Forex Software — Time in position

Re: Time in position

null@example.com (sleytus) — Tue, 16 May 2017 10:17:23 +0000

Excellent -- I get it. Thanks, footon.

Re: Time in position

null@example.com (footon) — Tue, 16 May 2017 09:08:28 +0000

Essentially, one can look at it as a risk assessment: the more time in a position, the greater the risk, exposure. Or the more time in a position, the longer the trading capital is "locked" and unusable (tradeable). 2 strats with similar performance - certainly, the one which produces its profit quicker, is the better one. But backtesting doesn't guarantee similar future results, so...

Re: Time in position

null@example.com (sleytus) — Tue, 16 May 2017 08:37:45 +0000

From Popov's definition I understand what "Time in Position" means. However, I'm curious how people treat this metric when it comes to comparing strategies. I mean, suppose the statistics for two strategies are similar in all respects, but one has a greater % "Time in Position". Is it a good thing, a bad thing or neither to spend more or less time holding a position?

Suppose a strategy has good statistics but "Time in Position" is higher or lower than some threshold you prefer -- would you toss a strategy based solely on its "Time in Position"? That is -- how important is it?

Re: Time in position

null@example.com (Popov) — Fri, 05 Aug 2016 04:04:12 +0000

It is the percent rate of the bars in which you trade or hold a position against the count of all bars.

Time in position

null@example.com (jesse_breaker) — Fri, 05 Aug 2016 03:07:57 +0000

In Account Statistics, what does Time in Position % mean?