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Hi guys,
I had a quick question: Is there any way to backtest a strategy in which the variables being tested are the timeframes (or ticks per bar if using tick charts)? Seems a bit far fetched but maybe somewone here has had experience trying to backtest this way.
Im trying to find the best timeframe or tick chart settings for smoother trends without resorting to Renko/LB/Momentum charts which arenīt my cup of tea...
Can you help answer these questions from other members on NexusFi?
