Signal1 = ...; // boolean value resulting in true (1) or false (0) Signal2 = ...; // boolean value resulting in true (1) or false (0) ... Signal8 = ...; // boolean value resulting in true (1) or false (0)
Buy = (Signal1 + Signal2 + ... + Signal8) >= 5; Mike --- In [email protected], "shaunpms" <shaun...@...> wrote: > > Hello all - Is there an easy way to code the trading algorithm such > that some number of multiple signals must cross a threshold before the > real Buy signal is evoked? E.g. suppose you have 8 signals, and when > any 5 of the 8 signals are True - you do the actual Buy. Its almost > like I'm looking for the sum of each signal to be compared to a > threshold before Buying. I thought I could do this by going thru each > bar and creating a side stepped array which is the aggregate of all > other signals, but wondered if someone had a shorter way to do this. > > thanks in advance, > shaun >
