[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Trade only best signal



PureBytes Links

Trading Reference Links

Hello,

It will work with any number of indicators.
Just combine output of 3 indicators into one "score" variable.

Adding is OK (just normalize them first).

I would not recommend going JScript way because JScript
is several orders of magnitude slower than AFL solution.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "TaMeR" <yahoo@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, November 20, 2005 8:51 PM
Subject: Re: [amibroker] Re: Trade only best signal


> 
> Yes in the presented case positionscore would be the way to go wouldn't 
> it except that I have simplified my problem for explanation purposes.
> I have not only one indicator but 3 and positionscore would only work 
> with one wouldn't it?
> 
> I thought about adding all the indicator results but that wont work 
> since there low and high scores are very different.
> 
> That JavaScript solution seams to be interesting.  I haven't done 
> anything with javaScript in many years. Will have a lot of learning to do.
> 
> Thanks to everybody
> -- 
> 
> Cheers,
> TaMeR
> 
> 
> Tomasz Janeczko wrote:
>> Hello,
>> 
>> PositionScore allows you to choose and trade best signal.
>> More details here:
>> http://www.amibroker.com/guide/h_portfolio.html
>> 
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message ----- 
>> From: "TaMeR" <yahoo@xxxxxxxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Sunday, November 20, 2005 8:34 AM
>> Subject: Re: [amibroker] Re: Trade only best signal
>> 
>> 
>> 
>>>Hello Graham,
>>>Thank you for your interest.
>>>What I mean by the best one is that my indicator gives result which 
>>>usually ranges from 250 to -250 but it isn't a percent indicator so the 
>>>numbers is unpredictable. The bigger the number is the better is my buy 
>>>signal and in return the smaller the number is the stronger is my short 
>>>sell signal.
>>>I like to find the highest high number not just from the current ticker 
>>>but from all tickers. So what I need is to store the number from each 
>>>ticker in a variable then sort them and get the highest and lowest 
>>>number to trade long and short.
>>>
>>>Hope this helps!
>>>
>>>-- 
>>>
>>>Cheers,
>>>TaMeR
>>>
>>>
>>>Graham wrote:
>>>
>>>>what exactly do you mean by the best one?
>>>>
>>>>--
>>>>Cheers
>>>>Graham
>>>>AB-Write >< Professional AFL Writing Service
>>>>Yes, I write AFL code to your requirements
>>>>http://e-wire.net.au/~eb_kavan/ab_write.htm
>>>>
>>>>
>>>>On 11/20/05, TaMeR <yahoo@xxxxxxxxx> wrote:
>>>>
>>>>
>>>>>Why you would refer me to the manual pages?
>>>>>I don't see anything in the manual that shows how to evaluate and rank
>>>>>all tickers then go back to take the best one for a buy signal.
>>>>>The do-while in the manual just evaluates data for each ticker but does
>>>>>not show how to evaluate/test data between tickers.
>>>>>I would appreciate if you could point me to the right place!
>>>>>_
>>>>>   Cheers,
>>>>>   TaMeR
>>>>>
>>>>>goldwing01_1999 wrote:
>>>>>
>>>>>
>>>>>>also this one:
>>>>>>
>>>>>>http://www.amibroker.com/guide/a_language.html
>>>>>>--- In amibroker@xxxxxxxxxxxxxxx, "goldwing01_1999"
>>>>>><goldwing01_1999@xxxx> wrote:
>>>>>>
>>>>>>
>>>>>>
>>>>>>>is this what you looking for:
>>>>>>>http://www.amibroker.com/guide/whatsnew.html
>>>>>>>
>>>>>>>
>>>>>>>--- In amibroker@xxxxxxxxxxxxxxx, TaMeR <yahoo@xxxx> wrote:
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>>I have an indicator on which the higher the result is the better
>>>>>>>
>>>>>>>the signal.
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>>I like to back test and find the one best signal per day and
>>>>>>
>>>>>>only
>>>>>>
>>>>>>
>>>>>>
>>>>>>>trade
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>>that one signal.
>>>>>>>>
>>>>>>>>I guess I need a do-while statement, does someone have a snip
>>>>>>
>>>>>>set
>>>>>>
>>>>>>
>>>>>>
>>>>>>>for me?
>>>>>>>
>>>>>>>
>>>>>>>
>>>>>>>>--
>>>>>>>>
>>>>>>>>   Cheers,
>>>>>>>>   TaMeR
>>>>>>>>
>>>>>
>>>>>
>>>>>--
>>>>>
>>>>>      Cheers,
>>>>>      TaMeR
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to 
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
> 
> 
> 
> 
> 
> 
>


------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/