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Hi,
It seems to me that you are starting to discover fuzzy logic with
you knob example.
You just need to implement a valid solution ( the answer is not with
two systems, by far).
Well, this is a well known path to us for 15 years.
FYI the latest version of the Safir-Xp2 software does dynamic
switching of neurofuzzy systems in real time.
Up to 1000 trading systems monitored real time that would be swapped
at any time to build a managed portfolio among these 1000 candidates (
usually 100 are enough).
Allows daily intraday range bars swapping at the same time.
More to see on the new temporary pages of the web site:
www.sirtrade.com
There are several animated tutorials that explain the new thing.
Does it work ?
See by yourself...Zero programming needed.
Even Not a single line of EL to write from the systems development
(done while you sleep) to to automated orders.
And of course, it's back testable.
We will publish real time results within a few weeks.
I know, I said the same 4 years ago...
But we needed more than 4 years to complete this project.
Just let we know if you already had seen something similar.
I bet you will not...
Sincerely,
Pierre Orphelin.
-----Message d'origine-----
De : Mark Johnson [mailto:janitor@xxxxxxxxxxxx]
Here's a fourth suggestion: replace the word "switch"
by the word "knob". Instead of restricting yourself
to only two possibilities:
(100% of system A, 0% of system B)
(0% of system A, 100% of system B)
allow yourself to imagine trading X% of system A and
(100-X)% of system B. Imagine a "knob" that you can
smoothly rotate, from (A=100, B=0) to (A=0, B=100).
Now imagine using technical analysis indicators to
choose an appropriate value of X%.
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