Benchmark

Trading-Sparks - Relative Strength Line Relative Strength Line shows how the chart symbol has performed against a benchmark over a fixed lookback, colours that line by whether relative strength is improving or weakening, and breaks the result into its two parts so it is clear where the relative number comes from. What it shows - A line of relative performance in percent over the lookback. Above zero means the symbol beat the benchmark over that window; below zero means it lagged. - Colour: green while relative strength is improving,

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par RakeshPoluri

Rolling Beta Drift Monitor [Pineify]Rolling Beta Drift Monitor Overview Tracks an asset's changing return relationship with a benchmark through rolling beta, a prior beta corridor, correlation, residual volatility, and confirmed state. It diagnoses exposure rather than predicting returns. Problem Definition Beta is a sample estimate, not a stable property. A moving beta can change because of covariance, low benchmark variance, unmatched sessions, or asset-specific noise. Equal betas may have different correlations. The mon

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Relative Strength vs Benchmark [Mansfield RS]What this does This indicator measures whether a stock is outperforming or underperforming a chosen benchmark index, using the Mansfield Relative Strength method — a technique long used by momentum/trend traders but rarely available as a simple, ready-to-use tool. Why not just plot a price ratio? A raw stock-price-to-index-price ratio only tells you if the ratio is rising or falling — the actual number means nothing on its own, and it's easy to misread. Mansfield RS fixes this by measuring h

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par WaveXplorer

TRADLEWARE-HODL Buy and Hold Benchmark This is a passive reference strategy, not a signal-based trading system. It exists to give an honest baseline: buy once, hold through everything, and see what an active strategy actually needs to beat. How it works Buy-and-hold ("HODL") is the simplest possible approach to markets: put the money in once and do nothing else, regardless of what price does afterward. There is no attempt to time entries or exits, no reaction to drawdowns, and no risk management of any

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TRADLEWARE-DCA Dollar-Cost Averaging Benchmark This is a passive reference strategy, not a signal-based trading system. It exists to give an honest, apples-to-apples comparison for active strategies: instead of trying to time entries, it buys a fixed amount of the asset on a regular schedule until a set capital budget is fully deployed. How it works Dollar-cost averaging (DCA) means investing a fixed amount of money at regular intervals, regardless of price. Some buys land at high prices, some at low

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[Viprasol] Real Relative Strength Overview This indicator is based on the open-source "Real Relative Strength" (RRS) concept, which measures how an asset is performing against a benchmark after normalising for volatility. The original plots ATR-normalised relative momentum versus a benchmark (e.g. SPY) with zero-cross arrows and strong/weak zones. This version keeps that calculation and adds RRS/price divergence detection, a second-benchmark agreement filter, a signal cooldown, an RRS acceleration read, and a compact dashboard.

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Relative Strength Pullback Map [AGPro Series]Relative Strength Pullback Map 🧠 Core Idea Is the pullback happening while the asset remains a relative leader against its benchmark? 📌 Overview / What it does Relative Strength Pullback Map is a benchmark-relative price-action tool built to study whether an asset is pulling back from strength or breaking down into weakness. The script compares the active symbol against a selected benchmark, builds a relative-strength baseline, evaluates leader status, measures pullback depth, maps a pul

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AG Pro Correlation Breakdown Map [AGPro Series]AG Pro Correlation Breakdown Map Overview / What it does AG Pro Correlation Breakdown Map is an overlay indicator designed to monitor whether a chart symbol is maintaining, weakening, breaking, or repairing its relationship with a benchmark symbol. The default benchmark in this version is Bitcoin via BINANCE:BTCUSDT, which makes the tool especially useful for crypto traders who want to understand whether an altcoin is still moving in line with BTC or beginning to decouple from it. This scr

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AG Pro Relative Strength Rotation Map [AGPro Series]AG Pro Relative Strength Rotation Map OVERVIEW / WHAT IT DOES AG Pro Relative Strength Rotation Map is a relative leadership framework designed to evaluate how the active symbol is behaving versus a user-defined reference symbol. Instead of focusing only on absolute price movement, this script studies whether the active market is strengthening, weakening, stabilizing, or rotating relative to its benchmark. The script builds a smoothed relative-strength backbone, measures rotation pressure t

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AG Pro Correlation Stress Meter [AGPro Series]AG Pro Correlation Stress Meter Overview / What it does AG Pro Correlation Stress Meter is an overlay indicator designed to estimate when an instrument is becoming increasingly synchronized with a selected benchmark and whether that relationship is developing into a higher-stress market condition. Instead of treating correlation as a standalone number, this script converts multiple correlation-related components into a structured stress framework. The goal is not to predict direction. The g

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Master Portfolio Lab PRO [The Quant Science]The Master Portfolio Lab PRO is an advanced quantitative analysis terminal designed to transform TradingView into a powerful multi-asset portfolio management engine. Developed with institutional-grade calculation logic, this tool allows you to simulate, monitor, and analyze the combined performance of 12 customizable assets within a single, dynamic environment. In a world where trading is often hyper-focused on a single ticker, the Master Lab enables you to level up: stop looking at the tree

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par thequantscience

VWAP [crlmx] Flexible Volume Weighted Average Price (VWAP) for clean volume-weighted fair value benchmark and trend direction. Key Features - Adjustable VWAP Anchor - 30min, 1H, 2H, 4H, 8H, 12H, D, W, M, Q, Y - Sessions New York, London, Asia, with adjustable time - Clean session breaks, no skews in VWAP line - Period limit fearure (default 3) hides older periods - Streamlined inputs/UI brought to you by crlmx Trading Applications - Intraday anchors (30min-12H): scalping and day trading - Da

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stock-vs-industry using NQUSB benchmark idexes Original idea from Stock versus Industry by Tr33man . ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ PRIMARY IMPROVEMENT: NQUSB Hierarchical Index Benchmarks ═══ The KEY improvement: Multi-Level Industry Granularity with Drill-Down/Drill-Up Navigation From: Simple ETF Comparison (1 Level) Stock → Industry ETF (e.g., "SOXX" for all semiconductors) To: NQUSB Hierarchical Comparison (4 Levels) Level 4 (Primary): NQUSB10102010 → Semiconductors (most specific) Level 3 (Secondary)

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Rolling Correlation vs Another Symbol (SPY Default)This indicator visualizes the rolling correlation between the current chart symbol and another selected asset, helping traders understand how closely the two move together over time. It calculates the Pearson correlation coefficient over a user-defined period (default 22 bars) and plots it as a color-coded line: • Green line → positive correlation (move in the same direction) • Red line → negative correlation (move in opposite directions) • A gray dashed line marks the zero level (no correla

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Crypto Index Price # Crypto Index Price - Indicator Description ## 📊 What is this indicator? **Crypto Index Price** is an indicator for creating your own cryptocurrency index based on an equal-weighted portfolio. It allows you to track the overall dynamics of the cryptocurrency market through a composite index of selected assets. ## 🎯 Key Features - **Up to 20 assets in the index** — create an index from any trading pairs - **Equal-weighted methodology** — each asset has the same weight in the index - **Moving

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Benchmark Relative Performance BRP Benchmark Relative Performance (BRP) is a comprehensive technical analysis tool that compares any stock's performance against a chosen benchmark (QQQ, SPY, IWM, etc.) to identify outperformance and underperformance patterns. Key Features: Dual-line visualization: Shows both ticker and relative strength performance Dynamic color coding: 5-level color system indicating performance strength Customizable benchmark: Choose from any ticker via TradingView's symbol picker Volume weighting: Optional vo

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par thricegrate

TimeSeriesBenchmarkMeasures Library "TimeSeriesBenchmarkMeasures" Time Series Benchmark Metrics. \ Provides a comprehensive set of functions for benchmarking time series data, allowing you to evaluate the accuracy, stability, and risk characteristics of various models or strategies. The functions cover a wide range of statistical measures, including accuracy metrics (MAE, MSE, RMSE, NRMSE, MAPE, SMAPE), autocorrelation analysis (ACF, ADF), and risk measures (Theils Inequality, Sharpness, Resolution, Coverage, and Pinbal

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par RicardoSantos

CRS by TQ CRS by TradeQUO Comparative Relative Strength Indicator What it does Computes the percentage difference in performance between your current chart symbol (e.g. GC1!) and a chosen benchmark (e.g. ES1!, DXY, NQ1!). Smooths that “CRS” line with a configurable moving average (SMA, EMA, WMA) — default length is 63 bars. Key Plots CRS (%) (aqua) — how your symbol has held up relative to the benchmark since the chart loaded. CRS MA (%) (fuchsia) — smoothed trend of that relative

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Market Strength Buy Sell Indicator [TradeDots]A specialized tool designed to assist traders in evaluating market conditions through a multifaceted analysis of relative performance, beta-adjusted returns, momentum, and volume—allowing you to identify optimal points for long or short trades. By integrating multiple benchmarks (default S&P 500) and percentile-based thresholds, the script provides clear, actionable insights suitable for both day trading and higher-level timeframe assessments. 📝 HOW IT WORKS 1. Multi-Factor Composite Score

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Custom Index Composite Custom Index Composite calculates an unweighted composite index by averaging the daily returns of multiple stock tickers. Instead of using price-level weighting, it focuses solely on percentage change, allowing you to compare diverse market themes side by side on a common basis. Why Use a Custom Index Composite? Unlike traditional indices that often lean on market capitalization or price-level data, a custom composite based solely on returns strips out the bias inherent to high-priced stock

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Relative Performance Indicator by ComLucro - 2025_V01 The "Relative Performance Indicator by ComLucro - 2025_V01" is a powerful tool designed to analyze an asset's performance relative to a benchmark index over multiple timeframes. This indicator provides traders with a clear view of how their chosen asset compares to a market index in short, medium, and long-term periods. Key Features: Customizable Lookback Periods: Analyze performance across three adjustable periods (default: 20, 50, and 200 bars). Relative Performance Analysis: Calculate

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Normalized Performance Comparison This script visualizes the relative performance of a primary asset against a benchmark composed of three reference assets. Here's how it works: User Inputs: - Users specify ticker symbols for three reference assets (default: Platinum, Palladium, Rhodium). Data Retrieval: - Fetches closing prices for the primary asset (the one the script is applied to) and the three reference assets. Normalization: - Each asset's price is normalized by dividing its current price by its initial price at

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bench Library "bench" A simple banchmark library to analyse script performance and bottlenecks. Very useful if you are developing an overly complex application in Pine Script, or trying to optimise a library / function / algorithm... Supports artificial looping benchmarks (of fast functions) Supports integrated linear benchmarks (of expensive scripts) One important thing to note is that the Pine Script compiler will completely ignore any calculations that do not eventually produce chart ou

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par GeoffHammond

Does your trading pass the seasonality test?Are you consistently beating the standard "Buy and Hold" benchmark? Check your performance against the next most common strategy: Buy at the start of the holiday season and close in the new year. By default, the strategy starts with $100,000 and risks 25% of the account on each swing trade. Commission is set to be 0.5% of each trade. You can tweak the direction of trades by adjusting the first setting. Tweak the holding period by changing the Entry and Exit months. Red plot: Balance of ac

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