Here is my AFL back test report . Could you please suggest if anything is wrong here.
I am getting K value of 0.24 and Profit Factor Over 2. What should be the minimum K value for consistent results. Used last 6 months of data.
I used fixed 50 Shares per trade as buying quantity.
I built moving average cross-over strategy which is running on 15 min time frame. I am getting some false signal during the cross-over period.
As per my current code its placing order when first time cross-over occurs. Now my challenge is if the signal turns out to be false at the end...
K static is too low.. which tells it's not going to give consistent result.. I have been doing Auto trading sisnce last 3 month but still unable to generate positive return.my algo has better results then yours