|
PureBytes Links
Trading Reference Links
|
I believe the below questions have more to do with the market the system is
applied to rather than the system itself. The system doesn't care what the
very long term direction of a commodity is, because it is calculating a
percentage of the high to low swings. If that percentage is big then the
requirement for the swing is big, if the swing is small then the percentage
of swing is small. This is a very dynamic concept, one that can be further
carried out to any number of techniques applied to a trading system. If
the Value Line was in a down trend you would see the model would make more
to the downside and not to the up side. There is a difference between a
curve fitted long only system and a dynamic system that is following the
nature of its data its applied upon.
MB
:In the Performance Figures, I see that the Return on Account is 1172%
:on the Long Side, and 17% on the Short Side.
:
:Often I have noticed this dis-parity in System Performances ~ The Short
Side
:of a System showing results far inferior to the Long Side.
:
:Is the Short Side, by nature, far more "Tricky" ??
:
:Thank you.
|