Portfolio Laboratory [Kioseff Trading]


This script looks to experiment with historical portfolio performance. However, a hypothetical cash balance is not used; weighted percentage increases and decreases are used.

You can select up to 10 assets to include in the portfolio. Long and short positions are possible.

Show in the image are the portfolio's weight, the total return of the portfolio and the total return of the asset on the chart over the selected timeframe.

Shown in the image above are the constituents of the portfolio, which can include any asset, the weighted percentage gain/loss of the constituents in addition to 10 major indices and their respective total percentage gain/loss over the timeframe.

Shown in the image above are the dividend yield % of the portfolio and relevant portfolio metrics - ex-post calculations are applied and are predicated on simple returns.

Shown in the image above is a portfolio of all short positions; portfolio calculations adjusted to the modifications.

Also shown is a change in the index the portfolio is calculated against. I have been asked a few times to include NIFTY 50 in my scripts - I made sure this was achieved, lol!

Show in the image is a performance line of performance of percentage increases/decreases for the index calculated against, the asset on the chart, and the portfolio.

All lines start simultaneously on the selected start date at the close price of the session for the asset on your chart.

However, the right-hand scale, whether displaying price or percent, cannot be used to assess the performance of each line - they are useful for visualization only and can extend below zero on a low-priced asset. Calculations will not execute correctly when selecting a start date prior to any asset in the portfolio's first trading session; calculations do not begin on the first bar of the asset on your chart.

I decided to code the script this way so statistics remain fixed when moving from asset to asset!

To compensate for this limitation, I included a label plot and background color change at the first session in which all assets in the portfolio had at least one bar of price data. You can adjust the calculation start date to the date portrayed on the label to test al possible price data!

The statistics table, and the performance lines, can be hidden in the user input section.

I plan on putting a bit more work into this script. I have some ideas on what to include; however, any input is greatly appreciated! If there's something you would like me to include please let me know.

@scheplick mentioned me in a script he recently coded:
My inspiration came from his script! I thank him for that!

Phát hành các Ghi chú: Imported TradingView's CAGR function and coded CMGR

Forgot to mention that, in the script, dividends do not count against short positions, yet. Something I am working on!
Phát hành các Ghi chú: Removed ONTX from default

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