Strategy running with multiple timeframes

[timvang]

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

Thanks! That's very useful.