Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Meta Strategy

Hi All,

I am not sure if this subject has been broached before (I haven't found one anyway), but I am just wondering if it
if possible for Quantopian to incorporate a Meta Strategy, ie: a trading system that trades trading systems. Here is a great article on the subject .
http://jonathankinlay.com/index.php/2015/10/improving-trading-system-performance-using-meta-strategy/

So basically we tell the "meta strategy" when to allow the underlying trading strategy to trade and when to stop, eg: if trading system
equity crosses above/below its 20 N moving average we turn on/off the underlying strategy.

Thanks