I've been testing an idea lately and I would like some feedbacks if someone is using the same kind of approach. Let's say you have 3 different decent systems on a single instrument. It's commonly accepted that trading multiple systems on a single instrument is quite a good approach as soon as the systems are not correlated. In real time, for 3 stop and reversal systems, you can be long 3, short 3, long 1 or short 1( because the other have contradictory signals ). Is it not better just to be long when the 3 are long and short when the 3 are short? I've been running some tests on out of sample, and results are quite good. Is there someone using this approach? Thanks.