Hello.
I m trying to run optimization signals for each instrument during portfolio simulation. Is possible make a association between name of instrument and signal? today I only know use one signal for all instrument or make this analsy individual.
Is possible run individual signal for each instrument. [SOLVED]
- JoshM
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Re: Is possible run individual signal for each instrument.
I'm not sure if I fully understand you, but perhaps like this?I m trying to run optimization signals for each instrument during portfolio simulation. Is possible make a association between name of instrument and signal? today I only know use one signal for all instrument or make this analsy individual.
Code: Select all
Variables:
enterLong(False);
if (GetSymbolName = "123") then begin
enterLong = Close > Close[1];
end
else if (GetSymbolName = "456") then begin
enterLong = Open > Open[1];
end;
if (MarketPosition(0) = 0) and (enterLong = true) then
Buy 1 contract next bar at market;
Re: Is possible run individual signal for each instrument.
Hello JoshM.
What I need could be two ways. One like you show but I don't know if possible call a signal file direct to run entire inside other signal file to run in portfolio simulation or I need to create many small files indexed with my optimization variables.(I don't know manipulate index files in text format)
Another way I thought inside simulation tool associated manually each instrument to a different signal file but that I think could impossible but easier.
Thanks.
What I need could be two ways. One like you show but I don't know if possible call a signal file direct to run entire inside other signal file to run in portfolio simulation or I need to create many small files indexed with my optimization variables.(I don't know manipulate index files in text format)
Another way I thought inside simulation tool associated manually each instrument to a different signal file but that I think could impossible but easier.
Thanks.
Re: Is possible run individual signal for each instrument. [SOLVED]
I will explain why I want to do this:
When you run a optimization in a signal file this procedure fit best behavior only for this instrument. But in a portifolio simulation there are many other instruments that this signal could not good for all.My plan is create individually signal for each instrument "switchable " during portifolio simulation.
When you run a optimization in a signal file this procedure fit best behavior only for this instrument. But in a portifolio simulation there are many other instruments that this signal could not good for all.My plan is create individually signal for each instrument "switchable " during portifolio simulation.
Re: Is possible run individual signal for each instrument.
I need something like that :
Is possible run a signal inside a signal file ?
Code: Select all
if (GetSymbolName = "123") then begin
Call Signals:Strategia_BuyConf_123; // I dont know correct command to that trying run signal file.
end
else if (GetSymbolName = "345") then begin
Call Signals:Strategia_BuyConf_345;// I dont know correct command to that trying run signal file.
end;
Last edited by strelow on 19 Jul 2015, edited 5 times in total.
- JoshM
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Re: Is possible run individual signal for each instrument.
Unfortunately, no. But I hope I'm mistaken here.Is possible run a signal inside a signal file ?
- Henry MultiСharts
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Re: Is possible run individual signal for each instrument.
Hello strelow,
There is no way to call a signal from another signal. You can configure the Portfolio to have one signal and one instrument per single strategy. There can be multiple strategies in the same Portfolio.
There is no way to call a signal from another signal. You can configure the Portfolio to have one signal and one instrument per single strategy. There can be multiple strategies in the same Portfolio.