PureBytes Links
Trading Reference Links
|
Nothing in TS to do this automatically, as far as I know. I have been doing
some experimentation on this by hand (i.e. changing time frames and parameters
manually). The results are quite interesting. There seems to be no
correlation among time frames -- you would expect a 10 bar chart to somehow
correlate with 10 one bar charts. Also, what significance does open or close
have in say 10 min. charts intraday? How about 9 min. charts? Clearly,
intraday open and closes on intraday charts do not carry the same significance
as they do on daily charts.
Food for thought!
Peter Perry
Peter Iovanella wrote:
> Is there any way to automatically optimize the time frame on which a system
> is traded in TradeStation? By this I mean, to find out if maybe 60 minutes
> is better than 5 minutes, etc.? Is this a good idea?
>
> BJ
|