|
PureBytes Links
Trading Reference Links
|
In my system, I switch between two systems which compete for the next trade. I am using as a switch the sum of the p/l of the last x bars. The idea being that whichever system is in sync (more profitable) with the market, keeps trading.
There must be a better way to switch between systems than summing the last x bars.
Suggestions to try?
Dave Pyle
|