Indicator · Pine Script v6 · Own pane

Rebalanced Allocation

by nvolpe2007-cell

Simulates a portfolio of ten crypto assets, a gold-backed token and cash that is rebalanced on a fixed schedule, and plots the resulting equity curve against buy and hold in a separate pane.

View on GitHub

GitHub stars1on the repository
Pine versionv6current
Lines of code191
Settings18inputs
LicenceNone stated
Last updateyesterday28 Oct 2026

Add It to Your TradingView Chart

  1. 1Copy the scriptPress Copy script above. It reads the file straight from GitHub.
  2. 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
  3. 3Paste over the templateCreate a new indicator, select all of the template text and paste. Press Save and give it a name.
  4. 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

Target weights are 50 percent crypto, 25 percent gold and the rest cash by default, with inverse-volatility weighting inside the crypto sleeve. Rebalance interval, taker fee, volatility lookback, starting equity and all symbols are inputs. It is a calculation tool and places no orders.

Details

Published by

nvolpe2007-cell on GitHub

Draws

Separate pane below the chart

Markets

Crypto, Gold

Timeframes

H4 and above

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.

SettingTypeDefaultVariable
Crypto 1symbolKRAKEN:XBTUSDs1
Crypto 2symbolKRAKEN:ETHUSDs2
Crypto 3symbolKRAKEN:SOLUSDs3
Crypto 4symbolKRAKEN:XRPUSDs4
Crypto 5symbolKRAKEN:ADAUSDs5
Crypto 6symbolKRAKEN:LINKUSDs6
Crypto 7symbolKRAKEN:LTCUSDs7
Crypto 8symbolKRAKEN:BCHUSDs8
Crypto 9symbolKRAKEN:AVAXUSDs9
Crypto 10symbolKRAKEN:DOGEUSDs10
Gold (REBALANCE_GOLD)symbolKRAKEN:PAXGUSDsGold
Crypto % (REBALANCE_CRYPTO_FRAC)float50.0cryptoFrac
Show all 18 settings
SettingTypeDefaultVariable
Gold % (REBALANCE_GOLD_FRAC)float25.0goldFrac
Rebalance every N bars (REBALANCE_DAYS)int30rebalDays
Taker fee % on turnover (REBALANCE_TAKER)float0.26taker
Inverse-vol sleeve weighting (REBALANCE_WEIGHT_SCHEME)booltrueinvVol
Vol lookback, days (REBALANCE_VOL_LOOKBACK)int60volLb
Starting equityfloat1000startEq
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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