Systematic Traders - How many systems do you run?

Discussion in 'Strategy Building' started by gmst, Aug 6, 2012.

How many systematic strategies do you run concurrently?

  1. <3

    35 vote(s)
    50.7%
  2. 3-5

    9 vote(s)
    13.0%
  3. 6-8

    3 vote(s)
    4.3%
  4. 9-12

    6 vote(s)
    8.7%
  5. >12

    16 vote(s)
    23.2%
  1. Regarding the multiple systems......I take it that you never have more than one strategy active for a single symbol ?
    In other words, no situation like this:
    Strat#1 triggers a buy and then just seconds later Strat#2 indicates a sell.
    Trading multiple systems seems to be quite an issue in Multicharts.
     
    #81     Jun 30, 2022
  2. tomorton

    tomorton

    I use a couple of short-term momentum trade strategies that entail setting both buy and sell entry orders. Bracket orders as some people call them. But the stop-loss on each position is at the entry of the other, so that if for example the buy is triggered but then stopped out, the sell is triggered simultaneously.

    Stop-and-reverse like this is not justified in most TA situations.
     
    #82     Jul 6, 2022
  3. About 100 markets (dataset is 150 but many of those are too illiquid to actually trade).

    42 'Trading rule variations'. Each of these is a signal, but a variation on about 12 themes. By a variation I mean eg a different look back on a moving average.

    GAT
     
    #83     Jul 14, 2022
    Gambit likes this.