combining signals

["John Holton" <jgh1@xxxxxxxxxxxx>]

Hi all

I have two independent signals: one only goes short, the other only goes
long. Each has its own set of rules, stop losses, breakeven stops etc. I
have tested and optimised each of them independently and each produced good
results. I now wish to combine them in a single system reasoning that the
long signal is not likely to be going long when the short is going short and
vice versa. However when I combine them the combined system does worse than
each of the other systems. I suspect that the problem may be that if you
issue a long signal and the system is short it implies getting out of the
short. Has anybody encountered a similar problem and is there a way to
combine a system and still allow it to operate as though it were two
independent systems?

thanks

John Holton