Hi all, I've been searching for an example on how to do this, but haven't found anything. I've written 2 separate algorithms that perform well individually. I have reason to believe they are non-correlated and if ran simultaneously on a single Portfolio (ie, 50% of equity to Algo A, 50% of equity to Algo B), I believe the overall performance would be better than either individually. I'd like to backtest this hypothesis. Any advice or sample code?

Thanks,

Chetan