Can you guys share some thoughts on back testing different bar lengths?
How often should bar lengths (minute bars) be optimized?
One consistent bar time does not work in my strategies, obviously. However, my back testing shows promising results with different bar lengths but it's always changing. I've been attempted to take my back testing data and find the optimal bar length number which is proving quite difficult.
Perhaps I'm going about this all wrong, just wanted some guidance in this area.