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