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I figured it out - All I needed was to establish the maximum and then
set my Buy to a percentage of the maximum.
BinaryMax = ((4*Opt1) + (6*Opt2) + (4*Opt3) + (4*Opt4) + (1*Opt5));
--- In amibroker@xxxxxxxxxxxxxxx, "gmorlosky" <gmorlosky@xxx> wrote:
>
> I tried your optimization idea, but how can I set my Buy, when my
Buy
> was based on a specific value (>= 18), now that I weight each
> variable from 1 to 3 ??
>
> opt1 = Optimize("Opt1", 1,1,3,1);
> opt2 = Optimize("Opt2", 1,1,3,1);
> opt3 = Optimize("Opt3", 1,1,3,1);
> opt4 = Optimize("Opt4", 1,1,3,1);
> opt5 = Optimize("Opt5", 1,1,3,1);
>
> Buy = Binarys >= 18;
> Sell = Binarys <= 9;
>
> Binarys = ((BB_Phases_Binary*Opt1) + (EMABinary*Opt2) +
> (ADXBinary*Opt3) + (MACDBinary*Opt4) + (SARBinary*Opt5));
>
> Thanks for the guidance.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ron Rowland" <rowland@> wrote:
> >
> > I would make the wieghting of each one an Optimize variable and
run
> it
> > through the opitimizer.
> >
> > Determing when to buy & sell would require additional
optimization
> > variables.
> >
> > After you do all that, you will probably get an answer of "it
> > depends". Because the optimum weighting will depend on many
> things:
> > your universe, your time horizon, your risk tolerance, your
> objective,
> > and many more.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "gmorlosky" <gmorlosky@> wrote:
> > >
> > > I have an end of day system that will use the following
> indicators
> > with
> > > binary values for each. I was wondering if anyone has an
opinion
> on
> > how
> > > to weight each indicator?
> > >
> > > 1. Bear_Bull phases = 4 is bullish and 0 is bearish (4,3,2,1,0).
> > > 2. EMA = 3 is price is above all moving averages and they are
> stacked
> > > bullish and -3 is bearish (3,1,-1,-3).
> > > 3. ADX = 4 is bullish and increasing and 0 is bearish, with 2
> being
> > no
> > > trend zone (4,3,2,1,0).
> > > 4. MACD = 4 is bullish and 0 is bearish (4,3,2,1,0).
> > > 5. SAR = 1 is bullish and 0 is bearish (1,0).
> > >
> > > Thanks
> > >
> >
>
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