This indicator calculates the distribution of close-to-close percentage changes using rate of change on closing prices. It bins percentage changes into intervals of 0.25 percent increments from negative to positive values and plots a normalized cumulative hist
Indicator · Pine Script v4 · Own pane
Tykhe Rolling Sharpe Ratio
A Pine v4 indicator in a separate pane that shows a rolling Sharpe-style ratio of the chart's price series, with a long window of 200 bars and a short window of 52 by default.
GitHub stars1on the repository
Pine versionv4older, still runs
Lines of code69
Settings10inputs
LicenceNone stated
Last update3 years ago19 Mar 2023
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
An optional reference interest rate symbol can be subtracted, a Hull moving average smooths the result, and a moving average of the ratio can be shown. Toggles show or hide the short and long ratios. Input labels are in Spanish.
- Short and long rolling Sharpe ratio
- Optional reference interest rate series
- Hull moving average smoothing
- Moving average of the ratio
Details
Published by
nvFede on GitHub
Type
Indicator, Pine Script v4
Draws
Separate pane below the chart
Category
Volatility & bands
Markets
Any symbol
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.
| Setting | Type | Default | Variable |
|---|---|---|---|
| Fuente: | source | close | src |
| ¿Ver Sharpe corto? | bool | true | display_ss |
| ¿Ver Sharpe Largo? | bool | true | display_ls |
| Long Sharpe: | int | 200 | len |
| Short Sharpe: | int | 52 | short_len |
| ¿Usar tasa libre de riesgo? | bool | false | use_rf |
| Tasa libre de riesgo: | string | DTB3 | Tasa libre de riesgo: |
| Suavizado: | int | 5 | smoothness |
| ¿Mostrar media móvil? | bool | true | mostrar_sma |
| Media Móvil: | int | 200 | sma_period |
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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