Oops - here's the URL: http://www.automated-trading-system.com/
--- In amibroker@yahoogroups.com, "rise_t575" <ris...@...> wrote: > > > > 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" <gonzagags@> 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 > > > > > > > > > >
