While playing with the BarHistoryComprossor, I asked myself which type of moving average makes more sense. Compressing the 1 minute scale ToDaily and creating a 10 day average from the compressed data versus a moving average of "3900" minutes in the current scale.
Under what conditions would you use which MA?
The question is not specific about the MA. It is more about the ideas and differences in the context of the time frame.
Which points are important to consider?
Another question I have is when does it make more sense to test in a big time unit rather than a granular one where you can work with compressed data?
The questions are mainly directed to the community, however, I am looking forward to the opinion of the WL team as well.
Under what conditions would you use which MA?
The question is not specific about the MA. It is more about the ideas and differences in the context of the time frame.
Which points are important to consider?
Another question I have is when does it make more sense to test in a big time unit rather than a granular one where you can work with compressed data?
The questions are mainly directed to the community, however, I am looking forward to the opinion of the WL team as well.
Rename
Maybe it is helpful to provide a picture. You can see the step-wise (compressed) MA and the MA directly from the current time scale.
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