For example.
I want to combine 4 strategies into one. 2 are long only strategies and 2 are short only strategies.
longStrategy1EntryCondition has a 4.0 ATR TP and a 6.0 ATR SL
longStrategy2EntryCondition has a 3.0 ATR TP, a second TP of 50 pips, and an SL of 2.0 ATR
shortStrategy1EntryCondition has a 2.0 ATR TP and a 1.0 ATR SL
shortStrategy2EntryCondition has a 6.0 ATR TP, a second TP of 12.0 ATR, and an SL of 4.0 ATR
Currently if these were combined, the strategy would instead look like this:
combinedStrategyLongEntryCondition1 has a 4.0 ATR TP and a 6.0 ATR SL
combinedStrategyLongEntryCondition2 has a 4.0 ATR TP and a 6.0 ATR SL
combinedStrategyShortEntryCondition1 has a 2.0 ATR TP and a 1.0 ATR SL
combinedStrategyShortEntryCondition2 has a 2.0 ATR TP and a 1.0 ATR SL
We are able to have different ATM logic between long and short positions. However, if I were to combine these, both entry conditions for the long side would have to share only one ATM and the same goes for the short side. Allowing all entry conditions to keep their unique ATM settings should increase profitability (assuming the strategies are good) because the entry conditions would be using the settings of the original strategy's output. Furthermore, using an ATM that one of the strategies being combined was not meant for can dramatically change the results. Many strategies go from winning to losing with the wrong TP/SL values. I am assuming that by implementing this, it would be easier to automate combining strategies as well.