This overlay indicator plots a Supertrend from an ATR length and factor, four exponential moving averages, and a selectable VWAP or TWAP taken from a chosen timeframe on the price chart. It also shows MACD and stochastic with adjustable lengths, smoothing, ver
Indicator · Pine Script v5 · On the chart
Distribución de Retornos: Métricas e Interpretación
This indicator measures the distribution of bar-to-bar close returns over a rolling window and presents the results in a table on the price chart.
GitHub stars6on the repository
Pine versionv5runs as is
Lines of code169
Settings8inputs
LicenceNone stated
Last update6 days ago22 Oct 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart, then adjust the settings with the gear icon next to its name.
Source Code
The code stays on GitHub. The author has not published this script under an open licence, so ForexR does not show its code. Copy script reads the file straight from GitHub into your clipboard, so you can still try it on your own chart. Ask the author before reusing the code anywhere else.
Overview
Distribución de Retornos: Métricas e Interpretación calculates annualized mean return and volatility, a simple Sharpe ratio, a 95 percent value-at-risk percentile, skewness, excess kurtosis, and a Jarque-Bera normality check. It also estimates average gains and losses, the median return, and price or investment scenarios. Lookback length, annualization factor, invested amount, diagnostic thresholds, and table position are adjustable. It does not generate trade entries or exits.
- Rolling return mean and volatility
- Sharpe ratio and VaR percentile
- Skewness, kurtosis, and Jarque-Bera test
- On-chart diagnostic statistics table
- Invested-amount return scenarios
Details
Published by
fpxbs7777 on GitHub
Type
Indicator, Pine Script v5
Draws
On the price chart
Category
Volatility & bands, Screeners & dashboards
Markets
Any symbol
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Ventana (barras) | int | 252 | lookback |
| Factor de anualización | int | 252 | factor |
| Monto a invertir | float | 10000 | invest |
| Sharpe mínimo (diagnóstico) | float | 1.0 | sharpeMin |
| Volatilidad máx. (diagnóstico) | float | 0.20 | volMax |
| Pérdida VaR máx. aceptada | float | 0.20 | varMax |
| Posición tabla | string | Top Right | tblPos |
| Mostrar tabla | bool | true | showTable |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
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