shows the the ETF's I'm testing for the basket that would be in addition to SPY.  Again, I will not be keeping all of these, I have to see how they test, I will pick the best ones. Also FEZ the Euro Stoxx 50 and EFA (another world market ETF) are similar and maybe even EEM so I'll likely pick only one of them. On the Bull Long Bear strategy the ETA tested superior over FEZ for example.

We'll have SPY, QQQ, IWM, but for DIA I'm not sure, if it is too similar to the others I may take that out too, again just have to see how how the trades looks

remember these will all be next bar systems, meaning I will give you the trade signals sometime after the market close or late afternoon - and the trades would be executed the next day on the open.  Obviously you would elect to take partial positions in after hrs market if you wished, but otherwise the trade stats are built and picked by the statistics when taking the trade on the next days open.

Additional: Currently for SPY and ES they have up to 3 entries per system. I could do that, but also, except for SPY, QQQ, IWM, DIA (which have leveraged ETF's to use as 2nd and 3rd entries, many of these other ETF's do not. So I have to decide if I'm going to use up to 3 entries or not. I could do only 1 entry for example and keep it really simple, or I could do 2 entries only or 3. 

The way I build all the strategies is in parts. I first optimize and pick them with ONLY 1 entry, I pick the best ones that are 1 entry only - then I add the additional entries after. I never test new systems with multiple entries as the initial testing because that skews the results. I backtest first only with single entry as I want the single entry to be the best that it can. 

my progress so far: I'm about done with the Bear Long Bull sub system for these ETF's. The Bear Long Bull is a new sub system, it uses the same indicators as the bear long, but price has to be above a long term MA, NOT below it like for the bear long. Next I'll test the bear long for all these ETF's. The bear long  and bear long bull strategies take the longest to backtest - such as 5 - 8 hrs per test! The reason is because one of the functions I use (DVO) is extremely taxing on Tradestation for some reason - it's a real bugger. It's a very complicated function for Tradestation to run and makes these strategies 10 times lower to load and backtest. Once I'm through with these, the other sub systems should be faster. But, it's a massive job as you may know, I don't have a time line here. If I stay diligent and get something done every day, maybe I can have most of them done in a month.