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Thank you for your suggestion. While I am certain my Googling skills could use some improvement, I'm sure you will be pleased to know I searched through over 1500 post yesterday looking for this information. Perhaps you could offer some more specific search criteria?
--- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@xxx> wrote:
>
> This has been asked many times - suggest you search/browse the forum list.
>
> d
>
> On Sat, May 2, 2009 at 2:05 PM, bh.hicks <bh.hicks@xxx> wrote:
>
> > I wanted to take a minute to elaborate on this a bit...
> >
> > The way I currently do this in excel is to split equity out based on the
> > number of systems I am trading and run each system one independently. I then
> > export daily equity amounts into excel and add simply add them together to
> > examine the composite results. For example, if testing 4 systems with
> > $500,000 in starting equity, I would run each system with $125k in starting
> > equity and then combine their results.
> >
> > The main drawback to this approach is that I use percent risk position
> > sizing and am rarely fully invested in a single system. By combining
> > multiple systems together in AB, it would allow each system to draw from the
> > same equity pool and more complex position scores could be created that
> > allow the system to choose perhaps from the most profitable strategy in the
> > event the multiple system approach ever becomes fully invested.
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "bh.hicks" <bh.hicks@> wrote:
> > >
> > > I am basically looking for a way to have AmiBroker run multiple systems
> > concurrently in order to examine how trading multiple non-correlated
> > strategies affect drawdowns. I think if there was a way to "name" an entry
> > condition so that stops and position sizing rules could be applied to a
> > particular entry criteria, it would be possible to do without too many
> > changes to AB architecture.
> > >
> > > I can already do this in excel using exported equity curves but it would
> > be nice to be able to do this internally so that the optimizer engine could
> > be exploited.
> > >
> > > Is anyone aware of a technique to do this and if not, is this something
> > others would find useful if integrated into a future version?
> > >
> > > As always - thank you.
> > >
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** IMPORTANT PLEASE READ ****
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> > This is *NOT* technical support channel.
> >
> > TO GET TECHNICAL SUPPORT send an e-mail directly to
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> >
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> >
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> > http://www.amibroker.com/devlog/
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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