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 -----
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