I would like to be able to add a 'book' system that creates a 'weighted market exposure signal' from -100% SPY to +100% SPY. So, this can be done if a book is allowed to invest or be offered in terms of ETF timers. Books are much more conservative with specific ETF timers then single systems and I would feel better offering these.

I would also like to be able to build the following for my own use, and have the resulting value 'flow back' in to the exposure I am seeking on stock selection systems.

What's needed:

a) 10 underlying systems all timing the SP500 - SPY, Cash or SH.
b) Summing / combining these systems in a book.

So, P123 is good so far.
c) Having the book sum these signals to produce a weighted signal.

d) I would like to be able to take the value of this weighted signal and plug into an 'exposure factor' for my general stock systems - and have it vary the amount invested based on this. So, if my weighted system returns 60% long net, I would like that value to drive the exposure I am seeking on my stock systems.

Results: Total score: 11 , # of Votes: 3 , Average: 3.7
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Requested by: Tomyani
On date: 05/26/15
Category: Portfolio