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Built-in Kelly ratio for dynamic position sizing

by CryptoRox · Strategy · Pine Script v4 · 2,053 likes

Verifiedbit-exact

Built-in Kelly ratio for dynamic position sizing by CryptoRox, a Pine Script v4 strategy, converted with PyneComp and run with PyneCore on BINANCE:BTCUSDT 30m: 143,719 plotted values compared with TradingView, every one bit-identical; all 284 trades match TradingView's entry and exit timing.

Plot match vs TradingView100%

Accuracy

Trades compared284 TV / 284 Pyne
Whole-trade match100%
Entry timing match100%
Exit timing match100%
Net profit (TV / Pyne)0 / 0
Plots compared5
Plotted values compared143,719
Identical to the bit100%
Worst gapsame double
Pearson correlation (min)1.000000

Run

Bars executed28,777
Run time1.35 s CPU
Per-bar time0.05 ms/bar CPU (per chart bar)

Data window

SymbolBINANCE:BTCUSDT
Timeframe30 min
From2025-01-01 00:00
To2026-08-23 12:00
Bars28,777

Source

Pine versionv4, converted to v6 by PyneComp
Script revisionv1
Licenseunspecified

SHA-25605ea1819d086704ea237675c6bd6c69c84df3d74e7b351445e4da63a2e231064

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Measured 2026-09-27 · How this is measured · All scripts