Hi,

I'm trying to build a multi time frame strategy. I already checked the sample codes, but I could not find what I need.

I try to do the following:

Trade in 5 min time frame, but use a indicator based on the daily timeframe. (right for this there is sample code)

but now the catch:

I'm using iqfeed as data provider so my 5 min data has also the 5min bars for outside regular trading hours (starting from 7 set till 20h), if I use now the regular synch daily example it sums up all the 5min bars into one daily, which I don't want.

I would want to define in the synchronize function somehow that "daily bar start = hour 09 minute 30" and "daily bar end = hour 16" (or the equivalent in bar number)

Can you help?

thx

Hi,

It's easier than you think and doesn't require programming if a data provider is supported by the Market Manager:

Discarding pre and post market trading
Market Manager online guide

Hello,

Would it be possible to have a strategy that is operates on day bars to call (or pass control to) another strategy or function that is operates on minute bars? Thanks.

Yes, but what for? I mean what's the purpose of making the "call" or "passing control to"? I believe you might be looking for something like this:

Knowledge Base > Accessing Intraday data from Daily
Knowledge Base > Mixing intraday and daily data > Updating a Daily indicator using Intraday values

Hi Eugene,

Thank you for your help. My thinking is to use daily bars as main time base to allow fast search (within limit of hardware processing capability) on a pattern in a large data set and once a pattern is found, it can drill down using minute bar base for more detail analysis.

Understood. As the 2nd solution works on intraday data, looks like it won't apply. The 1st one may come in useful.

Thanks.