See below - I've realized this after a minute...
--- In amibroker@yahoogroups.com, Keith McCombs <kmcco...@...> wrote:
>
> rise --
> I think you forgot to add a link to the blog.
>
> On 6/29/2010 13:48, rise_t575 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 <mailto:amibroker%40yahoogroups.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
> > <mailto:amibroker%40yahoogroups.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
> > <mailto:amibroker%40yahoogroups.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
> > > > >
> > > >
> > >
> >
> >
>
