All,
In the same vein as with a multi-time frame strategy, instruments should be added in decreasing time frames (e.g. 15min, 5min, 1min). Is there any convention with adding futures and cash instruments? More specifically should the ^SP500 be added before the ES 03-10 of the same timeframe (e.g. ES 15min, ^SP500 5min, ES 5min, ES 1min) or some other order to avoid unexpected behavior.
As always, thanks
Shannon
In the same vein as with a multi-time frame strategy, instruments should be added in decreasing time frames (e.g. 15min, 5min, 1min). Is there any convention with adding futures and cash instruments? More specifically should the ^SP500 be added before the ES 03-10 of the same timeframe (e.g. ES 15min, ^SP500 5min, ES 5min, ES 1min) or some other order to avoid unexpected behavior.
As always, thanks
Shannon
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