Screening & Backtesting / 3 / Create Signals from Multiple Conditions


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ℹ️ Clicking on image thumbnails below enlarges all screenshots.

Steps Shown in the Video


  1. Open a new or empty tab in a Stock Screener (all tickers selected)

  • Add these three filters (all must be true at the same time):

    • Filter 1: Medium-Term GEX/Volume Ratio → Minimum = 0 → Maximum = 99999 → Apply

    • Filter 2: Long-Term GEX/Volume Ratio → Minimum = 0 → Maximum = 99999 → Apply

    • Filter 3: MACD Signal Weekly → Uncheck “Negative” → leave only “Positive” checked → Apply

    • Click Launch Backtest → choose Launch Signal Trace Backtest


Settings:

  • Universe Mode: Dynamic (we need all tickers to come through to the screener)

  • Benchmark / Ticker of interest: We are testing for daily presence of SPY, so type SPY in the box

  • Click Next

  • Signal Confirmation / Gap Filling / Cluster options: Leave everything off for now (we’ll change this later)

  • Name your backtest

  • Date range: Last 1 year (or same as your previous tests)

  • Click Confirm and Launch


Optional: Use “Final Signal” to Get Clean Entry Points Only (First Instance of Each Cluster)

  1. Go back to the exact same screener (the 3 filters above).

  2. Launch Signal Trace Backtest again (same as above).

  3. On the second page of the wizard (Signal Configuration):

    • Turn ON “Only display the first instance of any cluster” (this removes all signals except the very first day of each new regime)

    • You can also play with “Fill gaps” or “Require confirmation” later

  4. Name it: Buying Regime – Entry Points Only

  5. Launch it.

  6. Result:

    • Regular signal = full clusters (every day the regime is on)

    • Final signal (orange) = only the first day of each new cluster → perfect entry points

    • Add SPY (like before)

  7. In the chart, turn OFF the regular signal → keep only the Final Signal visible → these are your clean, non-repetitive entries.

Result: A chart with only vertical lines — this is your clean buying regime. No metric lines, only signals where ALL 3 conditions were true on that day for SPY.

  • Add SPY price for context:

    • Click “+ Add Series” → type SPY → add to main panel → Apply

    • Change signal color to bright green and turn down the transparency if desired

    • This now looks identical to the professional “Buying Regime” template.

Raw Backtest Output:

Chart After adding SPY & Color Adjustment:


When ready, click NEXT >> to continue to the next section of the Guide

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