Hi, I have developed 2 different strategies and cannot figure out how I could explore both at the same time. The 2 strategies use EOD data of thousands of stocks so they are not intraday strategies. However , the last bar is updated during market hours, i.e. the closing price of the last bar is continiosly updated until the market is closed. The 2 trading systems give different buy and sell signals and I would like to trade them together. I want the exploration to give me buy and sell alerts for both systems. The exploration looks like as follows. I get signals for the last strategy20 and cannot get signals for strategy 24.
Does anybody have an idea how to combine different strategies to give buy and sell alerts in the exploration? Thanks a lot for your help. //////////////Strategy24////////////////// Buy= Buy Cond. Str24; BuypriceStr24=Buyprice Cond. Str24; Sell= Sell Cond. Str24; SellPriceStr24=SellPrice Cond. Str24; Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy); //////////////Filter for Exploration Str24/////////////// Filter=Buy Or Sell; AddColumn( Buy, "Buy", 1 ); AddColumn( Sell, "Sell", 1 ); AddColumn(IIf(Buy Cond. Str24,BuypriceStr24,0), "BuypriceStr24"); AddColumn(IIf(Sell Cond. Str24,SellPriceStr24,0),"SellPriceStr24"); //////////////Strategy20////////////////// Buy= Buy Cond. Str20; BuypriceStr20=Buyprice Cond. Str20; Sell= Sell Cond. Str20; SellPriceStr20=SellPrice Cond. Str20; Buy = ExRem(Buy,Sell); Sell = ExRem(Sell,Buy); //////////////Filter for Exploration Str20/////////////// Filter=Buy Or Sell; AddColumn( Buy, "Buy", 1 ); AddColumn( Sell, "Sell", 1 ); AddColumn(IIf(Buy Cond. Str20,BuypriceStr20,0), "BuypriceStr20"); AddColumn(IIf(Sell Cond. Str20,SellPriceStr20,0),"SellPriceStr20");
