I'd like to ask a question of people who are successfully trading short term systems (< 3 days hold time). Do you believe that different commodities exhibit different characteristics in the short run? In particular, I'd be interested to hear if anyone has been successful (in real trading) with short term systems that work well with one commodity (or group of related commodities), but break-down when applied to a broader basket?
A related question is, has anyone improved their system's performance (in real trading, not backtesting) by applying non-symmetric rules to the long and the short sides?
-bbc
A related question is, has anyone improved their system's performance (in real trading, not backtesting) by applying non-symmetric rules to the long and the short sides?
-bbc