Normalised Vector Strategy v2.9 KGS Edition Pine v4
The base code for this script has been derived from megasoheilsh's 'Normalized Vector Strategy By Drkhodakarami (www.Traderset. ir )'.
The following updates have been implemented:
Donations
BTC: 1Cuxjt2n2VcpTHd5WcaKtGi2hMfHeryvcp
The following updates have been implemented:
- Updated to Pine v4. No repainting has been observed. (lookahead=barmerge.lookahead_off)
- Ability to backtest for a given date range has been embedded.
Donations
BTC: 1Cuxjt2n2VcpTHd5WcaKtGi2hMfHeryvcp
Phát hành các Ghi chú:
The following updates have been implemented:
- The security function to pull data from higher and lower timeframes has been modified to such that lookahead=barmerge.lookahead_on.
- The security function to pull data for present day has been modified to pull data from hlc3 instead of the present day close. This is to prevent repainting.
Phát hành các Ghi chú:
The following updates have been implemented:
Other Notes:
// Optimised Inputs (Optimised for Net Profit)
// 15M
// Upper Threshold: 0.0012
// Lower Threshold: -0.0006
// Trailing Stop %: 100%
// Stop Loss %: 100%
// Take Profit %: 7%
// 1HR
// Upper Threshold: 0.0085
// Lower Threshold: -0.02
// Trailing Stop %: 6%
// Stop Loss %: 100%
// Take Profit %: 48%
- Ability to set the Input Timeframe has been removed. This is now fixed to 'D'. You can however use any Trading Timeframe you desire.
- The strategy now allows backtesting up to 2016 where data is available.
- Ability to specify Trailing Stop, Stop Loss and Take Profit added for the purpose of backtesting strategy.
- Code added to prevent re-entry into the same position after a Trailing Stop, Stop Loss or Take Profit occurs.
- Various miscellaneous syntax changes to optimise code.
Other Notes:
// Optimised Inputs (Optimised for Net Profit)
// 15M
// Upper Threshold: 0.0012
// Lower Threshold: -0.0006
// Trailing Stop %: 100%
// Stop Loss %: 100%
// Take Profit %: 7%
// 1HR
// Upper Threshold: 0.0085
// Lower Threshold: -0.02
// Trailing Stop %: 6%
// Stop Loss %: 100%
// Take Profit %: 48%
Phát hành các Ghi chú:
Fixed bug in code which was causing Short Trailing Stops to function incorrectly.
Phát hành các Ghi chú:
Fixed bug in code which was causing TS, SL and TP to function incorrectly.
Improved indicator visuals.
Improved indicator visuals.
Phát hành các Ghi chú:
The following updates have been implemented:
Updated to Version 4.1.
Set Default Commission Percent to 0.075% in line with Bitmex fees.
Set Default Quantity Type to Percent of Equity and Default Quantity to 100%.
Updated Recommended Optimised Risk Mananagement Parameters in script comments (also shared below).
Added Risk Management switch in settings to enable/disable Risk Management (TS/SL/TP) settings.
Changed coding for Trailing Stops. The new code allows the script to more accurately determine trailing stops.
Miscellaneous syntax changes to tidy up code.
// Optimised Inputs (Optimised for Profitability/Net Profit across 6 month dataset)
// 15M
// Upper Threshold: 0.0048
// Lower Threshold: -0.0045
// Trailing Stop %: 6%
// Stop Loss %: 5%
// Take Profit %: 17%
// 1HR
// Upper Threshold: 0.0093
// Lower Threshold: -0.0062
// Trailing Stop %: 4.8%
// Stop Loss %: 2.5%
// Take Profit %: 35.9%
Hundreds of hours have been poured into improving the functionality and useability of this script. If this has been useful for you, please consider donating.
BTC: 1Cuxjt2n2VcpTHd5WcaKtGi2hMfHeryvcp
Updated to Version 4.1.
Set Default Commission Percent to 0.075% in line with Bitmex fees.
Set Default Quantity Type to Percent of Equity and Default Quantity to 100%.
Updated Recommended Optimised Risk Mananagement Parameters in script comments (also shared below).
Added Risk Management switch in settings to enable/disable Risk Management (TS/SL/TP) settings.
Changed coding for Trailing Stops. The new code allows the script to more accurately determine trailing stops.
Miscellaneous syntax changes to tidy up code.
// Optimised Inputs (Optimised for Profitability/Net Profit across 6 month dataset)
// 15M
// Upper Threshold: 0.0048
// Lower Threshold: -0.0045
// Trailing Stop %: 6%
// Stop Loss %: 5%
// Take Profit %: 17%
// 1HR
// Upper Threshold: 0.0093
// Lower Threshold: -0.0062
// Trailing Stop %: 4.8%
// Stop Loss %: 2.5%
// Take Profit %: 35.9%
Hundreds of hours have been poured into improving the functionality and useability of this script. If this has been useful for you, please consider donating.
BTC: 1Cuxjt2n2VcpTHd5WcaKtGi2hMfHeryvcp
Phát hành các Ghi chú:
-
Phát hành các Ghi chú:
Updated optimised thresholds and risk management.
Phát hành các Ghi chú:
This script is no longer freemium.
The ability to change inputs (thresholds, risk management - trailing stop, stop loss and take profit) has been disabled in this free to use version. You may still apply this free version to your charts to understand the script, but you will not be able to adjust it for application.
For access to the premium version of this script which allows you to change inputs, please contact me.
The ability to change inputs (thresholds, risk management - trailing stop, stop loss and take profit) has been disabled in this free to use version. You may still apply this free version to your charts to understand the script, but you will not be able to adjust it for application.
For access to the premium version of this script which allows you to change inputs, please contact me.