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Approach in switching strategy based on regime

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    Approach in switching strategy based on regime

    Dear experts,

    I have created 2 different strategies (one for trending market, the other for choppy market).

    If it's a big trend day, my choppy strategy will get completely obliterated and vice versa.

    What is the general approach to this ? Run 2 separate strategies simultaneously ? Or should I combine the 2 strategies into a single ninjascript class (myChopAndTrendStrategy) and apply some regime filter ?

    #2
    Hello elirion,

    Unless you have some way to determine what kind of day it will be using logic you would need to manually enable whichever strategy suits the trading situation. If you have a way to determine what kind of day it will be then you would just combine the two strategies and use a condition based on what kind of day it is to dictate which set of logic is used.

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