In Builder or Task Build, in Full Settings, in "What to Build", we can choose in "Trading directions settings" :
- Both (Long and short)
- Only Long
- Only Short
Would it be possible to have an option " Long OR Short" ?
This option would allow us to have Long only Strategies and Short only Strategies in a single task. We would not have to double the task to get long only and short only. This would reduce the search time in a single task.
The idea is to create strategy Long only and Short only without the complexity of strategy working long and short in the same time.
We can see how complexity can create overfitting in this excellent article :
https://strategyquant.com/blog/what-we-have-learned-from-analyzing-1-2-million-fx-strategies/
It is taking more time for the computer to find strategies working long and short in the same time and you increase the complexity, and risk of the strategy.
For Example : A strategy can give you good results on long side, on a rising market with 200 trades long IS, but only 20 trades short IS. The strategy will fails as soon as the market enter in a downtrend because the short part of the strategy have only 20 trades IS.