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> 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".
If you copy the SPX tickers 3 times,ie SPX, SPX2, SPX3
you can esaily use that do what tradestation could/can do.
> 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.
>
I gave out some pointers on how that can be done some posts back, I have yet to see somebody pick up the ball and run with it.
--- In amibroker@xxxxxxxxxxxxxxx, "ang_60" <ima_cons@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@> 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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