Getting best combination out of 10 equity curves

AFL Programming
1

If i have watchlist of 10 equity curves ,How do i try all the possible combinations among 10 equity curves and then decide upon which is the best combination ( equally weighted)?

2

You can select all the equity curve combinations using Optimize commands, like this:

useEq1 = Optimize("Use Equity Curve 1", 1, 0, 1, 1);
useEq2 = Optimize("Use Equity Curve 2", 1, 0, 1, 1);
...
useEq10 = Optimize("Use Equity Curve 10", 1, 0, 1, 1);

If an equity curve is selected, just Buy and Hold the equity curve symbol. Position sizing is easy: just sum up all the useEqX values and that tells you the number of open positions, which can be directly translated into a percentage of equity.

As for which combination is "best", that will depend on what your evaluation criteria are.

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