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hi
as far as I know one can not define a signal type
in Amibroker, am I right? What I mean is that I am working with systems
that have multiple signal types:
for instance:
signalType1 = ....;
signalType2 =....;
signalType3 = ....;
Buy = signalType1 OR signlType2 OR
signalType3;
I would like to add to this signal what type of
signal it is for ranking purpose. This way I can rank the different signal
types separately. You can use a different ranking algorithm for each
signalType but in the end the backtester will put all signals together and
choose the best ranking ones. If one uses different algoritms then ranking will
not work properly. One will have to rank them seperately but then you have to be
able to retrieve what type of signal it is in the CBT,
any ideas?
thanks, Ed
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