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Weekly resampling vs daily compression = 5 or 7?
I was backtesting a strategy but got very different results when I used a weekly resampled data and used timer
to trade on Wednesday vs when I used daily data with compression = 5 and used
self.init(): self.count=0 self.next(): self.count+=1 if self.count%self.p.c!=0: return mystrategy()