OpenBookTrader's Open Journal

[magicwords]

Quote from Sharp2be:

Hi I like how you are tracking your book, can you please share your Excel template?

Thanks!

Here's a link to the spreadsheet for today, February 3, 2012: http://www.mediafire.com/?n9cos4ssywaej07

 

[magicwords]

 

[worldwary]

In your backtesting, have you separated out shorts versus longs? If so, I'm curious how the performance compares.

 

[magicwords]

Quote from worldwary:

In your backtesting, have you separated out shorts versus longs? If so, I'm curious how the performance compares.

Shorts tend to be more volatile, where the best shorts win big and the worst lose a lot.

Adding them to the system though smoothens the equity curve during not just downtrends but volatile sideways markets as well.

 

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