Fractional Candlestick Long Only Experimental V10 — Strategy by wojlucz
By wojlucz
Performance Metrics
- Author: wojlucz
- Symbol: GPW:CCC
- Timeframe: 1 day
- Net P&L: +668,423.45 PLN (+6,684.23%)
- Win Rate: 48.0%
- Profit Factor: 3.746
- Max Drawdown: 196,922.95 PLN (70.26%)
- Total Trades: 25
Description
Fractional Candlestick Long-Only Strategy – Technical DescriptionThis document provides a professional English description of the "Fractional Candlestick Long Only Experimental V6" strategy using pure CF/AB fractional kernels and wavelet-based filtering.1. Fractional Candlesticks (CF / AB)The strategy computes two fractional representations of price using Caputo–Fabrizio (CF) and Atangana–Baleanu (AB) kernels. These provide long-memory filtering without EMA approximations. Both CF and AB versions are applied to O/H/L/C, producing fractional candlesticks and fractional Heikin-Ashi variants.2. Trend Stack LogicTrend confirmation is based on a 4-component stack:- CF close > AB close- HA_CF close > HA_AB close- HA_CF bullish- HA_AB bullishThe user selects how many components must align (4, 3, or any 2).3. Wavelet FilteringA wavelet transform (Haar, Daubechies-4, Mexican Hat) is applied to a chosen source (e.g., HA_CF close). The wavelet response is used as:- entry filter (4 modes)- exit filter (4 modes)Wavelet modes: off, confirm, wavelet-only, block adverse signals.4. Trailing SystemTrailing stop uses fractional AB low × buffer, providing long-memory dynamic trailing behavior. A fractional trend channel (CF/AB lows vs HA highs) is also plotted.5. Exit FrameworkExit options include: stack flip, CF<AB cross, HA fractional flip, kernel trailing, with optional wavelet refinement.6. Practical Advantages- Stronger noise suppression- Fractional memory structure extraction- Multi-scale impulse detection- Reduced false entries/exits- Long-only alignment with structural trendThis system integrates fractional calculus, wavelet transforms, and trend stacking into a cohesive adaptive long-only model.