pdz 发表于 2011-5-31 13:43
What's the point of holding both long and short?
it works best in a hotly contested pivot point of market. when it goes up, buy some sds and sell some sso. when it goes down, sell some sds and buy some sso. Psychologically, it feels great the you always make money no matter where market shakes. When the market does pick a direction to go, you follow the trend.
长短仓持有的时间不一样, 如果我觉得NG是 uptrend, 我会长时间持长仓(2-4周, 或更多), 然后在接近阻力时短期short(几天或一周), 属偷鸡性质. p.s. I only play NG (hnu.to, hnd.to) and OIL (hou.to, hod.to) with this strategy.