optimize long trade e short trade separately

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optimize long trade e short trade separately #478026 08/27/19 17:07 08/27/19 17:07
Joined: Jul 2019 Posts: 26 M maxwellreturn OP Newbie
maxwellreturn OP Newbie M Joined: Jul 2019 Posts: 26	if i have a mean reverting strategy with 2 parameters to optimize, can make sense optimize separately long and short condition? or it sure give an overfitted result? is there some rule of thumb to know in this situation?

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