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Sorry i just assumed it was to run abcktest and get the individual system
results for each system in the one backtest report
If all you are doing is combining systems to run with each other, this is
easy to do.
You can easily match exits with the entries to ensure one system exit does
not stop a trade started in another system.
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 17/10/06, Angelo <ima_cons@xxxxxxxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
> >
> > It is easy to do multi system within a scan, exporation or chart
> > If you require to compare different systems against each other,
> much simpler to just run the backtests separately and compare the
> results, even export the results to excel and do whatever you need
> to do there.
> > It should be possible to do this all within AB, but the effort
> required to
> > write the portfolio backtest AFL would probably take longer than to
> > separately write, test and begin trading them
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://www.aflwriting.com
> >
> >
>
>
> Hi Graham,
>
> IMHO, when talking about multisystem testing, the purpose is NOT in
> comparing systems but to smooth the drawdowns of the equity curve.
>
> That is, if you trade 4 non-correlated systems, your total profit is
> normally (I'm simplyfing a bit) the sum of these four.
> Your max DD is always less of the sum of the four DD.
>
> Hence, multisystem is a convenient way (provided to really have 4
> profitablke systems!!!) to improve the MAR ratio and - in general -
> all risk/reward ratios.
>
> I'm not at that point at present (I'm still testing), but all
> serious system traders try to go "multisystem/multimarket".
>
> Exporting the results of single sistems to Excel, and then merge
> them is an option, but not an easy one. It does require to know well
> VBA, so the problem arises again: most of us are not professional
> programmers.
>
> In any way, some time ago I made the suggestion to make AB able to
> to this task, and Tomasz (or Marcin) replied "maybe in the future,
> but not now".
> And this tells me they are not mechanic system traders.... :).
>
> Greetings,
>
> Angelo.
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
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