Retest long and short only

What happens if we trade a symmetric  strategy long or short only. I would like to have an option to retest or the best would be to have it as a crosscheck with setting only take long and only take short trades since there is a diffrence trading them only long or short on real accounts compared with original. For example is the long entries really robust or are the strategy simply carried by the short side and vise versa. Or i might want to split the strategies in long and short on diffrent accounts since last couple of years it is clear that one side is always working when the other side is loosing and this for periods of more then 6 months.

For example since october i traded a portfolio of EJ only and i also traded the same portfolio only short and long.  In this case the only long and short portfolio have done alot better then the original and it has also traded alot more on the long side which makes the diffrence. 

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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Archived
  • Priority Normal
  • Assignee None

History

m
#1

mabi

04.02.2020 12:15

Task created

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#2

Simon

06.02.2020 00:51
Voted for this task.
NH
#3

phl3x0r

12.02.2020 08:40
Voted for this task.
MF
#4

Mark Fric

26.11.2020 11:09

Status changed from New to Archived


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