I am basically looking for a way to have AmiBroker run multiple systems concurrently in order to examine how trading multiple non-correlated strategies affect drawdowns. I think if there was a way to "name" an entry condition so that stops and position sizing rules could be applied to a particular entry criteria, it would be possible to do without too many changes to AB architecture.
I can already do this in excel using exported equity curves but it would be nice to be able to do this internally so that the optimizer engine could be exploited. Is anyone aware of a technique to do this and if not, is this something others would find useful if integrated into a future version? As always - thank you.
