Combining 2 or more strategies
Author: spcllc
Creation Date: 3/2/2011 1:21 PM
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spcllc

#1
I have 3 strategies I like. I would like to combine those 3 on 1 report. I would assume using 33% allocation of capital to each. How would I do that?

Thank You
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Cone

#2
It's not currently possible, but stay tuned to see what version 6.2 brings this summer.
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spcllc

#3
Was that part of the upgrade or is that just speculation?

Thank you
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Eugene

#4
For an immediate solution, try this design pattern:

WealthScript Techniques | MultiSystem, or Calling A Strategy From Another
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spcllc

#5
Thanks Eugene sounds interesting but since I am a newbie I wouldnt even know where to start. If I have 3 optimized strategies and want to combine them into 1 portfolio
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Eugene

#6
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Cone

#7
spcllc, it's expected to be part of the next release. As a newbie, I'd recommend waiting for it. It's not hard to "string together" trading strategies as Eugene suggested (copy and paste code, and then just follow the pattern), but it essentially becomes one big trading strategy with all trades competing for the same bucket of cash. However, with even more modifications and use of PosSizers, you could potentially achieve a 33% allocation per sub-Strategy. But this is a lot of custom work, not newbie stuff. There's a lot to learn and use in WLP between now and 6.2. Wait for 6.2 to combine Strategies in simulations.
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