Re: Combining systems

["david b. stanley" <davestan@xxxxxxxxxx>]

Let me first state that I don't do what you need to do
and I use TS4.

Maybe you could do something like this.

vars:
Signalvalue1(0),ContractQuantity1(1),SignalValue2(0),ContractQuantity2(1);

{...System1...}

if SignalValue1<>1 then begin
  {...Buy conditions for system1...}
  Buy ContractQuantity contracts on the close;SignalValue1=1;
end;

Set up the system settings to allow multiple contracts in the same
direction
and set the number of contracts to trade at the sum of the values of the

ContractQuantity variables.

Gary Fritz wrote:

> > TS  will stop, ie disactivate, one of them from
> > autotrading.   Anyway,  the  original  strategies  feed  the
> > trading  indicator  and  inturn  that  info is passed to the
> > final  stage  strategy  who is in charge of carrying out the
> > orders   for   the  master  strategies.
>
> Thanks Ernie.  You and a few others (thanks all) suggested
> variants of ideas like this, which are more-sophisticated ways of
> implementing the simple change-in-net-position idea I mentioned
> in my earlier post.
>
> But as far as I can see, none of them have the flexibility of a
> normal signal.  I believe they would work very well for systems
> that enter and exit at the close of a bar.  But what if you want
> to combine one system that acts at the close, one that enters on
> a stop, and one that enters on a limit?  Combining those would be
> messy, and I'm not at all sure you could do it right given that
> you're not sure if the stops or limits will be hit.
>
> If somebody's got a real solution for this, I'd love to hear it.
> Too bad TS's limitations require massive kludges like this.
>
> Gary