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Switch between systems


  • Date: Fri, 14 Aug 2009 07:06:05 -0700 (PDT)
  • From: David Pyle <dpevergreen@xxxxxxxxx>
  • Subject: Switch between systems

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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