Multiple Strategies Backtest and Optimization Tool

• Are you an AmiBroker user and trade multiple strategies?
• Frustrated that you cannot see how your strategies perform when traded together?
• Do you know how much you should allocate to each strategy?

Now using the Multiple Strategies Backtest and Optimization Tool you can answer these questions and more. All it takes is about 5  minutes. Watch the video below of me going from start to finish and see how quickly you can learn how your strategies are doing together.

As a quantitative trader, one of the best ways of improving performance and reducing risk is by trading multiple strategies.

Strategy diversification is very important in my investing and Cesar’s Multiple Strategies Backtest and Optimization Tool is an elegant solution to easily and quickly combine strategies into a single portfolio.
	Lance McDonald, CMT

Features

• Combine up to 10 strategies
• Select rebalance frequency: daily, weekly, monthly, quarterly, semi-annual, yearly
• Set allocations per strategy and backtest to see how they do together
• Optimize to find the right allocation for each of your strategies
• Custom backtest report metrics: yearly returns, top 5 drawdowns, Sharpe Ratio and correlation
• Generate a correlation matrix of your strategies

Simple Steps

1. Add a few lines of AFL code to your current strategy
2. Run backtest on each strategy to generate an equity curve
3. Load the Multiple Strategies Backtest and Optimization Tool in AmiBroker AFL
   
4. Set a couple of parameters
5. Run a backtest to see how your strategies work together
6. Run an optimization and find the best allocations

Watch me do it.

Assumptions/Limitations

• Rebalancing is cost free
• No knowledge about trades in each strategy. This means you have multiple trades in one symbol
• Most trade metrics are meaningless
• Exposure metric is not actual strategy exposure
• Code does not work with walf-forward testing

Requirements

• AmiBroker 6.0 or higher
• Two or more of your strategies written in AmiBroker
• Ability to add simple code to your current strategy AFL

I have used Cesar’s Multiple Strategies Backtest and Optimization Tool and it has saved me a considerable amount of time and effort. I previously had to manually combine backtests of individual strategies in order to see how they performed together, and rebalancing them every year only complicated it. And if I wanted to try different allocations to the strategies, I had to start all over again. Now, this tool makes it a simple task, and enables me quickly to try different allocations to each strategy, as well as different rebalancing periods, thus giving me a much better idea of the optimum combination.
	David B. - individual trader/investor

What is delivered?

You will get the following

• Videos showing you how to add code to your existing strategies and then running the Multiple Strategies Backtest and Optimization code
• PDF explaining how to add code to your existing strategies and then running the Multiple Strategies Backtest and Optimization code
• Multiple Strategies Backtest and Optimization AFL code
• Three sample AFL files
• All this for $149

Save time with this tool for only $149!

Potentially make more money knowing the right allocations for your strategies.