@Gertrade … reason why I think 28 sec TF is flawed …
In bed I thought deeper about 28 sec TF (and any number of seconds that does not divide equally into 1 minute) …
If you start your Algo at 101500 then your first 28 sec period ends at 101528 (then 101528 + 28 secs etc)
If I start my Algo at 101600 then my first 28 sec period ends 101628.
At 101628 your nearest 28 sec time period will be ending at 101624 (101528 + 28 + 28 secs)
So why should we expect results to be the same when we are ending / calculating variables / trade entry, exits at different points in time??
Above anomaly does not occur if TFs of 1 sec, 5 sec, 15 sec, 30 sec are used.
I believe what you are doing is optimising / finding values of variables that fit (only) your 28 sec periods on your particular backtests?
Comments appreciated. I stand to be corrected? Or a different view / basis of using 28 sec TF?
GraHal
