Combining signals from two or more algorithms
Algorithm Science
Trading Strategy Discovery
You can import signals from one algorithm into another and combine the signals to form a new algorithms. However, in the combination process you must end up with no more than one buy signal and one sell signal per day, so one set of signals has to override the other. On the strategy tab, the Imported Signals panel is located below each of the algorithms except for Algorithm 1. You can import signals from any algorithm to the left of the panel.
Buy/Sell Signals from
Set this to the algorithm you wish to import buy or sell signals from.
Override existing
If the imported signals are to take precedence over the existing signals for this algorithm, put "Yes" in these list boxes. You should always ensure that the signal that arrives first overrides the later signal. For example, signals from AOS BOS would always override signals from BOO AOO because the transactions from AOS BOS occur when the target is hit and can't wait, but the transactions for BOO AOO are not executed until the following open, so its possible to ignore them if a signal arrives from AOS BOS. Consequently, you can simulate AOS BOS signals overriding BOO AOO signals, but not the other way around.
Buy/Sell Signals from
Set this to the algorithm you wish to import buy or sell signals from.
Override existing
If the imported signals are to take precedence over the existing signals for this algorithm, put "Yes" in these list boxes. You should always ensure that the signal that arrives first overrides the later signal. For example, signals from AOS BOS would always override signals from BOO AOO because the transactions from AOS BOS occur when the target is hit and can't wait, but the transactions for BOO AOO are not executed until the following open, so its possible to ignore them if a signal arrives from AOS BOS. Consequently, you can simulate AOS BOS signals overriding BOO AOO signals, but not the other way around.
