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--- "Fred" <fctonetti@xxxx> wrote:
> For each run that you set up
> for each of your individual portfolios
> you by definition today get a resulting
> account file which will have the equity
> curve numbers associated with it and if
> necessary it would be a simple enough
> task to combine multiple account files
> into a master account file that shows
> the overall equity line ...
>
> Doesn't that suffice without making PT
> more complicated then it already is ?
Fred,
Simplicity is a virtue.
Combining the equity curves of multiple independent runs would
provide PART of what I was thinking of. Perhaps, that part is all
that is really needed. This is a tentative conclusion based on the
following thoughts:
Positives of the Keep It Simple approach (no multiple portfolio
ability):
1. This can be done NOW. No need to wait. A plus.
2. One can use the full range of AFL settings for each system: To
keep coding demands within reason, a multiple portfolio module
likely would require the systems to share various settings (such as
the number of stocks, the initial capital, etc.)
Negatives:
1. Position size would have to be constant (no letting profits
compound). This is necessary so the curves can be combined,
otherwise, a curve with a slight advantage annual would in time be
double the size of the other curve.
2. The Simple method will be FAST in AB but SLOW in practice since
much of what could be automated in AB will have to be done manually.
First, in AB each curve would require a modification of AFL code so
one would be tied to the computer during testing. Second, additional
time is needed to exported to Excel and lined up with the others in
Excel.
Those listening in on the conversation may be aware of a point I
have missed. If so, speak up.
Fred, I guess the issue boils down to the ease or difficulty of
coding multiple portfolios into your Portfolio Module. Would it be
very complex? If so, it could be a pain to find and eliminate bugs.
b
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