The incremental time frames you break the observations down in cause that stress.
As the granularity gets finer the stress increases.
Looking at the end of month returns feels easier than looking at the end of day returns and end of day would be easier that sitting in front of the screen watching the equity fluctuate minute by minute.
If you could blank out anything less than a year so the only information your system threw out were the buy and sell signals without any P/L data life would be so much more relaxing.
Time and again we are told to think of the long term and no matter how easy that sounds to do we want to have a peak every day (hour) to see how our fortunes are travelling.
Yes. The trader has to bear the brunt of daily, even intraday, data depending on how glued he is to the screens. ETF investors now share the same burden.
The typical LP investors bears the monthly data, which glosses over some of the volatility.
Hi Mike,
The incremental time frames you break the observations down in cause that stress.
As the granularity gets finer the stress increases.
Looking at the end of month returns feels easier than looking at the end of day returns and end of day would be easier that sitting in front of the screen watching the equity fluctuate minute by minute.
If you could blank out anything less than a year so the only information your system threw out were the buy and sell signals without any P/L data life would be so much more relaxing.
Time and again we are told to think of the long term and no matter how easy that sounds to do we want to have a peak every day (hour) to see how our fortunes are travelling.
Regards
Neil
@nsdtrading.bsky.social
Yes. The trader has to bear the brunt of daily, even intraday, data depending on how glued he is to the screens. ETF investors now share the same burden.
The typical LP investors bears the monthly data, which glosses over some of the volatility.
While this system is definitely on the aggressive side, the roller coaster would have been felt similarly across all TF systems.
Yessir. Some people can take the trend-following swings, just not at this heat. If that's the case, dial it back and keep at it.