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Strategies & Market Trends : Befriend the Trend Trading
SPY 679.68+0.7%Nov 26 4:00 PM EST

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To: CatLady who wrote (8062)6/6/2000 12:20:00 AM
From: Dave Bissett  Read Replies (1) of 39683
 
CL - As a follow-up to my earlier note to you, I've noticed on backtests with Metastock EOD that it often appears useful to use different parameters for long and short trades. If you have the time sometime you might check this out with intra-day data. Use OPT 1 & 2 in the Enter Long, Close Long statements, and OPT 3 & 4 in the Enter Short, Close Short statements for MA crossovers. I think the improved results are because the dynamics of up vs. down trends are different, and by using different rules for each type of trade the "system" allows for the option of being out of the market sometimes. If you look at this I'd sure be interested in what you find.

Dave
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