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Performance Report For AFL Code Amibroker

  • Posted at : 23 days ago
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Following are the requirements

To have a performance sheet for each day, this will be scanned on EOD basis.
Example as below:
imagepng

All these fields must be present in the final sheet for assessment and review

1) There are 5 strategies as of now (FreshBO, DojiStart,OST,Reversal,ReEntry)
For each we have a stock name, close price (entry), Target, SL

2) Exit strategy is there which is common to FreshBO and Reentry code

3) Each day, there are multiple alerts on the same stock based on these strategies

4) At any point, only 1 strategy gives an alert.

5) To assess the first alert of all the strategy which gave alert on the stock.
To calculate the maximum profit from the first alert of the strategy (so out of strategy 1 2 and 3 if 1 is the first alert then entry will be based on strategy 1) on a stock
imagepng
In this case 
D=DojiStart
F=FreshBreakout

FreshBreakout strategy gives the first Sell signal at 10:35 at 341.60 then
Provided the Stop loss is not hit, the low achieved will be the performance at the maximum

Another alert at 11:30 happens from Pullback (ReEntry strategy) and if the low is achieved without hitting the stoploss then this strategy gives the maximum performance.

In example below FreshBO is reported in the performance sheet
imagepng

Can use backtesting or AFL logic or any other tool / method to get such results


-- 
Krishna Khanna
 9 5 8 2 2 1 2 1 5 6 

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