To examine how multiple systems running concurrently affects drawdowns, you can run your systems sequentially, save portfolio equity as explained in the Knowledge Base http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/ automatically as a composite and later SUM equity curves afterwards and you will see resulting combined equity curve and see the drawdown of such multiple -system setup.
Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "ang_60" <[email protected]> To: <[email protected]> Sent: Tuesday, May 05, 2009 11:04 AM Subject: [amibroker] Re: testing multiple systems simultaneously > --- 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. > > > As you are migrating from another software I happen to know a bit, the short > answer: as of today, Amibroker is not capable of > "built in multiple systems testing" as TraderStudio's trading plan approach. > > This matter was raised long ago by myself and others: if you are a registered > user, you can check suggestion #406 in the feedback > center, dated 16 August 2006. > > In this list you can find very good programmers, claiming they are able to > get the multisystem/multimarket approach to work > programming it by scratch, but - to my knowledge - I've never seen a public > (that is.... free) code able to do what I think is > needed (and that's includes the two links provided in this discussion). > > Just for clarity, this doesn't want to sound as a critic: I own TraderStudio > too, but by now the software I most use for testing > is - by far - Amibroker. > > > > > > > > > > > > > ------------------------------------ > > **** 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 > > >
