Multi Strategy EAs

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This topic is created in order to have a guide and discussion about multi strategy EAs.

I have seen this topic appeared in some topics but the discussion tends to die after some comments.

So the intention is to have the topic in here and don't let it die.

 

For multi strategy Articles, I have found the following one:

Creating a Multi-Currency Multi-System Expert Advisor - MQL5 Articles
Creating a Multi-Currency Multi-System Expert Advisor
Creating a Multi-Currency Multi-System Expert Advisor
  • 2013.12.05
  • www.mql5.com
The article introduces a structure for an Expert Advisor that trades multiple symbols and uses several trading systems simultaneously. If you already identified the optimal input parameters for all your EAs and got good backtesting results for each of them separately, ask yourself what results you would get if testing all EAs simultaneously, with all your strategies put together.
 

Have the next questions:

Do you consider an EA that has the same strategy with different params in different pairs a multi strategy system?

How important is correlation?

Should the percentage on each strat should be equal?

 
I personally believe that a strategy is suitable for one pair/asset class in certain sessions with parameters that can work wonderfully. So one strategy for one asset class is the way I go. Every pair is different and reacts differently, there are correlation but markets are not always in equilibrium. 
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