I've just looked at the signposts on the A1 from the south on Streetview and they're not great to be honest Steve. There are signs for Services (a BP garage) and the turning is just after that. A sign at the sliproad (not before) says ' Showground, Chesterton, Alwalton, Elton.
https://www.google.co.uk/maps/@52.5461898,-0.3329827,3a,75y,288.98h,85.32t/data=!3m6!1e1!3m4!1sGh_UGR3-XSLJhQr0NiQB6A!2e0!7i13312!8i6656