Disliked{quote} Jnevins, I know you do this analysis based on M30 data. Why did you choose it to be M30? What happens if you do it for 1H or 4H? Wouldn't it be less noise if you do it for 1H or 4H ? ThanksIgnored
My main intent is to treat each week as a discrete unit to open and close trades in. I found that 1 and 4 hr may work for longer time horizons but that in the 1 week time frame, 30 min gave me just the right amount of data to work with. 15 min data only gives me 5 months of data in 10,000 bars... 30 min data=10 months... I am trading off between the number of bars (10,000) and number of potential cycles that give me the best result in a reasonable amount of processing time on my hex core, 3.5 ghz CPU and 16 GB of RAM....