Example 6 - Optimize Data Stream

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If you don't know which data stream you want to use in your Trading Strategy or Prediction, you can use the TimeBars indicator and let the optimizer choose a display parameter, which means that the optimizer will choose the correct data stream.

 

In this example, we inserted two TimeBars indicators in a prediction and optimized only the display parameter.  The two TimeBars were based on 10 and 15 minute bars respectively, and the optimizer chose the 10 minute bar based on the low as the only input for the model.

 

Consolidated Bars

You can also let the optimizer choose the data stream for Consolidated Bars by optimizing the display parameter for a Consolidated Bars indicator.

 

Example 6