Analysis series doesn't show indicators i've used in entry strategies
Author: kbellare
Creation Date: 5/5/2013 12:05 PM
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kbellare

#1
1) I'm using AroonUp and AroonDown and using them as entry triggers - i don't see them in the drop-down in the AnalysisSeries. On the other hand, I see TSF, LinearReg, LinearRegSlope when I've used TSF only as Exit trigger and have no mention of LinearReg or LinearRegSlope in my strategy code. See code below -

2) There are over 100 indicators available in Community and TASC Library and i'm trying to determine which ones are more effective than others. How can i use this visualizer to quickly assess sensitivity analysis of multiple indicators against a data set (e.g. Dow 30) to all indicators - e.g. can i declare 30-40 indicators and see which ones are most sensitive drivers (i.e. best correlated) with market performance of the Data set (or individual symbols)?
- if not, is there a different extension that can help me narrow down indicators to select and use?

thanks
Kiran


CODE:
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Eugene

#2
1) AroonUp and AroonDn will undoubtedly show up after running this code. That's out of question. Not sure what you're doing wrong, maybe calling Bars.Cache.Clear (in an omitted portion of the code) and/or having not recompiled the strategy after adding them to the code. Generally, the reasons for not finding a series in the list are summed up here: Wealth-Lab User Guide > Analysis Series > Can't find a DataSeries in the list?

2) There is no different extension but how about using the Correlation series. Of course you will have to code a Strategy first to declare the series and compare the plots. Don't forget that correlations change over time.