No my AFL does not looks into future. It uses a lagging indicator.
I tested BankNifty spot on 15min TF with a capital of 400000 using quotes from 1 Jan 2010 to 31 Dec 2013. Also I have included a transaction cost of 0.03% so you can say it is the actual profit that might come.
I tested BankNifty spot on 15min TF with a capital of 400000 using quotes from 1 Jan 2010 to 31 Dec 2013. Also I have included a transaction cost of 0.03% so you can say it is the actual profit that might come.
can u post ur trade tab snapshot of ur bactest report?
Last edited: