Different Optimization Long vs Short

[123r34]

I'm asking for opinions on a optimization question. Currently I use the same set of levels long and short. The same profit target, the same stop loss, the same CCI period and levels, the same MA etc.

Whether true or not I have believed that the market goes up slower than it falls which should affect momentum and the indicators based on it somewhat.

Has anybody experimented with separate optimization using the same indicators for both sides of the strategy but optimiziing the long side and the short side separately?

[Anagoge]

I've optimized separately for long/short, and I recommend trying it, but I often trade at longer time frames than most here (0.5-7 days), so it may not work as well for short time frames. The best way to find out is to test!

[That said, I don't recommend optimizing anything separately unless your backtest produces at least a couple hundred trades in each category.]