I want a single strategy that analyzes many symbols, and determines which positions to hold open at any particular time. E.g. it might decide to go long IBM, then long C, then exit IBM, then long VZ, etc. I want aggregate statistics & graphs on the strategy, showing the result of ALL symbols it held, an aggregate equity curve, an aggregated trade listing, etc.
Is that possible? If so, can you point me to an example?
Thanks!
Gary

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