How to get signals from a ML algo that gets data from two timeframes

AI & Machine learning
1

In what manner can I configure my machine learning algorithm to analyze signals for buying or selling by considering information from two distinct timeframes?

2

Hi Mark,



There are multiple ways to capture information from two distinct timeframes.


  1. Create two different models, one based on features from a higher timeframe and the other based on a lower timeframe. A trade signal can be generated based on the output of these two separate models.

    or


  2. You can create features related to both timeframes. Use these features as input for your ML model. Additionally, create features that capture the relationship between the two timeframes, such as the difference or ratio of certain indicators.



    I hope this helps!