KivancOzbilgic

Elevated Leverage index System - ELiS

ELEVATED LEVERAGE index SYSTEM (ELiS) tries to solve the problem of adjusting meaningful leverage in futures and margin trading.

The biggest problem for traders is adjusting the leverage level manually.

Concerning about the volatilities it's very hard to set a meaningful leverage level.

ELiS includes 4 different volatility component which are:

1- nATR: Normalized Average True Range which is actually ATR/price to stabilize ATR's value differences when price changes are high on long term periods.
2- Standard Deviation
3- Kairi based nATR
4- Bollinger %B

which are scaled from 0 to 100 and takes different averages with different combinations & ratios and combines them as an index.

This index calculates an average volatility to set the true leverage level when trading futures especially in Crypto and FX markets.

There are 5 risk levels of "GEARS" like on automobiles to set the max leverage for risk management.

Gear 1 - CONSERVATIVE: max leverage level can be 20 for swing traders and beginners
Gear 2 - STANDARD: max leverage level can be 25 (default) for day traders
Gear 3 - AVERAGE: max leverage level can be 33 for day traders
Gear 4 - RISKY: max leverage level can be 50 for scalpers
Gear 5 - AGRESSIVE: max leverage level can be 100 for advanced scalpers

default length for ATR, Standard Deviation and %B are all 50

Simply:
When markets aren't volatile: ELiS indicateshigher leverage values to maximize profits.
When markets are volatile enough: ELiS indicates lower values to reduce risk level.


hope you all enjoy ELiS on profitable trades.

开源脚本

本着真正的TradingView精神,该脚本的作者将其开源发布,以便交易者可以理解和验证它。为作者喝彩!您可以免费使用它,但在出版物中重复使用此代码受网站规则的约束。 您可以收藏它以在图表上使用。

免责声明

这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。

想在图表上使用此脚本?