probabilities for the combined Long term / Short term settings

[TraderD]

The LT/ST stats (% of gain and probablilities of gain of a LT/ST combination) are calculated a posteriori. These stats themselves are not used by the robots. The robots use their different indicators, combine them in to LT and ST edges and then take an investment decision. One of the indicators is the delay since the last signal. Hence, the "execution delay" is used to calculate the LT/ST levels, but not to recalsulate teh stats linked to such levels.
Pascal

Thanks for clarifying. If I'm not mistaken, there is also an optimization phase for the robot operation. Would it make sense at all to segment the LT/ST levels' stats (a posteriori) by execution delay and somehow improve the LT/ST levels/edges?

Trader D