forex software

Create and Test Forex Strategies

forex software

Skip to forum content

Forex Forum

Forex Software, Forex Strategies, Expert Advisors Generator

You are not logged in. Please login or register.


Forex Forum → Help and Support → Time in position

Pages 1

You must login or register to post a reply

RSS topic feed

Posts: 5

Topic: Time in position

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

Re: Time in position

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

Re: Time in position

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

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... smile

Re: Time in position

Excellent -- I get it.  Thanks, footon.

Posts: 5

Pages 1

You must login or register to post a reply

Forex Forum → Help and Support → Time in position

Similar topics in this forum


Generated in 0.011 seconds (70% PHP - 30% DB) with 12 queries