Hi everyone,


I'm new to the community and I've looked through the Algorithm Scoring documentation but the mentions of time frame are somewhat ambiguous.  So I'm curious, is holding period a factor in scoring?  I understand there are many different ways to trade and different time scales to trade on but it seems like the holding period could be a valuable scoring component.  Am I missing something?  Is the method used for scoring algorithms holding period invariant?


I'm also curious if anyone has any thoughts on selecting a holding period for certain strategies?  I figure strategies involving fundamentals are more useful for a longer holding period, but I see how fundamental factors could be used to supplement a mean reversion or momentum strategy in a shorter term.