Posted By: tradingest
More strategies - global equity curve - 04/15/18 15:57
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
Posted By: Brax
Re: More strategies - global equity curve - 04/16/18 12:19
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.
Posted By: tradingest
Re: More strategies - global equity curve - 04/16/18 17:27
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
Posted By: easyX
Re: More strategies - global equity curve - 04/16/18 19:09
http://zorro-project.com/manual/en/tutorial_kelly.htmThis shows how it works, i just learned it by myself as well.