Should You Optimize Longs and Shorts Separately?
In this week's episode of Line Your Own Pockets, we answer a multi-part question from long-time list member Chip D.S. (name used with permission).
The first part of his excellent question:
Do you typically optimize longs and shorts separately. assuming there are enough trades after the split. You have a couple newsletter articles that mention "directional" columns...so there must be situations where you think optimizing them together is best?
We discuss:
- Why optimizing separately is a good default, but not a set-in-stone rule
- Look for commonalities when optimizing the long versus the short trade sets
- How "directional" columns are useful when combining long and short trade sets
- When going live with an Amibroker strategy, how to strip down the code to make it run fast
And much more...
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Before you go!
The next time you find yourself in a drawdown, I want you to stop what you're doing and head on over to betterbacktesting.com to sign up for my free backtesting email course.
I hope to see you there!
Before you go!
The next time you find yourself in a drawdown, I want you to stop what you're doing and head on over to betterbacktesting.com to sign up for my free backtesting email course.
I hope to see you there!
Creators and Guests
