Should You Optimize Longs and Shorts Separately?
By Dave Mabe
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...
Thanks for the question, Chip!
-Dave
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