- ago
For a rotation strategy:
1. is the rotation frequency related to data timeframe in anyway? If I rotate weekly or monthly, do i need to set the data timeframe to weekly or monthly?
2. For rotation weighting and additional conditions, do they use the same timeframe as the data timeframe?

My understanding is that 1 is a No and 2 is a Yes but I want to confirm. Thanks.

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Glitch8
 ( 11.86% )
- ago
#1
1. No, but it doesn't make sense to rotation weekly, for example, while using monthly scale data.
2. The weight indicator is automatically calculated in terms of the data scale.
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