A new version of the Equity Combo Utility has been released, and includes the following new features: Modes 1 and 3 have been combined to provide a simplified user interface while adding new functionality. When optimizing the percentage allocation to each strategy, the utility can now consider up to ten strategies instead of just two. …
Last year I wrote a post about combining equity curves as a way to estimate the combined performance of multiple trading strategies. I’m happy to announce that I have upgraded some of the features, worked around a number of AmiBroker challenges, and am now offering the utility for sale. Please visit my Services page for more details.
I’m a big fan of AmiBroker, particularly the speed and flexibility it provides for backtesting trading strategies. However, one thing that is not particularly straightforward in AmiBroker is combining multiple strategies into a single system. Many quantitative (a.k.a. systematic) traders, myself included, use more than one strategy to help smooth their portfolio returns. The idea …
