Setting Evaluation Parameters

Before using Signal Evaluator, you should create the conditions and user values to use in the evaluation.

We are using:

      SigEval_Buy

      SigEval_Sell

We will apply these conditions both to individual commodities EP and CLE and to a small sample portfolio of symbols.

Signals

 

      Select the Buy at and Sell at signal conditions from the drop-down menus.

      Select the price/user condition from the drop-down menus.

      To create a new condition: click the button to open the Specify Long Entry Signal window, then click the Define Condition button.

      To create a new use value: click the button to open the Specify Long Entry Value window, then click Define User Value.

Commodity or Portfolio

 

      Select Commodity or Portfolio from the drop-down menu.

      For commodities: type the symbol. For portfolios: select a portfolio from the drop-down menu.

      To create a new portfolio, click the button to open the Select/Define Portfolio window, then click the New button.

Chart parameters

 

Parameter

Description

From/To

Either type dates or select them from the calendar drop-downs. The calendar also provides a link to go directly to today’s date.

Interval

Values:

1 Min, 5 Min, 10 Min, 15 Min, 30 Min, 60 Min

Daily, Weekly, Monthly, Quarterly, Semi-Annual, Annual

Sessions (intraday only)

Values: All Sessions, Primary Session Only

Click the button to create a custom session (only with commodity, not portfolio).

Read more about sessions.

Continuation type (not for portfolio)

 

Values: No continuation, Standard, Adjusted, Active

Read more about continuation types, by month, equalize close, and rollover.

By Month

Limits display to month specified.

Equalize closes

Used only with Adjusted or Active.

Rollover

Used only with Adjusted.

1, 3, 5, 10 trading days before expiration

 

Exits

 

Type a value from 1 to 500, or select a pre-defined value from the drop-down menu.

Error Log Window

If there is any issue with the values you’ve selected or if there are other errors, an error statement is displayed on the bottom of the window. Click that link to open a log of all errors.