You could probably use the same technique as is used for pairs trading. Specifically, check for the name of the symbol and apply the applicable logic.
http://finance.groups.yahoo.com/group/amibroker/message/134492 If you don't want to have a bunch of if (Name() == ...)statements, you could probably add some symbols to watchlist1, the others to watchlist2, all of the above to watchlist3. Then use InWatchList() in your code instead of checking the name. You would run your backtst/optimization/etc. on watchlist3. The danger of that though is if you add a symbol to watchlist3 but forget to also add it to either watchlist1 or watchlist2. if (InWatchList(1)) { ... // Strategy 1 } else if (InWatchList(2)) { ... // Strategy 2 } Any custom money management would probably have to be implemented in custom backtester code. Mike --- In [email protected], "Soham" <soham...@...> wrote: > > Any help on this? > --- In [email protected], "Soham" <sohamdas@> wrote: > > > > Hello Everyone, > > > > I believe, I have seen this question here itself or one of its forms. But > > given the "fantastic" search results of Yahoo groups, I am posting this > > once again. > > > > Is there any method, to simulate multiple strategy on a portfolio level?For > > example, consider I want to use a trend following system for Cotton, > > Coffee, Copper, EuroDollars and FAZ. While, I want to "simultaneously" > > simulate a trend fading system for SPX,NDX and RYDER. > > > > Is there any way to do it? > > > > And very related to this stuff, the one possible way, I can think of is, > > using multithreaded programming. Is it possible? Interfacing say C# with > > Ami and handling the two strategies with their own money mgmt algos, and > > instruments etc? > > > > It is to be reminded that, they draw their "juice"[$$$] from the same > > account. > > > > Thanks, for any light on this > > Soham > > >
