Trading Principia, and Incoherences in the Art of Trading

Discussion in 'Trading' started by tradingjournals, Dec 2, 2011.

  1. 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?
     
  2. Lucrum

    Lucrum

    Every time you post.
     
  3. 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.
     
  4. 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.
     
  5. 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 ?
     
  6. baro-san

    baro-san

    Forecasting T steps of t duration each, is the same as forecasting T/2 steps of t/2 duration each.