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Vangelis M.
2012-08-06 01:18:52
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Hello,
The "Combine Trading System" tool is very useful and easy to use. Thank you for providing it.
Could you clarify the logic of how the system's equities are combined?
Are the Equity curves added? Is the final Equity compounded profits?
Specifically, assuming 30000 initial investment and 3 strategies, is the logic similar to :
a. trading 3 strategies with 10,000 each and reinvesting (compounding) in each independently.
b. trading 3 strategies with 1/3 of total equity each and reinvesting on total combined equity.
I assume it's a. Just want to clarify it.
Thank you.
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