What's wrong with my AFL??? Plz guys help.

msdtime

Active Member
#1
Hi, I am completely new to AFL. I started learning it just a day back.
The below mentioned AFL is my first Jugaadu Afl.
Whenever I DragnDrop it on chart it gives valid signals.
But while backtesting it gives very erratic trades. At least I think so.


My logic is simple - 1. Buy when ever pivot breaches up and
2. Sell when ever pivot breaches down


>
Code:
_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();



//------------------------------------------------------------------------
/* This code calculated Auto PP */

_SECTION_BEGIN("Auto PP");
GraphXSpace = 5 ;
SetChartOptions(0,chartShowArrows|chartShowDates);

Plot(C,"Close",colorBlack, styleCandle);
ppl = ParamToggle("Plot Pivot Levels","Off|On",1);

numbars = LastValue(Cum(Status("barvisible")));
fraction= IIf(StrRight(Name(),3) == "", 3.2, 3.2);
hts = -33.5;

/* This code calculates the previous days high, low and close */
Hi1 = IIf(Day()!=Ref(Day(),-1),Ref(HighestSince(Day()!=Ref(Day(),-1),H,1),-1),0);
Hi = ValueWhen(Day()!=Ref(Day(),-1),Hi1,1);
Lo1 = IIf(Day()!=Ref(Day(),-1),Ref(LowestSince(Day()!=Ref(Day(),-1),L,1),-1),0);
Lo = ValueWhen(Day()!=Ref(Day(),-1),Lo1,1);
Cl1 = IIf(Day()!=Ref(Day(),-1),Ref(C,-1),0);
C1 = ValueWhen(Day()!=Ref(Day(),-1),Cl1,1);



//----------------------------------------------------------------------------------
/* This code calculates Daily Piovts */

rg = (Hi - Lo);
bp = (Hi + Lo + C1)/3; bpI = LastValue (bp,1);
r1 = (bp*2)-Lo; r1I = LastValue (r1,1);
s1 = (bp*2)-Hi; s1I = LastValue (s1,1);
r2 = bp + r1 - s1; r2I = LastValue (r2,1);
s2 = bp - r1 + s1; s2I = LastValue (s2,1);
r3 = bp + r2 - s1; r3I = LastValue (r3,1);
s3 = bp - r2 + s1; s3I = LastValue (s3,1);
r4 = bp + r2 - s2; r4I = LastValue (r4,1);
s4 = bp - r2 + s2; s4I = LastValue (s4,1);

if(ppl==1) {
Plot(bp,"",colorBlue,styleLine|styleDots|styleNoRescale);
Plot(s1,"",colorRed,styleLine|styleNoRescale);
Plot(s2,"",colorRed,styleLine|styleNoRescale);
Plot(s3,"",colorRed,styleLine|styleNoRescale);
Plot(s4,"",colorRed,styleLine|styleNoRescale);
Plot(r1,"",colorGreen,styleLine|styleNoRescale);
Plot(r2,"",colorGreen,styleLine|styleNoRescale);
Plot(r3,"",colorGreen,styleLine|styleNoRescale);
Plot(r4,"",colorGreen,styleLine|styleNoRescale);
PlotText(" Pivot = " + WriteVal(bp,fraction), LastValue(BarIndex())-(numbars/Hts), bpI +0.05, colorBlue);
PlotText(" r1 = " + WriteVal(r1,fraction), LastValue(BarIndex())-(numbars/Hts), r1I +0.05, colorGreen);
PlotText(" s1 = " + WriteVal(s1,fraction), LastValue(BarIndex())-(numbars/Hts), s1I +0.05, colorRed);
PlotText(" r2 = " + WriteVal(r2,fraction), LastValue(BarIndex())-(numbars/Hts), r2I +0.05, colorGreen);
PlotText(" s2 = " + WriteVal(s2,fraction), LastValue(BarIndex())-(numbars/Hts), s2I +0.05, colorRed);
PlotText(" r3 = " + WriteVal(r3,fraction), LastValue(BarIndex())-(numbars/Hts), r3I +0.05, colorGreen);
PlotText(" s3 = " + WriteVal(s3,fraction), LastValue(BarIndex())-(numbars/Hts), s3I +0.05, colorRed);
PlotText(" r4 = " + WriteVal(r4,fraction), LastValue(BarIndex())-(numbars/Hts), r4I +0.05, colorGreen);
PlotText(" s4 = " + WriteVal(s4,fraction), LastValue(BarIndex())-(numbars/Hts), s4I +0.05, colorRed);
}
_SECTION_END();



//-----------------------------------------------------------------------------------------
/* THis code calculates Fibo PP*/

//----------------------------------------------------------------------------------------------

/* This code will tell Trade Logic*/

_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));


Buy = Cross(Close, bp) OR Cross(Close, r1) OR Cross(Close, s1) OR Cross(Close, r2) OR Cross(Close, s2) OR Cross(Close, r3) OR Cross(Close, s3);

Sell = Cross(bp, Close) OR Cross(r1, Close) OR Cross(s1, Close) OR Cross(r2, Close) OR Cross(s2, Close) OR Cross(r3, Close) OR Cross(s3, Close);

Short = Sell;

Cover = Buy;


/* Plot Buy and Sell Signal Arrows */
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-40);
PlotShapes(IIf(Cover, shapeSquare, shapeNone),colorLime, 0,L, Offset=-50);
PlotShapes(IIf(Cover, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-45);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Sell, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Sell, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=40);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=50);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-45);

_SECTION_END();

//---------------------------------------------------------------------------------
/* plot Buy/Sell Signals*/
 

travi

Well-Known Member
#2
The AFL should be ok if works on the chart, but you need to check the periodicity in the Analysis settings window. Make sure that it is set as per the TimeFrame that you need it to work on.
 

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