Short-Long Ratio Change
complete
@
@wizzy
We currently have for VIX etc. a variety of exit triggers ...
- when VIX moves up/down points/%
While I haven't found them particularly useful, I understand that some folks _do_ use them.
What I think _would_ be very helpful for DC-style trades is an exit trigger:
- when S/L ratio moves up/down points/%
Offline analysis suggests this is likely to generate additional EV
This might also be an opportunity to move entry S/L Ratio from 'sundry' to its rightful (?) place in the main entry filters block?
r
rusty.moorman@optionomega.com
marked this post as
complete
soundthesiren
In addition to this, I'd love to see an exit based on the percentage of the S/L ratio your position had at entry.
If you entered at a S/L ratio of 0.6 and want to capture 60% of that you'd exit at 0.12.