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Barry/Mike - thanks alot! I was using static data but between both
of your posts I think i've got enough to go on now to make it work.
thanks again for the tips!
shaun
--- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough" <razzbarry@xxx>
wrote:
>
> Are you using live data or static data?
>
> If you are using a live data feed intraday and you want to count
the
> number of times you get a signal you will probably have to store
the
> count in static variables. The reason is that the signals may occur
> many times in a bar and disappear before the bar closes. From AFLs
> point of view those signals never happened. But an auto trading
program
> will see them and act on them.
>
> The reason they appear and disappear is that AB scans through your
> indicators every time a tick comes in. If the condition is true on
one
> scan it may not be true on the next scan. The condition may be true
for
> many ticks and reverse if the condition no longer exists by the end
of
> the bar.
>
> As a side point, this is one reason it is almost impossible to back
> test live trading programs and get reliable results.
>
> If you are using static or live data one way to accomplish this is
to
> give each signal a weighing factor and buy if the sum exceeds a
> threshold. The problem with a weighting factor with live data is
that
> you may get many more signals than you expect which would throw the
> count off.
>
> With static only data you can test n bars for a condition and set
the
> signal true if it occurs over that period. Then sum all true
conditions
> and buy if that is over a threshold.
>
> Barry
>
> --- In amibroker@xxxxxxxxxxxxxxx, "shaunpms" <shaunpms@> wrote:
> >
> > Hello all - Is there an easy way to code the trading algorithm
such
> > that some number of multiple signals must cross a threshold
before
> the
> > real Buy signal is evoked? E.g. suppose you have 8 signals, and
when
> > any 5 of the 8 signals are True - you do the actual Buy. Its
almost
> > like I'm looking for the sum of each signal to be compared to a
> > threshold before Buying. I thought I could do this by going thru
> each
> > bar and creating a side stepped array which is the aggregate of
all
> > other signals, but wondered if someone had a shorter way to do
this.
> >
> > thanks in advance,
> > shaun
> >
>
------------------------------------
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