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You can keep one system's equity curve from overwhelming the other equity curve(s) by selling everything each quarter or each year. After the sale, AB will buy all the equity curves back with equal weight for each.
Eg
NewYear = !(year() == ref(year(),-1));
Sell = NewYear;
Regards,
Brian
--- In amibroker@xxxxxxxxxxxxxxx, "bh.hicks" <bh.hicks@xxx> wrote:
>
> 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.
>
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