Hi System Mixers,

I've been following this thread. I see people want to do different things when 
they say mix systems. If all you want to do is backtest on daily bars with 
multiple systems, yet be able to test each system by itself first, one simple 
way might be to obtain each system's equity curve (preferably walk-forward OOS 
curve), and then export that curve to a CSV file.

Once you have say, 2 or more systems that you want to time / combine, you can 
then create a new AB database with nothing in it, and then import the equity 
curves as pseudo/fake symbols using just Date and Close, where the Close is 
your equity value from that system.

Then you could write one code to rank or time the equity curves.

Sure, that's quite a bit different than controlling and combining all the 
individual orders of all the systems, but if you want to keep your system's 
separate and just time their individual equity curves, then this sort of 
approach might work.

The down side is that you wouldn't be able to see how much risk you are taking 
on 1 stock. Like, if all systems pile into AAPL Long, that might be pretty bad. 
Another down side is I could see it being a pain to update going forward.

-Paul

--- In [email protected], "Gonzaga" <gonzag...@...> 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
>


Reply via email to