Is possible run individual signal for each instrument.  [SOLVED]

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strelow

Is possible run individual signal for each instrument.

Postby strelow » 18 Jul 2015

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.

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JoshM
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Re: Is possible run individual signal for each instrument.

Postby JoshM » 19 Jul 2015

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.
I'm not sure if I fully understand you, but perhaps like this?

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;
While this would be in one signal file, it gives in effect a different 'strategy' for each symbol.

strelow

Re: Is possible run individual signal for each instrument.

Postby strelow » 19 Jul 2015

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.

strelow

Re: Is possible run individual signal for each instrument.  [SOLVED]

Postby strelow » 19 Jul 2015

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.

strelow

Re: Is possible run individual signal for each instrument.

Postby strelow » 19 Jul 2015

I need something like that :

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;
Is possible run a signal inside a signal file ?
Last edited by strelow on 19 Jul 2015, edited 5 times in total.

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JoshM
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Re: Is possible run individual signal for each instrument.

Postby JoshM » 20 Jul 2015

Is possible run a signal inside a signal file ?
Unfortunately, no. But I hope I'm mistaken here.

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Henry MultiСharts
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Re: Is possible run individual signal for each instrument.

Postby Henry MultiСharts » 20 Jul 2015

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.


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