Entry condition evaluation order

Streak - backtesting
1

Hello All,

I would like to know how entry conditions are applied. Consider the following example:

Buy 10 shares when MACD(12,26,9) crosses above MACD signal(12,26,9) and +DI(14) higher than -DI(14) and ADX(14) crosses above 20.0 or ADX(14) higher than 20.0.

If I were to break down conditions as:
A: MACD(12,26,9) crosses above MACD signal(12,26,9)
B: +DI(14) higher than -DI(14)
C: ADX(14) crosses above 20.0
D: ADX(14) higher than 20.0

How does streak evaluate this?
option 1: (A and B and C) OR (D)
option 2: A and B and (C OR D)

2

“OR” conditions are not validated at the moment.

Hack will be to create 2 separate Algo’s with conditions combo.

  1. A, B & C
  2. A,B & D
3

thanks.

4

Our system currently hives higher precedence to AND and lower to OR, so for you question,
A and B and C or D is equivalent to (A and B and C) or D.

We will be going ahead nesting which will allow you to strictly define the hierarchy.

Thanks

5

OK. thanks for the update. I guess multiple algos would need to deployed.

6

You can read https://help.streak.tech/#methodology_create/Entry_signal under Combining entry conditions (with “AND”/“OR”) section, to get a better understanding of how the calculation happens.
This may help you create your requirement in a single algo.

Thanks