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Hi Jim,
Depends on the correlation of the two (or more) signals. Personally, I like
the results of trading 2 systems with different approaches and time frames
on the same symbol. The more the logic differs, the better... smooths out
the equity curve.
Have also recently tried combining say 2 contracts on a longer main system,
and adding 1 contract to try and chase faster reversals. This I like better
than simply "in or out" completely. Plays the odds better.
Of course this is different than using 2 time frames such that the longer
acts to filter the shorter.
Best regards,
Gene Pope
----- Original Message -----
From: "Jim Johnson" <jejohn@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, February 25, 2002 4:50 AM
Subject: single market, multiple signals
> Hello omega-list,
>
> I expect there is no right/wrong answer to this, but---
>
> I'm interested in how folks handle multiple signals, possibly on
> different time frames, in a single market. Say your on a long signal
> that often last several days and another system fires on the 15 min
> chart that is short term but in the opposite direction.
>
> Net them out and hold nothing for awhile?
>
> Ignore the shorter term signal?
>
> Use separate accounts?
>
> etc. thanks
>
> --
> Best regards,
> Jim Johnson mailto:jejohn@xxxxxxxxxxxxxxxx
>
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