So, after running in to problems setting multiple assets to trade in a portfolio with Renko Bar system described
here, I found out the following:
"User-defined bar lengths can normally be used with single-asset strategies only, as different assets would produce different bars. However, for a portfolio system the TimeFrame mechanism can be used for user-defined frame lengths."
Also,
"for trading dependent on the time of the day, or for emulating price-movement bars such as Range or Renko Bars. For this, set TimeFrame to 0 during the frame, count the skipped bars, and set TimeFrame to the negative number of skipped bars for ending the frame."
Can someone familiar with the matter describe in plain English what "TimeFrame mechanism" is and how to use it. The manual's description is extremely limited and vague, unfortunately. E.g. Setting TimeFrame to negative number for ending the frame...
TimeFrame mechanism example for putting assets in a portfolio in a Renko Bar system would be greatly appreciated.
Thank you
