Hi Tomasz If I looked at the documentation and couldn't find a coding example. I might be overlooking it. If not, can you point us in the right direction with a simple example.
If I'm understanding this topic correctly, we need two different sets of position score. One for each system. System1 = ....; System2 = ....; Buy = System1 + System2; Sell = ...; /* Position Score for System1 could be highest 100 day historical volatility and Position Score for System2 could be RSI(14). */ --- In amibroker@yahoogroups.com, Tomasz Janeczko <gro...@...> wrote: > > Hello, > > You can mix systems in AmiBroker. > Custom backtester interface allows everything > http://www.amibroker.org/userkb/2008/03/16/amibroker-custom-backtester-interface-2/ > > Best regards, > Tomasz Janeczko > amibroker.com > > On 2010-06-29 19:01, Gonzaga 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 > >>> > > > > > > > > ------------------------------------ > > > > **** IMPORTANT PLEASE READ **** > > This group is for the discussion between users only. > > This is *NOT* technical support channel. > > > > TO GET TECHNICAL SUPPORT send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > > http://www.amibroker.com/feedback/ > > (submissions sent via other channels won't be considered) > > > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > > http://www.amibroker.com/devlog/ > > > > Yahoo! Groups Links > > > > > > > > >
