I don't think what you are doing is wrong, I do it exactly like that when doing DB presses. You're just working a little more of the front deltoid is all.
I incorporate both in my routine. The OHP works the entire shoulder girdle and top part of the traps if you use that shrug at the top, and is where you develop most of your strength for your other shoulder exercises. The only thing I do different with seated dumbbell presses than what you describe is I keep my elbows always slightly bent, and press up and down in an arc type of motion. So as they near the top, they come close together, then back apart on the way down.
But you may already do that as well. I never lock my elbows in either movement.
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