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Angelo,
From: "Angelo" <ima_cons@xxxxxxxx>
> 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.... :).
>
Shortly speaking you are wrong in your assumptions.
Hopefully in real life you don't judge / make assumption on people who you have never even seen or talked to.
As for Graham's reply: assuming you do CONSTANT fund allocation
(you put say 40% of your initial equity in one system and 60% in second system)
Graham suggestion is perfectly accurrate - the equity curve with constant funds allocation
of two-system "suite" will be the sum of equity curves of individual systems and
it is very easy to generate it using AddToComposite in AB.
Things are different when funds move from one system to another (you do rebalancing between
systems) but this can ALSO be coded in AmiBroker. With custom backtester interface
you can do actually anything (see rebalancing sample at: http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions)
but yes it does require programming.
Best regards,
Tomasz Janeczko
amibroker.com
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