Seasonality by thedatalayers.comThe Seasonality Indicator calculates the average historical performance of the currently selected asset by analyzing a user-defined number of past years (e.g., the last 10 years).
The number of years included in the calculation can be adjusted directly in the settings panel.
Based on this historical window, the indicator creates an average seasonal curve, which represents how the market typically behaved during each part of the year.
This averaged curve acts as a forecast for the upcoming months, highlighting periods where the market has shown a consistent tendency in the past.
Traders can use this seasonal projection to identify times of higher statistical likelihood for upward or downward movement.
The indicator works especially well when combined with the Seasonality Analysis Tool, which helps identify specific historical windows and strengthens overall seasonal decision-making.
This indicator must be used exclusively on the daily timeframe, as all calculations are based on daily candle data.
Other timeframes will not display accurate seasonal structures.
The Seasonality Indicator provides a clear, data-driven view of recurring annual patterns and allows traders to better understand when historical tendencies may influence future price action.
Indikatoren und Strategien
Trading Asset Comparison Oscillator by thedatalayers.comThe Trading Asset Comparison Oscillator compares the currently opened asset with a user-selected reference symbol to identify periods of relative overvaluation and undervaluation.
The concept is based on the idea that markets constantly seek fair value. When an asset becomes mispriced relative to a meaningful benchmark, it often moves back toward equilibrium.
This indicator measures that relationship and transforms it into an easy-to-read oscillator:
• Green Zone (Undervalued) - The selected asset is undervalued compared to the reference symbol.
This reflects potential upward pressure as markets tend to correct undervaluation over time.
• Red Zone (Overvalued) - The asset is overvalued relative to the reference symbol.
This may indicate a higher likelihood of downward movement as price seeks rebalancing.
Users can set any reference instrument they consider relevant-commodities, indices, currency pairs, or other assets. The oscillator quantifies the valuation difference based on a configurable cycle length.
The recommended setting is Cycle = 10, which provides a balanced and responsive signal
structure.
Since this indicator relies on broader valuation dynamics, it is designed to be used exclusively on the daily timeframe. Lower timeframes may not reflect true fundamental value relationships.
The Asset Comparison Oscillator helps traders identify when an asset appears cheap or expensive relative to another, offering an additional layer of fundamental context to support directional trading decisions.
COT Index by thedatalayers.comThe COT Index transforms the weekly COT net positions of Commercial traders into a normalized mathematical model.
Instead of displaying raw net positioning, the COT Index processes the data through a cyclical normalization algorithm (commonly using a 26-week or alternatively a 52-week cycle).
This makes it easier to identify bullish or bearish extremes in Commercial activity.
The index is plotted as a color-coded line:
• Green Zone - Commercials are mathematically classified as bullish.
Historically, bullish Commercial positioning often aligns with upward market pressure.
• Red Zone - Commercials are mathematically classified as bearish.
This typically corresponds with increased downward pressure in the underlying market.
• Neutral Zone - Neither bull nor bear dominance; positioning is mid-range.
Since COT data is published only once per week and the COT Index is built on cyclical multi-week analysis, the indicator is intended to be used exclusively on the weekly timeframe.
Using lower timeframes will not reflect the structure of the data accurately.
The selected cycle length (typically 26 weeks, optionally 52 weeks) determines how net positions are compared and normalized, and can influence how quickly extreme zones appear.
The COT Index provides an objective way to interpret Commercial trader sentiment and to identify potential directional bias in the market.
Tailwind(XMR)Tailwind is a staggered level breakout strategy (Grid Breakout), apparently designed to trade Monero (XMR), although the logic can be applied to any asset.
In this case, traditional indicators are not used. Instead, the price is divided into a grid based on a step size (step_size), which defaults to 27 points.
The strategy looks for the exact moment when the price "breaks out" or crosses upward one of these invisible steps (since there is an upward bias). It buys if the current candle closed above the step, but the previous candle closed below that same level. In other words, it detects when the price crosses a grid line.
Once it enters a trade (buy), it sets fixed and symmetric targets based on the step size.
• Entry: The price of the base level (the multiple of 27) is assumed.
• Take Profit: entry_level + step_size. It aims to gain exactly one step upward.
• Stop Loss: entry_level - step_size. It cuts losses if the price falls exactly one step downward.
The code includes advanced visual logic (line.new and line.set_x2):
• When a trade is opened, it draws a dashed green line on the chart indicating where your Take Profit is.
• It draws a dashed red line indicating your Stop Loss.
• These lines extend to the right as long as the trade remains open.
Capital Configuration
• Initial Capital: 20,000 USDT (or the base currency).
• Position Size: Risks 10% of your total capital on each trade.
• Commission: Simulates a 0.1% cost per trade.
The system operates on timeframes of 5 minutes, 15 minutes, 30 minutes, 45 minutes, 4 hours...
COT Net Positions by thedatalayers.comCOT Net Positions by thedatalayers.com visualizes the net positioning of different trader groups based on the weekly Commitments of Traders (COT) reports published by the CFTC every Friday.
The indicator processes the raw COT data by calculating Long positions minus Short positions for each trader category. This results in the net position of every group per report.
The script then plots these net positions continuously over time, based on every available COT release. This creates a clear and easy-to-read visualization of how different market participants are positioned.
The indicator displays the three primary COT categories:
• Commercials
• Non-Commercials
• Non-Reportables
By observing how these trader groups shift their positioning, traders can better understand market sentiment and identify potential directional biases or changes in underlying market pressure.
This tool is designed to help traders incorporate positioning data into their analysis and to better interpret how institutional and speculative flows evolve over time.
This indicator is intended to be used exclusively on the weekly timeframe.
COT data is published once per week by the CFTC and therefore only updates weekly.
Using this script on lower timeframes may result in misleading visualization or irregular spacing between data points.
For correct interpretation, please apply it on 1W charts only.
ICT Immediate RebalanceThe ICT Concept, whereby as soon as it is created, the price makes a strong movement in its favor, requires two "Wicks" to coincide at the same level or for there to be an overlap of no more than 2 Pips, a function that this Indicator fulfills to detect them.
Momentum Quality Index Strategyfiles.fm
Welcome to the Momentum Quality Index Strategy!
This is a fairly conservative strategy with a sharp criteria for entries and taking profits. This strategy has been tested amongst the top 50 stocks with volatility over 2%, and the verdict was that the profitability was often times over 85% profitability, often times reaching over 90% profitability. This strategy thrives in more volatile environments, often times beating the buying and holding strategy YTD performance by large margins.
This strategy is highly optimized for the 30 minute chart, giving insights into shorter term movements. It is based on cash trades of $1,000 per position, with a maximum of 4 trades being placed at once.
This strategy is optimized for common stock trading in more liquid markets, and not yet optimized for options trading (however I plan on developing highly profitable strategies for this purpose soon). The take profit is customizable.
I would refer to the image link I have posted at the top of this article for the strategy's effectiveness. The strategy report on this article isn't accurate, as this strategy is based on trading $1,000 per trade, therefore over longer term periods of time will not be as successful due to the fact that there is no compounding. However, over the course of smaller time frames (such as one year), it beats buying and holding of many assets.
This strategy is meant for day trading and short term swing trading, and is not meant to beat buying and holding of successful assets over the course of long periods of time.
HTF High/Low/Open RangesHTF High/Low/Open Ranges is an indicator designed to visualize higher-timeframe (HTF) ranges on lower-timeframe charts.
It automatically groups candles by the selected timeframe (15m, 1H, 4H, Daily, Weekly) and plots:
the High level of the range,
the Low level of the range,
the Open level of the range,
vertical lines marking the start of each new HTF period.
Тime offset support (useful for New York / London sessions).
How to use
Use HTF High / Low as key liquidity and price reaction levels.
HTF Open often acts as an intraday equilibrium level.
Vertical lines help visually track transitions between trading periods.
FTSE Santa - Late Dec 12d (Optimised Exit)Simple Santa Rally Strategy. Once a year, in late December, it waits for a sensible (non-spiky) day to get long FTSE, then either stops out around −4%, gets trailed out in profit if it rallies, or exits after about 12 trading days.
MP SESSIONS, DST, OTTMP SESSIONS, DST, OTT – What this indicator does
This script is a multi-session market timing tool that:
Draws full trading sessions on the chart (Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE)
Automatically adjusts for Daylight Saving Time (DST) for Sydney, London, and New York
Shows a live info table with session times, DST status, and whether each session is currently open or closed
Adds optional custom “OTT” vertical lines at user-defined intraday times (for your own models, killzones, or time blocks)
Main Features (high level)
1. Market mode & time zone handling
Market Mode:
Forex
Stock
User Custom (you type your own session ranges)
TFlab suggestion (predefined “optimized” session times)
Time Zone Mode:
UTC
Session Local Time (local exchange time: Sydney, Tokyo, London, New York etc.)
Your Time Zone (converts to the user-selected TZ, e.g. UTC-4:00)
Handles separate time zones for:
Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE
Has logic to recalculate session start/end depending on DST and the chosen mode.
2. Daylight Saving Time (DST) engine
The function DST_Detector:
Calculates when DST starts and ends for:
Australia/Sydney
Europe/London
America/New_York
Detects the correct Sunday (2nd, 4th, etc.) for start/end using day-of-week and week counts.
Returns 'Active' or 'Inactive' for each region.
These values are then used to shift the sessions (e.g. New York 13:00–21:00 vs 12:00–20:00 in UTC).
The script can also draw vertical lines on the chart when DST starts/ends and label them:
“Sydney DST Started / Ended”
“London DST Started / Ended”
“New York DST Started / Ended”
3. Session timing & sessions on the chart
The function Market_TimeZone_Calculator:
Based on Market Mode + Time Zone Mode + DST state, it returns:
Time ranges for: Sydney, Tokyo, Shanghai, Asia (combined), Europe, London, New York, NYSE
These ranges are in "HHMM-HHMM" format.
Then the script:
Converts these to time() conditions using the proper time zone
Creates boolean series like On_sesAsia, On_sesEurope, On_sesNewYork, etc., which are 1 when the session is open and 0 when closed.
4. Session high/low boxes & labels
The function LowHighSessionDetector:
Tracks high and low of each session while it’s active.
When a new session starts:
Resets and starts recording the session high/low.
While session is active:
Updates High with the max of current bar high and previous session high.
Updates Low with the min of current bar low and previous session low.
When the session is "on":
Draws a box from session low to high (box.new) and extends it to the right as long as the session continues.
Places a label with session name (Asia, London, New York, etc.) near the high:
Style depends on the session (down/right/left).
You have visibility toggles per session:
Asia Session, Sydney Session, Tokyo Session, Shanghai Session, Europe Session, London Session, New York Session, NYSE (for TFlab mode).
So you visually see:
A shaded box for each session
The full H/L range for that session
A text label with the session name.
5. Info table
The indicator builds a table in a corner of the chart showing:
Header:
“FOREX Session”, “Stock Market Trading Hours”, “User Custom Session”, or “TFlab suggestion” depending on mode.
Columns:
Session name (Asia, Sydney, Tokyo, Shanghai, Europe, London, New York, NYSE)
DST status for that region (“Active 🌞 / Inactive 🍂 / Not Observed”)
Session start time
Session end time
Current status (“Open / Closed”, with green/red background)
The function SplitFunction:
Parses the "HHMM-HHMM" strings for each session.
Converts them into:
Either raw times (if viewing in UTC/session local)
Or converted times in Your Time Zone using timestamp and hour/ minute with YourTZ.
Returns formatted Start and End strings like 9:30, 13:00, etc.
So the table is effectively a live session schedule that:
Auto-adjusts to DST
Can show times in your own time zone
Shows which session is open right now.
6. OTT vertical lines (custom intraday markers)
At the bottom, there is an OTT section which lets you draw up to three sets of vertical lines at specific times:
Each OTT block has:
Enable toggle (Enable OTT 1/2/3)
Start hour & minute
End hour & minute
Color
Global OTT settings:
Line style: Solid / Dashed / Dotted
Line width
Toggle: “Show OTT Labels?”
Logic:
is_ott_time() checks if current bar’s hour and minute match the OTT input time.
draw_ott():
When the bar time matches, draws a vertical line through the candle from low to high (extend.both).
Optionally adds a label above the bar, like "OTT1 Start", "OTT1 End", etc.
Use cases:
Marking open/close of your trading session
Defining killzones, news times, or custom model windows
Visual anchors for your intraday routine (NY open, 10 AM candle, etc.)
MASTER ENGINE v6
MASTER ENGINE v6 is a multi-timeframe decision engine that shows direction, alignment quality, risk conditions, and a realistic target zone — without forcing trades.
What it actually does (short version)
Finds the dominant direction using multiple timeframes
Weights higher timeframes more heavily so noise can’t override structure
Grades trade quality (A–D) so you know when conditions are strong or marginal
Checks timing alignment so you’re not trading against momentum
Flags stretched or reversal-risk conditions early and clearly
Shows a conservative ATR-based target zone, scaled by trade quality
Everything is filtered through risk first, not opportunity first.
How to read it (at a glance)
DIR / ALIGNMENT → market bias and confidence
GRADE → trade quality, not probability
PLUS1 / NOW → timing agreement
TRADE → ON, CAREFUL, or stand aside
WHY → the single most important reason
TARGET ZONE → potential distance, not a promise
What it is not
❌ Not an entry signal
❌ Not a take-profit system
❌ Not predictive
❌ Not automated
In short
MASTER ENGINE v6 acts like a calm, experienced trader sitting next to you, saying:
“Direction is clear.”
“Timing is okay… but be careful.”
“Market’s stretched — don’t force it.”
“This is a reasonable zone, not a guaranteed target.”
You still make the final decision.
Dragon Smart Detector [Sentiment & Flow HUD]Dragon Smart Detector is a professional-grade contextual analysis tool designed to answer the most critical questions in trading: "Is the market driven by Fear or Greed?", "Is Smart Money stepping in?", and "Is the current breakout genuine?".
Instead of lagging indicators or simple buy/sell arrows, this tool provides a Head-Up Display (HUD) that analyzes the internal dynamics of price and volume in real-time.
1. 🧠 How It Works (The Core Logic)
This indicator combines technicals and fundamentals into four distinct metrics:
A. Market Sentiment (The Mood)
Quantifies crowd psychology using a hybrid algorithm of RSI (14) and Bollinger Bands.
EXTREME FOMO 🔥 (Red): Price is overextended beyond the upper band with high RSI. Indicates the crowd is euphoric. Risk Level: High.
EXTREME FEAR 😱 (Cyan): Price is panicking below the lower band with low RSI. Often marks a potential reversal bottom (Capitulation).
GREED / ANXIETY: Intermediate states of the market.
B. Volume Winner & Flow (The Battle)
Since accurate "Order Flow" data is not universal across all feeds, this script uses Price Spread Analysis to estimate aggressive pressure.
BULLS: Close price is near the High of the candle $\rightarrow$ Accumulation/Buying Pressure.
BEARS: Close price is near the Low of the candle $\rightarrow$ Distribution/Selling Pressure.
Flow Display: Shows the estimated percentage of Buying vs. Selling volume for the current session.
C. Volume Strength (RVOL)
Relative Volume compares the current volume against the 20-period simple moving average.
1.0x: Average volume.
> 2.0x (Orange): Volume is double the average. Significant activity.
> 3.0x (Pink/Magenta): Institutional Activity. Massive volume spike indicating Smart Money participation.
D. Float Rotation (The "Dragon" Metric)
Calculates what percentage of the company's available shares have been traded today.
Smart Data Fetch: The script automatically attempts to load FLOAT_SHARES. If unavailable (common with ETFs or some Indices), it intelligently switches to TOTAL_SHARES as a backup.
Why it matters: High rotation (e.g., > 2%) accompanied by a price increase suggests a massive changing of hands, often validating a strong breakout.
2. 🎯 How to Trade (Strategy Guide)
Scenario 1: The "Dragon Breakout" (Momentum)
Condition: Price is breaking a key resistance level.
Check HUD:
WINNER: Must be BULLS.
VOL STRENGTH: Should be > 1.5x (Orange) or > 3.0x (Pink).
ROTATION: High rotation confirms the breakout is supported by fresh demand.
Action: Enter the trade with confidence.
Scenario 2: The "Capitulation Buy" (Reversal)
Condition: Price is dropping sharply.
Check HUD:
SENTIMENT: Must show EXTREME FEAR 😱 (Cyan).
WINNER: Wait for the "Winner" status to flip from BEARS to BULLS (indicating a wick/rejection of lows).
Action: Look for long entries or reversal patterns.
Scenario 3: The "FOMO Trap" (Risk Management)
Condition: Price is rallying, but you are late to the party.
Check HUD:
SENTIMENT: Shows EXTREME FOMO 🔥.
FLOW: Shows BEARS winning (selling into strength/wicks).
Action: Do NOT buy. Tighten stop-losses or take partial profits.
3. ⚙️ Settings & Features
Smart Backup Data: Automatically handles N/A data for NASDAQ/NYSE tickers (like TSLA, NVDA) by switching data sources.
Manual Float: Allows you to manually input share count (in Millions) for penny stocks or local markets where data is missing.
Minimalist Mode: Hides Fundamental rows (Float/Rotation) if you only want to see Sentiment and Flow.
Visuals: Modern Neon/Borderless interface designed for dark mode charts.
Disclaimer
This indicator is for educational and informational purposes only. "Volume Flow" and "Winner" are estimates based on Price Action logic, not Level 2 data. Fundamental data relies on TradingView's financial database. Past performance does not guarantee future results.
Tip: Add this to your favorites ⭐️ and boost 🚀 if you find it useful in your daily trading!
Rejection Block DetectorRejection Block Detector
Rejection Block Detector is an indicator designed to automatically identify Rejection Blocks (SRB / LRB) — price levels where the market shows clear rejection and potential reaction.
The indicator detects:
Short Rejection Blocks (SRB) — bearish rejection zones
Long Rejection Blocks (LRB) — bullish rejection zones
Detection logic
Blocks are formed using a two-candle pattern, with precision controlled by the Tolerance parameter.
After a candidate block is detected, a Strength filter is applied, requiring the block’s key extremum to remain unbroken for a specified number of subsequent candles.
Higher Strength values result in:
fewer blocks
higher-quality, more significant levels
reduced market noise
Visualization and lifecycle
Each block is plotted as a horizontal line at its key level.
A block remains active until:
price reaches its key level
or its lifetime expires (Rejection blocks lifetime candles count)
Inactive blocks can either be:
hidden or displayed with reduced opacity using Show non actual rejection blocks
Alerts
The indicator provides alerts for:
Short Rejection Block formation
Long Rejection Block formation
First price touch of a Short Rejection Block
First price touch of a Long Rejection Block
These alerts allow traders to react to important price levels in real time without monitoring the chart continuously.
Use case
This indicator is well suited for traders who focus on:
price action
Smart Money Concepts
reaction and liquidity-based levels
The indicator does not repaint and does not generate trade signals — it highlights structural reaction levels to support informed decision-making.
Ingenuity Crazy Strategy BasicThis indicator is a powerful tool, but results depend on using the correct settings.
To avoid guessing and wasting time, all optimized settings, updates, and live examples are shared inside our Discord.
👉 Join the Discord to get:
• The exact settings we use
• Market-specific presets
• Live trade breakdowns
• Ongoing updates and support
⚠️ Do not use default settings.
📌 Discord access is required for best performance.
Momentum Quality Index (MQI)
Welcome to the Momentum Quality Index! This indicator aims to provide insight into short term trends by measuring the efficiency of price movement relative to the momentum of the trend. This indicator is designed to work better on short term time frames, capturing the micro-level of trends for practices such as day-trading, options trading, and shorter term swing trading.
How to read:
The main way of reading this indicator is through moving average crossovers. Upwards crossovers indicates uptrends whereas downwards crossovers indicates downtrends.
Customization:
This indicator includes a few adjustable options for fine tuning, such as optimized smoothing options and moving average length for efficiency in spotting reversals.
X-trend Liquidation Heatmap 🔥 X-TREND Liquidation Heatmap: Market Fuel Visualization
Stop trading blindly. X-Trend Liquidation Heatmap is an institutional-grade analytical tool designed to reveal what remains hidden from most retail traders: where the crowd's money is located.
The market always moves from liquidity to liquidity. This script transforms your chart into a professional heatmap, highlighting the specific price zones where stop-losses and liquidation levels of leveraged traders (10x, 25x, 50x, 100x) are concentrated. These are not just support and resistance lines—they are magnets for price action.
💎 WHAT YOU SEE ON THE CHART:
🟣 Liquidity Gradient Heatmap: Our unique algorithm visualizes the "density" of resting orders.
Faint Zones: Liquidation levels of low leverage positions (10x-25x).
Bright Neon Zones: Dense clusters of high leverage liquidations (50x-100x). Price often spikes through these zones to "sweep" the liquidity.
🟡 Gold Zones (Tested Liquidity): Areas of maximum interest that price has touched but not broken. These represent critical defense levels protected by market makers.
📊 Market Pressure Dashboard: A built-in panel analyzes Buyer/Seller pressure across all timeframes (LTF, MTF, HTF) + BTC Correlation. You get a clear numerical view of market sentiment (e.g., "Total 92% Long Pressure").
HOW TO USE IT? Stop placing your stop-losses where everyone else does. Use these zones as targets for Take Profit (exit into the crowd's liquidity) or look for reversal patterns when price "sweeps" a bright zone.
🚀 Perfect Synergy: Use the Heatmap to define your TARGETS, and use X-Trend Reversal (PRO) to pinpoint the exact ENTRY.
🔒 HOW TO GET ACCESS (INVITE-ONLY)
This script is a closed-source proprietary tool. Access is granted exclusively through our official channels.
⛔ NOTE: We do NOT respond to access requests in the comment section below. Please use the links above for instant support and license activation.
Asset Rotation System[Sahebson]Asset Rotation System
Overview
Asset Rotation System is a sophisticated cross-sectional momentum strategy designed to dynamically rotate capital among a customizable selection of assets. The system continuously evaluates the relative strength of multiple assets using proprietary alpha scoring methodology, automatically positioning your portfolio in the strongest-performing asset at any given time.
This indicator provides a complete portfolio management solution for traders seeking to maximize returns through systematic asset rotation while maintaining full transparency with comprehensive performance metrics, trade history, and visual feedback.
Key Features
1. Dynamic Asset Rotation
The system continuously monitors up to 10 customizable assets across any market—stocks, crypto, forex, or commodities. Using cross-sectional analysis, it identifies the asset demonstrating the strongest relative momentum and automatically signals rotation when leadership changes.
Supports any tradable asset available on TradingView
Real-time alpha scoring for each asset
Automatic rotation signals when market leadership shifts
2. Flexible Asset Selection
Each asset slot includes an enable/disable checkbox, allowing traders to:
Quickly toggle assets in and out of the rotation universe
Test different asset combinations without reconfiguring
Adapt to changing market conditions by excluding underperforming sectors
3. Adaptive Rolling Window Strategy
The system offers four pre-configured rolling window strategies that automatically adjust based on your chart timeframe:
Conservative: Strategy Behavior Best For Conservative Very stable, fewer trades Long-term investors seeking minimal turnover
Optimal: Balanced approach Most traders seeking good trend capture with filtered noise
Aggressive: More responsive Active traders wanting to catch trends early
Very Aggressive: Highly responsive Short-term traders comfortable with higher turnover
Manual override option available for advanced users who prefer custom settings.
4. Comprehensive Performance Metrics
Real-time calculation and display of institutional-grade performance ratios:
Sharpe Ratio: Risk-adjusted returns relative to total volatility
Sortino Ratio: Downside risk-adjusted returns (penalizes only negative volatility)
Omega Ratio: Probability-weighted ratio of gains vs. losses
Maximum Drawdown: Largest peak-to-trough decline
Average Holding Period: Mean bars held per position
5. Portfolio vs. Benchmark Comparison
Side-by-side comparison of your rotating portfolio against a customizable benchmark index:
Separate equity curves for visual comparison
Color-coded metrics showing outperformance/underperformance
Real-time tracking of both portfolio and benchmark returns
6. Buy & Hold Comparison Table
Instantly compare your portfolio's performance against buy-and-hold returns for each individual asset:
See which assets would have outperformed the rotation strategy
Validate the effectiveness of dynamic allocation
Identify periods where rotation adds or subtracts value
7. Detailed Trade History
Complete trade log with:
Date and time of each rotation
Sell asset and price
Buy asset and price
P&L % per trade
Holding period (bars) for each position
Configurable display (0-30 trades)
8. Visual Chart Feedback
Rotation Signals: Triangle markers with asset name when rotations occur
Portfolio Label: Current position, equity value, and return percentage
Benchmark Label: Benchmark name, equity value, and return percentage
Top Asset Box: Prominent display of current holding with alpha score
9. Flexible Back testing
Custom start date and time
Optional end date for specific period testing
Configurable starting capital
Adjustable risk-free rate for ratio calculations
Choice of 252 or 365 trading days for annualization
10. Real-Time Alerts
Automatic notifications when rotation occurs:
Alert includes sell asset, sell price, buy asset, and buy price
Compatible with TradingView's alert system
Never miss a rotation signal
************************************************************************
How to Use for Optimal Returns:
Step 1: Select Your Asset Universe
Choose assets that are:
Uncorrelated or negatively correlated: Diversification improves rotation effectiveness
Liquid: Ensures you can execute rotations without slippage
From different sectors/markets: Increases probability of finding strong performers
Step 2: Choose Your Rolling Window Strategy
Conservative, Optimal (default),Aggressive, Very Aggressive
Step 3: Set Your Timeframe
The rolling window automatically adapts to your chart timeframe:
Higher timeframes (Daily, Weekly): Smoother signals, fewer rotations, lower transaction costs
Lower timeframes (1H, 4H): More responsive, more rotations, higher potential but more noise
Recommendation: Start with Daily timeframe and Optimal strategy for most balanced results.
Step 4: Configure Backtest Period
Set start date to include various market conditions (bull, bear, sideways)
Ensure sufficient history for statistical significance (minimum 1 year recommended)
Compare metrics across different time periods to assess consistency
Step 5: Evaluate Performance
Look for:
Sharpe Ratio > 1.0: Acceptable risk-adjusted returns
Sharpe Ratio > 2.0: Very good risk-adjusted returns
Sortino Ratio > Sharpe Ratio: Strategy handles downside well
Omega Ratio > 1.5: Favorable gain/loss distribution
Portfolio Return > Benchmark: Strategy adds value vs. passive holding
Step 6: Monitor and Execute
Enable alerts for rotation notifications
Execute trades promptly when signals occur
Review trade history periodically to understand rotation patterns
Adjust asset universe if certain assets consistently underperform
Best Practices
DO:
✅ Include assets from different sectors or markets
✅ Use higher timeframes for fewer, more reliable signals
✅ Start with Conservative or Optimal strategy
✅ Backtest across multiple market conditions
✅ Consider transaction costs in your evaluation
✅ Monitor the Average Holding metric—longer holds generally mean lower costs
DON'T:
❌ Include highly correlated assets (reduces rotation benefit)
❌ Over-optimize on historical data
❌ Use Very Aggressive on low timeframes without understanding risks
❌ Ignore Maximum Drawdown—high returns with extreme drawdowns may not be sustainable
❌ Chase the highest returning backtest—consistency matters more
Performance Metrics Explained
Metric: What It Measures
Good Value Return Total: percentage gain/loss Positive
Benchmark Max DD Worst peak-to-trough decline: < 20% ideal, < 30% acceptable
Sharpe: Return per unit of total risk> 1.0 good, > 2.0 excellent
Sortino: Return per unit of downside risk> 1.5 good, > 2.5 excellent
Omega: Gain/loss probability ratio> 1.5 good, > 2.0 excellent
Avg Holding: Mean bars per position, Higher = lower turnover costs
***************************************************************************************************
Final Thoughts
Asset Rotation System provides a systematic, data-driven approach to portfolio management. By dynamically allocating capital to the strongest-performing asset among your selected universe, the strategy aims to capture momentum while avoiding underperformers.
The comprehensive metrics suite allows you to evaluate not just returns, but risk-adjusted performance, ensuring you understand the true quality of your results. Whether you're managing a stock portfolio, crypto holdings, or a diversified cross-asset allocation, this indicator provides the tools needed to implement a disciplined rotation strategy.
Remember: Past performance does not guarantee future results. Always validate the strategy across multiple market conditions and consider your personal risk tolerance before trading.
ORB Strategy - EnhancedThis algo is for setting and forgetting ORB. Does require an understanding of how to tweak trading factors
Kalman Smoother PanelPanel version of the Kalman smoothing indicator which I have setup myself to look at the volume but could be used for smoothing other noisy or erratic data values, it populates in a new pane below the main chart and has a small panel window of it's own to display the values that are output and the user is able to see the difference that way as well as in line chart format.
