Paul, I am interested in your ideas ... I didn't 'pick up the ball and run with it' because, from my perspective, the implementation that some want is personal and limited ... I am going in another direction ... personal but also more generic at the same time.
I will follow anything you post on the subject though because they our problems are inter-related. ZZ --- In [email protected], "Paul Ho" <paul.t...@...> wrote: > > 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_cons@> 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. > > >
