No saved results · Timeframes · 2026-09-05 (initial commit)
Weekly vs daily, and small vs medium vs large patterns
What this means
This script compared weekly and daily charts and small, medium and large patterns, but it only printed to the screen and nothing was saved. It also used the same hindsight-prone Python zigzag as the other early sims. Nothing can be concluded. A proper test would sweep the timeframe and pattern-size presets in TradingView over the full universe and save the trade logs.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not tested: no saved output from an own Python sim; pattern size is covered on all four timeframes by filter-volatility-all-tf (XA %, height in ATRs) and preset size by pattern-zigzag-presets | ||
| 1-hour | Not tested: no saved output from an own Python sim; pattern size is covered on all four timeframes by filter-volatility-all-tf (XA %, height in ATRs) and preset size by pattern-zigzag-presets | ||
| 4-hour | Not tested: no saved output from an own Python sim; pattern size is covered on all four timeframes by filter-volatility-all-tf (XA %, height in ATRs) and preset size by pattern-zigzag-presets | ||
| Daily | Not tested: no saved output from an own Python sim; pattern size is covered on all four timeframes by filter-volatility-all-tf (XA %, height in ATRs) and preset size by pattern-zigzag-presets | ||
- Hypothesis
- Some timeframe / pattern-size combination is clearly best.
- Method
- Own Python sim on yfinance (analytics/timeframe_size_matrix.py).
- Result
- No saved output.
- How much to trust it
- Low: script prints only; Python zigzag of the same family as the look-ahead sims
- Did it change the live rule?
- No.
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).