i do not think it will work out with superthing. it sounds great in the first place but is a little naive in the second. think of it this way: a real system which looks at several indicators simultaneously uses full range of output of these time series. any kind of super indicator must net out or at least heavily smooth out some of the information contained in the single series. wrong, unexperienced thinking. build super indicator and start hedge fund. does not work that way. your approach is perfectly right. more systems, more markets and this must not change. the moment you stop development you start bleeding to death - inevitably. amen.
backtst one strategy & automate it .. http://www.elitetrader.com/vb/showthread.php?s=&threadid=54170 <img src="http://img98.imageshack.us/img98/4676/eur5ni.jpg" border="0" alt="">
Everyone is saying: one strategy = low diversification... unless I can apply it to: commodities Forex Interest Rates equities is that what you're doing ?