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More strategies - global equity curve #472194
04/15/18 15:57
04/15/18 15:57
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
Hi all,

I have more strategies and I want to understand the global equity generated. Currently I can see only the single equity strategy.

Is it possibile to join more strategies to see the global equity?

Thanks

Re: More strategies - global equity curve [Re: tradingest] #472206
04/16/18 12:19
04/16/18 12:19
Joined: Aug 2017
Posts: 102
Spain
B
Brax Offline
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Brax  Offline
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Joined: Aug 2017
Posts: 102
Spain
Usually, when you trade several strategies as a portfolio you get the global equity of all strategies.

Maybe what you are seeing on the chart is one of the assets of the portfolio, but the equity is normally the sum of all equity strategies.

If you can give more info, i could help you.

Re: More strategies - global equity curve [Re: Brax] #472214
04/16/18 17:27
04/16/18 17:27
Joined: Feb 2018
Posts: 236
Italy
tradingest Offline OP
Member
tradingest  Offline OP
Member

Joined: Feb 2018
Posts: 236
Italy
thanks brax.

I try to explain better.
I have different strategies in different .c file

Each one has generated an equity curve but I'd like to see one general equity of all strategies

Re: More strategies - global equity curve [Re: tradingest] #472216
04/16/18 19:09
04/16/18 19:09
Joined: Nov 2017
Posts: 39
Germany
E
easyX Offline
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easyX  Offline
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Joined: Nov 2017
Posts: 39
Germany
http://zorro-project.com/manual/en/tutorial_kelly.htm

This shows how it works, i just learned it by myself as well.


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