MTF aggregating attempt #2

Initial batch done!

1

2

 

I think correct aggregation will be hard or impossible to do without actually using real price points, but I will see what I can come up with. At the moment, it seems that the initial edge I found a few months ago will be universal for all time frames and h values.

 

might end up ditching lower time frames due to not having enough data, but might keep the 15m to see if it’s close to the HTF findings regardless.

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