--- In [email protected], "Soham" <soham...@...> wrote: > > > 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? > > Thanks, for any light on this > Soham >
Hi Soham, just in case you won't to read all the thread posted by Brian (in my humble opinion, that thread was very interesting at the beginning.... but after a while we went 100% out of subject..... mostly talking about the maths of portfolio optimization.... and not about finding a practical way to do it in Amibroker), here you'll find the code posted by Paul Ho http://www.amibroker.com/library/detail.php?id=1227 This subject arose from time to time both on the yahoo list and on the feedback/suggestion center but - as of today - my undestading of the various answer I received is: "it is possible to do in Amibroker, but the valuation of the proper/simpler way to get the job done... and of the time and the skills required ..... is leaved 100% to the user" Be sure to value them properly.
