London + UK
Experience: Advanced
Platform: Proprietary Analytics
Broker: Multiple broker + Multiple feed
Trading: Currently European and US equities
Posts: 443 since Dec 2013
Thanks Given: 257
Thanks Received: 234
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Afternoon all (from GMT+0),
Just curious as to other people experiences. I've found in my own process that certain strategies perform better or worse at different times certainly but also crucially that they tend to be skewed to perform either better/worse for taking long positions or short positions but not consistently both.
So for example if I'm trading a MA cross in a particular market that it will be a lot more profitable on one side of the market (without necessarily it being the case that it's because the market is trending).
For me this is a useful metric in seeing perhaps ways that taking longs/short in a strategy can subtly differ. Especially visible if you re a discretionary trader but critical to tuning your strategy if you are a mechanical trader (which I'm not at this moment).
Kindly reply to the thread with your comments and answering the following three points:
1 - What are your net winning %'s of trades taken long vs short?
Win % on shorts =
Win % on longs =
2 - In what market have you seen this? and
Market =
3 - Really briefly summarize on the general strategy.
Strategy =
Thanks,
Sand.
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