Systematic Traders - How many systems do you run?

[syswizard]

Regarding the multiple systems......I take it that you never have more than one strategy active for a single symbol ?
In other words, no situation like this:
Strat#1 triggers a buy and then just seconds later Strat#2 indicates a sell.
Trading multiple systems seems to be quite an issue in Multicharts.

 

[tomorton]

I use a couple of short-term momentum trade strategies that entail setting both buy and sell entry orders. Bracket orders as some people call them. But the stop-loss on each position is at the entry of the other, so that if for example the buy is triggered but then stopped out, the sell is triggered simultaneously.

Stop-and-reverse like this is not justified in most TA situations.

 

[globalarbtrader]

About 100 markets (dataset is 150 but many of those are too illiquid to actually trade).

42 'Trading rule variations'. Each of these is a signal, but a variation on about 12 themes. By a variation I mean eg a different look back on a moving average.

GAT