Disliked{quote} so two question about your journey that got you here at this stage in your trading career.
1) are your exits unique to each strategy?Ignored
What I am focusing on now is specifically looking for un-correlated pairs of systems. For example with a momentum strategy offerring a 30% win rate and say a 2:1 reward to risk, there tends to be a counter-trend solution (as an asymmetric option of that strategy) that can be found with say a 60% win rate and a 1:1 reward to risk. If both systems over the long term offer positive expectancy then as a blended pair, they produce stunning risk-reward profiles. Effectively a hedged pair of systems that are extremely robust with positive expectancy. If I find these pairs I can leverage them up with position sizing. Given the fact that more and more instruments are correlated these days, system design is a way around this obstacle.
Disliked{quote} 2) if yes, how did you gain confidence in come up with a combination of strategies? via spreadsheet / offline analysis and then forward testing in demo with a lot of trail and error, permutation and combination until you found the right spread of strategies that work together?Ignored
Disliked{quote3) if #2 is a no, what specific tool do you use for speed up your backtesting to come up with those great charts?Ignored