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PT has no provision for ranking one SYSTEM against another. There
are too many yardsticks for measuring what makes a good equity curve.
However the results of PT in terms of Equity Curve are kept in the
PTrader dir for each combination of parameters and scoring AFL. It
would be simple enough to import them under their original names and
plot them against each other for a visual or to use the EqtyLine
indicator to look at them individually.
--- In amibroker@xxxxxxxxxxxxxxx, "MarkF2" <feierstein@xxxx> wrote:
> Fred, not exactly. My approach is to take combinations of systems
> (usually two at a time) and score them (individually and combined)
> against a large universe of stocks to quantify the diversification
> afforded by combining the systems. Then I take the combined systems
> and score them against different portfolios (in watchlists) to
> quantify the diversification afforded by the different portfolios.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > Mark,
> >
> > If what you are asking about is the capability of scoring based
on
> > equity feedback, this is doable but you have to write the
routines
> > the way you want them in the scoring module. If I'm not
> > understanding you then explain more please.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "MarkF2" <feierstein@xxxx>
wrote:
> > > Can PT analyze the single equity curve of multiple systems
> > > simultaneously tested against a portfolio of securities?
That's
> > what
> > > I need an easier way of doing. Didn't see anything in the
> > > documentation about it.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > > Yuki,
> > > >
> > > > I am not one to push s/w, especially my own, on other folks
but
> > > > thought Portfolio Trader would be of some value to you, no ?
> > > >
> > > > Fred
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx>
wrote:
> > > > > Hi Fred,
> > > > >
> > > > > Wednesday, July 9, 2003, 7:23:29 AM, you wrote:
> > > > >
> > > > > F> I can tell ...
> > > > >
> > > > > <rotfl> ^^_^^
> > > > >
> > > > > Yuki
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