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?
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.
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 ?