hey oilxpro..... yes i have, yes we could and yes we should .....
my preference for filters is to the use of standard type indicators, ie not the fast very responsive jurik types..... the jurik types are excellent in their own right but prove too responsive for filters, for me....
for filter selection , once a system that profits going 'long only' on the eurusd this year, i then take those settings and see what it does by going 'long only' on the usdcad this year..... obviously it should loose terribly....
then i create filters using moving averages, rsi , dpo , aroon and such to lower the losses to a practical amount.....
once that is done , i run the system 'short only' on the eurusd ..... which of course should loose terribly..... using the same filter creation as above, i will eventually get to a system that trades only with the trend or very lightly against the trend.....
you can then combine everything into 1 ea and it should evalulate the pairs and then select the best pair to go short and the best pair to go long....
that's one reason for the seperate buyhours and sellhours..... the buyhours might be based on the london market eurusd, and the sellhours might be based on the newyork market usdcad and so on..... likewise the usdjpj might have different hours.......
with all the pairs available to us , we might do better just selecting the cream of the trending crop...... the ea , properly coded, can make that determination for us.....h