Cross Time Scale Strategy
Author: hhashim1
Creation Date: 5/12/2014 3:17 PM
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hhashim1

#1
Is it possible to have a nested strategy that is based on a different time scale? For example, within a 30 minute strategy, can I have a 10 minute strategy that gets the 10 min RSI?
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Eugene

#2
This usually works the other way round: from within a 10-minute strategy you set the scale up to 30-minute*.

On mixing different bar scales in a strategy, see the WealthScript Programming Guide (Help menu) > Multi-Time Frame Analysis > Intraday/Daily etc. This is a good starting point with various code examples.

Plus many examples available by searching the forum for the keywords like multiple time frame, SetScaleDaily/SetScaleWeekly etc., in the Wealth-Lab Wiki (Knowledge Base section).

Wiki:
Intraday / Multi-Time Frame | Mixing intraday and daily data

Forum:
How to plot bigger timeframe bars but keep strategy working on shorter timeframe?
Combining daily and intraday scales in a single strategy


* Actually, you can do the opposite thing like illustrated in the Knowledge Base: Accessing Intraday data from Daily.
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hhashim1

#3
You guys are awesome! Thank you for pointing me in the right direction. :-)

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