in this case you can combine entry / exit signals and use pyramiding
entries = 0 ;
exits = 0;
for( i = 0; i < 10 ; i ++ )
{
// trading system
buy = mtRandomA() < 0.3 ;
sell = mtRandomA() < 0.1;
Equity( 1, 0 );
entries += Buy ;
exits += Sell ;
}
// visualise signals
Filter = 1 ;
AddColumn( entries , "entries" );
AddColumn( exits, "exits" ) ;
On 3/25/2016 11:50 PM, pmxgs0@gmail.com [amibroker] wrote:
Maybe I'm missing something, but what I meant by testing multiple systems, was to have all systems traded in the same portfolio (with the same equity) to simulate the combined performance of those systems.
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Posted by: Aron Pipa <aron@myafl.com>
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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/
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