Roughey, do you have any performance data to offer for "disabling/enabling" strategies? How does it create an edge? Or a concept with good arguments?
I made a custom stat file for Pro few years ago, it calculates performance as if the old Sidekick would have been used. I think 2 features were involved, one was having trades only after some threshold win/loss ratio, the other was consecutive wins. In every scenario the overall outcome was always worse than the original performance.
Firstly by switching strats on or off you break it. If development process hasn't taken that into account, one is flying blind, it is truly one unknown strategy. Secondly, if you have a proven edge, then switching it on or off again destroys it, it diminishes the edge.
The idea is great at first, but if I think about the cyclical nature of it, I don't see how it could work. Lets consider a simple cycle. It would look like this
This is one full cycle, where are its points, which offer something? For me those definitely can't be after some x number of winning trades, for example. Because by then the move is made and you're chasing yesterday. You see my point?
I'm not trying to shoot any one or other people ideas down, I'm offering some thoughts and counter-arguments to fuel critical discussion for something better to evolve.