2 minute time frame in strategy

Viewing 31 post (of 31 total)
  • Author
    Posts
  • #145420 quote
    robertogozzi
    Moderator
    Master

    A 2-minute bar is formed by two 1-minute bars.

    • On the first       1-minute bar the 2-minute the signal is not shown (the one of the previous 2-minute bar is, if any).
    • On the second 1-minute bar the 2-minute bar is closed, so the signal is shown, thus it can be used to enter at market. Also on the first 1-minute bar of the next 2-minute bar the previous signal is still active, since the 2-minute bar is not closed, yet.

    Using eXcel makes it simpler to show what I mean (see pic X).

    x-9.jpg x-9.jpg
Viewing 31 post (of 31 total)
  • You must be logged in to reply to this topic.

2 minute time frame in strategy


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
nwa @nwa Participant
Summary

This topic contains 30 replies,
has 6 voices, and was last updated by robertogozzi
5 years, 5 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/05/2020
Status: Active
Attachments: 9 files
Logo Logo
Loading...