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Ed,
the Buy array is boolean TRUE/FALSE but it doesn't have to be 1/0.
Any positive number will be evaluated as TRUE.
You can weight your signals,
signalType1 = 1 * ....;
signalType2 = 2 * ....;
signalType3 = 4 * ....;
Buy = signalType1 + signalType2 + signalType3;
Now Buy will be true if one or more signals trigger, and the value
of the array (0-7) will tell you what combination of signals...
Is this what you meant?
Best regards
Johan
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> 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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