What is the optimum depth of history for identifying a useful signal? - page 16

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optimality in the mathematical expectation ...

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azfaraon:
I did not say anything about 700-800 minutes.

But you didn't ask about how long a trade is supposed to be held in the question, and you didn't answer for any reason, in which case it's not clear what the answer was.

Then I asked 700-800 bars, in light of that your response has no relation to the question, and you are answering the same thing.

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Your habit of adding to a question or answer after the answer or question is funny - that's why it's such a mess. You'd better decide on your answer or question first, and then write everything at once. I am no psychic to read your thoughts ))))))))).

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There's been a lot of flubbing, so at least there will be fewer posts, but it'll be more meaningful)

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so what about the 700-800 minute hold times and history? )))))

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I reckon if you go in on the minutes it's a lot.

[Yury Reshetov]

azfaraon:

Reshetov:

If for quotes, then two observations in history (one of them is the last price of the current bar) will be enough to predict the direction of quotes in the future with a positive expected payoff.

See Theorem on the Memory of Random Sequences

It's more of a postulate of technical analysis ...always ask two questions where the price is and why ...

Why ask silly questions if price is a random process?

If it isn't, then no questions arise.

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azfaraon:
I think if you go in on the minutes it's a lot.

ok, and on the clock, with a hold trade of 12 hours-12 bars, what is the right story in bars

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ZaPutina:
ok, and on the clock, with the trade holding 12 hours-12 bars, what is the correct history in bars

it has to be checked .

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Reshetov:

Why ask stupid questions if the price is a random process?

If it is not, then no questions arise.

I honestly did not expect such an answer from the respected one ... OK ... Consider the price is a person and he stands somewhere ... so I ask questions about where he stands and why ... answering them paints a picture of the market