Trading Principia, and Incoherences in the Art of Trading

T

tradingjournals

Assume one wants to forecast/trade over T bars, which we call the T-forecast. One could also do the T-forecast in two T/2-forecast steps, a T/2-forecast done immediately, and a second one done once T/2-bars worth of time have passed,and the prices for the first T/2 bars have been revealed.

Which of the two approaches do you like, and why? Do you see any incoherence/inconsistence in your approach when compared to the alternative approach? Are there bounds on T below which or above which one should not trade/forecast, and why?
 
Quote from Lucrum:

Every time you post.
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LOL

Trading Journal - You have not provided enough information for anyone to give you a meaningful answer. What who have been better is if you indicated what market you were trading, what type of strategy you would use - and then indicates your thoughts on the differences in using different time intervals.
 
At the level of this dialog, it is possible to make a first refinement.

See if you can reason through using you T as two T periods.

Simply overlap the periods symetrically.

The two choices you tought up are not very logical or rational on any level but the one you began this thread upon.
 
Quote from jack hershey:

At the level of this dialog, it is possible to make a first refinement.

See if you can reason through using you T as two T periods.

Simply overlap the periods symetrically.

The two choices you tought up are not very logical or rational on any level but the one you began this thread upon.
More...

Wrong !
You should start with 5T, then reduces to T/5 periods, and calculate the frequency, and then add the final decimal with your 3T -2x.

x = rate of change of your MA and multiply by your 90% RSI.

Got it ?
 
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