[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: signal type



PureBytes Links

Trading Reference Links

hi Johan,
 
no I just mean that different signals have their own unique ranking and I want to be able to seperate them. Basicly I am running more than 1 system inside 1 system. You could run them seperately but I want to run them inside 1 system. If 1 signal is for instance defined bu MACD and the other signal by Stochk then how do you rank these two signals when running them inside 1 system. You are forced to use a similar ranking. You can try to rank them using 2 separate formulas but then the weight of one will be greater and only 1 signal will be chosen.
 
I will ask the helpdesk tomorrow. I am sorry if my question is not clear.
 
regards, Ed
 
 
 
 
----- Original Message -----
From: johsun
Sent: Wednesday, July 11, 2007 9:00 PM
Subject: [amibroker] Re: signal type

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@xxxxxxxxxps.com, "Edward Pottasch" <empottasch@...>
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
>

__._,_.___

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html





SPONSORED LINKS
Investment management software Investment property software Investment software
Investment tracking software Return on investment software

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___