Example 4.wrk (workspace) which contains charts Example 4GM 15.cht and Example 4 GM 3.cht

This workspace example contains the following charts:

 a 15-minute chart of GM that exports HIGH, LOW, CLOSE via SendGroup3

 a 3-minute chart of GM imports that data via GetGroup

Then a trading strategy optimizes:

A>B to Open Long and also to Cover Short

A<B to Close Long and also to Open Short

Where:

* represents an optimized constant

A is  GetGroup(0,*) - ExpAvg((High+Low+Close)/3,*)

B is *

The trading strategy is very simple. Buy/Sell/Cover/Short decisions are made based on the relationship between 15-minute data and 3-minute data.

The strategy decides whether to select 15-minute High, Low, Average, or Sum and what size 3-minute ExpAvg to use.  The optimizer also decides the threshold parameter B.