"sequentially" trading different systems

[minmike]

I would try to get them all running as soon as possible. but if you only could pick why not try to predict profitability? could the systems be serial correlated with themselves? ie large up days are usually followed by more large up days. There might be some way to predict which has the best likely hood of being positive tommorrow.

 

[BJL]

trading the systems sequentially doesn't average out the results. it makes the results more erratic if anything.

however, if you cannot afford to trade all five systems, there's a simple solution if you have 5 systems that trade the same market.

each systems assign a +1, 0 or -1
add the signals together

you'd get a combined signal ranging from +5 to -5. don't know how many contracts you can trade. if it's just a single contract trade if signal strength is 3 or greater. otherwise scale the amount of contracts you can trade vs the +5 to -5 combined signal.

 

[NoWorries]

Quote from Pro_Trader720:

I'm not sure about random. I've never really tested the idea. But why not trade the best system? If you have to pick, pick the one(s) that you have the most confidence in. Out of curiosity, do you have one system that trades in multiple markets, or multiple systems in one or more markets?

All systems trade stocks, but are based on very different underlying principles.

 

[Pro_Trader720]

Quote from NoWorries:

All systems trade stocks, but are based on very different underlying principles.

Personally, I would try to trade a basket of stocks in as many systems as possible. Minimize your risk as much as possible. This will help you to filter out which systems work and which systems don't. Chances are, they won't all work! Hopefully during this initial period, the good systems will offset the bad systems, and you will learn which systems work live at no cost.