Hello, You can mix systems in AmiBroker. Custom backtester interface allows everything http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/
Best regards, Tomasz Janeczko amibroker.com On 2010-06-29 19:01, Gonzaga wrote: > 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 >>> > > > > ------------------------------------ > > **** IMPORTANT PLEASE READ **** > This group is for the discussion between users only. > This is *NOT* technical support channel. > > TO GET TECHNICAL SUPPORT send an e-mail directly to > SUPPORT {at} amibroker.com > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > http://www.amibroker.com/feedback/ > (submissions sent via other channels won't be considered) > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > Yahoo! Groups Links > > > >
