Quote Originally Posted by TraderD View Post
Pascal,

You've shown elsewhere that (on average) returns deteriorate when delaying execution of a trade on a buy/sell signal by X number of days. The robot page displays the expected 3D/10D returns due to LT/ST settings. My question is - do you indeed use the "execution delay" as a dependent variable in calculating the LT/ST stats shown on the robot page?

Trader D
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