Angelo,
The single-symbol multiple system is just very simple thing to do.
Multi-system on individual symbols is just
ONE system on portfolio with different logic hardwired to symbol
and it can be very easily implemented using AmiBroker
SetOption("MaxOpenPositions", 3 ); // number of SYSTEMS here
switch( Name() )
{
case "SPY":
// the system for SPYhere
Buy = ...
Sell = ....
SetPositionSize( 20, spsPercentOfEquity ); // 20% into FIRST system
break;
case "QQQQ":
// the system for QQQ here
Buy = ...
Sell = ....
SetPositionSize( 50, spsPercentOfEquity ); // 50% into SECOND system
break;
case "DIA":
// the system for DIA here
Buy = ...
Sell = ....
SetPositionSize( 30, spsPercentOfEquity ); // 30% into THIRD system
break;
}
The above trades 3 separate systems on 3 separate symbols with 20/50/30%
allocation.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ang_60" <[email protected]>
To: <[email protected]>
Sent: Thursday, May 07, 2009 10:08 AM
Subject: [amibroker] Re: testing multiple systems simultaneously
> --- In [email protected], "brian_z111" <brian_z...@...> wrote:
>>
>> > Some of you, old Tradestation users know that although it's >impossible to
>> > do multimarket testing (without external software),
>>
>> You can do multimarket analysis in AB .... just put different market data in
>> one database and use Foreign() to reference
>> different markets at the same time. Using a data provider who has all the
>> markets makes this easy.
>>
>
>
> Yes Brian, I was referring to Tradestation.
> My point was that in a software programmed more than 20 years ago (I began
> using Tradestation 4) was already possible to do a very
> basic form of "multysystem testing", but only on "portflio of one symbol"
> (that's was TS's limitation not an AB one's).
>
> As a consequence - and replying to a TJ post - I wasn't seeing all this major
> problems in thinking how to implement this feature,
> although I'm the first to admit I have no idea how much Tomasz's work would
> be required and what are his priorities in the further
> development of Amibroker.
>
> So, I will stop here.
> Greetings,
> Angelo.
>
>
>
>
>
>
>
>
>
>
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