Calculates rolling Sharpe ratios for sub-factors including RSI, MACD, and EMA trend alignment to dynamically weight their signals into a consensus voting score.
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 strategy, select all of the template text and paste. Press Save and give it a name.
4Add it to the chartPress Add to chart. The trades and results appear in the Strategy Tester tab; adjust the settings with the gear icon.
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
Long or short positions are opened when the consensus score crosses selectable threshold levels. The script draws signal background highlights on the price chart and renders a dashboard table showing real-time factor weightings. Settings allow adjusting the lookback period, voting strictness, and interest rate benchmark. There are no built-in stop loss or take profit exits.
Dynamic factor weighting based on rolling Sharpe ratio calculation
Consensus voting mechanism combining RSI, MACD, and EMA signals
Configurable strictness thresholds using Pine Script v6 enums
On-screen dashboard table displaying live factor weight percentages
The inputs you can change from the gear icon on the chart. Defaults are the author's.
Setting
Type
Default
Variable
因果共識門檻
enum
ThresholdLevel.Standard
level
夏普回顧週期
int
50
lookback
年化無風險利率 (%)
float
0.02
rf_rate
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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