I'm creating a fairly simple trend following strategy that uses multiple moving averages based on defined periods.
My question is: what exactly does the resolution do on a moving average indicator? For example, if I want a 50 day EMA, what is the default resolution for this?
When I try using Resolution.Daily for my cross moving averages, my algo doesn't work but when I use an hourly it does.
Right now I'm using a Minute resolution on my securities and an hourly on my indicators, but I don't understand which is best.
Any insight?
John Palmisano
A stock can move 10% in a single day, but if you use daily data, you only get the closing price. For hourly it limits the move by a much smaller amount, so you capture those mid day moves.
Tyler Van Hoomissen
Tyler Van Hoomissen
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