Fractional Candlestick Long Only Experimental V4 — Strategy by wojlucz
By wojlucz
Performance Metrics
- Author: wojlucz
- Symbol: GPW:CCC
- Timeframe: 1 day
- Net P&L: +674,842.70 PLN (+1,349.69%)
- Win Rate: 44.0%
- Profit Factor: 1.893
- Max Drawdown: 310,701.50 PLN (58.85%)
- Total Trades: 50
Description
Another example of use an idea of Fractional Candlestick , based on mathematical rules of Fractional Calculus , typical kernel Caputo-Fabrizio ( CF ) and Atangana-Baleanu is used, alfa factor ( esential for calculation ) is in range 0,1-0.9. Let's fun with this script .