How can I use different data frame data in a building block strategy? One example is for an intraday strategy, I want to use SPY daily data to construct a regime filter. Thanks!
Rename
Use the ScaleInd indicator.
Thanks Glitch
This works when the series that i want to use as regime filter is available in the same intraday timeframe I'm using, but seems it does not work if the regime filter series is only available in daily. How can i do that?
Example:
I have an intraday strategy run on 5min;
I want to enter trades when SPY is above 200D EMA, and for SPY I only have daily data, no 5min.
Example:
I have an intraday strategy run on 5min;
I want to enter trades when SPY is above 200D EMA, and for SPY I only have daily data, no 5min.
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