rise --
I think you forgot to add a link to the blog.
On 6/29/2010 13:48, rise_t575 wrote:
Here is a blog from a system trader sharing his experience who started
out with Traders Studio (because it was less expensive than Trading
Blox), then switched to AmiBroker, and finally ended up buying Trading
Blox Builder (I hope it's okay for Tomasz that I write this).
--- In [email protected] <mailto:amibroker%40yahoogroups.com>,
"Gonzaga" <gonzag...@...> 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]
<mailto:amibroker%40yahoogroups.com>, "rise_t575" <rise_t@> 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]
<mailto:amibroker%40yahoogroups.com>, "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
> > >
> >
>
