09-09-2019, 11:02 PM
I would like to make my strategies less depent on time intervals.
EA a max price swing between 5 minutes is statistically smaller then with 60 minute candles.
So when i use constants in my math i'd like to scale them by a factor of candle size ea :
candlesize
------------- * constant
60
How can i retrieve candlesize inside the strategy ?
EA a max price swing between 5 minutes is statistically smaller then with 60 minute candles.
So when i use constants in my math i'd like to scale them by a factor of candle size ea :
candlesize
------------- * constant
60
How can i retrieve candlesize inside the strategy ?