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Here is an untested idea.
Step 1 - Make a copy of the stock or future you want to
use. Addtocomposite could be used for this.
That would give you something like the following:
IBM
IBM_copy
IBM_copy2
IBM_copy3
etc.
Step 2 - Then add a naeme filter to your code for each
system:
...your code for the first system...
AND name() == "IBM";
...your code for the second system....
AND name() == "IBM_copy";
etc.
Note on Step 2 - The code might need to be rephrased in
"IIF" statements to work properly.
Good luck.
b
--- peterz7811 <peterz7811@xxxxxxxxx> wrote:
>
>
> 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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