Allocating between Futures and Stocks

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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Ghost11365
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Joined: Wed Jul 31, 2013 3:33 pm

Allocating between Futures and Stocks

Post by Ghost11365 » Wed Jul 31, 2013 10:00 pm

Hi,

Does anyone know how to allocate a percentage of your portfolio to futures and equites without running separate simulations? I want to use the TMA strategy but allocate 60% of my portfolio to futures and the other 40% to equities. Appreciate any thoughts.

Jake Carriker
Site Admin
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Location: Austin, Texas

Post by Jake Carriker » Thu Aug 01, 2013 9:07 am

Make a copy of the system you wish to use. Run the original system and the copy side by side in the same suite with one trading a futures portfolio and one trading an equity portfolio. That is the way it is done since a system must trade one portfolio and a portfolio cannot mix instrument types.

Ghost11365
Roundtable Knight
Roundtable Knight
Posts: 112
Joined: Wed Jul 31, 2013 3:33 pm

Post by Ghost11365 » Thu Aug 01, 2013 9:22 pm

How do you make a copy? According to the user guide "Select the system to copy, press the copy system button, and enter a new name." However the guide does not direct me to the "copy system" button. Maybe it is not appearing beacuse I purchased the Turtle System? Thanks.

Jake Carriker
Site Admin
Site Admin
Posts: 1493
Joined: Fri Sep 12, 2003 10:32 am
Location: Austin, Texas

Post by Jake Carriker » Fri Aug 02, 2013 9:37 am

Ah, the you can't edit systems with the Turtle Edition, so my advice doesn't work for you. The Turtle Edition only runs the built in systems or ones that a Builder Edition user encrypts and provides.

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