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--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Angelo,
>
> The single-symbol multiple system is just very simple thing to do.
>
> Multi-system on individual symbols is just
> ONE system on portfolio with different logic hardwired to symbol
> and it can be very easily implemented using AmiBroker
>
> SetOption("MaxOpenPositions", 3 ); // number of SYSTEMS here
>
> switch( Name() )
> {
> case "SPY":
> // the system for SPYhere
> Buy = ...
> Sell = ....
> SetPositionSize( 20, spsPercentOfEquity ); // 20% into FIRST system
> break;
>
> case "QQQQ":
> // the system for QQQ here
> Buy = ...
> Sell = ....
> SetPositionSize( 50, spsPercentOfEquity ); // 50% into SECOND system
> break;
>
>
> case "DIA":
> // the system for DIA here
> Buy = ...
> Sell = ....
> SetPositionSize( 30, spsPercentOfEquity ); // 30% into THIRD system
> break;
> }
>
>
> The above trades 3 separate systems on 3 separate symbols with 20/50/30% allocation.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
Just for the sake of clarity, with Tradestation is possible to apply system1, system2, systemN on the same (buy only one at a time: TS has its limits, hasn'it? ) symbol (e.g.) SPX.
That's what I call "single market, multisystem approach".
Just to stick to Tomasz's example, what I think Hicks was referring starting this thread (and me too) was the option to apply system 1,2,3 at symbol SPX, QQQQ, DIA on a single backtest run.
That's what I mean for "multimarket, multisystem approach" and - as I said previously - is different than just adding equity lines because of the position sizing.
Greetings,
Angelo.
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