: All pivot detections use confirmed pivot functions with symmetric lookback
Input Parameters
Risk Parameters:
Account Size ($), Daily Loss Limit ($), Max Risk % Per Trade
Tick Value ($), Ticks Per Point
Daily Target ($), Max Trades Per Session, Max Losses Per Session
Risk Tier and Carryover:
Current Risk Tier: FULL / HALF / QUARTER
Carryover Deficit ($), Quarter Violation Active toggle, Quarter Extra Deficit ($)
Trade Planning:
Trade Direction: Long / Short
Enable Auto-Pivot Stop toggle, Pivot Left/Right Bars, Stop Buffer (Ticks)
Manual Stop Price (0 = use auto)
RR Levels:
Show TP1, TP2, TP3 toggles with RR multiples and colors
Risk Zone and Reward Zone toggles
Result Unit: Points / Ticks / Dollar / Percent
Trade Log:
10 trade entries: Tier selector + Result value per entry
How to Use This Indicator
Step 1: Configure Account Parameters
Set your account size, daily loss limit, tick value, and ticks per point to match your trading instrument. Set the daily target and maximum trades/losses for your session rules.
Step 2: Select Risk Tier
Choose FULL, HALF, or QUARTER based on your current account standing or confidence level. The contracts-allowed figure in the dashboard updates automatically.
Step 3: Read the Entry/Stop/TP Levels
After identifying a trade direction, the auto-pivot stop places your stop at the nearest confirmed structural level. TP1, TP2, and TP3 are calculated automatically based on the stop distance and your configured RR multiples.
Step 4: Log Trades Manually
After each trade, enter the tier and result in the trade log section. The dashboard updates session P&L, win rate, and promotion progress in real time.
Step 5: Respect the Session Lockout
When the session lockout overlay appears, the reason is displayed prominently on the chart. The lockout is a visual reminder only — it does not interact with your broker.
Indicator Limitations
Position sizing uses tick value and ticks-per-point inputs specific to the traded instrument. These must be configured correctly for the output to be meaningful
The session lockout overlay is a visual reminder only. It does not block order placement
The manual trade log requires manual input after each trade. It does not auto-detect executions
Promotion threshold calculation uses simple arithmetic from input values and may not account for all possible rule variations across different prop firm structures
This indicator is a planning and logging tool. It does not generate entry or exit signals
Originality Statement
The combination of risk-tier-aware position sizing, session-end condition tracking with visual chart lockout, a 10-entry chained trade log with unit conversion, and a promotion threshold tracker in a single open-source overlay indicator is not replicated in existing Pine Script v6 publications
The sequential chaining of manual trade log entries through a processing function that propagates trade count, loss count, running P&L, and violation flag forward through ten entries provides structured session accounting within a chart indicator
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Position sizing outputs are mathematical calculations based on user-provided inputs and do not account for all real-world trade execution factors. Always verify position sizes and risk parameters independently before placing orders. The author accepts no responsibility for trading losses resulting from use of this indicator.
Made with passion by jackofalltrades
Indicator
Lucky Risk CalculatorLucky Risk Calculator
Know your risk before you pull the trigger — every single time.
Lucky Risk Calculator is a clean, no-nonsense risk management tool built for futures traders. Whether you're trading MNQ, NQ, MES, ES, or any other futures contract, it automatically detects the point value of your instrument and gives you instant dollar risk and profit targets right on your chart — no spreadsheets, no mental math mid-trade.
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What It Does
Enter your stop distance and number of contracts, and the table instantly shows you:
- **Dollar risk** per contract and for your full position
- **Profit target distance** based on your R:R ratio
- **Dollar profit** at target per contract and full position
- **Auto point value detection** — works on any futures symbol without manual setup
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How To Use
1. Set your **Stop Distance** (in points) based on where your stop loss is placed
2. Set your **Contracts** — risk and profit scale automatically
3. Set your **R:R Target** — the calculator shows exactly what hitting that target is worth in dollars
4. Move the table to wherever it fits best on your chart
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Works With
MNQ · NQ · MES · ES · MYM · YM · M2K · RTY — and any other futures contract on PulseWire. Point values are pulled automatically from the symbol, so you never have to touch a setting when switching instruments.
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Why I Built This
As a futures scalper, I needed to know my exact dollar risk the moment I defined my stop — not after the trade. This tool keeps risk front and center so you trade with discipline, not guesses.
*Trade smart. Manage risk. Stay lucky.*
— LuckyJo Indicator
Risk Controller | MouryaRisk Controller | Mourya - Complete Indicator Guide
Overview
Risk Controller | Mourya is an institutional-grade, real-time risk management matrix and position layout dashboard built directly onto your chart. Instead of forcing traders to context-switch between spreadsheets and their charting screen, this terminal brings complete mathematical clarity to active position-sizing, trailing stops, real-time tracking, and multi-tier target distributions. Designed for both professional execution and sleek workspace integration, it features absolute flexibility from pure cash or spot accounts to heavily leveraged derivative trades.
How to Use (Setup and Workflow)
* Apply the indicator to your chart and open the settings menu.
* Select your Position Type (Long or Short) and pick your preferred currency symbol from the dropdown menu.
* Enter the exact Quantity or Shares you are trading.
* Enter your Leverage multiplier. If you are using a standard spot or cash account without leverage, enter 0.
* Choose your Brokerage Fee type (Fixed Value or Percentage) and enter the corresponding fee amount so the dashboard can calculate your true net profits.
* Enter your total account balance into the Net Cash Available field to enable automatic account risk percentage tracking.
* Set your levels visually by clicking the price lines directly on your chart to wake up the PulseWire drag handles, then drag your Entry, Stop Loss, and up to 4 Take Profit targets to your desired locations.
* If you prefer strict mathematical targets instead of dragging lines, type a value into the Percentage Overrides settings to automatically lock a Take Profit target to an exact asset percentage move.
* Customize your workspace by navigating to the Dashboard Settings to move the terminal to any corner of the screen, scale the overall size from tiny to huge, and select custom colors for the header background, header text, and chart lines.
* For a quick reset when scanning multiple tickers, open the settings menu, click the Defaults button in the bottom left corner, and select Reset Settings to wipe the board clean back to zero.
How it Works (Core Features)
* Interactive Chart Synchronization: Bypasses manual price typing by letting you drag and drop your target lines on the live chart. The dashboard matrix instantly recalculates all metrics the moment you release the line.
* Live P and L Tracking Module: A dedicated real-time row sits beneath your entry, constantly tracking your exact active Profit and Loss, tick distance, and live Return on Equity (ROE) as the market moves tick-by-tick.
* Trailing Stop Loss Support: The mathematical engine adapts instantly. If you drag your Stop Loss line past your Entry price into profit territory, the dashboard flips its internal logic, converting the red loss metrics into secured green profits.
* Percentage Overrides: Overrides your manual chart line placement, locking in exact percentage-based profit targets while keeping the Stop Loss manually adjustable.
* Dynamic Hide Logic: Automatically collapses and hides Take Profit rows 2, 3, and 4 on your dashboard if you leave their values at zero, keeping your screen clutter-free.
* Account Risk Diagnostics: Evaluates your Stop Loss distance against your Net Cash Available to show the exact percentage of your total account at risk. It also flashes a critical margin warning if your required margin exceeds your cash balance.
* Margin and Breakeven Engine: Identifies the actual cash margin required to open the position and calculates the exact asset price you need to hit to exit the trade at absolute zero after all entry and exit brokerage fees are deducted.
* True Return on Equity (ROE): Scales your return metrics accurately. If you input 0 leverage, it mirrors the raw asset movement. If you input leverage, it calculates the amplified return strictly on your invested margin.
* Risk-to-Reward (R:R) Tracking: Instantly evaluates the structural viability of your trade setup by calculating the ratio between your Stop Loss risk and Take Profit 1 potential.
* Wick-Sensitive Hit Engine: Mimics real broker limit fills by actively tracking live high and low wicks instead of waiting for a candle to close. The moment a price touches your Stop Loss or Take Profit, the dashboard row flashes in vivid solid colors (Institutional Green for TP, Red for SL) and the chart label flashes yellow.
* True Market Context Module: Calculates the exact percentage distance between the real-time live price and critical historical extremes. Includes today's High/Low, a mathematically pure 52-Week High/Low (calculated using exactly 252 trading days to account for weekends and holidays), and the All-Time High/Low.
* Context Toggles: Allows you to independently check or uncheck the Day, 52-Week, and All-Time context metrics to save screen space when you do not need them.
* Built-in Settings Tooltips: Every single input in the settings menu features an integrated guide next to the small info icon explaining its exact function and mathematical behavior. Indicator
Strategy
Indicator
Global Position Sizing (R Based)Description:
Managing risk across different global markets, currencies, and timeframes can be a mathematical headache. The Global Position Sizing (R Based) indicator is designed to streamline this process, allowing you to focus on the trade setup rather than the calculator.
Built for traders who use fixed fractional risk (R-multiples), this open-source tool automatically calculates exactly how many shares you should buy based on your predefined risk, current exchange rates, and the specific stop-loss distance of your setup.
Whether you are trading US tech stocks, Indian equities, or Japanese indices, this indicator will automatically detect the active ticker's currency, pull live conversion rates, and seamlessly adjust your risk profile.
Key Features:
• Auto-Currency Detection & Conversion: No manual input is needed when switching between international assets. The script reads the chart's native currency automatically and uses native request.currency_rate logic to instantly convert your Base Risk (USD) into the Target Currency.
• Global Currency Support: The UI features custom symbol formatting for major markets, natively displaying USD (), CNY (¥), JPY (¥), KRW (₩), TWD (NT), and INR (₹). For all other global markets (such as EUR, GBP, AUD, CAD, etc.), the script features a smart fallback that simply displays the standard 3-letter currency code.
• Dynamic Timeframe Multipliers: Automatically scales your risk based on the chart timeframe. By default, it applies a 1.0x multiplier for Daily setups and scales up to a 2.5x multiplier for higher-conviction Weekly or Monthly setups. You can also easily override this with a custom multiplier in the settings.
• Smart Entry & Stop Loss Detection: If left at 0.0, the script automatically detects the current price (close) as your Entry and the current candle's low (low) as your Stop Loss. You can override these with specific manual price points for pending setups.
• Volatility Warning System (SL vs. ATR): The script calculates your Stop Loss distance as a percentage and compares it against the Average True Range (ATR %) of the asset. If your proposed SL % is wider than the ATR %, the row will highlight RED, warning you that your risk parameter is unusually wide for the asset's current volatility. ATR length is fully customizable (default 14 days).
• Modular & Clean UI: A highly customizable display widget that doesn't clutter your chart. • Toggle individual rows on or off (e.g., hide the exchange rate or ATR if you only want to see the final share count). • Anchor the widget to any of the 9 standard chart positions. • Adjust the custom "Margin Offset (%)" to push the widget away from the edges of your screen for a perfectly clean layout.
How to Use:
1. Open the indicator settings and set your Daily R (Base USD). This is your standard risk unit per trade.
2. When evaluating a setup, either let the script auto-detect the current price/low, or enter your specific Entry and Stop Loss prices.
3. The widget will instantly calculate your risk in the local currency, compare your stop distance to the ATR, and output the exact number of shares to buy.
Note: This script is open-source and intended for educational and workflow optimization purposes. Always double-check position sizes and exchange rates before executing live trades. Indicator
Hull Market Structure [BOSWaves]Hull Market Structure - Hull-Filtered Break of Structure Detection with Integrated Position Planning
Overview
Hull Market Structure is a structure-based trend identification system that detects Break of Structure and Change of Character events through swing pivot analysis filtered by Hull Moving Average trend direction, where signal validity, structural level plotting, and position tool generation are governed by the alignment between confirmed swing breaks and the underlying Hull trend state rather than raw price crossovers or unfiltered pivot reactions.
Instead of relying on unqualified structure breaks that fire regardless of trend context, BOS and CHoCH events are gated by Hull trend direction, ensuring that bullish structural breaks only register during confirmed Hull uptrends and bearish structural breaks only register during confirmed Hull downtrends, eliminating a significant portion of counter-trend noise that plagues standard market structure implementations.
This creates a structure detection framework that combines two independent but complementary layers of evidence: confirmed swing pivot breaks that identify structural shifts in price behavior, and Hull trend direction that filters those breaks for alignment with the dominant momentum state. When both layers agree, the indicator plots the structural event, labels it correctly as either a continuation BOS or a reversal CHoCH, and optionally deploys a full position planning tool with calculated entry, stop loss, and multi-target take profit levels.
Price structure is therefore evaluated not in isolation but in the context of a momentum-validated trend framework, producing signals that reflect genuine structural agreement rather than mechanical pivot crossovers.
Conceptual Framework
Hull Market Structure is founded on the principle that break of structure signals carry meaningful directional information only when they occur in alignment with the prevailing momentum trend, and that the distinction between a trend continuation break and a character-changing reversal break carries significant strategic weight that standard BOS indicators routinely ignore.
Traditional market structure tools plot every swing break regardless of trend context, producing frequent counter-trend signals that require manual filtering. This framework embeds that filtering directly into the detection logic, using the Hull Moving Average as a momentum validation layer that qualifies structural breaks before they are registered, and separately classifying each qualifying break as either a BOS or CHoCH based on the current structural trend state.
Three core principles guide the design:
Structure breaks should only fire when aligned with Hull trend direction, ensuring momentum context validates each structural event before it is presented.
Each structural break should be classified as continuation (BOS) or reversal (CHoCH) based on the prior structural trend state, preserving the critical distinction between trend-following and trend-changing breaks.
CHoCH events should optionally generate a full position planning framework at the point of reversal, translating structural signals directly into actionable trade planning output.
This shifts market structure analysis from mechanical pivot tracking into momentum-qualified structural event detection with integrated trade planning capability.
Theoretical Foundation
The indicator combines Hull Moving Average trend direction measurement, confirmed swing pivot detection, structural trend state tracking, BOS and CHoCH classification logic, and an optional position tool that calculates and plots entry, stop loss, and three take profit levels from each CHoCH event.
The Hull Moving Average provides low-lag trend direction through comparison of current and two-bar-lagged values, producing a responsive momentum filter that avoids the smoothing delay of standard moving averages. Pivot highs and lows are confirmed through a configurable left-right bar requirement applied to swing detection. Structural trend state is maintained independently of Hull direction, tracking the most recent structural break to determine whether the next break represents continuation or character change. The position tool derives risk levels directly from the CHoCH bar's price action, scaling take profit targets as configurable multiples of the measured risk.
Four internal systems operate in tandem:
Hull Trend Engine : Calculates the Hull Moving Average and determines directional state through comparison with its two-bar-lagged value, providing the momentum filter that gates structural break registration.
Swing Pivot Detection : Identifies confirmed swing highs and lows through the configurable pivot length parameter, maintaining current and previous pivot levels with their originating bar indices for structural level plotting.
Structure Break Classification : Tests price for crossovers of previous pivot levels when Hull trend alignment is confirmed, classifying each qualifying break as BOS or CHoCH based on whether it continues or contradicts the prior structural trend state.
Position Tool Engine : On CHoCH events with the position tool enabled, calculates entry, stop loss with percentage buffer, and three R-multiple take profit levels, plotting them with gradient-filled risk and reward zones that extend a configurable number of bars forward.
This design ensures that structural events carry both momentum validation and classification context, and that reversal signals translate directly into structured trade planning output.
How It Works
Hull Market Structure evaluates price through a sequence of structure-aware and momentum-validated processes:
Hull Direction Calculation : The Hull Moving Average is calculated over the configured length and compared with its two-bar-lagged value. A value above its lag registers bullish Hull trend, below registers bearish Hull trend.
Pivot Registration : Confirmed swing highs and lows are registered when sufficient bars to the left and right validate the pivot, storing the current and previous pivot price and bar index for each side independently.
Bull Break Testing : On each bar during a bullish Hull trend, price is tested against the previous confirmed swing high. A close crossing above that level after closing at or below it on the prior bar triggers a bull structural break.
Bear Break Testing : On each bar during a bearish Hull trend, price is tested against the previous confirmed swing low. A close crossing below that level after closing at or above it on the prior bar triggers a bear structural break.
Cooloff Enforcement : A configurable minimum bar distance between consecutive bullish and bearish signals is enforced independently for each direction, preventing signal clustering during volatile structural events.
BOS or CHoCH Classification : Each qualifying break is classified by comparing its direction to the current structural trend state. A bullish break during a bearish or neutral structural trend registers as CHoCH. A bullish break during an existing bullish structural trend registers as BOS. The same logic applies in reverse for bearish breaks.
Structural Level Plotting : A dashed line extends from the origin bar of the breached pivot to the signal bar at the pivot level, with a text label centered along the line displaying either BOS or CHoCH in the appropriate directional color.
Position Tool Deployment : On CHoCH events with the position tool enabled, entry is set to the open of the following bar, stop loss is derived from the signal bar's low or high with a percentage buffer applied, risk is calculated as the entry-to-stop distance, and three take profit levels are plotted at configurable R multiples above or below entry.
Position Zone Visualization : Gradient-filled boxes cover the risk zone between entry and stop loss, and the reward zones between each consecutive take profit level, extending rightward for the configured number of bars with opacity increasing at greater distances from entry.
Candle Coloring : Optional bar coloring applies the bullish or bearish color based on current structural trend state, providing continuous directional context independent of Hull trend or signal generation.
Together, these elements form a momentum-filtered structure detection system that classifies each qualifying event, plots the originating level, and translates reversal breaks into ready-to-use trade planning frameworks.
Interpretation
Hull Market Structure should be interpreted as a momentum-validated structural event system with integrated position planning output:
Hull Band Fill : The filled area between the Hull line and its two-bar-lagged value provides a continuous visual reference for Hull trend state and direction, coloring green during bullish Hull trend and red during bearish Hull trend.
BOS Label : Appears on a structural break that occurs in the same direction as the existing structural trend, confirming trend continuation through a new swing level breach with Hull momentum aligned.
CHoCH Label : Appears on a structural break that contradicts the existing structural trend, signaling a potential trend reversal where price has breached a swing level in the opposing direction with Hull momentum confirming.
Structural Level Lines : Dashed lines extending from the breached pivot's origin bar to the signal bar mark the exact level at which the structural event occurred, providing historical reference for the significance of each break.
Position Entry Line : Solid horizontal line at the open price of the bar following a CHoCH, representing the suggested trade entry level for the structural reversal setup.
Stop Loss Line : Dotted line below entry for long positions and above entry for short positions, calculated from the CHoCH bar's extreme with a configurable percentage buffer applied for risk breathing room.
TP1 / TP2 / TP3 Lines : Dotted take profit lines at configurable R multiples from entry, providing a three-stage exit framework scaled to the measured risk of each individual setup.
Risk and Reward Zones : Gradient-filled boxes between entry and stop loss and between consecutive take profit levels provide immediate visual risk-to-reward assessment without manual calculation.
Colored Candles : Optional bar coloring reflects current structural trend state, with bullish color applied after a bullish structural break and bearish color applied after a bearish structural break until the opposing direction breaks.
Hull trend alignment, structural classification, and position tool levels collectively provide more information than any element in isolation.
Signal Logic & Visual Cues
Hull Market Structure presents two structural signal types with distinct strategic implications:
BOS (Break of Structure) : Labeled in the trend direction color when a swing level is breached in alignment with the existing structural trend. Represents continuation of the established structural sequence and does not trigger position tool deployment.
CHoCH (Change of Character) : Labeled in the trend direction color when a swing level is breached against the existing structural trend. Represents a potential structural reversal and triggers position tool deployment when the feature is enabled.
Both signal types require Hull trend alignment to fire, ensuring that structural events are always evaluated in their momentum context. The cooloff parameter prevents successive signals of the same type from clustering within a defined bar window.
Alert generation covers bullish and bearish BOS events and bullish and bearish CHoCH events independently for systematic structural monitoring and notification workflows.
Strategy Integration
Hull Market Structure fits within momentum-validated market structure and systematic trade planning approaches:
CHoCH Reversal Entries : Use CHoCH signals as primary entry triggers where structural trend has reversed with Hull momentum confirming, deploying the position tool output as a complete trade framework from entry through to final target.
BOS Continuation Entries : Use BOS signals as confirmation of trend continuation within an established structural direction, timing pullback entries or adding to existing positions when structure is reinforcing rather than reversing.
Hull Alignment Filtering : Treat signals that occur when Hull trend has only recently flipped with greater caution than signals where Hull has been trending in the signal direction for multiple bars, as recent Hull flips carry less momentum confirmation than sustained directional readings.
R-Multiple Position Management : Use the three take profit levels from the position tool as a staged exit framework, scaling out of positions progressively rather than targeting a single fixed level, allowing partial profit capture while maintaining exposure to larger structural moves.
Stop Buffer Calibration : Adjust the SL Buffer percentage to accommodate the instrument's typical spread and volatility at structural levels, ensuring stops are positioned with sufficient room to avoid premature invalidation on normal retest activity.
Multi-Timeframe Structure Hierarchy : Apply higher-timeframe CHoCH events as directional bias anchors, using lower-timeframe BOS signals to time continuation entries within the broader structural context established by the higher-timeframe reversal.
Technical Implementation Details
Core Engine : Hull Moving Average with two-bar lag comparison for responsive directional trend state
Swing Detection : Configurable pivot high and low confirmation with left-right bar symmetry requirement
Structure Logic : Hull-gated swing break detection with independent bull and bear cooloff enforcement
Classification System : Structural trend state tracking for BOS versus CHoCH labeling on each qualifying break
Position Tool : CHoCH-triggered entry, buffered stop loss, and three R-multiple take profit level calculation
Visualization : Dashed structural level lines, gradient-filled risk and reward zones, dotted take profit lines, and BOS or CHoCH labels
Candle Coloring : Structural trend state-driven bar color independent of Hull trend state
Performance Profile : Optimized for real-time execution with configurable position count management removing oldest position tools when the maximum is exceeded
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday structure detection for scalping with shorter Hull length and tighter swing settings for fast structural response
15 - 60 min : Session-level BOS and CHoCH identification with balanced Hull length and swing sensitivity
4H - Daily : Swing-level structural trend mapping with longer Hull periods for sustained momentum validation
Suggested Baseline Configuration:
Hull Length : 50
Swing Length : 5
Signal Cooloff : 10
SL Buffer % : 0.1
Show Position Tool : Enabled
Max Positions Visible : 2
TP1 (R) : 1.0
TP2 (R) : 2.0
TP3 (R) : 3.0
Color Candles : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's structural characteristics, volatility profile, and preferred signal frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too many signals firing : Increase Signal Cooloff to enforce greater bar separation between consecutive structural events, or increase Swing Length to demand more structurally significant pivot confirmations.
Signals too infrequent : Decrease Swing Length toward 2 for faster pivot confirmation, or reduce Signal Cooloff to allow signals to fire closer together during active structural periods.
Hull trend too reactive : Increase Hull Length to smooth the momentum filter and reduce sensitivity to short-term price fluctuations that cause rapid Hull direction changes.
Hull trend too slow : Decrease Hull Length toward 20 for a more responsive momentum filter that captures structural shifts earlier relative to price movement.
Stop loss too tight : Increase SL Buffer percentage to add more breathing room beyond the signal bar extreme, reducing the likelihood of premature stop-outs on retest activity at structural levels.
Position tools cluttering the chart : Reduce Max Positions Visible to limit the number of active position frameworks displayed, or decrease Position Extend to shorten how far levels project to the right.
Take profit levels too close or far : Adjust TP1, TP2, and TP3 R multiples to match the instrument's typical range extension following structural breaks, calibrating the exit framework to realistic reward expectations for the target market.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where Hull direction persists across multiple sessions and structural breaks consistently follow the momentum direction, producing high-quality BOS and CHoCH alignments
Instruments with clean swing structure where pivot highs and lows form at clearly defined levels, reducing ambiguity in structural break identification
Reversal trading approaches where CHoCH detection with position tool output provides a systematic framework for entering structural trend changes with defined risk parameters
Multi-timeframe workflows where higher-timeframe CHoCH signals establish directional bias and lower-timeframe BOS signals provide continuation timing precision
Reduced Effectiveness:
Choppy, range-bound markets where Hull trend direction changes frequently and structural breaks fire in alternating directions without establishing sustained structural sequences
Low-volatility consolidation environments where swing pivots form in tight clusters, producing overlapping structural levels and ambiguous BOS or CHoCH classifications
Highly news-driven instruments where impulsive moves create structural breaks that immediately reverse before the position tool levels are reached
Markets with irregular spread or thin liquidity where pivot confirmation mechanics lag significantly behind the price events that created the structural swing
Instruments where the relationship between Hull trend and structural breaks is inconsistent, requiring additional confluence tools to validate signal quality before deployment
Integration Guidelines
Confluence : Combine with BOSWaves volume tools, order flow analysis, or adaptive band indicators for structural signal validation across multiple analytical dimensions
Hull Trend Respect : Treat CHoCH signals occurring when Hull has only recently reversed direction with reduced confidence relative to signals where Hull has sustained the new direction across multiple bars
Classification Awareness : Distinguish between BOS and CHoCH in strategy application; BOS signals support continuation approaches while CHoCH signals support reversal entries, and mixing the two without adaptation reduces strategic clarity
Position Tool Discipline : Use the position tool output as a complete trade framework rather than selectively taking only entry or stop information, as the R-multiple target structure is calibrated to the specific risk measured from each individual CHoCH event
State Discipline : Maintain directional bias aligned with current structural trend state until a CHoCH in the opposing direction is confirmed. Isolated price excursions against the structural trend that do not breach the relevant swing level do not constitute structural changes.
Disclaimer
Hull Market Structure is a professional-grade market structure and trade planning tool. It uses Hull-filtered break of structure detection with swing pivot classification and integrated position sizing but does not predict future price movements. Results depend on market conditions, instrument structural characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates volume context, order flow analysis, and comprehensive risk management. Indicator
Black Tie ATR + Position SizerMulti-timeframe ATR with a built-in position sizing calculator. Computes the position size required to risk a fixed percentage of your account, given an ATR-based stop-loss distance. Displays SL distance, risk in account currency, and projected profit at three R:R targets.
This is for traders who size every position by risk, not by gut feeling.
WHAT IT SHOWS
A table on the chart with: current ATR value, SL distance in price units, account size, risk percentage, risk amount in account currency, position size (in the correct unit for your instrument), total notional value, and projected profit at TP1 / TP2 / TP3.
Optional preview lines on the chart show where the long SL and short SL would sit at the current price given the configured ATR multiplier. These lines are hypothetical references, not trade signals.
INSTRUMENT-AWARE POSITION SIZING
The indicator detects the instrument type and displays position size in the unit your broker actually uses:
Forex pairs: standard lots, mini lots, and micro lots (1 standard lot = 100,000 units).
Gold (XAUUSD): standard lots, mini lots, and micro lots (1 standard lot = 100 oz).
Silver (XAGUSD): standard lots, mini lots, and micro lots (1 standard lot = 5,000 oz).
Crypto, stocks, and indices: contracts, shares, or units as appropriate.
Detection is automatic but can be overridden manually if your symbol naming is non-standard.
ALGORITHM
Position size is computed as Risk Amount / SL Distance, then converted to the appropriate trading unit. The SL distance is ATR multiplied by the SL ATR Multiplier. The risk amount is account size multiplied by the risk percentage divided by 100.
The Risk classification field labels the configuration as Conservative (under 0.5%), Standard (0.5-1%), Aggressive (1-2%), or HIGH RISK (over 2%) based on the input. The professional standard is 0.5-1% per trade.
USAGE
Set your account size and the percentage you risk per trade. Adjust the ATR multiplier to match your typical stop-loss distance. The table will display the position size you should enter in your broker's order ticket on the next trade.
SETTINGS
ATR Timeframe lets you compute ATR on a higher timeframe than the chart (useful for swing position sizing on intraday charts).
ATR Period and Smoothing match standard ATR conventions (default RMA, 14).
SL ATR Multiplier defaults to 1.5; lower for tighter stops, higher for more breathing room.
TP1 / TP2 / TP3 R:R are configurable.
Account currency display can be set to USD, EUR, GBP, JPY, AUD, CAD, or CHF.
Note on cross-currency: calculations assume 1:1 conversion to the instrument's quote currency. On cross-currency forex pairs, verify the conversion rate manually with your broker. Indicator
Volatility Managed Kelly LeverageThe Volatility Managed Kelly Leverage (VMKL) indicator is a tool that dynamically adjusts position sizing based on forecasted market volatility. It helps you to optimize leverage exposure by systematically reducing risk during high volatility periods and increasing exposure when markets are calm.
VMKL adapts in real-time to changing market conditions, potentially generating alpha while smoothing volatility and reducing maximum drawdown.
This indicator implements the Optimal Volatility Plus Mean Strategy (OVPMS) from one of my favorite leverage papers:
" Alpha Generation and Risk Smoothing using Managed Volatility " by Tony Cooper (2010)
These are the key findings from the paper, which this indicator translates to real life:
Volatility is predictable while returns are not
Dynamic leverage based on volatility forecasts can generate significant excess returns
The strategy reduces volatility of volatility (vovo), kurtosis, and maximum drawdown
Tested on 125+ years of market data across multiple global indices
The OVPMS strategy (translated into this indicator) returned 12.6% annual return vs 7.0% for buy-and-hold, with the same volatility as the underlying index. Outstanding.
The indicator calculates optimal leverage using a three-step process
1. Volatility Forecasting
Uses Exponential Weighted Moving Average (EWMA):
σ²(t) = λ·σ²(t-1) + (1-λ)·r²(t-1)
This predicts next-day volatility from recent price movements
2. Return Prediction
Expected Return = a × σ^(b+1)
Where:
a = Power coefficient (baseline return, default: 0.10)
b = Power exponent (return-volatility relationship, default: -1.76 for SPY)
σ = Forecasted volatility
The negative exponent means returns decrease as volatility increases - a well-documented market behaviour.
3. Optimal Leverage Calculation
Full Kelly Leverage = μ / σ²
Actual Leverage = Full Kelly × Kelly Fraction × Caps × Smoothing
The Kelly Criterion provides the theoretically optimal leverage, which is then reduced via:
Kelly Fraction: Safety margin (default 75% = three-quarter Kelly)
Leverage Caps: Hard maximum and minimum limits
Smoothing: SMA to reduce rebalancing frequency
The Core Insight: Volatility varies over time (volatility of volatility), and this variation is costly. By targeting consistent volatility through dynamic leverage:
Reduces volatility drag - Compounding works better with stable volatility
Reduces drawdowns - Automatically deleverages before crashes
Reduces kurtosis - Fewer extreme return events
Generates alpha - Exploits the return-volatility relationship
The indicator calculates optimal leverage in real-time using EWMA volatility forecasting and Kelly Criterion mathematics, automatically detecting market regimes from CASH to VERY AGGRESSIVE and respective leverages. The statistics table shows Full Kelly leverage, Kelly Fraction leverage, forecasted volatility, predicted returns, and current regime.
Settings Guide
Please check the informational "i" in setting to get a lot more info.
You can also use preset configurations:
Conservative (Safe)
Kelly Fraction: 0.50
Max Leverage: 2.0x
Lambda: 0.97
Sensitivity: Enhanced
Moderate (Balanced) ⭐ DEFAULT
Kelly Fraction: 0.75
Max Leverage: 3.0x
Lambda: 0.94
Sensitivity: Enhanced
Aggressive (Maximum)
Kelly Fraction: 1.0
Max Leverage: 5.0x
Lambda: 0.90
Sensitivity: Standard
Paper Replication (Academic)
Kelly Fraction: 1.0
Max Leverage: 3.0x
Lambda: 0.94
Sensitivity: Standard
Adaptive: ON
Smoothing: 1
Remember: LEVERAGE MAGNIFIES BOTH GAINS AND LOSSES
Let me know if you have questions!
By Henrique Centieiro Indicator
JOAT Institutional Convergence [JOAT]JOAT Institutional Convergence
Introduction
The JOAT Institutional Convergence strategy is a systematic, rules-based trading framework that unifies the logic from all five JOAT indicators into a single coherent entry and exit engine. Each indicator contributes a specific filter layer: the Volumetric Structure Engine provides directional market structure bias, the Adaptive Spectral Bands Hann ribbon provides the primary entry trigger, the Institutional Session Profiler contributes optional session timing, the Imbalance Zone Classifier contributes optional FVG proximity filtering, and the Fractal Liquidity Map contributes fractal-anchored stop placement. No layer is redundant — each addresses a different dimension of trade selection.
The core problem this solves: most PulseWire strategies use a single indicator as both entry and exit signal, producing over-fitting to one methodology. This strategy uses five independent measurement systems simultaneously. An entry only fires when multiple independent conditions converge — structure, momentum, regime, and optionally session and imbalance context. The result is a strategy that takes trades for quantifiable, multi-factor reasons, not because a single line crossed.
Core Concepts
1. Entry Logic — Hann Ribbon Crossover Primary
The primary entry trigger is the Hann FIR ribbon crossover — when the fastest layer (h0) crosses above the second layer (h1), a potential long entry is flagged. This is the earliest mathematically-grounded signal that momentum is shifting:
bool cross_bull = ta.crossover(h0, h1)
bool cross_bear = ta.crossunder(h0, h1)
bool long_sig = (cross_bull or (bos_bull_sig and h0 > h2)) and
struct_trend >= 0 and
adx >= i_adx_min and adx <= i_adx_max and
sess_ok and fvg_ok
The crossover fires on the bar where momentum begins to shift — not after full ribbon alignment is confirmed. This is intentional: waiting for full alignment reduces trade count significantly and enters late. The structural trend filter (struct_trend >= 0) ensures the crossover is not taken against a confirmed downtrend.
2. Structure Filter — VSE Swing Classification
Market structure is classified using the same non-repainting swing detection as the Volumetric Structure Engine. Higher highs and higher lows (struct_trend = 1) are bullish; lower highs and lower lows (struct_trend = -1) are bearish; a mixed state (struct_trend = 0) is neutral. The strategy allows longs in bullish or neutral structure (>= 0) and shorts in bearish or neutral structure (<= 0):
bool new_sh = high == ta.highest(high, i_sw_len) and high < ta.highest(high, i_sw_len)
bool new_sl = low == ta.lowest (low, i_sw_len) and low > ta.lowest (low, i_sw_len)
This prevents the ribbon crossover from triggering entries during confirmed counter-trend structure without requiring perfect alignment.
3. Regime Filter — ADX Gating
ADX gates entries in both directions. Below the minimum ADX, the market has no directional momentum — ribbon crossovers in flat, dead markets produce noise. Above the maximum ADX, the market is over-extended and new entries chase moves that are already mature:
float adx_val = ta.rma(math.abs(dmi_p - dmi_m) / (dmi_p + dmi_m + 0.001) * 100, i_adx_len)
bool adx_ok = adx_val >= i_adx_min and adx_val <= i_adx_max
Default range: 8–60. This wide range accommodates crypto and forex markets that trend aggressively for extended periods (ADX 40–60) as well as early-stage trends (ADX 8–15).
4. Position Sizing — Percentage Risk per Trade
Position sizing is calculated dynamically based on the user's equity risk percentage and the distance to the stop-loss level:
float sl_dist = math.abs(close - sl_price)
float qty = sl_dist > 0 ? (strategy.equity * i_risk_pct / 100.0) / sl_dist : 1.0
strategy.entry("Long", strategy.long, qty = qty)
This ensures every trade risks the same percentage of equity regardless of market volatility — a wider stop reduces size, a tighter stop increases size. The default is 1% risk per trade.
5. Stop-Loss Placement — Fractal Extreme + ATR Buffer
The stop-loss is placed beyond the most recent 20-bar fractal extreme in the direction of the trade, plus one ATR buffer. This anchors the stop to genuine structural pivots rather than arbitrary fixed-pip distances:
float sl_long = ta.lowest(low, 20) - atr_14 * i_sl_atr_buf
float sl_short = ta.highest(high, 20) + atr_14 * i_sl_atr_buf
Features
Five-Layer Entry Filter: Structure + Ribbon + Regime + Session (optional) + FVG proximity (optional)
Hann FIR Ribbon Crossover: Primary entry trigger — earliest mathematically-valid momentum signal
BOS-Armed Entries: Break of Structure signals additionally arm entries for up to 30 bars
Percentage Risk Sizing: Dynamic position size calculated from equity risk % and SL distance
Fractal-Anchored Stop Loss: Stop at 20-bar fractal extreme + ATR buffer
Fixed R:R Take Profit: Configurable reward-to-risk ratio for TP placement
Trailing Stop: Built-in trail_offset activates immediately from entry, protecting profits
Session Filter (optional): Trade only during Asia, London, and/or New York sessions. Off by default for 24h markets.
FVG Proximity Filter (optional): Require entry to be near an active imbalance zone. Off by default for maximum trade count.
Performance Dashboard: Displays trade count, win rate, average R, last trade result, and active filter states
Realistic Simulation: 2-tick slippage + 0.05% commission built into all backtests
Input Parameters
Structure (VSE):
Swing Length: Lookback for swing high/low detection (default: 20)
Ribbon Filter (ASB):
Hann Base Length: Core FIR filter period (default: 20)
Ribbon Spacing: Gap between ribbon layers (default: 3)
Regime Filter:
ADX Length: Period for ADX calculation (default: 14)
Min ADX for Entry: Minimum ADX to allow entries (default: 8). Lower = more trades. Raise to filter ranging markets.
Max ADX for Entry: Maximum ADX to allow entries (default: 60). Lower = skip over-extended moves.
Session Filter (ISP):
Enable Session Filter: Gate entries by session time (default: off — recommended for crypto and indices)
Trade Asia / London / NY: Toggle per-session entry permission
Imbalance Filter (IZC):
Require Near FVG Zone: Entry must be within ATR proximity of an active imbalance (default: off)
FVG Proximity (x ATR): Distance threshold for FVG proximity check (default: 1.5)
Risk Management:
Risk Per Trade (%): Equity percentage risked per trade (default: 1.0)
Reward:Risk Ratio: Take profit as a multiple of the SL distance (default: 2.0)
SL ATR Buffer: ATR multiple added beyond fractal extreme for stop (default: 0.5)
Trail Offset (ATR): Trail stop distance from price (default: 1.5)
BOS Armed Bars: How many bars a BOS signal remains active for entry (default: 30)
How to Use This Strategy
Step 1: Select Your Market and Timeframe
Start on the 1-hour chart. The strategy is calibrated for 1H on crypto, forex majors, and equity indices with default settings. Shorter timeframes (15m) can increase trade count further but require tighter ADX filtering to avoid noise.
Step 2: Run the Backtest with Defaults
With all optional filters off (session and FVG disabled), the strategy trades every valid ribbon crossover that passes structure and regime. This produces the highest trade count. Review the equity curve for smoothness — you want consistent growth, not reliance on a few large winners.
Step 3: Add Filters Progressively
Enable the session filter to restrict to London and NY on forex pairs. Enable the FVG proximity filter to require imbalance context on entries. Each filter reduces trade count but should improve win rate if the underlying edge is present on your instrument.
Step 4: Interpret the Dashboard
The dashboard shows the current state of every filter layer — which ones are active and whether each condition is currently met. This is the diagnostic view: if no trades are firing, the dashboard tells you exactly which filter is blocking entries.
Originality Statement
This strategy is original as a unified multi-indicator convergence framework where each component is an independently published, standalone indicator. Its publication is justified because:
The five-layer filter architecture uses genuinely independent measurement dimensions — market structure (price action), momentum (FIR frequency domain), trend strength (ADX), session timing, and price inefficiency (FVG) — reducing the risk of correlated signals that appear to confirm each other but measure the same thing
Hann FIR crossover as the primary trigger provides a mathematically grounded entry timing signal with lower lag than EMA crossovers of equivalent period — a meaningful improvement to the timing of systematic entries
Dynamic position sizing calculated from SL distance anchored to fractal extremes creates risk-normalized sizing that adapts to each trade's structural context rather than using fixed lot sizes
The modular filter design allows each filter to be toggled independently, making the strategy adaptable to different asset classes (crypto, forex, equities) without code changes — session filter off for 24h markets, FVG filter off for maximum trade generation
Limitations
Backtesting results depend critically on the instrument, timeframe, and parameter settings. Past performance in strategy tester does not guarantee future live trading results.
The 2-tick slippage and 0.05% commission defaults are approximations. Actual execution costs vary by broker, instrument, and session liquidity. High-slippage instruments (illiquid crypto, micro-cap) will perform worse than the backtest indicates.
The FVG proximity filter references FVG logic computed internally. It does not import live data from the separately published Imbalance Zone Classifier indicator — it recomputes the same logic in isolation.
The strategy does not incorporate news filters or earnings event exclusions. Entering positions around major economic releases (FOMC, NFP) during high-volatility events will produce results inconsistent with normal market behavior.
Trailing stop and take profit interact. If price reaches the TP level before the trail stop triggers, the TP closes the trade. Users should verify via strategy properties which exit is dominant in their use case.
Disclaimer
This strategy is provided for educational and informational purposes only. It does not constitute financial advice or a recommendation to buy or sell any instrument. All trading involves risk of loss. Backtested strategy results are hypothetical and do not account for the psychological challenges of live trading. Past results do not guarantee future performance. Always use proper risk management and never risk more than you can afford to lose.
-Made with passion by jackofalltrades
Strategy
Risk Management Engine | AnonycryptousRisk management engine | Anonycryptous
Description & user manual
Important notice — read first.
Why is this indicator different?
Most indicators in this collection focus on reading the market — structure, momentum, sessions, entries.
That was the moment I thought of an indicator, one that protects you and gives you the opportunity to train your discipline.
It was also supposed to be a free indicator; too many people trading aimlessly and soullessly due to the many losses or are victims of so-called gurus.
As said, most risk managers looking at many things, but not at the most important one, the Trader himself.
Risk management engine does none of that. It does not look at price at all.
It looks only at you, at every input you do, and as soon as you make a mistake or reach your limit, it holds up a mirror to you.
Where other indicators help you find trades, Risk management engine exists to make sure the trades you find do not destroy the account you are trading with. It is the only tool in this collection that is entirely about the trader rather than the market. That makes it, in many ways, the most important one.
You can be right about the market and still blow your account. Risk management engine is the system that prevents that — but only if you use it honestly.
* Note: Risk management engine does not generate trading signals.
- It does not tell you when to buy or sell.
- It does not predict market direction.
- It does not replace your trading strategy or technical analysis.
-What it does
You simply trade using your own strategy/technical analysis, and you use the Risk Management Engine for account management.
The indicator shows you potential entry, stop-loss, and 3 targets.
If your own strategy says entry, the Risk Management Engine shows you the number of max contracts, and especially your stop-loss and potential targets, based on your entered account details.
-What it does more: it holds up a mirror.
Every number on the dashboard is a reflection of your own decisions — your stop placement, your risk tier, your trade results, your discipline. The system tracks what you tell it. It enforces nothing automatically. It stops nothing by force.
This means one thing matters above all else: your honesty with yourself.
It is easy to disable the lockout when the chart goes red. It is easy to skip logging a trade you are not proud of. It is easy to set your tier to full when you should be at half. It is easy to pretend a violation did not happen.
The moment you start deceiving the system, you are not deceiving the indicator. You are deceiving yourself. And the market will make sure you pay for that eventually.
Risk management engine is a tool for traders who are ready to be accountable — not for traders looking for a way around their own rules.
Use it in honestly.
Use it with discipline.
1. Overview
Risk management engine is a real-time risk compliance and position sizing dashboard for traders of all styles and instruments — from futures scalpers on funded accounts to retail forex traders managing their own capital.
The core philosophy is straightforward: before you enter a trade, you should know exactly how much you are risking, how many contracts you are allowed to trade, where your stop is, and where your targets are. After you close a trade, you log the result. The system tracks your session progress, warns you when you are approaching limits, and locks the chart when you have reached them.
Everything is manual. Everything is intentional. Manual logging forces conscious decisions. Conscious decisions build the habit of accountability that separates disciplined traders from impulsive ones.
2. Who this is for
- Prop firm traders tracking daily drawdown limits
- Funded account traders using tiered risk rules
- Retail traders who want a personal risk framework
- Scalpers who need position size calculated instantly
- Any trader who wants structure-based stops
- Anyone who needs visual accountability on their chart
- Traders recovering from a drawdown period
- Traders building consistency through disciplined journaling
This indicator is for traders who understand that risk management is not a constraint on profitability — it is the foundation of it.
3. Core concepts
3.1 The tiered risk system
Risk management engine uses a three-tier risk framework that reflects your performance state during a session. You set your tier manually based on your results. The system then calculates your allowed position size for that tier.
Full — 100% of calculated risk per trade.
Use at the start of a clean session. No deficit carried over. No losses taken yet today.
Half — 50% of calculated risk per trade.
Use after your first losing trade. You are still in the session but at reduced size. Protect the drawdown.
Quarter — 25% of calculated risk per trade.
Use after a second loss or after a rule violation. Minimum exposure. Your only goal is to stop the bleeding and potentially work back toward promotion.
The tier does not change automatically. You change it. That is by design. The moment of demotion is a conscious act of discipline — not something that happens to you, but something you choose to do because you respect the rules.
3.2 Position sizing
Before every trade, risk engine calculates exactly how many contracts you are allowed to trade based on:
- Your daily loss limit
- Your max risk percentage per trade
- Your current risk tier
- Your stop distance in ticks
- Your tick value
The formula is:
Risk amount = daily loss limit × max risk % × tier multiplier
Contracts = floor(risk amount / (stop distance in ticks × tick value))
Example (mnq):
Daily loss limit: $500
Max risk %: 2%
Tier: full (1.0×)
Stop distance: 20 ticks
Tick value: $0.50
Risk amount = $500 × 2% × 1.0 = $10.00
Contracts = floor($10.00 / (20 × $0.50)) = floor($10.00 / $10.00) = 1
You are allowed 1 mnq contract on this setup.
3.3 Structure-based stops
Instead of placing stops at arbitrary price levels based on fear or round numbers, Risk management engine calculates stops from recent pivot structure:
- Long setup: stop below the most recent pivot low plus buffer
- Short setup: stop above the most recent pivot high plus buffer
The buffer is measured in ticks and gives your trade breathing room beyond the exact pivot level. Stops that respect market structure are more meaningful than stops placed at random.
You can also disable the auto-pivot stop and enter a manual stop price if you prefer to set your own level.
3.4 Risk/reward visualization
Once your stop is set, three take profit levels are drawn on the chart automatically based on your risk distance:
- Tp1 = entry + (stop distance × rr1 ratio)
- Tp2 = entry + (stop distance × rr2 ratio)
- Tp3 = entry + (stop distance × rr3 ratio)
Default ratios: 1:1, 1:2, 1:3 — all adjustable.
A red risk zone box fills the area between entry and stop. A green reward zone box fills the area between entry and tp1. This gives you an immediate visual read on the asymmetry of your planned trade before you enter.
If the red box looks bigger than the green box — reconsider!
3.5 The carryover system
When you are demoted from one tier to a lower tier, you carry a deficit from that session into the next. You must earn back half of what you lost before you are eligible to promote back to a higher tier.
Example:
You lost 12 points at full tier.
You are demoted to half.
Your carryover deficit = 12 points.
Your promotion threshold = 12 / 2 = 6 points.
At half tier in the next session, you log your results.
The dashboard shows: 3.5 / 6.0
You still need 2.5 more points to promote back to full.
Quarter risk violation special case:
If you had a rule violation at quarter tier, an additional deficit is added on top of the standard carryover. You must dig out of a deeper hole — because violations carry consequences, not just losses.
3.6 Session lockout
The session ends and the chart is covered with a status overlay when any of the following occur:
- Daily target reached — green overlay, walk away with the win
- Maximum trades reached — red overlay, session over
- Maximum losses reached — red overlay, session over
- Rule violation logged — red overlay, immediate lockout
The lockout can be disabled in settings. There is a tooltip that reads: "Disable at your own peril."
That is not a joke. The lockout exists for a reason. Traders who disable it and continue trading after a lockout trigger are making a choice that the system cannot protect them from. Only their own discipline can.
4. Understanding result units
Risk management engine supports four result units to match how you measure your own performance:
Points — price distance between entry and exit. Common for futures traders.
Ticks — smallest price increment. One point equals the number of ticks per point for your instrument.
Dollar — direct monetary result. Works for any instrument.
Percent — result as a percentage of your account or reference value.
Choose the unit that matches how you think about your trades. Consistency matters more than which unit you pick. Do not switch mid-session.
For mnq, points is the most natural unit. For crypto or equity traders, dollar is usually clearer.
5. Settings overview
Account & risk
- Daily loss limit
- Max risk per trade (%)
- Daily target
- Max trades per session
- Max losses per session
- Tick value
- Ticks per point
Risk tier
- Current tier (full / half / quarter)
- Carryover deficit
- Promotion threshold
Stop settings
- Auto-pivot stop on/off
- Pivot lookback
- Stop buffer (ticks)
- Manual stop price
Risk/reward
- Rr1, rr2, rr3 ratios
- Visual zone colors
Trade log
- Up to 10 trade slots
- Tier per trade
- Result per trade
- Violation flag
Result units
- Points / ticks / dollar / percent
Session lockout
- Enable/disable
- Overlay color
Dashboard
- Position
- Size
6. Dashboard reference
The dashboard updates in real time as you log trades.
Rows displayed:
- Risk tier — current tier
- Contracts — allowed contracts for this setup
- Risk amount — dollar risk for this trade
- Stop — calculated stop price
- Tp1 / tp2 / tp3 — take profit levels
- Session p&l — cumulative result this session
- Trades — trades logged / max trades
- Losses — losses logged / max losses
- Target — progress toward daily target
- Carryover — deficit / promotion threshold
- Status — active / target hit / locked
Header color reflects current session health: green for active and progressing, red for locked or in violation.
7. How to use
7.1 Before the session
1. Set your daily loss limit and daily target
2. Set your tick value and ticks per point for your instrument
3. Set your risk/reward ratios
4. Set your starting tier (usually full if no carryover)
5. Update carryover deficit if you are carrying one from a previous session
6. Clear all trade log slots from yesterday
7.2 Before each trade
1. Check the dashboard — confirm your tier and allowed contracts
2. Identify your stop level — either auto-pivot or manual
3. Read the rr visualization on the chart — entry, stop, tp levels
4. Confirm the asymmetry looks acceptable before entering
7.3 After each trade
1. Open indicator settings
2. Go to the trade log section
3. Find the next empty trade slot
4. Select the tier you actually used
5. Enter the result in your chosen unit — positive for a win, negative for a loss
6. Close settings — dashboard updates instantly
Do this every time. No exceptions. Not logging a trade because you do not like the result is the first step toward self-deception.
7.4 Mid-session adjustments
After a loss — manually change your tier to half.
After a second loss — change to quarter.
After a violation — log it as violation, accept the lockout.
The system recalculates allowed contracts and shows your new promotion threshold automatically.
7.5 Session end
When the session ends:
- Target hit: walk away. Do not give it back.
- Locked out by losses: walk away. Come back tomorrow.
- Violation: accept the consequence. Log it honestly.
Manual reset for next session:
1. Clear all trade log slots back to none / 0
2. Update carryover deficit if you are carrying one
3. Set your new starting tier
4. Adjust daily loss limit if needed for the new day
8. Tips & best practices
8.1 The most important rule
Log every trade. Immediately after it closes. Not later. Not after "one more trade." Right now.
The discipline of immediate logging is itself a trading skill. It keeps you present, accountable, and aware of exactly where you stand at all times.
8.2 Respect the tier system
The tier system only works if you apply it consistently.
If you take a loss and stay at full because "it was a good setup" or "the market was unusual today" — you are not using the system. You are using the system when it is convenient and ignoring it when it is not.
Apply the demotion every time, without exception. The whole point of the tier system is that it removes the emotional decision from the equation. Commit to the rules before the session starts, not in the middle of a losing run.
8.3 Do not move your sto
The contracts allowed calculation is based on your stop distance. If you move your stop wider to give the trade more room, your actual risk per trade increases beyond what the system calculated. You are now taking more risk than the dashboard shows.
If you want a wider stop — recalculate. Accept fewer contracts. Do not silently increase your exposure.
8.4 The lockout is there for a reason
When the chart goes red and the lockout appears, there is a setting that lets you disable it. Do not use it.
The lockout exists because the rules exist. If you have reached your maximum losses or maximum trades, continuing to trade means operating outside your rules — which means operating in a state where previous decisions have already shown your judgment is impaired for the day.
Come back tomorrow. The market will still be there.
8.5 Target hit means stop
When the dashboard shows target hit and the chart goes green — that is the signal to stop. Not to "go for one more." Not to "see if the trend continues."
Most traders who blow accounts do not do it on bad days. They do it on good days when they got overconfident after hitting their target and kept trading. Walk away with the win. That is a skill.
8.6 Setting realistic targets and limits
Your daily loss limit should be a number that, if lost, does not materially damage your account or your psychology.
Your daily target should be a number that is achievable on a normal day — not your best day ever. Consistent achievement of a realistic target builds an account faster than occasional achievement of an aggressive target.
A useful starting framework:
- Daily loss limit: 2–5% of account
- Max risk per trade: 1–2% of daily loss limit
- Daily target: 2–3× your average risk per trade
- Max trades: 3–5
- Max losses: 2–3
Adjust based on your instrument, style, and account size.
8.7 Instrument tick value setup
The single most common setup error is entering the wrong tick value. If your contracts allowed number seems too high or too low, check your tick value and ticks per point first.
- Mnq: tick value = $0.50, ticks per point = 4
- Es: tick value = $12.50, ticks per point = 4
- Crypto in dollar mode: set tick value to match your contract specification or use dollar result unit
9. What this indicator does not do
- Does not generate buy or sell signals
- Does not predict market direction
- Does not connect to your broker
- Does not automatically stop you from trading
- Does not track open positions in real time
- Does not replace your trading strategy
- Does not guarantee profitability
- Does not prevent violations — you must log them yourself
This is an accountability tool. The accountability only works if you bring the honesty. The indicator brings the structure. You bring the discipline.
10. Disclaimer
This indicator is provided for educational and informational purposes only. Nothing in this document constitutes financial advice or any form of recommendation.
All trading decisions are made entirely by the user. The indicator provides calculation tools based on user-entered parameters — the accuracy of any output depends entirely on the accuracy of those inputs.
Trading financial instruments involves substantial risk of loss. Past performance is not indicative of future results. You may lose all of your invested capital.
Anonycryptous accepts no responsibility or liability for any losses incurred as a result of using risk engine or any content in this manual. Indicator
Indicator
Indicator
Multi-Leverage VAR/VaG IndicatorHere's why I developed this indicator: I love leverage but most people don't use leverage correctly. This indicator helps you understanding whether leverage is advantageous and how much should be used.
Standard VAR calculations assume linear scaling (2x leverage = 2x risk), which is wrong for leveraged ETFs. Also, most VaR indicators show risk without comparing it to potential reward. This one tells you how do you quantify whether current market conditions are friendly or hostile to leveraged positions?
To do this, we calculate both the downside risk (VAR), upside potential (VaG), and their relationship across different leverage levels.
PROBLEMS THIS INDICATOR SOLVES
THE LEVERAGE SCALING FALLACY
Problem: Traders assume 3x leverage means 3x the risk.
Reality: Due to volatility decay and daily rebalancing, leveraged ETFs don't scale linearly. A 3x ETF can lose MORE than 3x in high downside volatility markets or LESS than 3x during up trending markets.
Solution: This indicator simulates actual leveraged ETF mechanics by applying leverage to each daily return and compounding over your holding period.
THE REGIME BLINDNESS PROBLEM
Problem: Traders use the same leverage in all market conditions.
Reality: Trending, low-volatility markets favor leverage. Choppy, high-volatility markets penalize leverage through volatility drag.
Solution: The VaG/|VAR| ratio quantifies leverage efficiency. When the leverage VaG/|VAR| is higher than the 1x VaG/|VAR|, then leverage is friendly .
THE RISK-WITHOUT-CONTEXT PROBLEM
Problem: Knowing your maximum loss doesn't tell you if that risk is worth taking.
Reality: A -10% VAR might be acceptable if VaG is +30%, but terrible if VaG is only +8%.
Solution: I calculate both downside and upside at the same confidence level for complete risk/reward context.
HOW THIS INDICATOR IS USEFUL TO INVESTORS
Determine optimal leverage level for current market conditions
Identify when to scale up or reduce leveraged positions based on regime changes
Calculate dollar risk on any account size for proper position sizing
Understand true risk of leveraged ETFs beyond the "3x" label
Detect transitions between leverage-friendly and leverage-hostile regimes
CORE METHODOLOGY: Historical simulation with daily rebalancing
Unlike parametric VAR (assumes normal distribution) or Monte Carlo (generates synthetic scenarios), this uses historical simulation - what actually happened in the past.
Calculate daily returns from closing prices
Simulate leveraged ETF behavior with daily rebalancing - apply leverage to each daily return, compound over the holding period, and cap losses at -100% (ETFs can't go negative)
Create a distribution by sliding the holding period window across the lookback period (252-day lookback with 21-day holding = 232 scenarios)
Sort all outcomes and extract percentiles: VAR = lower tail (e.g., 5th percentile at 95% confidence), VaG = upper tail (e.g., 95th percentile)
Calculate efficiency ratio: VaG / |VAR|
This tells you: for every dollar of downside risk, how many dollars of upside potential do you get?
HOW TO USE THIS INDICATOR
Lookback Period (default: 252 days) - Longer = more data but slower to adapt; Shorter = more responsive but less reliable
Holding Period (default: 21 days) - Match to your timeframe: 5-10 days (day traders), 21-42 days (swing traders), 63-126 days (position traders)
Confidence Level (default: 95%) - 90% for typical outcomes, 95% for balanced view, 99% for extreme tail risk
Leverage Levels (default: 1x, 2x, 3x) - Customize to your trading, supports decimals like 1.5x
INTERPRETING THE TABLE:
Lev = Leverage multiplier
VAR (%) = Maximum expected loss over holding period
VaG (%) = Minimum expected gain over holding period
VaG/|VAR| = Leverage efficiency ratio
VAR on $10k = Dollar loss on $10,000 position
EXAMPLE INTERPRETATION
This QQQ chart demonstrates the indicator's power to identify leverage regimes.
Current metrics (table):
1x: VAR -3.21%, VaG +21.58%, Ratio 6.73
2x: VAR -6.79%, VaG +46.58%, Ratio 6.86
3x: VAR -10.71%, VaG +75.26%, Ratio 7.02
This means:
Ratios above 6.5 are outstanding - upside is nearly 7x the downside at all leverage levels
Backwardation pattern: the ratio IMPROVES with more leverage (6.73 → 7.02), indicating strong trending conditions favor higher leverage
VAR remains very manageable even at 3x (-10.71% on a 55-day hold)
At 3x leverage, you risk $1,071 to potentially gain $7,526 on $10k - exceptional risk/reward. And understanding risk/reward is one of the most important points here.
Trade smart. Manage risk. Know your regime.
And let me know if you have any questions or suggestions.
- Henrique Centieiro Indicator
Risk Management Calculator [tradeviZion]Risk Management Calculator - Script Description
📖 Overview
The Risk Management Calculator helps you find the optimal risk per trade based on your strategy's win rate, risk-to-reward ratio, and your tolerance for drawdowns and blowout risk. Instead of guessing a fixed 1–2%, it uses established formulas (Edge, Kelly criterion, and Risk of Ruin) to suggest a risk % that balances growth with survival.
Designed for swing traders, day traders, and systematic traders who want to size positions mathematically rather than by rule of thumb.
One risk % does not fit all. Your edge and tolerance for consecutive losses determine the best risk per trade.
Edge & Kelly - Computes your strategy edge and Full/Half/Quarter Kelly fractions
Risk of Ruin - Shows blowout probability at 1% to 10% risk, or solves for max risk given your target RoR
Consecutive Losses - Probability P(k) and drawdown at k losses for your chosen k values
Consecutive Losses Cone - Visual pane with P(k) and DD curves (2%, 3%, 5%, Rec, Max DD), k marker (vertical line + dot), best risk % for your selected k. Labels on curves; hover for tooltips. Optional legend in table.
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⚙️ How It Works
⚪ Edge
Your edge is the expected value per unit risked. Positive edge means the strategy is profitable in expectation.
Edge = winRate × R:R − lossRate
Example: 30% win rate, 1:3 R:R → Edge = 0.30×3 − 0.70 = 0.20 (positive expectancy).
⚪ Risk of Ruin
The probability of losing your entire account. The formula uses your edge and risk fraction:
RoR ≈ ((1 − edge) / (1 + edge))^(1 / r)
where r is risk per trade. Assumes a long series of independent bets with stable edge. Lower risk per trade reduces RoR. Doubling risk increases RoR more than linearly. Approximation; may break down with skewed returns or finite horizons.
⚪ Kelly Criterion
The Kelly fraction maximizes long-run geometric growth. Full Kelly is often too aggressive; Half or Quarter Kelly is commonly used.
Full Kelly = (R:R × winRate − lossRate) / R:R
⚪ Consecutive Losses
Probability of k losses in a row:
P(k) = (1 − winRate)^k
Drawdown after k losses:
DD(k) = 1 − (1 − risk)^k
⚪ Best Risk
In Solve mode, the script finds the maximum risk % such that RoR ≤ your target. The Consecutive Losses Cone also computes a best risk % that keeps drawdown at your selected k within your Cone Max DD % limit, and uses the stricter of the two.
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🎯 How to Use
Add the indicator to your chart (any symbol; it uses inputs only)
Enter your Account Capital , Win Rate % , and Risk-to-Reward Ratio from your backtest or live stats
Choose Mode : Solve for max risk % to get recommended risk, or Show RoR for given risk % to analyze a specific risk level
Review the Summary (Edge, Kelly, Recommended risk, Risk amount) and RoR Comparison table
Check the Consecutive Losses section to see P(k) and drawdown at your k values
Use the Probability Cone to visualize curves and the best risk % for your Cone Risk Marker k and Cone Max DD % . Hover cone labels for tooltips. Enable Cone Legend for a table legend.
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⚙️ Settings
Core Parameters
Account Capital - Your trading capital. Used to show risk amount in dollars (e.g., 2% = $200 on $10,000).
Win Rate % - Percentage of winning trades (e.g., 30 = 30% winners, 70% losers).
Risk-to-Reward Ratio - Profit per unit risk (e.g., 3 = 1:3 R:R).
Target RoR % - Maximum acceptable Risk of Ruin. Lower = safer. Used when Mode is Solve for max risk % .
Target RoR Mode
Mode - Solve for max risk % : finds max risk within Target RoR. Show RoR for given risk % : shows RoR at Reference Risk %.
Reference Risk % - Risk % to analyze when Mode is Show RoR .
Consecutive Losses
k₁ to k₅ - Number of consecutive losses to analyze. Example: k₁=5 shows P(5) and drawdown at 5 losses in a row.
Table Settings
Color Theme - Dark, Light, Ocean Blue, Forest Green, etc.
Table Text Size - Tiny, Small, Normal, Large.
Tables Position - Left, Middle, or Right. All three tables stack vertically: Risk Management Calculator (top), Consecutive Losses Cone (middle), Consecutive Losses (bottom).
Display
Summary - Edge, Kelly, Recommended risk, Risk amount.
RoR Comparison - RoR at 1%, 2%, 3%, 5%, 7%, 10%.
Consecutive Losses - P(k) and DD table for k₁–k₅.
Probability Cone - P(k) and DD curves in a separate pane.
Cone Max k - Max consecutive losses on cone x-axis (20–100).
Cone Risk Marker k - k value highlighted with vertical line and dot.
Cone Max DD % - Max acceptable drawdown at marker k. Best risk respects this limit.
Cone Legend - Optional legend in the cone table (P(k) curve, DD curves, Rec%, best risk, k marker). Hover chart labels for the same info.
P(k) Color, DD Color, DD Rec% Color - Colors for cone curves. DD Rec% also used for best risk curve when RoR-limited (green); theme color when DD-limited.
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⚠️ Disclaimer
This indicator is for educational and informational purposes only . It does not constitute investment advice. Past performance and backtested statistics do not guarantee future results. The RoR formula is an approximation and may not hold under skewed returns or finite horizons. Always do your own research and consider consulting a qualified financial advisor before trading.
Indicator
Ultimate Risk Manager: Fixed Dollar Risk & Position CalculatorAre you tired of manually calculating your position size to risk exactly $10, $50, or $100 per trade?
The Ultimate Risk Manager is a professional-grade position sizing and risk calculation tool designed for day traders and scalpers. Instead of guessing your position size and hoping your stop loss doesn't wipe out your account, this tool allows you to set a Fixed Dollar Risk. It tells you exactly how much margin to use so that if your Stop Loss is hit, you lose exactly the amount you planned for.
Perfect for futures and leverage traders on any exchange (MEXC, Binance, Bybit, etc.).
✨ Key Features:
🎯 Strict Risk Management: Input your desired risk (e.g., $2.00) and the calculator outputs the exact "Total Position" and "Margin" required based on your Stop Loss distance.
🤖 Auto Long/Short Detection: No need to toggle directions. The script automatically detects if it's a LONG or SHORT based on where you place your Stop Loss relative to your Entry.
💸 Built-in Fee Calculator: Input your exchange's round-trip fee percentage. The table calculates your exact fee cost and provides your Net Profit (after fees) at your Take Profit target.
🧹 Ultra-Minimalist Chart Visuals: Say goodbye to indicator lines cutting through your price action. This script uses short, clean floating markers for Entry, SL, and TP that sit neatly in the empty space on the right side of your chart.
🎨 Customizable UI: Includes a Light/Dark theme toggle, adjustable table positioning, and sliders to push the floating chart markers exactly where you want them.
🛠️ How to Use:
Open the indicator Settings (Double-click the table).
Under "Trade Setup," enter your Fixed Risk ($), Leverage, and Exchange Fee (%).
Under "Price Levels," use the Price Picker tool (the target icon) to click your desired Entry, Stop Loss, and Take Profit levels directly on the chart.
Look at the dashboard table! Copy the highlighted Yellow Margin Number and type it directly into your exchange's order box.
Protect your capital and trade like a professional by keeping your risk mathematically consistent on every single trade. Indicator
Indicator
Risk & Reward Position PlannerDescription
This script is a trade architecture tool designed to help traders calculate position sizes and visualize risk-reward ratios dynamically on the chart. It focuses on functional precision and clean aesthetics, offering two distinct visual styles: "Cyber" for modern high-tech charts and "Classic" for a traditional look.
Key Features
Interactive Setup: Upon adding the script or resetting, it prompts you to click directly on the chart to set your Entry and Stop Loss levels.
Dynamic Position Sizing: Calculates the total risk in currency (USD) based on your custom unit size.
Multi-Target Planning: Visualizes four customizable Take Profit targets based on specific RR ratios.
Cyber UI Aesthetics: Full control over colors, neon glow effects, and horizontal alignment to fit any chart layout.
Comprehensive Data: Displays price, percentage distance, currency risk, and RR ratios at a single glance.
User Guide (How to use)
To ensure the most efficient workflow, here are the essential steps for operating the tool:
Setting a New Trade (Resetting)
If you change your symbol or want to plan a completely new trade, you can clear the current setup and trigger the interactive selection again:
Right-click on the indicator in the chart OR click the three dots (...) next to the indicator name in the legend.
Select "Reset Points".
The indicator will prompt you to click two new points on the chart: first for the Entry, then for the Stop Loss.
Moving Entry and Stop Loss
Move the mouse over the line of the Entry or the StopLoss and grab the grip of the line to move it up or down. Drop it to the price you want to set. Indicator
AlphaStrike: Zen ModeDescription:
1. The Philosophy: Reducing Cognitive Load Modern charts are often cluttered with dozens of noisy lines (Bollinger Bands, Moving Averages, Oscillators) that lead to "Analysis Paralysis." This script is designed with a "Zen" philosophy: P rocess the complexity in the background, but display only the decision.
This is not a simple indicator overlay. It is a Risk-Based Trading Engine that runs multiple validation checks (Momentum, Volatility, and Price Action) simultaneously but hides the underlying calculations to keep the chart clean. It focuses the trader's attention on the two things that matter most: Trend Direction and Position Sizing.
2. The "Invisible" Technical Engine The script operates on a Dual-State Logic system that adapts to market conditions. It uses standard indicators as filters, not just visuals.
A. Trend State (The Backbone) The script calculates a volatility-adjusted Trend Baseline (SuperTrend).
Green State: The market is in a markup phase. The script looks for continuation.
Red State: The market is in a markdown phase. The script looks for defense.
B. The "Confluence" Reversal Logic Instead of cluttering the screen with Bollinger Bands and RSI windows, the script performs these checks internally:
Condition 1 (Volatility): Is price extending beyond the 2.0 Standard Deviation (Bollinger Lower/Upper)?
Condition 2 (Momentum): Is RSI overextended (<35 or >65)?
Condition 3 (Price Action): Is there a specific Pin Bar candle pattern (Long wick rejection)?
Result: Only when all three conditions align does the script print a "Reversal Circle." This filters out weak signals that usually occur in strong trends.
3. The Risk Management Calculator (Key Feature) Most traders fail not because of bad entries, but because of inconsistent sizing. This script features a built-in Dynamic Position Sizing Dashboard located in the bottom right.
Adaptive Stop Loss:
In a Trend: The Stop Loss is automatically set to the Trend Line (SuperTrend).
In a Reversal: The script internally scans for the nearest Swing Low/High (using hidden Pivot calculations) and sets the Stop Loss there.
Position Sizing Math: The dashboard reads your Account Size and Risk % inputs. It instantly calculates the "Max Size" (contract/share amount) allowed for the current trade.
Formula: Position Size = (Account Value * Risk %) / Distance to Stop.
Benefit: This ensures you risk the exact same dollar amount on every trade, whether the stop loss is 1% away or 10% away.
4. How to Read the Signals
Triangles (Breakouts): These represent a shift in the dominant trend direction.
Green Triangle: Bullish Trend Start.
Red Triangle: Bearish Trend Start.
Circles (Mean Reversion): These are high-probability counter-trend plays.
Blue Circle: Buy Reversal (Oversold + Pinbar + Bollinger Support).
Orange Circle: Sell Reversal (Overbought + Pinbar + Bollinger Resistance).
5. Settings
Trend Settings: Adjust the ATR Period and Factor to change the sensitivity of the trend line.
Reversal Settings: Tweak the RSI and Bollinger thresholds to filter out more/less signals.
Risk Management: Input your total Account Size and desired Risk Per Trade (e.g., 1%) to calibrate the Dashboard.
Disclaimer This tool provides algorithmic analysis and risk calculations. It does not guarantee profits or provide financial advice. Always verify position sizes before executing. Indicator
