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To examine how multiple systems running concurrently affects drawdowns, you
can run your systems sequentially, save portfolio equity as explained in the Knowledge Base
http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/
automatically as a composite
and later SUM equity curves afterwards and you will see resulting combined equity curve
and see the drawdown of such multiple -system setup.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "ang_60" <ima_cons@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, May 05, 2009 11:04 AM
Subject: [amibroker] Re: testing multiple systems simultaneously
> --- In amibroker@xxxxxxxxxxxxxxx, "bh.hicks" <bh.hicks@xxx> 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.
>
>
> As you are migrating from another software I happen to know a bit, the short answer: as of today, Amibroker is not capable of
> "built in multiple systems testing" as TraderStudio's trading plan approach.
>
> This matter was raised long ago by myself and others: if you are a registered user, you can check suggestion #406 in the feedback
> center, dated 16 August 2006.
>
> In this list you can find very good programmers, claiming they are able to get the multisystem/multimarket approach to work
> programming it by scratch, but - to my knowledge - I've never seen a public (that is.... free) code able to do what I think is
> needed (and that's includes the two links provided in this discussion).
>
> Just for clarity, this doesn't want to sound as a critic: I own TraderStudio too, but by now the software I most use for testing
> is - by far - Amibroker.
>
>
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> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
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> This is *NOT* technical support channel.
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>
> Yahoo! Groups Links
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>
>
------------------------------------
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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