Modulating Multiple Streams   
Previous  Top  Next

You can modulate data streams other than data1 by changing the code in the prolog. A sample is shown here:

OMX_StreamNum( 4 ),  
OMX_StreamNum2( 5 ),  
OMX_StreamNum3( 6 ), ...  
{ Prolog }  
If OMX_Init = 1 Then begin  
OMX_Temp = OMX_PriceModX( OMX_StreamNum, OMX_IterationNum, OMX_Generation, OMX_Individual ) ;  
OMX_Temp = OMX_PriceModX2( OMX_StreamNum2, OMX_IterationNum, OMX_Generation, OMX_Individual ) ;  
OMX_Temp = OMX_PriceModX3( OMX_StreamNum3, OMX_IterationNum, OMX_Generation, OMX_Individual ) ;  
end ;  

Above we have added calls to PriceModX2 and X3, thus causing data streams 2 and 3 to also be modulated in addition to data 1. This can be useful when you have a strategy that uses more than one data stream and you wish to modulate multiples streams at the same time. For example, if you have $ADV and $DECL on data 2 and 3, you could use this approach to add noise to the $ADV and $DECL data streams as well as whatever you have on data1.

You do not have to modulate all your streams. For example, you could choose to modulate only the 2nd data stream by calling only the OMX_PriceModX2 function.

You will need one reference data stream for each different stream you wish to modulate. For example, if you have @ES on data1, $ADV on data2 and $DECL on data3 and you want to modulate them all, you would insert @ES again on data4, $ADV again on data5 and $DECL on data6. You would then set the StreamNum inputs as shown in the sample code above.