Please, could you explain, is it possible to test 2 (and more) trading systems togather, to see cumulative effect. if drowDown became less, if they are noncorrelated or no ets.

(of course I want to avoid writing two systems in one script)

Sure it's possible. Please see the Wealth-Lab User Guide > Strategy Window > Combination Strategy. Also this FAQ | Strategies and WealthScript > Combination strategies.

Thank you a lot, very usefull thing!!

Levit asked in an unnecessary duplicate thread:

During the test it was found that if I compare testing one strategy for dataSet (3 tickers) and testing 3 similar strategies in combined strategy window with equil settings for 3 tickers from the same dataSet (equil rezults was expected). Different results was found.

in WL user guide I've read:

"Each strategy item develops its own equity and cash curves. Position sizing is based on the child strategy's equity and cash levels."

But in real life, when you trade some strategies on one account they use all money (so they reinvest profit of another strategies)

Question: is it possible to make such settings: Position sizing based on cumulative!!! equity and cash levels?

Thank you in advansed,

Have you seen the FAQ I pointed you at above?

FAQ | Strategies and WealthScript > Is child strategy equity being constantly readjusted on a day-to-day basis with regard to the "Percent of Starting Equity" allocation?

This is how it's designed to work. It's not configurable. You can code a multiple system manually, although not nearly as versatile as Combo Strategies, by using this design pattern:

MultiSystem, or Calling a Strategy From Another