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