NF Swing Trading using Fractal AFL

[Mercedes]

The results look good but what matters most is how the testing has been done. I hope you have kept curve fitting in mind while developing this. Let us see how this performs in the live market, that is when real learning would come.

MT

Yes, Curve fitting has been done but upto some limit. I have taken care of some points that i read earlier in ur thread.
Also I am forward testing for 3 months without changing any code to check the performance.

 

[Mercedes]

Still a lot of scope to improve. Personally I wouldn't jump on this seeing 882 points system drawdown. I use two things to remove whipsaws in non trending makets. One is ADX indicator and one is completley developed by me. Try with adding ADX. Your results will surely increase. Also dont go on theories when everywhere on net is written 'trending is when ADX is greater than 30'. Values differ for nifty and your system. optimize it in amibroker. All the best

thanks denzo for your kind words. I will surely try to improve the performance as per your suggestion.:thumb:

 

[oldtrader]

OldTrader, Your Fractal afl works wonderfully on crudeoil. Have you tested and finetuned the same on commodities as well?

Hi denzo, I had tested on March 2015 to August 2015 data. The following parameters were giving good results. All of them on 7 min TF.
1. Crude 0.0005 and 0.004
2. Copper 0.0025 and 0.0035
3. Gold 0.016 and 0.004
4. Lead 0.0545 and 0.002
5. Zinc 0.0965 and 0.002
6. Silver 0.0005 and 0.007

 

[vikas2131]

Hi denzo, I had tested on March 2015 to August 2015 data. The following parameters were giving good results. All of them on 7 min TF.
1. Crude 0.0005 and 0.004
2. Copper 0.0025 and 0.0035
3. Gold 0.016 and 0.004
4. Lead 0.0545 and 0.002
5. Zinc 0.0965 and 0.002
6. Silver 0.0005 and 0.007

how is it doing on nifty now ???

 

[oldtrader]

how is it doing on nifty now ???

Very tough going. Too many whipsaws, Only plus point is that the losses are not much. Once in a while some big profit is coming, which is balancing the loosing trades. I think all the mechanical systems are having the same problem. Don't know how long this will go.

 

[vikas2131]

Very tough going. Too many whipsaws, Only plus point is that the losses are not much. Once in a while some big profit is coming, which is balancing the loosing trades. I think all the mechanical systems are having the same problem. Don't know how long this will go.

Untill central banks stop the market managing...this will go on...

 

[oldtrader]

I had purchased 8200 ce today morning at 98.6 and holding with 72.5 SL. The SL got triggered and my order was filled at 71 around 10 am. When I see the 8200 ce graph at NSE site , I find that the lowest value at that time was 92.5. Then how come the order was filled at 71

1 or 2 points slippage is OK , but 20 points is questionable.

 

[oldtrader]

Is this 8200CE graph? Where is price mentioned?

8295.95-8200=92.95

 

[oldtrader]

Interesting..!! This is something new to me. Never seen before. Can you please share link for the same?

Also what happens when 8200 contract value goes above 100? It will interfere with 8300 contract value and what about real 8300 contract value?

Just curious..!!!

https://www.nseindia.com/live_marke...-&segmentLink=17&symbolCount=2&segmentLink=17

click on the graph near the arrow

 

[PUCHU_2500]

I had purchased 8200 ce today morning at 98.6 and holding with 72.5 SL. The SL got triggered and my order was filled at 71 around 10 am. When I see the 8200 ce graph at NSE site , I find that the lowest value at that time was 92.5. Then how come the order was filled at 71

1 or 2 points slippage is OK , but 20 points is questionable.