I do have a top-end portfolio backtesting question and would like to understand how much or how Amibroker could help with this objective.
Requirement: I do have 2 (or more) strategies coded in two different AFL files and would like to backtest these two strategies and generate 1 equity curve and 1 set of statistics, i.e. CAR/MDD. Also I would like to have portfolio backtesting results on a trade by trade basis for both of the systems on the same “Analyses” tab. I mentioned 2 systems as an example but the suggested solution should be able to cope with 5 systems or more too.
Currently, as a short cut, I am able to run these systems individually and compare the results, make correlation analyses etc but as I mentioned above what really I am after is complete integration of backtesting and optimization capability for 2 or more systems at the same time.
I would be most appreciate for any suggestions, solutions.