Is Strategy Ranking tool compatible with Combination Strategies ?
Author: abegy
Creation Date: 7/24/2017 3:17 PM
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abegy

#1
Hi Eugene,

I would like to know if Combination Strategies are compatible with the strategy ranking tool ? I ask this question because when I try to add Combination Strategies in the tool, I have an error message.

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Eugene

#2
Hi Alexandre,

I get this compilation error too which makes me believe the tool isn't compatible with them.
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abegy

#3
Thanks Eugene for the confirmation.
Is it the same problem with Strategy Monitor tool ?
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Cone

#4
Right. Combination strategies is an exercise in backtesting. One or more strategies run in parallel using their own equity allocation. In practice, you would create such an allocation and trade the each strategy in your "combination" separately, just as Wealth-Lab does. Your broker will combine the results for you :).
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Eugene

#5
Not a problem Alexandre, rather a limitation. Add the Snapshots visualizer to the list - it cannot work in Combo Strategies.
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abegy

#6
Thank you for the clarification