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--- In amibroker@xxxxxxxxxxxxxxx, "Soham" <sohamdas@xxx> wrote:
>
>
> Is there any method, to simulate multiple strategy on a portfolio level?For example, consider I want to use a trend following system for Cotton, Coffee, Copper, EuroDollars and FAZ. While, I want to "simultaneously" simulate a trend fading system for SPX,NDX and RYDER.
>
> Is there any way to do it?
>
> Thanks, for any light on this
> Soham
>
Hi Soham,
just in case you won't to read all the thread posted by Brian (in my humble opinion, that thread was very interesting at the beginning.... but after a while we went 100% out of subject..... mostly talking about the maths of portfolio optimization.... and not about finding a practical way to do it in Amibroker), here you'll find the code posted by Paul Ho
http://www.amibroker.com/library/detail.php?id=1227
This subject arose from time to time both on the yahoo list and on the feedback/suggestion center but - as of today - my undestading of the various answer I received is:
"it is possible to do in Amibroker, but the valuation of the proper/simpler way to get the job done... and of the time and the skills required ..... is leaved 100% to the user"
Be sure to value them properly.
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