Dear all senior,
dengan menggunakan AFL Fractal biasa,
apa Amibroker kita melakukan BACKTEST dengan menggunakan logika buy 1 point diatas upfractal, jadi bukan menggunakan next day (open) price ?
begitu pula dengan sell menggunakan logika sell 1 point dibawah downfractal.
Mohon bantuannya,
berikut AFL fractal dari buku pak Husni:
_SECTION_BEGIN("Price");
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_N(Title = StrFormat("P r o f i t u n i t y : {{NAME}} - {{INTERVAL}} {{DATE}} O %g, H %g, L %g, C %g (%.1f%%) " + " {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
_SECTION_END();
_SECTION_BEGIN("Fractal");
UpFractal= ValueWhen(
(Ref(H,-2) > Ref(H, -4)) AND
(Ref(H,-2) > Ref(H, -3)) AND
(Ref(H,-2) > Ref(H, -1)) AND
(Ref(H,-2) > H), Ref(H,-2));
DownFractal= ValueWhen(
(Ref(L,-2) <= Ref(L, -4)) AND
(Ref(L,-2) <= Ref(L, -3)) AND
(Ref(L,-2) <= Ref(L, -1)) AND
(Ref(L,-2) <= L), Ref(L,-2));
// Menampilkan garis Fractal Up dan Fractal Down
PlotFractalUp=ParamToggle("Plot Fractal Up ?","No|Yes",1);
if ( PlotFractalUp )
{
Plot(UpFractal, "UF", ParamColor("Up Fractal Color",colorBlue),
ParamStyle("Up Fractal Style", styleThick|styleDashed));
}
PlotFractalDown=ParamToggle("Plot Fractal Down ?","No|Yes",1);
if ( PlotFractalDown )
{
Plot(DownFractal, "DF",ParamColor("Down Fractal
Color",colorRed), ParamStyle("Down Fractal Style", styleThick|styleDashed));
}
UF=UpFractal;
DF=DownFractal;
_SECTION_END();
dengan menggunakan AFL Fractal biasa,
apa Amibroker kita melakukan BACKTEST dengan menggunakan logika buy 1 point diatas upfractal, jadi bukan menggunakan next day (open) price ?
begitu pula dengan sell menggunakan logika sell 1 point dibawah downfractal.
Mohon bantuannya,
berikut AFL fractal dari buku pak Husni:
_SECTION_BEGIN("Price");
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_N(Title = StrFormat("P r o f i t u n i t y : {{NAME}} - {{INTERVAL}} {{DATE}} O %g, H %g, L %g, C %g (%.1f%%) " + " {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));
_SECTION_END();
_SECTION_BEGIN("Fractal");
UpFractal= ValueWhen(
(Ref(H,-2) > Ref(H, -4)) AND
(Ref(H,-2) > Ref(H, -3)) AND
(Ref(H,-2) > Ref(H, -1)) AND
(Ref(H,-2) > H), Ref(H,-2));
DownFractal= ValueWhen(
(Ref(L,-2) <= Ref(L, -4)) AND
(Ref(L,-2) <= Ref(L, -3)) AND
(Ref(L,-2) <= Ref(L, -1)) AND
(Ref(L,-2) <= L), Ref(L,-2));
// Menampilkan garis Fractal Up dan Fractal Down
PlotFractalUp=ParamToggle("Plot Fractal Up ?","No|Yes",1);
if ( PlotFractalUp )
{
Plot(UpFractal, "UF", ParamColor("Up Fractal Color",colorBlue),
ParamStyle("Up Fractal Style", styleThick|styleDashed));
}
PlotFractalDown=ParamToggle("Plot Fractal Down ?","No|Yes",1);
if ( PlotFractalDown )
{
Plot(DownFractal, "DF",ParamColor("Down Fractal
Color",colorRed), ParamStyle("Down Fractal Style", styleThick|styleDashed));
}
UF=UpFractal;
DF=DownFractal;
_SECTION_END();
__._,_.___



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