A little advice for anyone in the future that decides to duplicate symbols as a way to back-test multiple systems; make sure you set the "Max. Open Positions" in the back-tester settings (Portfolio tab) to a number large enough to accommodate all the duplicated symbols (e.g # systems times # symbols). Duh..., I've wasted more hours than I care to admit trying to figure out why my combined systems produced output significantly different than what I would expect based on the individual systems.
Regards, David --- In [email protected], "dbwyatt_1999" <dbw...@...> wrote: > > Brian, > > I've done a some prototyping of the duplicating symbol process for running > multiple strategies. It turns out, as Angelo pointed out in an earlier post, > that duplicating and renaming exported symbol text files for import is not > much of an issue. I've found several programs that can rename all the files > at one time (much like I could do using wild chars in DOS 20 years ago...). > Importing the symbols back into AB is also fairly easy because multiple > import files can be specified at once. Thus, the most time consuming task is > the manual entering the symbol information like margin, tick size, and point > value since unlike stocks, with futures most of the symbols have different > values. I'm not going to dwell on how best to duplicate symbols too much > because it's generally a do once process. By the time I can automate the > process, I can probably do it manually. > > BTW, I'm still verifying the idea of combining multiple systems using > duplicate symbols. I'm testing it with 2 systems and so far the results > appear to be correct. > > Regards, > > David > >
