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A little advice for anyone in the future that decides to duplicate symbols as a way to back-test multiple systems; make sure you set the "Max. Open Positions" in the back-tester settings (Portfolio tab) to a number large enough to accommodate all the duplicated symbols (e.g # systems times # symbols). Duh..., I've wasted more hours than I care to admit trying to figure out why my combined systems produced output significantly different than what I would expect based on the individual systems.
Regards,
David
--- In amibroker@xxxxxxxxxxxxxxx, "dbwyatt_1999" <dbw451@xxx> wrote:
>
> Brian,
>
> I've done a some prototyping of the duplicating symbol process for running multiple strategies. It turns out, as Angelo pointed out in an earlier post, that duplicating and renaming exported symbol text files for import is not much of an issue. I've found several programs that can rename all the files at one time (much like I could do using wild chars in DOS 20 years ago...). Importing the symbols back into AB is also fairly easy because multiple import files can be specified at once. Thus, the most time consuming task is the manual entering the symbol information like margin, tick size, and point value since unlike stocks, with futures most of the symbols have different values. I'm not going to dwell on how best to duplicate symbols too much because it's generally a do once process. By the time I can automate the process, I can probably do it manually.
>
> BTW, I'm still verifying the idea of combining multiple systems using duplicate symbols. I'm testing it with 2 systems and so far the results appear to be correct.
>
> Regards,
>
> David
>
>
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