Titan Radar | Oquant

Overview
The Titan Radar is a comprehensive multi-asset screening tool designed specifically for cryptocurrency traders. It monitors up to 15 user-selectable crypto assets simultaneously, providing a real-time dashboard in the form of a customizable table. This tool aggregates key technical and risk-adjusted performance metrics to give users a "radar" view of market conditions, trends, and relative strengths across assets. It overlays directly on any chart and updates dynamically, helping users spot opportunities or risks without switching between multiple charts. Ideal for volatile markets like crypto, it emphasizes trend detection, volatility assessment, and efficiency ratios to support informed decision-making.

Key Factors/Components
The tool evaluates each asset across eight core components, blending trend analysis, momentum, risk metrics, and statistical measures for a balanced view:
Close Price: Current confirmed closing price for quick reference.
Trend: A composite signal classifying the asset as Bullish, or Bearish, on an ensemble of filters.
Volatility: Z-score normalized standard deviation to categorize as High, Low, or Neutral volatility regimes.
ROC (Rate of Change): 30-period roc percentage, color-coded for positive/negative direction.
Beta: Sensitivity to the broader crypto market (benchmarked against total crypto market cap), indicating relative market risk.
Sharpe Ratio: Evaluates risk-adjusted returns by comparing average returns to total volatility of returns, annualized for comparability.
Sortino Ratio: Like Sharpe, evaluates risk-adjusted returns by dividing average returns by volatility (annualized), but it focuses solely on downside risk by using the standard deviation of negative returns only.
Omega Ratio: Quantifies reward-to-risk by checking the total magnitude of positive returns compared to the total magnitude of negative returns(value above 1 means more positive than negative returns).
Z-Score: Normalized deviation from the mean price over a rolling period, signaling overbought/oversold extremes.

These components are visualized in a single, color-coded table for easy scanning, with green/purple and neutral grays for balance.

How It Works
At its core, the Titan Radar fetches real-time, confirmed closing prices for up to 15 predefined or custom crypto symbols. It then processes these into metrics via lightweight, efficient calculations:
Trend Detection: Combines signals from five adaptive filters (e.g., Arnaud Legoux Moving Average bands, normalized EMAs, Demas with Z-normalization, linear regression with smoothing and interquartile range bands, Rma with mean absolute deviation). Each filter generates a long/short signal based on price position relative to dynamic bands or thresholds. These are averaged into a composite score; if it exceeds a bullish threshold, the asset is flagged Bullish (and vice versa for Bearish).
Volatility Assessment: Computes rolling standard deviation and normalizes it via Z-score against its own historical distribution. Assets are binned into High/Low/Neutral based on user-defined Z-thresholds, flagging potential breakout or consolidation setups.
Momentum and Risk Metrics: ROC tracks simple percentage change for directional bias. Beta regresses asset volatility and correlation against a market benchmark over a window to quantify systemic exposure. Performance ratios (Sharpe, Sortino, Omega) accumulate historical returns, annualizing them based on timeframe and dividing mean returns by relevant volatility measures—focusing on total risk for Sharpe, downside-only for Sortino, and gains/losses for Omega.
Statistical Normalization: Z-scores standardize price deviations across all assets.

For Whom Is It Best/Recommended Use Cases
This tool is tailored for crypto traders, portfolio managers, and market analysts who juggle multiple assets and need rapid, data-driven insights without deep dives into individual charts. It's particularly recommended for:
Day/Swing Traders: Scanning for high-volatility breakouts or trend shifts.
Portfolio Allocators: Comparing beta exposure and risk-adjusted returns (e.g., via Sharpe/Sortino) to rebalance holdings in a diversified crypto basket.
Risk Managers: Identifying overextended assets (via Z-score) or downside-protected opportunities (Omega/Sortino) during market stress.
Market Researchers: Benchmarking altcoin performance against the total crypto cap for macro thesis validation.

Best applied on higher timeframes (e.g., 4H or Daily) for crypto pairs charts.

Settings and Default Settings
The indicator offers extensive customization via input groups, allowing users to tweak assets, periods, and thresholds. Key defaults include:
Assets (Asset 1 to Asset 15): Select symbols like BTCUSD, ETHUSD, etc. (Defaults: BTCUSD, ETHUSD, SOLUSD, BNBUSD, XRPUSD, TRXUSD, ADAUSD, LINKUSD, DOGEUSD, AVAXUSD, XLMUSD, DOTUSD, XMRUSD, UNIUSD, AAVEUSD).
SD Length (Volatility): Period for standard deviation calculation (Default: 20).
Volatility Z-Score Period: Length for Z-score of volatility (Default: 40).
Upper/Lower Threshold of SD Z-Score: Bounds for high/low volatility classification (Defaults: 0.5 / -0.5).
ROC Length: Period for rate of change (Default: 30).
Beta Benchmark: Symbol for beta calculation (Default: CRYPTOCAP:TOTAL).
Beta Length: Period for beta computation (Default: 500).
Z-Score Period: General Z-score length (Default: 40).
Trend Settings: Includes ALMA length/offset/sigma (Defaults: 35/0.75/6), SD length/multiplier (Defaults: 25/1.4), EMA length/normalization length/thresholds (Defaults: 30/40/0.7/0.3), DEMA length/Z-score period/thresholds (Defaults: 25/30/0.4/-0.4), LSMA length/smoothing/IQR length/multiplier (Defaults: 35/25/25/1.4), RMA/MAD lengths/multiplier (Defaults: 15/20/1).
Trend Thresholds: Bullish/Bearish score thresholds (Defaults: 0.2/0).

Conclusion
Titan Radar streamlines multi-asset analysis by combining trend, momentum, volatility, and risk metrics into one dashboard, saving time. Its focus on consensus-based signals and established risk measures makes it a practical addition for traders aiming to make informed decisions in markets like crypto(remember past performance doesn’t guarantee future results).

⚠️ Disclaimer: This indicator is intended for educational and informational purposes only. Trading/investing involves risk, and past performance does not guarantee future results. Always test and evaluate indicators/strategies before applying them in live markets. Use at your own risk.