[001sky]

This is about proportionality. Finite window trading strategies need to take into account the link between implementation overhead (time) and overall profitability (linked to time). Just the same way they need to link pricing and profits (linked to pricing). That seems to be the crux of the issue.

[thinkmoore]

Yes, I'll agree with that. Just warning about throwing the baby out with the bath water. Applying quantitative decision making tools is worthwhile, being picky about it can protect us from our emotions and preconceptions.