Shows a table on the chart that maps a macro stress reading to a capital split across three sleeves: a core equity ETF, a small-cap ETF and a short-term Treasury ETF.
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
Stress is a rolling z-score of the VIX, a credit spread or a custom ticker, with separate entry and exit thresholds for hysteresis. A switch picks gradual or binary de-risking. Other symbols are fetched with request.security, using lookahead off.
The inputs you can change from the gear icon on the chart. Defaults are the author's.
Setting
Type
Default
Variable
Sleeve 1 (Factor / Core Equity)
symbol
AMEX:SPY
tickerS1
Sleeve 2 (Small Caps / Momentum)
symbol
AMEX:IWM
tickerS2
Sleeve 3 (Renda Fixa / T-Bills)
symbol
AMEX:BIL
tickerS3
Fonte de Estresse
string
VIX (Proxy Diário)
macroSource
Ticker Macro Personalizado
symbol
CBOE:VIX
customMacroTicker
Janela de Z-Score (Barras)
int
36
zWindow
Limiar de Entrada em Estresse (+Z)
float
1.0
entryZ
Limiar de Saída do Estresse (+Z)
float
0.5
exitZ
De-risking Gradual (vs Binário)
bool
true
modeGradual
Exibir Tabela de Alocação
bool
true
showTable
Posição da Tabela
string
Superior direito
tablePos
Cor Regime Normal
color
color.new(#00c853, 0)
colNormal
Show all 14 settings
Setting
Type
Default
Variable
Cor Regime Alerta
color
color.new(#ffd600, 0)
colWarning
Cor Regime Estresse
color
color.new(#d50000, 0)
colStress
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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