Dear Amibroker Community,
I hope you're all doing well. I've been exploring a way to merge the out-of-sample equity curves generated on individual symbols through walk-forward analysis into a single portfolio. However, I'm uncertain whether Amibroker supports this functionality. While I did come across a somewhat relevant post, it didn't provide a solution for this specific idea.
The primary objective is to combine the multiple out-of-sample equity curves generated from individual symbol's walk-forward analysis and determine the optimal allocation of funds to each symbol to achieve the best results. It's worth noting that all of these strategies use percentage position sizing, such as allocating 10% of the total equity. Consequently, simply summing up the equity curves won't yield the desired outcome.
I've considered the possibility of addressing this challenge with Python, but I'm curious to know if Amibroker offers a solution for this purpose.
I would greatly appreciate any assistance or insights you can offer. Thank you in advance for your help.