Multiple Strategy vs. Single Strat

i do not think it will work out with superthing. it sounds great in the first place but is a little naive in the second. think of it this way: a real system which looks at several indicators simultaneously uses full range of output of these time series. any kind of super indicator must net out or at least heavily smooth out some of the information contained in the single series.

wrong, unexperienced thinking. build super indicator and start hedge fund. does not work that way. your approach is perfectly right. more systems, more markets and this must not change. the moment you stop development you start bleeding to death - inevitably. amen.
 
Everyone is saying: one strategy = low diversification...

unless I can apply it to:
commodities
Forex
Interest Rates
equities

is that what you're doing ?
 
Quote from syswizard:
Everyone is saying: one strategy = low diversification...
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Hey! Nobody can be everybody without me!

Quote from horribilicus:
The standard fantasy is to have a short term system, a medium term system, and a long term system. Then you hope / believe that this arrangement provides non-correlated positions. Unfortunately, if the underlying tradeable goes into a prolonged unidirectional move, all three systems will eventually get aligned with that move (profitably so!) and now you've got 3 perfectly correlated (identical) positions, just exactly what you don't want. A price shock will kick you in the balls with 3X the force.
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