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RE: : Switch between systems : Yes, we can !


  • Date: Sun, 23 Aug 2009 02:02:40 +0200
  • From: "Pierre Orphelin" <pierre.orphelin@xxxxxxx>
  • Subject: RE: : Switch between systems : Yes, we can !

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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%.