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Ian:
>Er, anyone...? I'm totally baffled...
So am I. I try to avoid signals generated across multiple time frames.
If I want to calculate indicators from 1 minute bars and 6 minute
bars, I will use 1 minute bars for everything and multiply my length
parameters by 6 for the 6 minute bars. So cci(6) on a 6-minute bar
would be approximately cci(36) on a 1-minute bar. The advantage to
this is, all your indicators and calculations get updated at the
same time, with the same frequency.
-Alex
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