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I subscribe to the saying "Down is faster". Pop your system up and
spend a few minutes or hours looking at the charts. Down moves are
very different to up moves in my opinion. Take a picture of your
charts then, if your software allows turn it upside down and look at
it. Or print it on velum and then scan it from the backside then print
it out and look at it. What ever it takes to see it the other way
around.
Best regards,
Jimmy Snowden
mailto:jhsnowden@xxxxxxx
Saturday, January 17, 2004, 8:48:38 PM, you wrote:
Cd> I am working on a ES daytrading system. I am review the system performance
Cd> report show that over a 3 year period, the Longs dramatically out perform
Cd> the Shorts I am baffled by these results because the rules for entries and
Cd> exits for the longs and short are the similar (albeit opposite). The market
Cd> has risen and fell, gone through various levels of volatility and the
Cd> results for the longs consistently beat the shorts.
Cd> Longs
Cd> Profit factor 1.78
Cd> Avg winner 86.1
Cd> Win % 47.01
Cd> Shorts
Cd> Profit factor .92
Cd> Avg winner -9.92
Cd> Win % 36.08
Cd> I am using TS 7.2 and am testing on the @ES continuous contract. The system
Cd> will not trade before 10:15 et and exits at the end of day.
Cd> Is this making a lot out of a little? Are there some trading systems that
Cd> only succeed on the long side?
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