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Hello,
Does anyone familiar with the problem of merging portfolio equities
from two databases? I've got two trading systems: the first on
intraday database and the second on daily database. How can I simulate
the one backtest which gives me total equity curve? I suspect the
problem doesn't have an easy solution and Portfolio Backtesting
Interface should be involved - unfortunately there are still few
sources of PBI coding...
With kind regards, Dmitri
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