I want a meta trading system feature to allow me to create, backtest and run a 'trading system' that is comprised of many trading systems with rules for allocating between the stocks they choose.

This can be rule systems like,
1) Combine these 10 systems in an equally weighted portfolio and show returns.
2) Rank the 10 trading systems on performance over the past 3 months and pick the best 3.
3) Only invest in stocks chosen by two or more trading systems.
4) Only invest in stocks chosen by three trading systems with correlations under .5
5) If Liquidity is low, overweight momentum portfolio's and if liquidity is high overweight value portfolios.
6) Etc.

This feature will be more powerful and better for portfolio management.
Results: Total score: 52, # of Votes: 14, Average: 3.7
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Requested by: Tomyani
On date: 09/28/08
Category: Portfolio