NF Swing Trading using Fractal AFL

[Happy_Singh]

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.

Try this

Buy = UpTrendSignal;			Sell= DownTrendSignal;
Buy = ExRem(Buy,Sell);		Sell = ExRem(Sell,Buy);
Short = Sell;		Cover = Buy;
SetPositionSize(100,4);

Happy

 

[suri112000]

...........>>>>>>>>>>

 

[oldtrader]

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.

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.

 

[oldtrader]

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.

I did the optimization. The results are same as the default parameters.

 

[hmp]

I did the optimization. The results are same as the default parameters.

Hi Oldtrader ji
Thanks a lot to you & Happy sing ji for the combined efforts.So according to your report,our old afl is still the best one.
Thanks & regards.

 

[oldtrader]

Hi Oldtrader ji
Thanks a lot to you & Happy sing ji for the combined efforts.So according to your report,our old afl is still the best one.
Thanks & regards.

Till now it is giving the best results.

 

[Mungus]

Till now it is giving the best results.

Will u pls link me to the post..which AFL exactly r u using?

 

[ankur07090]

What will be the impact if we backtest with database setting start time 9:30. But in actual it will be 9:15. Any idea......?

 

[amitagg]

What will be the impact if we backtest with database setting start time 9:30. But in actual it will be 9:15. Any idea......?

Apply to crude and let us know !

 

[vijkris]

Apply to crude and let us know !

crude opens at 10. no effect will be seen.