Barry/Mike - thanks alot! I was using static data but between both of your posts I think i've got enough to go on now to make it work.
thanks again for the tips! shaun --- In [email protected], "Barry Scarborough" <razzba...@...> wrote: > > 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" <shaunpms@> 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 > > >
