Hello everyone, I have a question about changing the time frame in which a program trades. For example I have been playing with the Fractal program Marcus shared and I believe it trades within a one minute time frame. If I wanted to change the code from trading on a one minute chart to a five mintue or hour chart how would I go about making those changes.
public class ScalpingAlgorithm : QCAlgorithm
{
private WilliamsFractals _wf;
private string symbol = "SPXL";
public override void Initialize()
{
SetStartDate(2016, 8, 1);
SetEndDate(DateTime.Now);
SetCash(10000);
AddSecurity(SecurityType.Equity, symbol, Resolution.Minute);
Securities[symbol].FeeModel = new ConstantFeeModel(1.0m);
_wf = new WilliamsFractals();
}
public void OnData(TradeBars data)
{
_wf.Update(data[symbol]);
if (_wf.IsReady)
{
if (data[symbol].Price >= _wf.BarryUp)
{
SetHoldings(symbol, -1.0m);
}
else if (data[symbol].Price <= _wf.BarryDown)
{
SetHoldings(symbol, 1.0m);
}
}
}
}
}