GSB architecture
This section under construction.
Very over simplified this is how GSB trading systems work.
result=indicator1*inidicator2*inidcator3;
Most but not all indicators are >0 if the trend is up and < 0 for down trend.
SecondryFilterResult=close-Closed(1);// Yesterdays close.
EntryLevelSF=0;
if SecondryFilterResult >EntryLevelSF then secondaryFilter= 1;
if SecondryFilterResult <EntryLevelSF then secondaryFilter=-1;
EntryLevel=0;
If secondaryFilter= 1 and result >EntryLevel then Buy("LongEntry");
If secondaryFilter=-1 and result <EntryLevel then Sell("ShortEntry");
The finer details.
All indicators are normalized from a range of -100 to 100
We can add indicators, or divide or combinations of these. Multiply however works best.
EntryLevel is normally >0
We need to fix up issues of multiplying say 2 negatives indicators with 1 positive indicator.
2 negatives and 1 positive gives a positive result, however if 2 indicators are negative it implies a downward trend and we should enter short.
We also can weight the indicators.
result=indicator1^weight1*inidicator2^weight2*inidcator3^weight3;