Starting Bar Delay, Bar Interval optimization
- I want to use 20 minutes starting delay before creating 30 minute bars. That means, my first 30 minute bar covers trading from 00:21 to 00:50
- I want to use the best bar interval for my strategy. May be, it it will give best profit if I use 34 minute bars instead of 22 minute bars. I want to optimize and use the best bar interval
- I want to add Robustness check for the strategy: Use t-1, t-2, t+1 and t+2 bar data (where t is the bar interval upon which strategy is created). If the strategy is also profitable on t-1, t-2, t+1 and t+2 bar data, then it is robust
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Votes +1
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Project StrategyQuant X
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Type Feature
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Status Refused
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Priority Normal
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Votes: +1
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