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Hi,
Is it possible to test, optimize and explore multiple systems
(different buy, sell, cover, short rules and stops) on one security in
Amibroker?
Let's say
1st system is
Buy=Cross(C, MA(C,15));
Sell=Cross(MA(C,15), C));
and trailing stop at 2%
2nd system
Buy=Cross(C, MA(C,25));
Sell=Cross(MA(C,25), C));
and trailing stop at 3%
Allocate 50% of equity or fixed 1 contract (points only testing) for
each system.
There can be situations when one system is long and the other is short
in the same time. Position size cannot be zero, because one system
could get a stop and this leads to a net long or short position.
So I think backtester should treat each system singly.
I'd like to get combined performance results based on trading multiple
systems.
Please, help :) Thanks
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