Confluence - Multi-Study Signal Combination

Combines quantitative studies across 4 time scales to find maximum predictive edge

Function Syntax

=PFR.Confluence(Security, BasePeriod, Interval, RunDate, UseSyntheticPrices, ExpirationPeriodicity, MinExpDays, TargetDateOverride, SpreadSecurity, MinExtremeHurstRank, ExcludeCritical, ExcludePursuit, ExcludeGeometry, ExcludeCycles, BarsToMerge, RefreshMode)

Parameters

Parameter Description
SecurityBloomberg security
BasePeriodWEEKLY, DAILY, or MINUTE
IntervalBar interval for base period
RunDateDate to run analysis
UseSyntheticPricesAllow synthetic prices
ExpirationPeriodicityMONTHLY, WEEKLY, etc.
MinExpDaysMin days to expiration
TargetDateOverrideAlternate target date
SpreadSecurityOptional spread denominator
MinExtremeHurstRankMin EH rank (1-99)
ExcludeCriticalExclude ExtremeHurst
ExcludePursuitExclude VolumeTrend
ExcludeGeometryExclude SmartChannel
ExcludeCyclesExclude Precision Turn
BarsToMergeBars to merge (1-5)
RefreshModeRefresh rate INTERVAL,DAILY,...,FREEZE

Output Columns

Column Description
Output 1Security Symbol
Output 2Run Date/Time
Output 3Base Period
Output 4Base Interval
Output 5Security Price
Output 6Signal List
Output 7Signal Count
Output 8Edge Sum
Output 9AI Rank (0-100)
Output 10AI Edge
Output 11AI Max Effect
Note: This function requires Bloomberg Terminal to be running and logged in.