Thanks a lot I am loooking that soft, seems interesting. 3000$ though.. And in the thread mentioned above, speak about Traders Studio. Could be an alternative? And trade Station? What a pity Amibroker can not do it.. Would be a very big improvement..
--- In [email protected], "rise_t575" <ris...@...> wrote: > > > > I'm pretty sure that TradingBlox Builder can do this. You code each system > completely separately, and - as an overlay - in its GUI it has a convenient > slider with which you can set the percent allocation for each system. On the > risk management side, it has risk managment variables per system and for the > "system of systems", so that you can control the correlation of the multiple > systems (e. g. that you don't have too much weight in one sector in the > meta-system). > > But it's rather expensive and is not array based. > > --- In [email protected], "Gonzaga" <gonzagags@> wrote: > > > > Hi. > > I am lately trying to mix several systems in on meta-system, and I am > > observing that is not difficult to obtain good CAR's with low Draw Downs. > > For example, system 1 trade against 100 tickers of the NAsdaq-100 and > > system 2, against the same 100 tickers. Both systems 'compete' for the > > money. > > This is a 'Meta-system', multi-system and multi-stock. > > > > Well, I see it's not very difficult to obtain profitable systems.. > > I see also that a good filter to improve results is to filter every system > > with a volatility value of the index you are using, for example ATR of NQ, > > or ATR of SPX. So you trade any system in the best moment for the system. > > You have to filter all your systems, and then, mix them in one meta-system. > > I thing it's not very hard to obtain annualized CARs 30% and DD less than > > 20%. > > BUT, it's hard to programme and backtest. > > Amibroker backtests very easily many stocks, but to mix several systems is > > a mess.. difficult and easy to fail.. > > Does anybody know a trading platform that creates this kind of meta-system > > easily? (perhaps trade station?) > > Or a way to mix and backtest 2 or 3 systems easily in Ami? > > > > Thanks > > >
