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Dans un courrier daté du 30/06/98 02:13:44 , vous avez écrit :
<<
here's an idea...
using tick or N minute data, you can write a function (I've done this,
tho it's been a while) that will aggregate the data into a time frame
of your choice (=>N, obviously). You could set this User Time Frame
(call it T) as a variable and then optimize by running tests on
incrementally increased variable values.
I believe it's doable.
Best wishes,
Charles D. Wright >>
Yes,I have done this years ago too.
The main problem is hat you need to rewrite your indicators, functions and the
like to be compiant with the new data serie created and produce a real
performance summary.
Last year , I have made a different suggestion to Bill Cruz (applying
indicators to array series, index based, not time based) that should do the
trick if they implement it ( the array serie could be the aggregated prices).
Sincerely,
Pierre Orphelin
www.sirtrade.com
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