Here is a blog from a system trader sharing his experience who started out with Traders Studio (because it was less expensive than Trading Blox), then switched to AmiBroker, and finally ended up buying Trading Blox Builder (I hope it's okay for Tomasz that I write this).
--- In amibroker@yahoogroups.com, "Gonzaga" <gonzag...@...> wrote: > > Thanks a lot > I am loooking that soft, seems interesting. > 3000$ though.. > And in the thread mentioned above, speak about Traders Studio. Could be an > alternative? > And trade Station? > What a pity Amibroker can not do it.. Would be a very big improvement.. > > > > --- In amibroker@yahoogroups.com, "rise_t575" <rise_t@> wrote: > > > > > > > > I'm pretty sure that TradingBlox Builder can do this. You code each system > > completely separately, and - as an overlay - in its GUI it has a convenient > > slider with which you can set the percent allocation for each system. On > > the risk management side, it has risk managment variables per system and > > for the "system of systems", so that you can control the correlation of the > > multiple systems (e. g. that you don't have too much weight in one sector > > in the meta-system). > > > > But it's rather expensive and is not array based. > > > > --- In amibroker@yahoogroups.com, "Gonzaga" <gonzagags@> wrote: > > > > > > Hi. > > > I am lately trying to mix several systems in on meta-system, and I am > > > observing that is not difficult to obtain good CAR's with low Draw Downs. > > > For example, system 1 trade against 100 tickers of the NAsdaq-100 and > > > system 2, against the same 100 tickers. Both systems 'compete' for the > > > money. > > > This is a 'Meta-system', multi-system and multi-stock. > > > > > > Well, I see it's not very difficult to obtain profitable systems.. > > > I see also that a good filter to improve results is to filter every > > > system with a volatility value of the index you are using, for example > > > ATR of NQ, or ATR of SPX. So you trade any system in the best moment for > > > the system. > > > You have to filter all your systems, and then, mix them in one > > > meta-system. > > > I thing it's not very hard to obtain annualized CARs 30% and DD less than > > > 20%. > > > BUT, it's hard to programme and backtest. > > > Amibroker backtests very easily many stocks, but to mix several systems > > > is a mess.. difficult and easy to fail.. > > > Does anybody know a trading platform that creates this kind of > > > meta-system easily? (perhaps trade station?) > > > Or a way to mix and backtest 2 or 3 systems easily in Ami? > > > > > > Thanks > > > > > >
