Re: [amibroker] signal type

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Ed,

 

I am not sure what the issue is.

 

A signal type, the way I would define, would be based on its criteria.

 

For example:

 

BullishLongPeriod  = Criteria(LongPeriod);

BullishShortPeriod = Criteria(ShortPeriod);

----- Original Message -----

From: Edward Pottasch

To: amibroker@xxxxxxxxxxxxxxx

Sent: Wednesday, July 11, 2007 2:15 AM

Subject: [amibroker] signal type

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 

__._,_.___

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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

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

SPONSORED LINKS

Investment management software	Investment property software	Investment software
Investment tracking software	Return on investment software

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___