Question for the traders who have, in some way or another, worked time into their trading models. More specifically, this is not about cycles, but about actual "clock time". For example, in the ACD method, the way you "confirm" a trade opportunity is if the asset remains below or above a specific price for a specific amount of time. That's the kind of time I am talking about. After all, isn't that what traders are trying to do, "time the market"? Anyway, the question is, if you have worked time into your models, have you found that the optimization of that time parameter has been more robust than optimizations for other parameters? Sticking with the ACD method example, the guy who developed it recommends waiting at least the same amount of time as the opening range you use as your confirmation period. So, if your opening range is 15 minutes, your confirmation period is 15 minutes. At least that's what I remember, it may be a little off on the exact amount. But, the point is, it's an exact amount of time. One would assume that this value shouldn't ever change, right? It would never be better, i.e. more profitable, to wait half the time of the opening range or twice the time of the opening range, for example. Presumably because if you wait half the time, you get more "false positives" and if you wait twice the time, price will move away from you too often and you get bad entries. Also, you would think that you could test the time period and determine that it's actually 75% of the opening range that is the best amount of confirmation time and that would never (or extremely rarely) change. That's my theoretical thinking about time as a optimizable parameter, but if there are actual experiences with this sort of optimization, I'd be interested to hear anything you'd be willing to share.