Weighted Index with Rebalance

20 thg 2, 2024

Build any index/portfolio based on weighted asset allocation.
Rebalance happens on each new candle for chart timeframe.
Any currency can be used to price the index : price it in your local currency, or in BTC to see alts performance (all added assets should be denominated in the same currency).

Inputs:

• Start Index Behavior
  

  
  Wait For Newest: Index will start once all assets with non-null weights have had their first candle.
  Start With Available: Index will start once one asset has had its first candle (see Newer Assets Weight Behavior).
  

• Newer Assets Weight Behavior
  

  
  Neutral: Weight of assets which did not have their first candle yet will remain unallocated.
  Allocated to active assets: Weight of assets which did not have their first candle yet will be used by active assets.
  

• Index Name
  

  
  Name of the index, to be displayed on chart.
  

• Asset divisor
  

  
  Asset to divide the value of all assets. For example:
  - to price in your local currency an index made of foreign assets
  - to price altcoins in BTC value
  

Possible features TDL (depending on requests):

• add invested value param, and current amount of each asset display
  
• add option to have the index at 100 on a specific date (ie retrieve the index value of this date before execution)
  
• add rebalance period param (higher timeframes, if request lowers too)
  
• add option for bar plotting instead of lines (requires lowers tf to build bars)
  

1 thg 3, 2024

Phát hành các Ghi chú

- fixed bug where divisor was not being used even when enabled.

30 thg 8, 2024

Phát hành các Ghi chú

• [fixed light divergence in index value due to using open instead of previous close]
  [now supports low timeframes thank to dynamic requests]