04-18-2018, 02:47 PM
I agree that running a strat on a timeframe of more than a few minutes misses information. To get past it as much as possible I run strategies in gekko at M1 timeframes, and manually update the indicators at the desired timeframe within that. I then run simpler take profit strategies for quicker movements.
Something I'm experimenting with is creating an array of indicators, of the length of the desired timeframe. Each minute candle, the next indicator in the array gets updated. Say I want a 10 minute RSI. I have ten RSI indicators, and update the next one each minute on a loop, so every minute I have the result of the indicator over the timeframe I want... I've yet to graph out and see if I'm actually getting anything close to what I hope I'm getting though!
Something I'm experimenting with is creating an array of indicators, of the length of the desired timeframe. Each minute candle, the next indicator in the array gets updated. Say I want a 10 minute RSI. I have ten RSI indicators, and update the next one each minute on a loop, so every minute I have the result of the indicator over the timeframe I want... I've yet to graph out and see if I'm actually getting anything close to what I hope I'm getting though!