> 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".
If you copy the SPX tickers 3 times,ie SPX, SPX2, SPX3 you can esaily use that do what tradestation could/can do. > 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. > I gave out some pointers on how that can be done some posts back, I have yet to see somebody pick up the ball and run with it. --- In [email protected], "ang_60" <ima_c...@...> wrote: > > --- In [email protected], "Tomasz Janeczko" <groups@> 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. >
