If all you are doing is combining systems to run with each other, this is easy to do.
You can easily match exits with the entries to ensure one system exit does not stop a trade started in another system.
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 17/10/06, Angelo <[EMAIL PROTECTED]> wrote:
--- In [email protected], Graham <[EMAIL PROTECTED]> wrote:
>
> It is easy to do multi system within a scan, exporation or chart
> If you require to compare different systems against each other,
much simpler to just run the backtests separately and compare the
results, even export the results to excel and do whatever you need
to do there.
> It should be possible to do this all within AB, but the effort
required to
> write the portfolio backtest AFL would probably take longer than to
> separately write, test and begin trading them
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
>
Hi Graham,
IMHO, when talking about multisystem testing, the purpose is NOT in
comparing systems but to smooth the drawdowns of the equity curve.
That is, if you trade 4 non-correlated systems, your total profit is
normally (I'm simplyfing a bit) the sum of these four.
Your max DD is always less of the sum of the four DD.
Hence, multisystem is a convenient way (provided to really have 4
profitablke systems!!!) to improve the MAR ratio and - in general -
all risk/reward ratios.
I'm not at that point at present (I'm still testing), but all
serious system traders try to go "multisystem/multimarket".
Exporting the results of single sistems to Excel, and then merge
them is an option, but not an easy one. It does require to know well
VBA, so the problem arises again: most of us are not professional
programmers.
In any way, some time ago I made the suggestion to make AB able to
to this task, and Tomasz (or Marcin) replied "maybe in the future,
but not now".
And this tells me they are not mechanic system traders.... :).
Greetings,
Angelo.
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