Are you using live data or static data? If you are using a live data feed intraday and you want to count the number of times you get a signal you will probably have to store the count in static variables. The reason is that the signals may occur many times in a bar and disappear before the bar closes. From AFLs point of view those signals never happened. But an auto trading program will see them and act on them.
The reason they appear and disappear is that AB scans through your indicators every time a tick comes in. If the condition is true on one scan it may not be true on the next scan. The condition may be true for many ticks and reverse if the condition no longer exists by the end of the bar. As a side point, this is one reason it is almost impossible to back test live trading programs and get reliable results. If you are using static or live data one way to accomplish this is to give each signal a weighing factor and buy if the sum exceeds a threshold. The problem with a weighting factor with live data is that you may get many more signals than you expect which would throw the count off. With static only data you can test n bars for a condition and set the signal true if it occurs over that period. Then sum all true conditions and buy if that is over a threshold. Barry --- 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 >
