Discretionary trading

[Rembert]

Amibroker is probably more suited to test such things. But since you're more used to work with Excel that's probably the better option.

It's possible to import the signals for each system into Amibroker and generate the equity curves.
After that it should be quite easy to test various things.

Amibroker also has optimization ...
http://www.amibroker.com/guide/gifs/h_optimize.gif
The X and Y axis are the parameters to opimize for example position size etc. Z axis is the value you opimize for (CAGR, Max DD, MAR, ...).

Here's an example I've been looking at regarding testing a portfolio of different systems. Haven't had the time yet to test it out tough.

http://quantingdutchman.wordpress.co...-amibroker-12/
http://quantingdutchman.wordpress.co...-amibroker-22/