AGGREGATED indicators condition

Is it possible to add a third option to the current AND/OR conditions for indicators?

It would be beneficial if, in addition to AND/OR, we could also store indicator conditions for aggregation. For example, we could wait for one condition like SAR 1H crossing down, and then require another condition, like SAR 3sec crossing up, to be true before getting a combined signal.

What’s different about this AGGREGATE condition compared to what’s available now?

Currently, we use AND/OR to make conditions true either when all indicators are true simultaneously (AND) or when one of several indicators meets the condition (OR). We also have a “keep true candle” feature to maintain signals for a certain number of candles, and a “limit deals per higher timeframe bar” to prevent multiple deals. However, these don’t serve the same purpose as AGGREGATE.

With AGGREGATE, each indicator can act as a filter for any other indicator. The bot waits for all indicator conditions to be true before generating a combined signal.

Could you provide an example to illustrate how this feature works?

Let’s say we have three indicators for our entry condition:

  1. RSI crossing above 30
  2. MACD/SAR moving up
  3. Price change of at least +0.5%

Using the suggested feature, we would wait for each of these conditions to be true. They wouldn’t need to be true simultaneously, unlike the current logic.

This approach helps reduce noise and improves signal accuracy because indicators don’t have to match at the same time.

It also allows flexibility, such as using the same indicator on the same timeframe.
For instance, can could set the same indicator on a 15-minute chart using different and opposite settings, if we first get a strong sell signal and then a buy signal, the bot would wait for the buy signal to confirm a potential market reversal.

This method ensures precise signals by confirming conditions across different indicators.

I hope this explanation clarifies how this feature could enhance indicator conditions!

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I think using the word AGGREGATED make it a bit confusing but it could be replaced with THEN so we will have AND / OR / THEN as technical indicator condition.

In order to get the signal we will need:

  1. RSI crossing above 30 (to be true)
    THEN
  2. MACD/SAR moving up (to be true)
    THEN
  3. Price change of at least +0.5% (to be true)
    THEN the signal is fired

It won’t matter the order or execution as long as they are true the bot will fire the signal ONLY when all conditions are met.

If we use the same indicator on the same timeframe but with different settings we will have:

  1. 1H Strong Sell (to be true)
    THEN
  2. 3m Buy (to be true)
    THEN the signal is fired

Hope it makes sense

Doesn’t it matter to you how closely together those signals are?

There are several use cases that support aggregated collection of indicators. Not all indicators might trigger in a sequence at all times. With keep true, there’s one potential problem. You keep the value too less and you miss out on potential signals. When the value is on the higher side, there can be quite many false signals received.

no it’s up to you - you can even trigger on 1m timeframe

If that is added we will be able to develop more complex strategies

Correct! cause it basically aggregates conditions together - so you can build logic based on steps - first condition met - then second condition met - then third condition met - fire alert.
This way you are not restricted by timeframes

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But when will the first be deactivated again? Shouldn’t we also define a cancel signal, that resets certain steps?

keep it simple - 3commas works like that
aggregate means using indicators are filters - all conditions has to be true once fired the alert it resets, if then (even on 1m timeframe) it is true again you get a new signals.

Where does it work like that? I couldn’t remember to have seen conditions that don’t have to be true at the same time.