Ed,

I am not sure what the issue is.

A signal type, the way I would define, would be based on its criteria. 

For example:

BullishLongPeriod  = Criteria(LongPeriod);
BullishShortPeriod = Criteria(ShortPeriod);
  ----- Original Message ----- 
  From: Edward Pottasch 
  To: [email protected] 
  Sent: Wednesday, July 11, 2007 2:15 AM
  Subject: [amibroker] signal type


  hi 

  as far as I know one can not define a signal type in Amibroker, am I right?  
What I mean is that I am working with systems that have multiple signal types:

  for instance:

  signalType1 = ....;
  signalType2 =....;
  signalType3 = ....;

  Buy = signalType1 OR signlType2 OR signalType3;

  I would like to add to this signal what type of signal it is for ranking 
purpose. This way I can rank the different signal types separately.  You can 
use a different ranking algorithm for each signalType but in the end the 
backtester will put all signals together and choose the best ranking ones. If 
one uses different algoritms then ranking will not work properly. One will have 
to rank them seperately but then you have to be able to retrieve what type of 
signal it is in the CBT,

  any ideas?

  thanks, Ed 
   

Reply via email to