NF Swing Trading using Fractal AFL

[vijkris]

I have backtested with the default parameters, find below the result.

thanks.
result is favourable or not favourable. ?

 

[oldtrader]

thanks.
result is favourable or not favourable. ?

Comparing this with our standard AFL , the results look favourable. Eventhough the Profit is slightly less than the standard AFL, the number of trades and max drawdown are much better in the current AFL. Maybe with some fine tuning we can still improve it.

 

[vikas2131]

so how is afl performing ???

 

[oldtrader]

so how is afl performing ???

Very tough times . Too many whipsaws in the past few days. Still the monthly SL of 250 points is not hit as the whipsaws are spaced out and the trades are resulting in breakeven or small SLs.

 

[oldtrader]

Hi

Since you guys are into testing systems and optimization etc, using SAR type of systems . . .

Using a stop Loss ......

But using Profit Stops wit...

But the profit booking sho...

try this code for range

//PROFITSTOP
Profit = Optimize("Profit", 500,0,1250,50);
PS = IIf(Buy OR Short,Null,IIf(Flip(Buy,Sell),ValueWhen(Buy,Close)+Profit,ValueWhen(Short,Close)-Profit));
Plot(PS,"",colorLightGrey,styleNoRescale|styleDashed|styleStaircase);
ApplyStop(stopTypeProfit,stopModePoint,Profit);

A word about ..........
Thanks

Happy

Hi Happy Singh,

Need your help very badly to run optimization with profit code included. I need a little change in the profit parameters. Instead of the profit range of 0 to 1250 points , I would like to check as percentage of trigger price. I would prefer a percentage range of 0 to 10. Please suggest the necessary changes to the code.

Thinking in percentage wise to accomodate the change in NF rate over a period of time.

Regards,
Oldtrader

 

[LOVEENAJYOTHI]

Hi Happy Singh,

Need your help very badly to run optimization with profit code included. I need a little change in the profit parameters. Instead of the profit range of 0 to 1250 points , I would like to check as percentage of trigger price. I would prefer a percentage range of 0 to 10. Please suggest the necessary changes to the code.

Thinking in percentage wise to accomodate the change in NF rate over a period of time.

Regards,
Oldtrader

Hope the following modification will serve ur purpose, if not, do lemme know.

//PROFITSTOP
Profit = Optimize("Profit", 1,0.5,10,0.5)*0.01;
PS = IIf(Buy OR Short,Null,IIf(Flip(Buy,Sell),ValueWhen(Buy,Close)*(1+Profit),ValueWhen(Short,Close)*(1-Profit)));
Plot(PS,"PS",colorLightGrey,styleNoRescale|styleDashed|styleStaircase);
ApplyStop(stopTypeProfit,stopModePercent,Profit*100);

I prefer 1 to 10 percent with a step up of 0.5 percent.

If u need 0.01 to 10 percent, plz replace the 1st line with the following line

Profit = Optimize("Profit", 1,0.01,10,0.01)*0.01;

 

[oldtrader]

Hope the following modification will serve ur purpose, if not, do lemme know.

//PROFITSTOP
Profit = Optimize("Profit", 1,0.5,10,0.5)*0.01;
PS = IIf(Buy OR Short,Null,IIf(Flip(Buy,Sell),ValueWhen(Buy,Close)*(1+Profit),ValueWhen(Short,Close)*(1-Profit)));
Plot(PS,"PS",colorLightGrey,styleNoRescale|styleDashed|styleStaircase);
ApplyStop(stopTypeProfit,stopModePercent,Profit*100);

I prefer 1 to 10 percent with a step up of 0.5 percent.

If u need 0.01 to 10 percent, plz replace the 1st line with the following line

Profit = Optimize("Profit", 1,0.01,10,0.01)*0.01;

Please check the code again. I am getting strange results with the above code.



Note . Misread your post and edited the 1st line only. Let me try again .

 

[LOVEENAJYOTHI]

Please check the code again. I am getting strange results with the above code.

Cud u post the full Code (which is giving u strange results) here plz ?

I had edited it , may b u missed the edit ? plz copy paste again n try ?

 

[oldtrader]

Cud u post the full Code (which is giving u strange results) here plz ?

I had changed the 1st line only, that is why I was getting strange results. Let me try after changing the first, second and fourth line of the 4 line Profit code. Thanks a lot for the promt reply.

 

[LOVEENAJYOTHI]

I had changed the 1st line only, that is why I was getting strange results. Let me try after changing the first, second and fourth line of the 4 line Profit code. Thanks a lot for the promt reply.

No, THANK U, 4 all ur hard work.