# Decide the interval before the data

> A result is a number plus an interval. Deciding in advance what width counts as settled stops motivated reasoning.

Building block · Testing whether an edge is real · found 2026-09-22 · by John Kingola

## What I was looking for

When to stop collecting order-flow data, decided before looking at it.

## What I found

"Keep collecting and see" never ends and invites stopping when the answer looks good.

In the order-flow study I set a target of ±0.05¢ and recomputed, at each checkpoint, how many more observations each estimate needed: 1.6× more for the 30-second markout, 10× more for the 300-second one. It showed early which estimate was the bottleneck.

## The move

I set the confidence target first, then compute how much more data each estimate needs, so collecting has an end date.

Web version: https://kingola.dev/notes/decide-the-interval-first/