Could I get a code snippet for the following case please?
My data
1 min candles (OHLCV).
My strategy
Go Long: 15min candle close crosses over pervious day's high
Go Short: 15min candle close crosses below pervious day's low
I want to know what the most efficient way would be to upsample from 1min to 15min and daily data and then generate signals based on two higher timeframes. I have seen the multi-timeframe example on the website, but it showed how to work with an indicator, but not ohlcv.
Could I get a code snippet for the following case please?
My data 1 min candles (OHLCV).
My strategy Go Long: 15min candle close crosses over pervious day's high Go Short: 15min candle close crosses below pervious day's low
I want to know what the most efficient way would be to upsample from 1min to 15min and daily data and then generate signals based on two higher timeframes. I have seen the multi-timeframe example on the website, but it showed how to work with an indicator, but not ohlcv.
Thanks!