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[amibroker] Re: testing multiple systems simultaneously



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> sometimes a proper way to plan a new feature is to look at other >who already have travelled the same path: this way create a point of >reference from which we may discover we can do better ?. 

Agreed....if it is a discussion, amongst users, about the range of portfolio approaches that we are taking etc and hopefully providing Tomasz with some useful feedback.

>it allows to test both approach hicks was referring to: the "one >cash pool" and the "assign x% of  equity to each system") and made >absolutely no reference to MPT, Vince or whatsoever.

If you want to implement it yourself then I believe it is possible in AFL i.e. I would say that I could implement your version and Hicksies version, in AFL, without a mention of Vince, or MPT, except for the fact someone might call me on it and I really have a lot on my plate so I am not keen to go off and do a speculator.

I think Paul Ho also said he can implement it in AFL?

That is the only point I am disagreeing with you on -- that it can't be done in AFL. 

--- In amibroker@xxxxxxxxxxxxxxx, "ang_60" <ima_cons@xxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
> >
> > 
> > However, the point is .... whether or not it can be done depends on the model you are using, and the complexity of that model.... how many systems you want to trade and on how many symbols and whether you are in RT or daily bars etc.
> > 
> 
> 
> Brian,
> 
> sometimes a proper way to plan a new feature is to look at other who already have travelled the same path: this way create a point of reference from which we may discover we can do better or?. simply transport their scheme into AB (ideas have no copyright).
> 
> I've already done this: although I like Amibroker the most, and I would like it to became my one-stop software for everything I do in the trading world, I know at least 4 retail products that allow built-in multisystem testing (price varying from 410 usd$ to 3000 $), and I own three of them.
> 
> So, I can honestly say that your point above is just your respectable point of view but not at all an absolute necessity. 
> 
> In my humble opinion, the best possible multisystem testing engine is already marketed, it is the one leaving the most flexibility to the user (for example it allows to test both approach hicks was referring to: the "one cash pool" and the "assign x% of  equity to each system") and made absolutely no reference to MPT, Vince or whatsoever.
> 
> Greetings,
> 
> Angelo
>




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