MultiSystemTests

[ajellis]

I'd like to be able to combine four systems to achieve a flatter equity curve. I know you can run four systems within a single exploration in order to create all those trades in a single database, but simulations will inherently bias towards more trades from a more active system, and some of the monte carlo simulations will include collections of trades from only one system.

The way around this would be to limit the portfolio size for each system to 25% of the account value. This way each system is given an equal weighting and the curve flatness from uncorrelated systems is possible to reproduce.

Is this possible at the moment? My understanding is that it is not. If not, could it be added at a later date?

[David Samborsky]

We have been asked about this before. It's something that we will be looking at including later on. Probably a better way to do it is to have a separate trade database and trade parameters for each system and then combine the results of each simulation to form one composite output. This way you could independently assign any amount of capital to each system. :idea: