What is the optimum depth of history for identifying a useful signal? - page 19
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I'll answer you anyway)))
you shouldn't.
It's become a tradition that you answer some of your own questions that have nothing to do with mine at all.
And now I'm making an extrapolator. Calculating 32 bars on a medium lousy computer takes 50 ms, 64 bars takes 500 ms. When I think about 720 bars, I feel sick...
In principle, you're probably right that we should use a considerably longer history than the duration of the trade. But I understand it in such a way that I should take several tens of bars and use them to calculate the next 1-2-3 bars. On the next bar we may repeat it.
Why 32 bars, is it only because of the computational load? What timeframe we should use to get something on 32 bars, like H1 or H4? You probably cannot use 32 bars for 1 minute, 5 minutes or even 15 minutes to predict even for a couple of bars only.
So why exactly 32 bars and exactly on one timeframe (by the way, which one do you use?)?
Why 32 bars, may be it only because of the computational load, what timeframe we should use to get something less or less using 32 bars, like H1 or H4? You would probably not think to forecast 32 bars of one-minute or 5-minute or even 15-minute - even for a couple of bars only.
So why exactly 32 bars and exactly on one timeframe (by the way, on which one do you have?)?
Because the smallest perimeter is a square.