Ed, I have not used the CBI, but I beleive there
is only one ranking parameter - PositionScore.
How about separating the trending from choppy
signals before processing.
Example:
You already know which signals were derived under
what conditions... so how about doing this:
if (sigtype ==1)
{
PositionScore = your type 1
parameter;
}
else
{
PositionScore = your type 2
parameter;
}
Again, I have not done this, but worth looking
into. CBI may support this structure
----- Original Message -----
Sent: Wednesday, July 11, 2007 9:59
AM
Subject: Re: [amibroker] signal
type
hi Ara,
what I like to do is use different type of
signals in 1 system. I want to combine signals that are sensitive for
trending markets (type 1) and those that are sensitive for choppy
markets (type 2). When I rank these signals Amibroker will rank them as one
bunch of signals. Say I have 20 signals of type 1 and 20 op type 2 then
I want to tell Amibroker to rank these 2 types separately and depending on
the market condition divide my money amongst the two
types.
In the CBI this would be possible. I just have
to be able to label the signals of which type they are. To my knowledge this
is not possible. In the CBI I need to be able to retrieve whether I am
dealing with the choppy market signal or the trending market
signal.
Is this possible or will I need to add this as
a request in the feedback center?
rgds, Ed
----- Original Message -----
Sent: Wednesday, July 11, 2007 5:52
PM
Subject: Re: [amibroker] signal
type
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