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As you know multi time frame analysis is the backbone of most trading strategies whether they be forex or stocks etc..
I am aware of the resample_apply() function that is avaliable within backtester which applies a function and resamples the data.
However my issue is no where as near as complicated , I simply want the ability to drop down a timeframe or move up a timeframe based of confirmations I am seeing in one of the timeframes to look for further confirmation before entering a position.
Example:
Suppose I am looking for a specific candle stick pattern on the Daily Chart such as bullish engulfing. How would I then be able to drop down to 4H and look for some other confirmation which could another specific candlestick pattern or whatever else it may be.
I am aware that this resampling of data can be done using the resample method of pandas however I am having some trouble understanding how it fits into the architecture of the backtesting library and how to make it work well.
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Multime Frame Issue High - Low Time Frame
As you know multi time frame analysis is the backbone of most trading strategies whether they be forex or stocks etc..
I am aware of the
resample_apply()
function that is avaliable within backtester which applies a function and resamples the data.However my issue is no where as near as complicated , I simply want the ability to drop down a timeframe or move up a timeframe based of confirmations I am seeing in one of the timeframes to look for further confirmation before entering a position.
Example:
Suppose I am looking for a specific candle stick pattern on the Daily Chart such as bullish engulfing. How would I then be able to drop down to 4H and look for some other confirmation which could another specific candlestick pattern or whatever else it may be.
I am aware that this resampling of data can be done using the resample method of pandas however I am having some trouble understanding how it fits into the architecture of the backtesting library and how to make it work well.
Thank you in advance to any of those that reply !
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