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Alex,
it works for some indicators, e.g. MAs and doesn't work for others
e.g. divergence inds.
Jan Philipp
----- Original Message -----
From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Thursday, July 24, 2003 7:32 AM
Subject: Re: Double data dilemma
> 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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