--- In [email protected], "Paolo Cavatore" <pcavat...@...> wrote: > > the same logic used in portfolio backtesting should be used in >multi-systems > portfolio backtesting. > > >I should assign a proper positionsize of the equity line every time >I get a >signal whatever system it comes from - for instance I can >always take a 2% >position on every signal no matter if it comes from >system A or B if I'm not >supposed to potentially get more than 50 >signals at the > > >
Hi all, here http://www.filedropper.com/loopformultisystemmultimarket you will find an almost- too-much simplified loop showing (*) how another software has been programmed in order to get to the target (well . not at 100% but reasonably near . I leave aside the details). Just translate "instrument" with tickers of a portfolio, and "unit size" with position sizing rules. For the rest, I concur with most of what Paolo is saying (especially important to me are his two sentences above).... I'm sure there's some misunderstanding among the people in this thread, created because Internet is a wonderful mean to talk to people everywhere in the world but sometimes it's really impossible to reproduce the same efficacy on an eye-on-eye discussion. PS Thanks to Paul and Benoitek for your precious inputs. They have not been lost. I've saved them on my PC and will be looking at their "ways to do" with great attention. Only . this discussion has evolved on the possibility to get Tomasz think if it's possible/economically efficient for him to get a "built in solution" .. also because I know "low level CBT solutions" are not accessible to my present knowledge . and will not be in a not too distant future neither. If it's not possible for now . never mind .. at the very least we have had a really interesting discussion and some worthwhile suggestions. Greetings, Angelo. (*) This flow chart is publicly available on the web, even by non-purchasers of that product, so I'm confident I'm not violating any copyrights.
