--- In [email protected], "Tomasz Janeczko" <gro...@...> wrote: > > 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
Just for the sake of clarity, with Tradestation is possible to apply system1, system2, systemN on the same (buy only one at a time: TS has its limits, hasn'it? ) symbol (e.g.) SPX. That's what I call "single market, multisystem approach". Just to stick to Tomasz's example, what I think Hicks was referring starting this thread (and me too) was the option to apply system 1,2,3 at symbol SPX, QQQQ, DIA on a single backtest run. That's what I mean for "multimarket, multisystem approach" and - as I said previously - is different than just adding equity lines because of the position sizing. Greetings, Angelo.
