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Thank you for everyone :>
Hi MG Ferreira:
SHORT signal: RSI(9) - 70; [On average, there are 20 trades per year]
LONG signal : C-Mov(C,25,S)[On average, there are 20 trades per year]
Even through the faster RSI(9) will normally dominate in term of
shorter periods, both triggered signals for LONG and SHORT are equal
in term of number of trades per year. Can it still be no problem to
combine them into one indicator? If trying to combine LONG and SHORT
signals into one, then should I consider the selection criteria based
on whether the number of periods for both signals or the same number
of average trades per year? Do you have any suggestion?
On the other hands, in creating four weights, say w1 .. w4
w1 = 1000
w2 = 1000
w3 = 1000
w4 = 1000
Do you have any suggestion on how to adjust the weight based on
indicator's reliability and performance? such as
Performance
p1 = 20% ROI then w1 = 1000
p2 = 20% ROI then w2 = 1000
p3 = 40% ROI then w3 = 2000 [which need to adjust manually]
p4 = 20% ROI then w4 = 1000
Will it be something like that? Any idea?
Thank you
Eric
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