This has been asked many times - suggest you search/browse the forum list.
d On Sat, May 2, 2009 at 2:05 PM, bh.hicks <[email protected]> wrote: > I wanted to take a minute to elaborate on this a bit... > > The way I currently do this in excel is to split equity out based on the > number of systems I am trading and run each system one independently. I then > export daily equity amounts into excel and add simply add them together to > examine the composite results. For example, if testing 4 systems with > $500,000 in starting equity, I would run each system with $125k in starting > equity and then combine their results. > > The main drawback to this approach is that I use percent risk position > sizing and am rarely fully invested in a single system. By combining > multiple systems together in AB, it would allow each system to draw from the > same equity pool and more complex position scores could be created that > allow the system to choose perhaps from the most profitable strategy in the > event the multiple system approach ever becomes fully invested. > > > > > > > --- In [email protected], "bh.hicks" <bh.hi...@...> wrote: > > > > 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. > > > > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > > >
