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Re: Correct modeling - simple or complex?



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On the simple side in position systems.

Complex in day systems. For the most part, the reason being that
there is a finite period in which to harvest a profit.

I don't trade day systems wherein the base concept does not work
as well or better when applied to position trading. When I code and
test, I include a switch that flips it between position and day.
Switching to day, triggers a far more complex set of parameters.