Symbol Info Helper is an informational utility script that displays metadata about the currently selected instrument directly on the main price chart. It gathers built-in symbol properties including ticker identifier, description, instrument type, point value,
Indicator · Pine Script v5 · On the chart
Portfolio Laboratory [Kioseff Trading]
This indicator enables traders to construct and evaluate a custom multi-asset portfolio directly on the chart.
GitHub stars2on the repository
Pine versionv5runs as is
Lines of code1,297
Settings40inputs
LicenceNone statedfile: MPL-2.0
Last update8 months ago25 Feb 2026
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 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
1,297 lines of Pine Script v5 from pinescript/editors_picks/portfolio-laboratory-kioseff-trading.pine, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KioseffTrading
//@version=5
// ________________________________________________
// | |
// | --------------------------------- |
// | | K̲ i̲ o̲ s̲ e̲ f̲ f̲ T̲ r̲ a̲ d̲ i̲ n̲ g | |
// | | | |
// | | ƃ u ᴉ p ɐ ɹ ꓕ ⅎ ⅎ ǝ s o ᴉ ꓘ | |
// | -------------------------------- |
// | |
// |_______________________________________________|
indicator(title = "Portfolio Laboratory [Kioseff Trading]", overlay = true, precision = 2, max_labels_count = 500, max_lines_count = 500)
import TradingView/ta/1 as ta
lin = input.string(defval = "Yes", title = "Show Percentage Line Performance? ", options = ["Yes", "No"])
tab = input.string(defval = "Yes", title = "Show Table? ", options = ["Yes", "No"])
col = input.string(defval = "No", title = "Color Table Cells on Better Performer?", options = ["Yes", "No"])
dex = input.string(defval = "SPX", title = "Index Measured Against", options = ["SPX", "NASDAQ", "RUT", "NIFTY", "FTSE", "NIKKEI", "HSI", "DAX", "TSX", "IBOV"])
plo = input.string(defval = "Yes", title = "Plot Index Return?", options = ["Yes", "No"])
// _______________________________________________________
//
// Portoflio Asset Selection
// _______________________________________________________
asset1 = input.symbol(title="", group = "Asset 1", defval="AAPL", inline="1")
wX1 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="1")
ls1 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="1")
asset2 = input.symbol(title="", group = "Asset 2", defval="MSFT", inline="2")
wX2 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="2")
ls2 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="2")
asset3 = input.symbol(title="", group = "Asset 3", defval="GOOG", inline="3")
wX3 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="3")
ls3 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="3")
asset4 = input.symbol(title="", group = "Asset 4", defval="AMZN", inline="4")
wX4 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="4")
ls4 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="4")
asset5 = input.symbol(title="", group = "Asset 5", defval="META", inline="5")
wX5 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="5")
ls5 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="5")
asset6 = input.symbol(title="", group = "Asset 6", defval="T", inline="6")
wX6 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="6")
ls6 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="6")
asset7 = input.symbol(title="", group = "Asset 7", defval="V", inline="7")
wX7 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="7")
ls7 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="7")
asset8 = input.symbol(title="", group = "Asset 8", defval="MA", inline="8")
wX8 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="8")
ls8 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="8")
asset9 = input.symbol(title="", group = "Asset 9", defval="TSLA", inline="9")
wX9 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="9")
ls9 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="9")
asset10 = input.symbol(title="", group = "Asset 10", defval="X", inline="10")
wX10 = input.float(title="Return Weight", defval = 10, minval = 0.0, step = 0.1, maxval = 100.0, inline="10")
ls10 = input.string(title = "Direction (Long/Short)", defval = "Long", options = ["Long", "Short"], inline="10")
// _______________________________________________________
//
// Identifiers
// _______________________________________________________
var float [] d = array.new_float()
var float [] x = array.new_float(10)
var float [] x1 = array.new_float()
var float [] test = array.new_float(1)
var float [] currentR = array.new_float()
var float [] min = array.new_float(250)
var float [] es = array.new_float()
var float [] benMin = array.new_float(250)
var float [] benEs = array.new_float()
var float [] weight = array.new_float(10)
var float [] sH = array.new_float()
var float [] avg = array.new_float()
var float [] sHigh = array.new_float()
var float [] SsH = array.new_float()
var float [] Savg = array.new_float()
var float [] SsHigh = array.new_float()
var float [] dd = array.new_float()
var float [] sDD = array.new_float()
var float [] w_Eight = array.new_float(10)
var float [] w_Eight1 = array.new_float(10)
var label [] port = array.new_label(1)
var label [] asset = array.new_label(1)
var label [] assetDiff = array.new_label(1)
var label [] mon = array.new_label()
var label [] mon1 = array.new_label()
var label [] mon2 = array.new_label()
var label [] startDate = array.new_label()
var label [] inL = array.new_label(1)
var line [] pX = array.new_line(1)
var line [] pX1 = array.new_line(1)
var line [] pX2 = array.new_line(1)
var line [] pX3 = array.new_line(1)
var line [] pX4 = array.new_line(1)
var line [] inLI = array.new_line(1)
var linefill [] pXL = array.new_linefill()
var linefill [] pXL1 = array.new_linefill()
var string [] strin = array.new_string(10)
var float w1 = wX1
var float w2 = wX2
var float w3 = wX3
var float w4 = wX4
var float w5 = wX5
var float w6 = wX6
var float w7 = wX7
var float w8 = wX8
var float w9 = wX9
var float w10 = wX10
var float xY = 0.0
var bool cond2 = false
matS = ""
matX = ""
// _______________________________________________________
//
// Percentage Gain/Loss Calculation
// _______________________________________________________
PnLz(x, y) =>
((x / y) - 1)
PnL(x, y) =>
((x / y[1]) - 1)
// _______________________________________________________
//
// Time Window()
// _______________________________________________________
sYear = input.int(defval = 2018, title = "Calculation Start Year")
sMonth = input.int(defval = 01, title = "Calculation Start Month", maxval = 12, minval = 1)
sDay = input.int(defval = 02, title = "Calculation Start Day", maxval = 31, minval = 1)
eYear = input.int(defval = 2080, title = "Calculation End Year")
eMonth = input.int(defval = 01, title = "Calculation End Month", maxval = 12, minval = 1)
eDay = input.int(defval = 02, title = "Calculation End Day", maxval = 31, minval = 1)
start() => time >= timestamp(sYear, sMonth, sDay, 00, 00) and time <= timestamp(eYear, eMonth, eDay, 23, 59)
z = ta.valuewhen(start()[1] == false and start() == true, close, 0)
zZ = ta.valuewhen(year(time) == sYear and month(time) == sMonth and dayofmonth(time) == sDay, close, 0)
// _______________________________________________________
//
// Tuples
// _______________________________________________________
tuple(x, y) =>
First = x == "Long" ? nz(PnLz(close, z), -100) : nz(PnLz(close, z), -100) * -1
Second = x == "Long" ? PnL(close, close) * y : PnL(close, close) * y * -1,
Third = x == "Long" ? ((close / close[252]) - 1) * y : ((close / close[252]) - 1) * y * -1
Fourth = close
Fifth = syminfo.type
Sixth = ta.cagr(timestamp(sYear, sMonth, sDay), zZ, time <= timestamp(eYear, eMonth, eDay) ? time : timestamp(eYear, eMonth, eDay), close) * (y / 100)
var int [] count = array.new_int()
if year(time) >= sYear and month(time) != month(time[1])
array.push(count, 1)
Seventh = (math.pow((close / zZ), 1 / (array.sum(count) - 1)) - 1)
[First, Second, Third, Fourth, Fifth, Sixth, Seventh]
request() => tuple(ls1, wX1)
request1() => tuple(ls2, wX2)
request2() => tuple(ls3, wX3)
request3() => tuple(ls4, wX4)
request4() => tuple(ls5, wX5)
request5() => tuple(ls6, wX6)
request6() => tuple(ls7, wX7)
request7() => tuple(ls8, wX8)
request8() => tuple(ls9, wX9)
request9() => tuple(ls10, wX10)
// _______________________________________________________
//
// Data Requests()
// _______________________________________________________
[symcalc01x, f , annual , c, type, cagr, cmgr ] = request.security(asset1, timeframe.period, request() )
[symcalc02x, f1, annual1, c1, type1, cagr1, cmgr1] = request.security(asset2, timeframe.period, request1())
[symcalc03x, f2, annual2, c2, type2, cagr2, cmgr2] = request.security(asset3, timeframe.period, request2())
[symcalc04x, f3, annual3, c3, type3, cagr3, cmgr3] = request.security(asset4, timeframe.period, request3())
[symcalc05x, f4, annual4, c4, type4, cagr4, cmgr4] = request.security(asset5, timeframe.period, request4())
[symcalc06x, f5, annual5, c5, type5, cagr5, cmgr5] = request.security(asset6, timeframe.period, request5())
[symcalc07x, f6, annual6, c6, type6, cagr6, cmgr6] = request.security(asset7, timeframe.period, request6())
[symcalc08x, f7, annual7, c7, type7, cagr7, cmgr7] = request.security(asset8, timeframe.period, request7())
[symcalc09x, f8, annual8, c8, type8, cagr8, cmgr8] = request.security(asset9, timeframe.period, request8())
[symcalc10x, f9, annual9, c9, type9, cagr9, cmgr9] = request.security(asset10,timeframe.period, request9())
// _______________________________________________________
//
// Switch
// _______________________________________________________
mult1 = switch ls1
"Long" => 1
"Short" => 0
mult2 = switch ls2
"Long" => 1
"Short" => 0
mult3 = switch ls3
"Long" => 1
"Short" => 0
mult4 = switch ls4
"Long" => 1
"Short" => 0
mult5 = switch ls5
"Long" => 1
"Short" => 0
mult6 = switch ls6
"Long" => 1
"Short" => 0
mult7 = switch ls7
"Long" => 1
"Short" => 0
mult8 = switch ls8
"Long" => 1
"Short" => 0
mult9 = switch ls9
"Long" => 1
"Short" => 0
mult10 = switch ls10
"Long" => 1
"Short" => 0
// _______________________________________________________
//
// Dividends
// _______________________________________________________
div1 = (request.financial(asset1 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX1 * mult1
div2 = (request.financial(asset2 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX2 * mult2
div3 = (request.financial(asset3 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX3 * mult3
div4 = (request.financial(asset4 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX4 * mult4
div5 = (request.financial(asset5 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX5 * mult5
div6 = (request.financial(asset6 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX6 * mult6
div7 = (request.financial(asset7 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX7 * mult7
div8 = (request.financial(asset8 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX8 * mult8
div9 = (request.financial(asset9 ,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX9 * mult9
div10 = (request.financial(asset10,"DIVIDENDS_YIELD" ,"FQ", ignore_invalid_symbol = true) / 100) * wX10 * mult10
// _______________________________________________________
//
// Indices
// _______________________________________________________
requestIndex() => [(PnL(close, close) * 100), nz(PnLz(close, z) * 100, 0), close]
[SPX1,SPXx , spClose] = request.security("SPX", timeframe.period, requestIndex())
[ND1, NASDAQx, ndClose] = request.security("NDX", timeframe.period, requestIndex())
[RT1, RUTx , rtClose] = request.security("RUT", timeframe.period, requestIndex())
[NY1, NIFTYx , nyClose] = request.security("NIFTY", timeframe.period, requestIndex())
[FT1, FTSEx , ftClose] = request.security("UKX", timeframe.period, requestIndex())
[HA1, HANGx , haClose] = request.security("HSI", timeframe.period, requestIndex())
[NI1, NIKKEIx, niClose] = request.security("NI225", timeframe.period, requestIndex())
[DE1, DEx , deClose] = request.security("DAX", timeframe.period, requestIndex())
[CA1, TSXx , caClose] = request.security("TSX", timeframe.period, requestIndex())
[IN1, IBOVx , ibClose] = request.security("IBOV", timeframe.period, requestIndex())
symcalc01 = symcalc01x > -100 ? symcalc01x : -100, SPX = SPXx > -100 ? SPXx : -100
symcalc02 = symcalc02x > -100 ? symcalc02x : -100, NASDAQ = NASDAQx > -100 ? NASDAQx : -100
symcalc03 = symcalc03x > -100 ? symcalc03x : -100, RUT = RUTx > -100 ? RUTx : -100
symcalc04 = symcalc04x > -100 ? symcalc04x : -100, NIFTY = NIFTYx > -100 ? NIFTYx : -100
symcalc05 = symcalc05x > -100 ? symcalc05x : -100, FTSE = FTSEx > -100 ? FTSEx : -100
symcalc06 = symcalc06x > -100 ? symcalc06x : -100, HANG = HANGx > -100 ? HANGx : -100
symcalc07 = symcalc07x > -100 ? symcalc07x : -100, NIKKEI = NIKKEIx > -100 ? NIKKEIx : -100
symcalc08 = symcalc08x > -100 ? symcalc08x : -100, DE = DEx > -100 ? DEx : -100
symcalc09 = symcalc09x > -100 ? symcalc09x : -100, TSX = TSXx > -100 ? TSXx : -100
symcalc10 = symcalc10x > -100 ? symcalc10x : -100, IBOV = IBOVx > -100 ? IBOVx : -100
// _______________________________________________________
//
// User-Defined Identifiers
// _______________________________________________________
comb() =>
symcalc01x * wX1 +
symcalc02x * wX2 +
symcalc03x * wX3 +
symcalc04x * wX4 +
symcalc05x * wX5 +
symcalc06x * wX6 +
symcalc07x * wX7 +
symcalc08x * wX8 +
symcalc09x * wX9 +
symcalc10x * wX10
World() =>
"SPX " +
"\nNDX " +
"\nRUT " +
"\nNIFTY " +
"\nFTSE " +
"\nHSI " +
"\nNIKKEI " +
"\nDAX " +
"\nTSX " +
"\nIBOV "
WorldP() =>
str.tostring (SPX, format.percent) + "\n" +
str.tostring(NASDAQ, format.percent) + "\n" +
str.tostring(RUT, format.percent) + "\n" +
str.tostring(NIFTY, format.percent) + "\n" +
str.tostring(FTSE, format.percent) + "\n" +
str.tostring(HANG, format.percent) + "\n" +
str.tostring(NIKKEI, format.percent) + "\n" +
str.tostring(DE, format.percent) + "\n" +
str.tostring(TSX, format.percent) + "\n" +
str.tostring(IBOV, format.percent)
cond() =>
symcalc01 == -100 or symcalc02 == -100
or symcalc03 == -100 or symcalc04 == -100
or symcalc05 == -100 or symcalc06 == -100
or symcalc07 == -100 or symcalc08 == -100
or symcalc09 == -100 or symcalc10 == -100
change(x) =>
x != x[1] and not cond()
if
change(div1)
array.push(d, div1)
if
change(div2)
array.push(d, div2)
if
change(div3)
array.push(d, div3)
if
change(div4)
array.push(d, div4)
if
change(div5)
array.push(d, div5)
if
change(div6)
array.push(d, div6)
if
change(div7)
array.push(d, div7)
if
change(div8)
array.push(d, div8)
if
change(div9)
array.push(d, div9)
finDiv() => array.sum(d)
// _______________________________________________________
//
// Arrays
// _______________________________________________________
array.set(strin, 0, asset1), array.set(strin, 1, asset2)
array.set(strin, 2, asset3), array.set(strin, 3, asset4)
array.set(strin, 4, asset5), array.set(strin, 5, asset6)
array.set(strin, 6, asset7), array.set(strin, 7, asset8)
array.set(strin, 8, asset9), array.set(strin, 9, asset10)
sort(x, x1) =>
s = array.new_string(array.size(x))
s1 = array.copy(x1)
if array.size(x) == array.size(x1)
array.sort(s1, order.descending)
for i = 0 to array.size(x) - 1
s3 = array.get(x, math.max(0, array.indexof(x1, array.get(s1, i))))
array.set(s, i, s3)
[s, s1]
// _______________________________________________________
//
// Array Fills
// _______________________________________________________
array.push(x1, symcalc01x * wX1 +
symcalc02x * wX2 +
symcalc03x * wX3 +
symcalc04x * wX4 +
symcalc05x * wX5 +
symcalc06x * wX6 +
symcalc07x * wX7 +
symcalc08x * wX8 +
symcalc09x * wX9 +
symcalc10x * wX10)
array.push(currentR, symcalc01x * wX1 +
symcalc02x * wX2 +
symcalc03x * wX3 +
symcalc04x * wX4 +
symcalc05x * wX5 +
symcalc06x * wX6 +
symcalc07x * wX7 +
symcalc08x * wX8 +
symcalc09x * wX9 +
symcalc10x * wX10)
array.set(x,0, symcalc01x * wX1)
array.set(x,1, symcalc02x * wX2)
array.set(x,2, symcalc03x * wX3)
array.set(x,3, symcalc04x * wX4)
array.set(x,4, symcalc05x * wX5)
array.set(x,5, symcalc06x * wX6)
array.set(x,6, symcalc07x * wX7)
array.set(x,7, symcalc08x * wX8)
array.set(x,8, symcalc09x * wX9)
array.set(x,9, symcalc10x * wX10)
array.push(test, PnLz(close, z))
[xSort, xSort1] = sort(strin, x)
// _______________________________________________________
//
// Data for Plots
// _______________________________________________________
xY := cond() == true ? 0 :
z +
symcalc01 * wX1 +
symcalc02 * wX2 +
symcalc03 * wX3 +
symcalc04 * wX4 +
symcalc05 * wX5 +
symcalc06 * wX6 +
symcalc07 * wX7 +
symcalc08 * wX8 +
symcalc09 * wX9 +
symcalc10 * wX10
array.set(weight, 0, wX1), array.set(weight, 1, wX2), array.set(weight, 2, wX3)
array.set(weight, 3, wX4), array.set(weight, 4, wX5), array.set(weight, 5, wX6)
array.set(weight, 6, wX7), array.set(weight, 7, wX8), array.set(weight, 8, wX9)
array.set(weight, 9, wX10)
wString = array.sum(weight) == 100.00 ? na : "\n(Summed Weight Should Equal 100%)"
for i = 0 to array.size(xSort) - 1
matS := matS + array.get(xSort, i) + "\n"
matX := matX + str.tostring(array.get(xSort1, i), format.percent) + "\n"
// _______________________________________________________
//
// Beta
// _______________________________________________________
ind() =>
switch dex
"SPX" => SPX1
"NASDAQ" => ND1
"RUT" => RT1
"NIFTY" => NY1
"FTSE" => FT1
"HSI" => HA1
"NIKKEI" => NI1
"DAX" => DE1
"TSX" => CA1
"IBOV" => IN1
clo() =>
switch dex
"SPX" => spClose
"NASDAQ" => ndClose
"RUT" => rtClose
"NIFTY" => nyClose
"FTSE" => ftClose
"HSI" => haClose
"NIKKEI" => niClose
"DAX" => deClose
"TSX" => caClose
"IBOV" => ibClose
ret() =>
switch dex
"SPX" => SPXx
"NASDAQ" => NASDAQx
"RUT" => RUTx
"NIFTY" => NIFTYx
"FTSE" => FTSEx
"HSI" => HANGx
"NIKKEI" => NIKKEIx
"DAX" => DEx
"TSX" => TSXx
"IBOV" => IBOVx
combX() =>
nz(f) +
nz(f1) +
nz(f2) +
nz(f3) +
nz(f4) +
nz(f5) +
nz(f6) +
nz(f7) +
nz(f8) +
nz(f9)
cagrCalc() =>
math.avg(
cagr,
cagr1,
cagr2,
cagr3,
cagr4,
cagr5,
cagr6,
cagr7,
cagr8,
cagr9
)
* (
w1 +
w2 +
w3 +
w4 +
w5 +
w6 +
w7 +
w8 +
w9 +
w10
)
/ 10
cmgrCalc() =>
math.avg(
cmgr,
cmgr1,
cmgr2,
cmgr3,
cmgr4,
cmgr5,
cmgr6,
cmgr7,
cmgr8,
cmgr9
)
* (
w1 +
w2 +
w3 +
w4 +
w5 +
w6 +
w7 +
w8 +
w9 +
w10
)
beta() =>
correlation = ta.correlation(combX(), ind(), 252)
correlationFin = correlation * (ta.stdev(combX(), 252) / ta.stdev(ind(), 252))
correlationFin
finCAGR = fixnan(cagrCalc())
finCMGR = fixnan(cmgrCalc())
beta = str.tostring(beta(), format.mintick)
// _______________________________________________________
//
// VaR & CVaR
// _______________________________________________________
if change(bar_index)
array.push(min, combX())
array.push(benMin, (ind()))
if array.size(min) > 250
array.shift(min)
if array.size(benMin) > 250
array.shift(benMin)
fin = array.percentile_nearest_rank(min, 5)
finBen = array.percentile_nearest_rank(benMin, 5)
if
combX() < fin
array.push(es, combX())
if
ind() < finBen
array.push(benEs, ind())
if
change(year(time))
if
array.size(es) > 0
array.shift(es)
if
array.size(benEs) > 0
array.shift(benEs)
// _______________________________________________________
//
// Sharpe and Classic Correlation
// _______________________________________________________
rf = request.security("DGS10", "D", ((close / 252)))
if
change(bar_index)
array.push(sH, combX() - rf)
array.push(avg, array.avg(sH))
array.push(SsH, (ind()) - rf)
array.push(Savg, array.avg(SsH))
array.push(dd, combX())
array.push(sDD, SPXx)
if
array.size(sH) > 30
array.push(sHigh, (array.avg(sH)) / array.stdev(avg))
array.push(SsHigh, (array.avg(SsH)) / array.stdev(Savg))
if
array.size(sH) > 252
array.shift(sH)
array.shift(avg)
array.shift(SsH)
array.shift(Savg)
sharpe = (array.avg(sH)) / array.stdev(avg)
Ssharpe = (array.avg(SsH)) / array.stdev(Savg)
pE = request.quandl("MULTPL/SP500_PE_RATIO_MONTH")
// _______________________________________________________
//
// Drawdown & Correlation & R-Squared
// _______________________________________________________
corr = ta.correlation(combX(), ind(), 252)
maxDD = array.min(currentR)
maxSDD = array.min(sDD)
R2() =>
math.pow(ta.correlation(combX(), ind(), 252), 2)
Rx2 = R2() * 100
spDraw = .0
spDrawDown = .0
spMaxDrawDown = .0
if
array.size(x1) > 0
spDraw := spDraw[1] > clo() ? spDraw[1] : clo()
spDrawDown := clo() / spDraw - 1
spMaxDrawDown := spMaxDrawDown[1] < spDrawDown ? spMaxDrawDown[1] : spDrawDown
// _______________________________________________________
//
// Table
// _______________________________________________________
merge(v, w, x, y, z) =>
table.merge_cells(v, w, x, y, z)
y = array.new_table(
1,
table.new(
position.bottom_right,
6,
12,
bgcolor = na,
frame_width = 1,
border_width = 1,
border_color = color.white,
frame_color = color.white)
)
if
tab == "Yes"
if
barstate.islast
if
array.size(x1) > 0
log.info("DASDA")
table.cell(array.get(y, 0), 2, 0,
text = "Total Return\n" + str.tostring(array.get(x1, array.size(x1) - 1) + nz(finDiv()), format.percent) ,
bgcolor = array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 1,
text = "Constituents",
bgcolor = array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 2, 1,
text = "Component Returns",
bgcolor = array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 2,
text = matS + "\n",
bgcolor = array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 2, 2,
text = "\n" + matX + "\nDividend Yield: " + str.tostring(nz(finDiv()), format.percent),
bgcolor = array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 4,
text = "Portfolio Beta: " + beta,
bgcolor = color.new(color.blue, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 4,
text = str.tostring(dex) + " Beta: 1.00" ,
bgcolor = color.new(color.blue, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 5,
text = "Portfolio VaR: " + str.tostring(fin, format.percent),
bgcolor = col == "Yes" and fin > finBen ? color.new(color.green, 90) : col == "Yes" and fin < finBen ? color.new(color.red, 90) :
array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 6,
text = "Portfolio CVaR: " + str.tostring(array.avg(es), format.percent),
bgcolor = col == "Yes" and array.avg(es) > array.avg(benEs) ? color.new(color.green, 90) : col == "Yes" and array.avg(es) < array.avg(benEs) ? color.new(color.red, 90) :
array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 5,
text = str.tostring(dex) + " VaR: " + str.tostring(finBen, format.percent),
bgcolor = col == "Yes" and fin > finBen ? color.new(color.red, 90) : col == "Yes" and fin < finBen ? color.new(color.green, 90) :
array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 6,
text = str.tostring(dex) + " CVaR: " + str.tostring(array.avg(benEs), format.percent),
bgcolor = col == "Yes" and array.avg(es) > array.avg(benEs) ? color.new(color.red, 90) : col == "Yes" and array.avg(es) < array.avg(benEs) ? color.new(color.green, 90) :
array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 7,
text = "Portfolio Sharpe Ratio: " + str.tostring(sharpe, format.mintick) + " (Highest: " + str.tostring(array.max(sHigh), format.mintick) + ")",
bgcolor = col == "Yes" and sharpe > Ssharpe ? color.new(color.green, 90) : col == "Yes" and sharpe < Ssharpe ? color.new(color.red, 90) :
array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 7,
text = str.tostring(dex) + " Sharpe Ratio: " + str.tostring(Ssharpe, format.mintick),
bgcolor =col == "Yes" and sharpe < Ssharpe ? color.new(color.green, 90) : col == "Yes" and sharpe > Ssharpe ? color.new(color.red, 90) :
array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 10,
text = "Portfolio Correlation to " + str.tostring(dex) + ": " + str.tostring(corr * 100, format.percent),
bgcolor = col == "Yes" ? color.from_gradient(corr, 0.0, 1.0, color.new(color.green, 90) , color.new(color.red, 90)) :
array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 8,
text = "Max % Loss on Initial Investment: " + str.tostring(maxDD, format.percent) + "\n(When Holding Since Start Date)",
bgcolor = col == "Yes" and maxDD > maxSDD ? color.new(color.green, 90) : col == "Yes" and maxDD < maxSDD ? color.new(color.red, 90) :
array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 11,
text = "Portfolio R²: " + str.tostring(Rx2, format.percent),
bgcolor = col == "Yes" ? color.from_gradient(Rx2, 0, 100, color.new(color.red, 90), color.new(color.green, 90)) :
array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 9,
text = "CAGR: " + str.tostring(finCAGR, format.percent) + "\n" + "\nCMGR: " + str.tostring(finCMGR, "#0.0000") + "%",
bgcolor = array.get(x1, array.size(x1) - 1) > (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 9,
text = str.tostring(dex) + " Max Drawdown : " + str.tostring(spMaxDrawDown * 100, format.percent) + "\n(Highest Close to Lowest Close)",
bgcolor = array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 10,
text = "Risk-Free Rate: " + str.tostring(rf * 252, format.percent),
bgcolor = col == "Yes" ? color.new(color.white, 90) : array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 8,
text = str.tostring(dex) + " Max % Loss on Initial Investment: " + str.tostring(maxSDD, format.percent) + "\n(When Holding Since Start Date)",
bgcolor = col == "Yes" and maxDD < maxSDD ? color.new(color.green, 90) : col == "Yes" and maxDD < maxSDD ? color.new(color.red, 90) :
array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 11,
text = "S&P 500 P/E: " + str.tostring(pE, format.mintick),
bgcolor = col == "Yes" ? color.new(color.blue, 90) : array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 1, 0,
text =
w1 +
w2 +
w3 +
w4 +
w5 +
w6 +
w7 +
w8 +
w9 +
w10 == 100.0 ?
str.tostring(
w1 +
w2 +
w3 +
w4 +
w5 +
w6 +
w7 +
w8 +
w9 +
w10 , format.percent) + " Weight " +
wString + "\n\n" :
str.tostring(
w1 +
w2 +
w3 +
w4 +
w5 +
w6 +
w7 +
w8 +
w9 +
w10 , format.percent) + "Weight " + "\n"+ wString + "\n",
bgcolor = color.new(color.white, 90) ,
text_color = color.white)
table.cell(array.get(y, 0), 3, 0,
text = "Asset Total Return\n" + str.tostring((((close / z) - 1) * 100), format.percent),
bgcolor = array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 1,
text = "Indices",
bgcolor = array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 3, 2,
text = World(),
bgcolor = array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 4, 2,
text = WorldP(),
bgcolor = array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
table.cell(array.get(y, 0), 4, 1,
text = "Index Returns",
bgcolor = array.get(x1, array.size(x1) - 1) < (((close / z) - 1) * 100) ? color.new(color.green, 90) : color.new(color.red, 90),
text_color = color.white)
merge(array.get(y, 0), 3, 4, 4, 4 )
merge(array.get(y, 0), 3, 5, 4, 5 )
merge(array.get(y, 0), 3, 6, 4, 6 )
merge(array.get(y, 0), 1, 5, 2, 5 )
merge(array.get(y, 0), 1, 6, 2, 6 )
merge(array.get(y, 0), 1, 7, 2, 7 )
merge(array.get(y, 0), 1, 4, 2, 4 )
merge(array.get(y, 0), 3, 7, 4, 7 )
merge(array.get(y, 0), 1, 8, 2, 8 )
merge(array.get(y, 0), 1, 9, 2, 9 )
merge(array.get(y, 0), 3, 9, 4, 9 )
merge(array.get(y, 0), 3, 8, 4, 8 )
merge(array.get(y, 0), 1, 10, 2, 10)
merge(array.get(y, 0), 3, 10, 4, 10)
merge(array.get(y, 0), 3, 11, 4, 11)
merge(array.get(y, 0), 1, 11, 2, 11)
merge(array.get(y, 0), 3, 0, 4, 0)
/// _______________________________________________________
//
// Plots
// _______________________________________________________
t = plot(lin == "Yes" and cond() == false ? xY : na)
t1 = plot(lin == "Yes" ? z + (((close / z) - 1) * 100) : na, color = color.red)
t2 = plot(plo == "Yes" ? z + ret() : na, color = color.green)
fill(
t,
t1,
color = xY > z + (((close / z) - 1) * 100) and lin == "Yes" ? color.new(color.blue, 97) :
xY < z + (((close / z) - 1) * 100) and lin == "Yes" ? color.new(color.red, 97) :
na
)
Q1 = month(time) != month(time[1]) and month(time) == 01
Q2 = month(time) != month(time[1]) and month(time) == 04
Q3 = month(time) != month(time[1]) and month(time) == 07
Q4 = month(time) != month(time[1]) and month(time) == 10
if
cond() == false
and array.size(x1) > 0
if
lin == "Yes"
if Q1
array.push(mon, label.new(bar_index, xY, style = label.style_circle, size = size.auto, color = color.white))
array.push(mon1, label.new(bar_index, z + (((close / z) - 1) * 100), style = label.style_circle, color = color.white, size = size.auto))
if
plo == "Yes"
array.push(mon2, label.new(bar_index, z + ret(), style = label.style_circle, size = size.auto, color = color.white))
if Q2
array.push(mon, label.new(bar_index, xY, style = label.style_circle, size = size.auto, color = color.white))
array.push(mon1, label.new(bar_index, z + (((close / z) - 1) * 100), style = label.style_circle, color = color.white, size = size.auto))
if
plo == "Yes"
array.push(mon2, label.new(bar_index, z + ret(), style = label.style_circle, size = size.auto, color = color.white))
if Q3
array.push(mon, label.new(bar_index, xY, style = label.style_circle, size = size.auto, color = color.white))
array.push(mon1, label.new(bar_index, z + (((close / z) - 1) * 100), style = label.style_circle, color = color.white, size = size.auto))
if
plo == "Yes"
array.push(mon2, label.new(bar_index, z + ret(), style = label.style_circle, size = size.auto, color = color.white))
if Q4
array.push(mon, label.new(bar_index, xY, style = label.style_circle, size = size.auto, color = color.white))
array.push(mon1, label.new(bar_index, z + (((close / z) - 1) * 100), style = label.style_circle, color = color.white, size = size.auto))
if
plo == "Yes"
array.push(mon2, label.new(bar_index, z + ret(), style = label.style_circle, size = size.auto, color = color.white))
if
barstate.islast
array.push(
port, label.new(
x = bar_index + 50,
y = xY > z + (((close / z) - 1) * 100) ? xY * 1.01 : xY * .99,
text = "Portfolio Return: " + str.tostring(array.get(x1, array.size(x1) - 1) + nz(finDiv()), format.percent),
style = xY > z + (((close / z) - 1) * 100) ? label.style_label_down : label.style_label_up,
color = color.new(color.blue, 50),
textcolor = color.white)
)
array.push(
asset, label.new(
x = bar_index + 50,
y = xY > z + (((close / z) - 1) * 100) ? z + (((close / z) - 1) * 100) * .99 : z + (((close / z) - 1) * 100) * 1.01,
text = "Asset Return: " + str.tostring((((close / z) - 1) * 100), format.percent),
color = color.new(color.red, 50),
style = z + (((close / z) - 1) * 100) < xY ? label.style_label_up : label.style_label_down,
textcolor = color.white)
)
array.push(
pX, line.new(
x1 = bar_index,
y1 = xY,
x2= bar_index + 50,
y2 = xY,
color = color.blue)
)
array.push(
pX1, line.new(
x1 = bar_index,
y1 = z + (((close / z) - 1) * 100),
x2 = bar_index + 50,
y2 = z + (((close / z) - 1) * 100),
color = color.red)
)
array.push(
pX2, line.new(
x1 =
bar_index + 50,
y1 = xY,
x2 = bar_index + 50,
y2 = math.avg(z + (((close / z) - 1) * 100), xY),
color = color.blue)
)
array.push(
pX3, line.new(
x1 = bar_index + 50,
y1 = z + (((close / z) - 1) * 100),
x2 = bar_index + 50,
y2= math.avg(z + (((close / z) - 1) * 100), xY),
color = color.red)
)
array.push(
pX4, line.new(
x1 = bar_index,
y1 = math.avg(z + (((close / z) - 1) * 100), xY),
x2 = bar_index + 50,
y2 = math.avg(z + (((close / z) - 1) * 100), xY),
color = na)
)
if
plo == "Yes"
array.push(
inLI, line.new(
x1 = bar_index,
y1 = z + ret(),
x2= bar_index + 50,
y2 = z + ret(),
color = color.green)
)
array.push(
inL, label.new(
x = bar_index + 50,
y = z + ret(),
text = str.tostring(dex) +" Return: " + str.tostring(ret(), format.percent),
color = color.new(color.green, 50),
style = label.style_label_left,
textcolor = color.white)
)
// _______________________________________________________
//
// Lines & Labels
// _______________________________________________________
if
array.size(pX) > 0
array.push(
pXL, linefill.new(
line1 = array.get(pX, array.size(pX) - 1),
line2 = array.get(pX4, array.size(pX4) - 1),
color = color.new(color.blue, 92))
)
array.push(
pXL1, linefill.new(
line1 = array.get(pX1, array.size(pX1) - 1),
line2 = array.get(pX4, array.size(pX4) - 1),
color = color.new(color.red, 92))
)
if
array.size(port) > 1
label.delete(array.shift(port))
label.delete(array.shift(asset))
line.delete (array.shift(pX))
line.delete (array.shift(pX1))
line.delete (array.shift(pX2))
line.delete (array.shift(pX3))
line.delete (array.shift(pX4))
if
array.size(inLI) > 0
line.delete (array.shift(inLI))
label.delete(array.shift(inL))
// _______________________________________________________
//
// Time Start Marker
// _______________________________________________________
if
c > 0
and c1 > 0
and c2 > 0
and c3 > 0
and c4 > 0
and c5 > 0
and c6 > 0
and c7 > 0
and c8 > 0
and c9 > 0
cond2 := true
if
cond2[1] == false
if
cond2 == true
array.push(
startDate, label.new(
x =bar_index,
y =high * 1.20,
text = "All Assets Started \nTrading by This Session\n" + str.tostring(year(time)) + "/" + str.tostring(month(time)) + "/" + str.tostring(dayofmonth(time)),
textcolor = color.black, color = color.new(color.white, 50),
style = label.style_label_right)
)
bgcolor(cond2[1] == false and cond2 == true ? color.white : cond2 == true ? color.new(color.white, 99) : na)
Overview
Users can select multiple symbols, assign specific weighting percentages, and designate long or short positions. It calculates cumulative percentage returns for the portfolio and plots performance lines alongside a selected benchmark index such as SPX or NASDAQ. A customizable on-screen table summarizes key performance comparisons.
- Customizable multi-asset weighting and direction
- Benchmark index comparison
- Percentage performance line plots
- On-screen summary table dashboard
Details
Published by
regalouisei on GitHub
Code credit
KioseffTrading, as written in the script's header
Type
Indicator, Pine Script v5
Draws
On the price chart
Category
Screeners & dashboards
Markets
Stocks, Indices
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 |
|---|---|---|---|
| Show Percentage Line Performance? | string | Yes | lin |
| Show Table? | string | Yes | tab |
| Color Table Cells on Better Performer? | string | No | col |
| Index Measured Against | string | SPX | dex |
| Plot Index Return? | string | Yes | plo |
| asset1 | symbol | AAPL | asset1 |
| Return Weight | float | 10 | wX1 |
| Direction (Long/Short) | string | Long | ls1 |
| asset2 | symbol | MSFT | asset2 |
| Return Weight | float | 10 | wX2 |
| Direction (Long/Short) | string | Long | ls2 |
| asset3 | symbol | GOOG | asset3 |
Show all 40 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| Return Weight | float | 10 | wX3 |
| Direction (Long/Short) | string | Long | ls3 |
| asset4 | symbol | AMZN | asset4 |
| Return Weight | float | 10 | wX4 |
| Direction (Long/Short) | string | Long | ls4 |
| asset5 | symbol | META | asset5 |
| Return Weight | float | 10 | wX5 |
| Direction (Long/Short) | string | Long | ls5 |
| asset6 | symbol | T | asset6 |
| Return Weight | float | 10 | wX6 |
| Direction (Long/Short) | string | Long | ls6 |
| asset7 | symbol | V | asset7 |
| Return Weight | float | 10 | wX7 |
| Direction (Long/Short) | string | Long | ls7 |
| asset8 | symbol | MA | asset8 |
| Return Weight | float | 10 | wX8 |
| Direction (Long/Short) | string | Long | ls8 |
| asset9 | symbol | TSLA | asset9 |
| Return Weight | float | 10 | wX9 |
| Direction (Long/Short) | string | Long | ls9 |
| asset10 | symbol | X | asset10 |
| Return Weight | float | 10 | wX10 |
| Direction (Long/Short) | string | Long | ls10 |
| Calculation Start Year | int | 2018 | sYear |
| Calculation Start Month | int | 01 | sMonth |
| Calculation Start Day | int | 02 | sDay |
| Calculation End Year | int | 2080 | eYear |
| Calculation End Month | int | 01 | eMonth |
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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