Jockey Wheel - Up or Down

I seem to remember that while attending the CC towing course, I was told to raise the jockey wheel once the caravan was level and the corner steadies lowered.  This then puts all of the weight onto the caravan wheels/axel.  Is this correct?  Reason for asking is that I was offered advice to the contrary, i.e. leave jockey wheel down, while holidaying in Blackpool 3 weeks ago.  I believe that I’ve read somewhere on a technical sheet that the Jockey wheel should always be raised when corner steadies are down.