Combined strategy design process - The Chartist

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April 14, 2023 at 9:46 am #102273

KateMoloney
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Watched Nicks video on multi strategies. Very informative, thank you Nick.

It got me thinking about multi strategy design and the process of it …

Do you …

a) Do you build an individual strategy and create the best version of that strategy/stress test it/ MCS etc and then combine it with other strategies …

or

b) Or do you build a multi strategy (eg 2-3 strategies on one template), test them together and then make tweaks.

I’m leaning more towards a), but after watching Nicks presentation, its been interesting seeing the improvement in results when combing strategies. Two stand alone strategies that look like rubbish can be a real gem when combined together.

April 14, 2023 at 11:15 am #115556

JulianCohen
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My experience is that when the strategies are combined they can produce different results to when they are stand alone, especially if using top down and not allowing duplicates.

If you are not going to allow duplicates then I would suggest going b
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