Combination Strategy: Is sharing equity among child strategies possible?

Author: GolfPlayer

Creation Date: 3/21/2016 10:02 PM

Wealth Lab » Wealth-Lab Developer/Pro » Combination Strategy: Is sharing equity among child strategies possible?

GolfPlayer

3/21/2016 10:02 PM

Hi!
I try to test two trading stratiges using Combination Strategy.
I would like to share the total equity among child strategies not only in the beggining of the test but in every moment in every trade.
Is there a way to do that?

Eugene

3/21/2016 10:17 PM

Hi,

Please see this FAQ:

Is child strategy equity being constantly readjusted on a day-to-day basis with regard to the "Percent of Starting Equity" allocation?

GolfPlayer

3/22/2016 5:02 AM

So, that means that WLD cannot test several strategies in a proper way. The way you realised has no sense.
It is a pity. Ability to test several strategies together was a reason to buy your programm.

:-(

Is any oppotunity that you correct this in the future releases?

Eugene

3/22/2016 6:13 AM

Sorry, it's not planned. As this is by design, it's not considered as something to be fixed.

Eugene

11/13/2017 6:14 AM

QUOTE:
I would like to share the total equity among child strategies not only in the beggining of the test but in every moment in every trade.
Is there a way to do that?

While it's not nearly as flexible as Combination Strategies, one could try to work around this limitation using this technique:

WealthScript Techniques | MultiSystem, or Calling a Strategy From Another

KGo

4/20/2020 9:41 PM

QUOTE:
I would like to share the total equity among child strategies not only in the beggining of the test but in every moment in every trade.
Is there a way to do that?

Yes.This does exactly that but with a new style of combination strategy. https://www.wealth-lab.com/Forum/Posts/New-style-of-Combination-Strategy-uses-Historical-Trades-40092/. Add one line of code to each strategy and no other coding is needed.