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Tomasz,
Thanks for the suggestion. That is the "old-school" way I have been doing it in excel but may of the drawbacks to that approach were discussed here...
http://finance.groups.yahoo.com/group/amibroker/message/137869
The basic flaw is that the equity pools are never rebalanced so if one system performs better than the other, the stronger system eventually dilutes the impact of the weaker one to the point where it basically has no effect.
The real goal is to test multiple systems on the same equity pool so a higher percentage of available capital is deployed through diversified systems.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> 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@xxx>
> 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@> 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.
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > ------------------------------------
> >
> > **** 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
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> >
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> >
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> >
> > Yahoo! Groups Links
> >
> >
> >
>
------------------------------------
**** 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/
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