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Regarding the trade lifespan, we did some testing before we came up with this interval. It also makes some sense from a symmetry point of view. Note that this is for daily bars. We have no experience on patterns for day trading, but I assume the dynamics is quite different since the bars are so...

Hi Walter! We are running an automated trading system and had similar discussions when we started. Our system is an interday equity trading system so this is a bit different from yours, but the problem of measuring fitness is probably the same. Obviously you would like a system based on...