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An alternate approach is to build your system components in functions which
return a trading signal, then write a system to integrate the signals. I like
this approach because one can incorporate the best aspects of each system i.e.
some are good at entry, some at exit, some at trading, some at trending. Also a
modular approach will allow you to integrate/replace components as you develop
them. A couple of tips if you use this approach: 1) design a standard data
platform with fixed data# for each - be sure to allow gaps so you can add in
different compressions e.g. I use 1-9 for trading time frame and each block of
10 for each next higher time frame, 2) reference your data directly within the
function rather than trying to pass it from the system, 3) consider having each
system function return a unique binary value e.g. 1, 2, 4, 8 (+/- for
long/short) and reserve higher numbers for returning entry/exit stop values, 4)
keep functions small as possible - remember the 64k limit.
Earl
-----Original Message-----
From: Joel Geier <jgeier@xxxxxxxxxxxxxxxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: Thursday, March 12, 1998 5:48 AM
Subject: Include System function
>I would like to create a system that only buys when another system is short
>and vice versa, can I use market posistion function of second system to
>trigger first
>
>Regards and Thanks in advance
>Joel
>
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