SMAX Strategy v2.0 KGS Edition Pine v4

2019년 12월 30일

The base code for this script has been derived from Yellow Flower's 'SMAX Strategy'. The strategy is intended to be used on the 1HR Chart for best results, however it can be used on any timeframe you desire.

The following updates have been implemented:

*Updated to Pine v4. There is no repainting in this script as it does not utilize the security ticker function.
*Ability to backtest for a given date range has been embedded.
*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.
*Position size is no longer fixed to 1 contract. Pyramiding has been removed from the code.
*Various miscellaneous syntax changes to optimise code.

Other Notes:
// Optimised Chart Settings:
// 15m superLength = 48, fastLength = 1536
// 1h superLength = 12, fastLength = 384, TS: 9%, SL: 5%, TP: 68%
// 4h superLength = 3, fastLength = 96
// 1D superLength = 0.5, fastLength = 16

2019년 12월 30일

릴리즈 노트

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

2020년 1월 6일

릴리즈 노트

The following updates have been implemented:

• Updated to Version 3.0
  
• Set Default Commission Percent to 0.16% in line with Kraken 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 and simplify code.
  

// Optimised Chart Settings:
// 15m superLength = 48, fastLength = 1536
// 1h superLength = 12, fastLength = 384
// 4h superLength = 3, fastLength = 96
// 1D superLength = 0.5, fastLength = 16

TS: 22.5, SL: 6%, TP: 135%

2021년 2월 20일

릴리즈 노트

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.