Deep Signal Library

Note: This method should be called within the OnBarUpdate() method. Please note the base.OnBarUpdate should be called before calling DSTShortSignal

ref float

If this optional method is called, DSTShortSignal will return the confidence score (0.0-1.0) in the float that is passed by reference. 

bool

DSTShortSignal will return true if there is a signal to enter a sell short trade from the machine learning model, otherwise false

Using the DSTShortSignal method

        protected override void OnBarUpdate()

        {

            // DST Library - The base OnBarUpdate needs to be called for updating the machine learning model data

            base.OnBarUpdate();            

            if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 0)

            {

                if (DSTLongSignal())              

                    EnterLong(_Shares, "Long Entry");

                else if (DSTShortSignal())

                    EnterShort(_Shares, "Short Entry");                                   

            }

        }     

Using the DSTShortSignal return value with Confidence Score

        protected override void OnBarUpdate()

        {

            // DST Library - The base OnBarUpdate needs to be called for updating the machine learning model data

            base.OnBarUpdate();            

            if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 0)

            {

                  float confidenceScore = 0f;

                // In this case, DSTShortSignal will only return true if the confidenceScore that is returned is 

                // equal to or greater than the DSTMinLongConfidenceScore for long or DSTMinShortConfidenceScore for short trades

                if (DSTLongSignal(ref confidenceScore))

                {

                    EnterLong(_Shares, "Long Entry");

                    Print("Long confidence score = " + confidenceScore);                    

                }

                else if (DSTShortSignal(ref confidenceScore))

                {

                    EnterShort(_Shares, "Short Entry");

                    Print("Short confidence score = " + confidenceScore);                    

                }                         

             }

        }     

Using the DSTShortSignal with Confidence Score Only

        protected override void OnBarUpdate()

        {

            // DST Library - The base OnBarUpdate needs to be called for updating the machine learning model data

            base.OnBarUpdate();            

            if (Position.MarketPosition == MarketPosition.Flat && BarsInProgress == 0)

            {

                  float confidenceScore = 0f;

                // In this case, the confidenceScore that is returned must be equal to or greater than 

                // the user set value of 0.4 in order to enter a long or short trade

                DSTLongSignal(ref confidenceScore);

                if (confidenceScore >= 0.4)

                {

                    EnterLong(_Shares, "Long Entry");

                    Print("Long confidence score = " + confidenceScore);                    

                }

                DSTShortSignal(ref confidenceScore)

                if (confidenceScore >= 0.4)

                {

                    EnterShort(_Shares, "Short Entry");

                    Print("Short confidence score = " + confidenceScore);                    

                }                         

             }

        }