USE Adaptive Kelly Test: Free TradingView Indicator (Pine Script)

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

Filters include a moving average, a confirmation moving average, a higher-high higher-low market structure check using pivots and a MACD direction check. Take profit and stop loss percentages can adapt to ATR. A Kelly-style position size is estimated from win rate and average win and loss inputs, scaled by a safety factor and capped. Labels are in Russian, and the sizing inputs are user-entered assumptions.

Moving average and structure filters
MACD direction filter
ATR-adaptive take profit and stop loss
Kelly-style sizing with a cap

Details

Published by

xopromo on GitHub

Type

Indicator, Pine Script v6

Draws

On the price chart

Markets

Any symbol

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.

File

USE_Optimizer_ADAPTIVE_KELLY_TEST.pine

Repository

github.com/xopromo/112. See its other scripts in the library

Settings

The inputs you can change from the gear icon on the chart. Defaults are the author's.

Setting	Type	Default	Variable
Свободный вход (любой сигнал)	`bool`	`true`	`use_free_entry`
Включить MA фильтр	`bool`	`false`	`use_int_ma`
Тип MA	`string`	`EMA`	`ma_type`
Период MA	`int`	`200`	`ma_len`
Включить Confirm MA	`bool`	`true`	`use_conf_ma`
Тип	`string`	`SMA`	`conf_ma_type`
Период	`int`	`150`	`conf_ma_len`
Структура рынка HH/HL	`bool`	`true`	`use_struct`
Pivot left	`int`	`5`	`struct_pv_l`
Pivot right	`int`	`5`	`struct_pv_r`
Окно (баров)	`int`	`65`	`struct_len_v`
MACD направление (фильтр)	`bool`	`true`	`use_macd_f`

Show all 40 settings

Setting	Type	Default	Variable
MACD быстрый	`int`	`12`	`macd_fast`
MACD медленный	`int`	`26`	`macd_slow`
MACD сигнал	`int`	`9`	`macd_signal`
Включить адаптивный режим	`bool`	`true`	`use_adaptive`
Адаптивный TP (зависит от ATR)	`bool`	`true`	`use_adaptive_tp`
Базовый TP %	`float`	`3.0`	`tp_base_pct`
Период ATR для TP	`int`	`20`	`tp_atr_len`
Множитель ATR→TP	`float`	`1.0`	`tp_atr_mult`
Адаптивный SL (зависит от ATR)	`bool`	`true`	`use_adaptive_sl`
Базовый SL %	`float`	`9.0`	`sl_base_pct`
Период ATR для SL	`int`	`20`	`sl_atr_len`
Множитель ATR→SL	`float`	`0.5`	`sl_atr_mult`
Включить Kelly Criterion	`bool`	`true`	`use_kelly`
WR% (для расчёта)	`float`	`60.0`	`kelly_win_rate`
Средний выигрыш %	`float`	`3.0`	`kelly_avg_win`
Средний убыток %	`float`	`9.0`	`kelly_avg_loss`
Коэффициент безопасности	`string`	`Kelly/2 (рекомендовано)`	`kelly_safety`
Максимум % на сделку	`float`	`25.0`	`kelly_max_cap`
SL по %	`bool`	`true`	`use_sl_pct`
Процент %	`float`	`9.0`	`sl_pct_val`
TP по %	`bool`	`true`	`use_tp_pct`
Процент %	`float`	`3.0`	`tp_pct_val`
Депозит $	`float`	`1000.0`	`start_cap`
Период ATR (основной)	`int`	`17`	`atr_len`
Показывать TP линии	`bool`	`true`	`show_tp_line`
Показывать SL линии	`bool`	`true`	`show_sl_line`
Показывать Kelly % на графике	`bool`	`true`	`show_kelly`
Показывать ATR/средний ratio	`bool`	`true`	`show_atr_ratio`

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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