My answer would be that time don't really matters. Some look at a picture for hours and don't understand it while others can see everything only by a short glance.
Study your program in different situation and try to understand its behaviour so that you can estimate it's risk and chances:
- during a trend - is it making money?
- in a flat market - is it loosing money?
- the behaviour if flat becomes a trend - is it too late (or too early) catching the trend?
- if a trend flattens - is it too long 'thinking' it's still a trend?
- what if the trend heavily changes up and down - is it fast or too slow and therefore summing up losses?
After we develop basic of a strument, for to detect and analize
the signals, how long to study it on historical data ? or on real data?
1 month ? 1 year ? 3 years ? ...more?
I think the correct study period is relative to period we want use this strument,
for example: if we want develop a profitable strument to use for 1 year,
we must study and analize results of this strument, at least,
on 1 year of historical data.
So, how long you analize results of a strument? and for how long you want use it ?
Thanks everyone in advance