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Old 02-13-2018, 04:43 PM   #1
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Default Can Time Frame be optimized?

I am working on a multiple timeframe strategy.

If I code with a strategy property that can be varied by the optimizer to set which secondary timeframe is added through the AddDataSeries method, can I use the Strategy Analyzer to find the optimal secondary timeframe?
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Old 02-14-2018, 09:30 AM   #2
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Thank you for the note.

It is possible to optimize your primary series when you check "Optimize data series" in the Strategy Analyzer. This will not optimize any additional series you have added to the script though. I have attached an example workaround to this where I make a property for a BarsInProgress index and add 4 differing data series. When running an optimization I set BIP to iterate from 1 to 4. This will select the best secondary series to use.

Please see here for instructions on importing

Please let us know if we may be of any further assistance.
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