Possible to Combine Long & Short Strategies?
Posted: Mon Aug 26, 2013 2:02 pm
Chris--is it possible to combine two strategies into one Trade Simulation?
For example, suppose you wanted to trade from the long side on the TPS strategy when SPX was above 100 D moving average and trade short when below 100D MA.
Is it possible to combine the short strategy and the long strategy in one test?
For example, suppose you wanted to trade from the long side on the TPS strategy when SPX was above 100 D moving average and trade short when below 100D MA.
Is it possible to combine the short strategy and the long strategy in one test?