10 minute bar question

Discussion in 'Index Futures' started by etherboy, Dec 26, 2007.

  1. etherboy


    Hi, I've got a question. Which might affect the trading performance, either real or paper.

    Since YM open at 7:15, then the 10 minutes bar falls on 0:05, 0:15, 0:25, 0:35, 0:45, 0:55, which is different with DOW30 index, whose index falls on 0:00, 0:10, 0:20, 0:30, 0:40, 0:50.

    Should I align YM with DOW30 index?

    What's your opinion?
  2. Why not use 5 or 15 minute bar? There is nothing magical about 10.
  3. Exactly. Thats like tweaking the 13 MA to a 13.5 Some days the signals will generate more profit one way, and some days it will do so the other way.

  4. Backtest your system with aligned and not aligned quotes. The results will give you the answer. Nobody else can answer your question because they don't know your system.
  5. etherboy


    Thanks for the opinions.

    I think I'll align the timing.