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Utility for Signal Service


The script is designed for qualitative analysis of primary information when choosing a signal for subscription. The compatibility of quotes between the signal provider’s trading server and the subscriber’s trading server is calculated. This calculation is based on the data of discrepancies in quotes on specific transactions carried out by the provider in the history. If the percentage of compatibility of quotes is less than 90%, then this signal carries additional risks when copying.

The script calculates the coefficient of transaction quality and the coefficient of transaction comfort from the investor’s point of view. The calculation is made according to the original formula described in the article – How to conduct a qualitative analysis of trading signals and choose the best one?

Based on the data received from the script, you can build distribution diagrams by the quality of transactions and by the comfort of transactions for the subscriber. If the distribution maxima fall in the upper right corner of the chart, then this signal has transaction parameters close to ideal and with an appropriate indicator of quote compatibility, it can be considered for subscription.

According to the steps, the signal selection technology looks like this:

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  • Input File Name – The name of the file with the primary transaction data from the provider
  • Output Stat File – The name of the file with data on distribution statistics
  • Output Sorted File – The name of the file with the sorted data of the processed transactions
  • Output Alldata File – The name of the file with unordered data of processed transactions
  • TimeShift – The time difference (if any) between the provider’s server and your terminal ( /- in hours)
  • Slippage – Acceptable slippage when processing price data
  • Prefix for symbol – (If any) Symbols to the left of the writing tool
  • Postfix for symbol – (If any) Symbols to the right of writing the tool
  • Output Stat on Monitor – Output data to the monitor?
  • Output Logs – Output logs?
  • Debugger-Enable debugging?


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