NF Swing Trading using Fractal AFL

Happy_Singh

Happy_Singh

Happy
#131
#131
oldtrader said:
Hi hmp,

The AFL looks good. For backtesting Buy and Sell variables need to be defined in the AFL. With my limited knowledge of AFL I am unable to write the Buy and Sell condition for the AFL. Need help from AFL experts for the same.
Click to expand...
Try this

Code: 
Buy = UpTrendSignal;			Sell= DownTrendSignal;
Buy = ExRem(Buy,Sell);		Sell = ExRem(Sell,Buy);
Short = Sell;		Cover = Buy;
SetPositionSize(100,4);
Happy :)
 
suri112000

suri112000

Well-Known Member
#132
#132
...........>>>>>>>>>>
 
Last edited:
O

oldtrader

Well-Known Member
#133
#133
hmp said:
Hi all
Recently while googling i found this afl which is almost similar to our fractal.So i wish to share with you.Pl. follow below image where A is our fractal afl & B is the new afl.Pl. follow the given setting.With this i found that new afl is avoiding minor whipsaws.Only problem is, it does not having exploration facility which i will request all experts to try to include in it.Also if possible someone like Oldtraderji can back test it.Pl. note that so far i have not tried it in real market.
Thanks & regards.
Click to expand...
Hi hmp,

Thanks to Happy Singh . I was able to do the backtest. Here are the results.

Backtest Period = May 2006 to Aug 2014
The old AFL gave 16936 points in 1114 trades.
The new AFL gave 8812 points in 2623 trades.

I have used the default parameters for the new AFL. I will do the optimization and find the best params for the new AFL and then post the final results.
 
O

oldtrader

Well-Known Member
#134
#134
oldtrader said:
Hi hmp,

Thanks to Happy Singh . I was able to do the backtest. Here are the results.

Backtest Period = May 2006 to Aug 2014
The old AFL gave 16936 points in 1114 trades.
The new AFL gave 8812 points in 2623 trades.

I have used the default parameters for the new AFL. I will do the optimization and find the best params for the new AFL and then post the final results.
Click to expand...
I did the optimization. The results are same as the default parameters.
 
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