my suggestion does not require any cbt it invlves writing a functions using afl
loops. so if know how to write for loops then u can create this solution
--- In [email protected], "ang_60" <ima_c...@...> wrote:
>
> --- In [email protected], "Paolo Cavatore" <pcavatore@> 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.
>
