How to filter / reduce the number of signals generated within certain period of time.

mohan.sic

Well-Known Member
#1
Hi all,

Thread name may not be appropriate. pls go through below query.

Following is the scan result generated in amibroker ( 1 minute time frame)
for a sell condition.

Ticker Trade Date Close
RANBAXY.NS Sell 8/20/2010 9:32 482.05
RANBAXY.NS Sell 8/20/2010 9:33 482.05
RANBAXY.NS Sell 8/20/2010 9:34 482.05

RANBAXY.NS Sell 8/20/2010 10:56 488.9
RANBAXY.NS Sell 8/20/2010 10:57 489.1

RANBAXY.NS Sell 8/20/2010 11:02 490
RANBAXY.NS Sell 8/20/2010 11:03 490.05
RANBAXY.NS Sell 8/20/2010 11:04 490.2

RANBAXY.NS Sell 8/20/2010 12:04 490.1
RANBAXY.NS Sell 8/20/2010 12:06 490.2
RANBAXY.NS Sell 8/20/2010 12:10 490.5
RANBAXY.NS Sell 8/20/2010 12:14 490.5
RANBAXY.NS Sell 8/20/2010 12:15 490.55

RANBAXY.NS Sell 8/20/2010 13:32 495.5
RANBAXY.NS Sell 8/20/2010 13:33 495.5


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All the times, signal is given in consecutive minutes. Exampe: signal given at 9.32, 9.33, 9.34.

Is it possible to adjust any settings so that once a signal is generated, the following 5 bars OR the following 5 minutes should not generate any signal.

If we apply that to above, no of scan results will be 5 instead of 15 like above. This reduces the tracking and saves time in live market.

The idea is only to limit the number of results.


Pls post your suggestions.

Thank you.

rgds,
MohAn.
 

HULK

Active Member
#2
Re: How to filter / reduce the number of signals generated within certain period of t

Increase scan time frame to 5 Min instead of 1 Min and chek the difference

Hulk
 

mohan.sic

Well-Known Member
#3
Re: How to filter / reduce the number of signals generated within certain period of t

Dear,

See the problem will be with any time frame - 1mt, 5 mt or daily charts.
can we make any setting in software or add anything to the code so that once a signal is generated next signal should not come up in next (x) bars or
in the following (x) minutes.

thanks.

regards,
MohAn.
 

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