In my previous post I introduced the main concept I use to simulate the portfolio of strategies. In this post I will illustrate the mechanics of this approach.We will use a simple portfolio of 3 strategies that are described in this blog: WTAA, MEOM and DVI strategies. We will use Amibroker 5 steps to get to the result.
After a long break of blogging (the day-job was too time consuming) I now plan to pick-up blogging again. As a starter I have migrated the old site to the new domain and added a page on helpful tools & resources that I have come across in the last couple of years developing my Auto-Trading … Read more