Optimize Bar Count in Consolidated Bars

If you are unsure of the number of bars you want to combine in order to build the most effective trading system, use multiple  Consolidated Bars indicators in a Prediction or Trading Strategy and then let the optimizer make the selection.

For a prediction on a 2 minute chart, you could enter three different Consolidated Bars High indicators based on bar counts of  2, 4, and 6 bars and then let the optimizer choose which ones to use in the Prediction by selecting Input Selection Optimization.

For a Trading Strategy you can enter multiple rules with multiple Consolidated Bars High indicators as above and let the optimizer select which ones to use by choosing Rule Selection Optimization.

Related Topic:

Consolidated Bars - to optimize which data stream to use