Re: Switch between systems

[Mark Johnson <janitor@xxxxxxxxxxxx>]

Apply technical analysis "indicators" to the equity curves
of the two systems and switch to whichever one is "strongest"
based on technical analysis.

For example, apply Fast Stochastic %K to each equity curve
and switch to the one with the highest %K.

Or calculate the N-day linear regression slope on each equity
curve.  Switch to the one with the biggest slope.

Or, a favorite of mine, calculate the Bollinger oscillator
%B on each equity curve, and switch to the one with the highest
value of %B.

Reminder: %B = (Price - SMA) / STDEV

%B tells you which Bollinger Band intersects price.
When %B = -2.0 that means price is exactly equal to
the lower Bollinger band, the -2.0 stdev band.

Mark Johnson