Run multiple algorithms that vote on different market factors like volume and price action. When several algorithms agree on a trade direction, the signal is stronger and you can size up your position. Consensus beats any single indicator.
The beauty of the algorithmic trading is let's say you have an algo that trade based on volume and you have another algo that trade on price action and the two have the same signal. It's like ensemble trading, it's like a voting system. So you have this guy that trade volume, this guy trade price action, the other guy trade many reversion, and the three of them give you the signal to go long. Maybe this is the time to press heavier because it will, the quality of the signal will likely be higher.
