ANN Strategy v5.14 KGS Edition Pine v4

16 Eyl 2019

The base code for this script has been derived from megasoheilsh's 'ANN Strategy v4 No Repaint Edition'.

The following updates have been implemented:

• Updated to Pine v4. No repainting has been observed.
  
• Trades no longer re-enter when crossing the positive or negative threshold more than once.
  
• Ability to backtest for a given date range has been embedded.
  

Donations
BTC: 1Cuxjt2n2VcpTHd5WcaKtGi2hMfHeryvcp

19 Ara 2019

Sürüm Notları

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 from the lower timeframe has been set to 15M such that repainting does not occur when trading on the 15M timeframe.
  
• Tolerances have been adjusted to optimise for net profit and profitability.
  

The script should only be used on the 15M timeframe. It has been set to this timeframe as it gives the best results at this timeframe.

30 Ara 2019

Sürüm Notları

The following updates have been implemented:

• Ability to select Trading Timeframe. You may now use this script on timeframes other than 15M chart should you wish to do so, however this must be set.
  
• 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
// +Threshold: 0.81
// -Threshold: -0.24
// Trailing Stop %: 6%
// Stop Loss %: 100%
// Take Profit %: 39%

// 1HR
// +Threshold: 0.0085
// -Threshold: -0.02
// Trailing Stop %: 6%
// Stop Loss %: 100%
// Take Profit %: 48%

31 Ara 2019

Sürüm Notları

Fixed bug in code which was causing Short Trailing Stops to function incorrectly.

5 Oca 2020

Sürüm Notları

The following updates have been implemented:

• Updated to Version 6.1.
  
• 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.
  
• Removed 'Trading Timeframe' dropdown in settings. This now is automatically selected using the timeframe.period built-in variable.
  
• 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
// +Threshold: 0.72
// -Threshold: -0.62
// Trailing Stop %: OFF
// Stop Loss %: 2.3%
// Take Profit %: 15.2%

// 1HR
// +Threshold: 0.71
// -Threshold: -0.61
// Trailing Stop %: 13%
// Stop Loss %: 2.2%
// Take Profit %: 192.9%

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

7 Mar 2020

Sürüm Notları

Updated optimised thresholds and risk management.

21 Mar 2020

Sürüm Notları

Updated optimised risk management.

20 Şub 2021

Sürüm Notları

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.