Advanced quantitative analysis terminal designed to transform TradingView into a powerful multi-asset portfolio management engine. The script is designed for traders and investors looking to validate asset allocation strategies or monitor their real-market exposure against a specific benchmark.
Asset Allocation: Enter your desired tickers (Crypto, Stocks, Forex, or Commodities) and assign a percentage weight to each slot. Ensure the total weight equals 100%. Capital Configuration: Choose from predefined capital profiles (from $1k to $1M) or set a custom capital amount for precise simulations. Costs & Fees: Set a "Portfolio Fee" to reflect transaction costs and generate a realistic, non-theoretical equity curve. Benchmark Comparison: Select a reference index (e.g., S&P 500 or Bitcoin) to measure the Alpha generated by your active management.
The script offers four independent visualization modes, instantly switchable via the settings menu: Cumulative (%): Comparative analysis between the portfolio's percentage return and the benchmark. Equity ($): Monetary monitoring of net liquidity and cash growth. SMA Ribbon: Identification of the portfolio's trend regime using moving averages applied directly to the equity curve. Volatility: Real-time monitoring of portfolio "thermal stress" via smoothed Standard Deviation (WMA).
The system utilizes a high-fidelity visual architecture based on dynamic gradients. When the portfolio outperforms the benchmark (Positive Alpha), the fill area illuminates, providing immediate psychological feedback on the quality of your management.
An integrated table in the bottom-right corner processes live data to provide:
- Net Value: Current portfolio value, including PnL and costs.
- Return %: Total return from the selected starting anchor point.
- Alpha vs Index: The "holy grail" of trading—exactly how much value you are adding compared to a passive investment.
- Fixed Capital: Toggle quick selectors for standard account sizes.
- Custom Capital: Manual input for simulating specific real-world accounts.
Allows you to set a precise start date (Day/Month/Year) to analyze portfolio performance during specific macroeconomic events or historical cycles.