03-28-2018, 09:42 PM
This is something I've been playing with and it came up a couple times on Discord.
I've created an example strategy - timeframes.js - in my gekko fork at https://github.com/zappra/gekko
It shows how to use candleBatcher to run with multiple timeframes in the same strategy.
For example you might want to:
Run a long/short SMA comparison at 4hr timeframe to determine broad market sentiment
Check RSI state at 30 minute interval to determine buy/sell regions
Check for MACD crossovers at 1 or 2 minute interval to find local min/max, for final sell/buy points
Using candleBatcher makes it pretty easy to do this.
Hope its of interest to someone!
Best
z
I've created an example strategy - timeframes.js - in my gekko fork at https://github.com/zappra/gekko
It shows how to use candleBatcher to run with multiple timeframes in the same strategy.
For example you might want to:
Run a long/short SMA comparison at 4hr timeframe to determine broad market sentiment
Check RSI state at 30 minute interval to determine buy/sell regions
Check for MACD crossovers at 1 or 2 minute interval to find local min/max, for final sell/buy points
Using candleBatcher makes it pretty easy to do this.
Hope its of interest to someone!
Best
z