KivancOzbilgic

Elevated Leverage index System - ELiS

ELEVATED LEVERAGE index SYSTEM ( ELiS ) tries to solve the problem of adjusting meaningful leverage in futures and margin trading.

The biggest problem for traders is adjusting the leverage level manually.

Concerning about the volatilities it's very hard to set a meaningful leverage level.

ELiS includes 4 different volatility component which are:

1- nATR: Normalized Average True Range which is actually ATR/price to stabilize ATR's value differences when price changes are high on long term periods.
2- Standard Deviation
3- Kairi based nATR
4- Bollinger %B

which are scaled from 0 to 100 and takes different averages with different combinations & ratios and combines them as an index.

This index calculates an average volatility to set the true leverage level when trading futures especially in Crypto and FX markets.

There are 5 risk levels of "GEARS" like on automobiles to set the max leverage for risk management.

Gear 1 - CONSERVATIVE: max leverage level can be 20 for swing traders and beginners
Gear 2 - STANDARD: max leverage level can be 25 (default) for day traders
Gear 3 - AVERAGE: max leverage level can be 33 for day traders
Gear 4 - RISKY: max leverage level can be 50 for scalpers
Gear 5 - AGRESSIVE: max leverage level can be 100 for advanced scalpers

default length for ATR, Standard Deviation and %B are all 50

Simply:
When markets aren't volatile: ELiS indicateshigher leverage values to maximize profits.
When markets are volatile enough: ELiS indicates lower values to reduce risk level.


hope you all enjoy ELiS on profitable trades.

Twitter: @kivancozbilgic

YouTube (Turkish): http://youtube.com/c/kivancozbilgic

YouTube (English): http://youtube.com/c/AlgoWorld
Script open-source

Dans le véritable esprit de TradingView, l'auteur de ce script l'a publié en open-source, afin que les traders puissent le comprendre et le vérifier. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais la réutilisation de ce code dans une publication est régie par le règlement. Vous pouvez le mettre en favori pour l'utiliser sur un graphique.

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.

Vous voulez utiliser ce script sur un graphique ?