I'd like to implement a test in my code to analyze whether the 15 min close crosses over/under the 50 period SMA on the 60 minute timescale at any point during a 60 minute period.
ScaleInd seems to only want to work in the other direction - is there an equivalent for the reverse?
ScaleInd seems to only want to work in the other direction - is there an equivalent for the reverse?
Rename
No. You'd have to run your 60 minute strategy using 15 minute data, creating whatever indicators required using the scaled up 60-minute data. You also might have to add code to make sure that trades occur on the 60-min-scale boundaries.
Ok, thanks Cone.
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