Thanks a lot for the solution. It just rocks. I only have a little problem with it. It gives me sell signals that have never had a buy signal before. But only for those symbols that are futures and have about 20 days data available, which means the 20- day indicator in the sell condition becomes available. However, these symbols did not have a buy signal before.
Do you have an idea why it works this way? I know I can filter them out somehow but it should not happen. --- In [email protected], "Barry Scarborough" <[EMAIL PROTECTED]> wrote: > > You almost have it. I assume you just want to print this out using > the Exploration function in Analysis. But you can also plot them on > the same chart. All you need to do is change the name of the buy and > sell to make them different. > > //////////////Strategy24////////////////// > Buy24a= Buy Cond. Str24; > BuypriceStr24=Buyprice Cond. Str24; > Sell24a= Sell Cond. Str24; > SellPriceStr24=SellPrice Cond. Str24; > Buy24 = ExRem(Buy24a,Sell24a); > Sell24 = ExRem(Sell24a,Buy24a); > > //////////////Strategy20////////////////// > Buy20a = Buy Cond. Str20; > BuypriceStr20=Buyprice Cond. Str20; > Sell20a= Sell Cond. Str20; > SellPriceStr20=SellPrice Cond. Str20; > Buy20 = ExRem(Buy20a,Sell20a); > Sell20 = ExRem(Sell20a,Buy20a); > > Filter = Buy20 Or Sell20 OR Buy24 OR Sell24; > > //////////////Filter for Exploration Str24/////////////// > AddColumn( Buy24, "Buy 24", 1 ); > AddColumn( Sell24, "Sell 24", 1 ); > AddColumn(IIf(Buy Cond. Str24,BuypriceStr24,0), "BuypriceStr24"); > AddColumn(IIf(Sell Cond. Str24,SellPriceStr24,0),"SellPriceStr24"); > //////////////Filter for Exploration Str20/////////////// > Filter=Buy Or Sell; > AddColumn( Buy20, "Buy 20", 1 ); > AddColumn( Sell20, "Sell 20", 1 ); > AddColumn(IIf(Buy Cond. Str20,BuypriceStr20,0), "BuypriceStr20"); > AddColumn(IIf(Sell Cond. Str20,SellPriceStr20,0),"SellPriceStr20"); > > // to plot them on a chart so you can watch both real time > // the 20 strategy will print above the line and the 24 below. The > // sell signals are shorter just in case they appear on the same bar > plot(buy20, "Buy 20", colorred); > plot(sell20 * 0.75, "Sell 20", colorred, styledashed); > plot(-buy24, "Buy 24", colorgreen); > plot(-sell24 * 0.75, "Sell 24", colorgreen, styledashed); > > --- In [email protected], "zozuzoza" <zozuka@> wrote: > > > > 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"); > > >
