Trading Strategy based on the Number of Buy Signals

Based on the number of buy signals, this money management script calculates its 10-Bar moving average and compares it to the 50-Bar moving average. If the former moving average is lower than 0.4 times the latter moving average, then trading is halted during the next 30 trading bars.

The number of buy signals refers to the number of times there was a buy signal in a specific bar. This number is higher than the actual trades because the portfolio is limited in the number of positions it can take at the same time.

In order to calculate the moving average, I have created a list (buySignals) and added to it the new number of buy signals each time the OnEndPeriod event is called (on each new bar). Within this event, I have also created a time-series metric called "Buy Signals Average", which is the 10-Bar simple moving average of the number of buy signals.

This money management script is simply an example to show you how to use trading signals (not actual trades) in a trading strategy and create rules based on them.

To get the raw number of buy signals, go to: Number of Buy Signals Over Time in a Simulation.

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