Riskmetric

Bitcoin Logarithmic MACD Risk Metric (W, M)Description The Bitcoin Logarithmic MACD Risk Metric (W, M) is a long-term macro analysis tool designed to identify generational buying and selling opportunities for Bitcoin. By applying logarithmic and linear regression models to the Logarithmic MACD (LMACD), this indicator normalizes price momentum relative to historical market cycle extremes. Unlike standard MACD, the logarithmic version used here accounts for Bitcoin's exponential growth over time, allowing for a consistent comparison of

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par ChartNChill

Bitcoin RSI Channel (2W, M)Bitcoin RSI Channel (2W, M) The Bitcoin RSI Channel is a macro-analytical tool designed to identify long-term cyclical tops and bottoms of Bitcoin by applying linear regression modeling to the Relative Strength Index (RSI). Traditionally, RSI levels like 70 and 30 are used as static markers for overbought and oversold conditions. However, as Bitcoin matures and its volatility dampens, its cyclical RSI peaks and troughs have historically followed a descending trajectory. This script accounts

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par ChartNChill

Bitcoin 1-Year Running ROI Risk Metric Overview The Bitcoin 1-Year Running ROI Risk Metric is a macro-analysis oscillator designed to evaluate the current stage of Bitcoin's market cycle. By analyzing the 1-year rolling Return on Investment (ROI) and applying regression models to historical peaks and troughs, it translates raw market data into a normalized Risk score ranging from 0 to 1. How it Works Historically, due to the law of diminishing returns, Bitcoin's cycle peaks yield a progressively lower ROI each macro cycle. This

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par ChartNChill

Pi Cycle Top Oscillator Overview The Pi Cycle Top Oscillator is an advanced, adaptive iteration of the classic Pi Cycle Top indicator, reimagined as a continuous risk metric. While the original indicator famously predicted Bitcoin’s macro peaks by waiting for a binary crossover of the 111-day SMA and the 2x 350-day SMA, this script translates the relationship between these two moving averages into a normalized 0 to 1 oscillator, providing both buy and sell signals. As an asset matures, its volatility historically com

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par ChartNChill

Relative Risk Metric OVERVIEW The Relative Risk Metric is designed to provide a relative measure of an asset's price, within a specified range, over a log scale. PURPOSE Relative Position Assessment: Visualizes where the current price stands within a user-defined range, adjusted for log scale. Logarithmic Transformation: Utilizes the natural log to account for a log scale of prices, offering a more accurate representation of relative positions. Calculation: The indicator calculates a normalized value v

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Sharpe and Sortino Ratios █ OVERVIEW This indicator calculates the Sharpe and Sortino ratios using a chart symbol's periodic price returns, offering insights into the symbol's risk-adjusted performance. It features the option to calculate these ratios by comparing the periodic returns to a fixed annual rate of return or the returns from another selected symbol's context. █ CONCEPTS Returns, risk, and volatility The return on an investment is the relative gain or loss over a period, often expressed

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par TradingView

RiskMetrics █ OVERVIEW This library is a tool for Pine programmers that provides functions for calculating risk-adjusted performance metrics on periodic price returns. The calculations used by this library's functions closely mirror those the Broker Emulator uses to calculate strategy performance metrics (e.g., Sharpe and Sortino ratios) without depending on strategy-specific functionality. █ CONCEPTS Returns, risk, and volatility The return on an investment is the relative gain or loss ov

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par TradingView