Timeframes Reference
Overview
Timeframes determine how frequently your algorithm evaluates market conditions and generates trading signals. x3Algo supports 8 timeframes ranging from 1 minute to 1 week, each suited for different trading styles and strategies.
Supported Timeframes
| Timeframe | Code | Candles per Day | Candles per Week | Best For |
|---|---|---|---|---|
| 1 Minute | 1m | 375 | 1,875 | Scalping, High-Frequency |
| 5 Minutes | 5m | 75 | 375 | Scalping, Day Trading |
| 15 Minutes | 15m | 25 | 125 | Day Trading, Swing |
| 30 Minutes | 30m | 12.5 | 62.5 | Day Trading, Swing |
| 1 Hour | 1h | 6.25 | 31.25 | Swing Trading |
| 4 Hours | 4h | 1.5 | 7.5 | Swing, Position |
| 1 Day | 1d | 1 | 5 | Position Trading |
| 1 Week | 1w | 0.2 | 1 | Long-Term Position |
Note: Candles per day based on typical 6.25-hour trading session (NSE: 9:15 AM - 3:30 PM)
Timeframe Details
1 Minute (1m)
Execution Frequency: Every 1 minute
Data Requirements:
- Minimum historical data: 200 candles (3.3 hours)
- Recommended historical data: 1,000 candles (16.7 hours)
- Storage per symbol: ~500 KB per day
Characteristics:
- Highest signal frequency
- Most noise and false signals
- Requires fast execution
- High transaction costs
- Sensitive to slippage
Strategy Suitability:
✅ Good For:
- Scalping strategies
- High-frequency trading
- Market making
- Arbitrage opportunities
- Very short-term momentum
❌ Not Good For:
- Swing trading
- Position trading
- Strategies with wide stops
- Low-volume instruments
Example Configuration:
{
"name": "1-Minute Scalper",
"timeframe": "1m",
"strategyType": "scalping",
"positionSizing": {
"method": "fixed_quantity",
"quantity": 1
},
"riskParameters": {
"stopLoss": 0.2,
"takeProfit": 0.3,
"maxDailyLoss": 500
}
}
Best Practices:
- Use tight stops (0.1-0.3%)
- Quick profit targets (0.2-0.5%)
- High win rate required (>60%)
- Monitor transaction costs carefully
- Use limit orders to reduce slippage
5 Minutes (5m)
Execution Frequency: Every 5 minutes
Data Requirements:
- Minimum historical data: 200 candles (16.7 hours)
- Recommended historical data: 500 candles (41.7 hours)
- Storage per symbol: ~100 KB per day
Characteristics:
- High signal frequency
- Moderate noise
- Good balance for scalping
- Manageable transaction costs
- Less sensitive to slippage than 1m
Strategy Suitability:
✅ Good For:
- Scalping strategies
- Day trading
- Momentum trading
- Breakout strategies
- Quick reversals
❌ Not Good For:
- Swing trading
- Position trading
- Strategies requiring large stops
Example Configuration:
{
"name": "5-Minute Momentum",
"timeframe": "5m",
"strategyType": "momentum",
"positionSizing": {
"method": "risk_based",
"riskPercentage": 1.0
},
"riskParameters": {
"stopLoss": 0.5,
"takeProfit": 1.0,
"maxDailyLoss": 1000
}
}
Best Practices:
- Use 0.3-0.8% stops
- Target 0.5-1.5% profits
- Win rate target: 55-65%
- Combine with volume indicators
- Use confirmation candles (1-2)
15 Minutes (15m)
Execution Frequency: Every 15 minutes
Data Requirements:
- Minimum historical data: 200 candles (50 hours)
- Recommended historical data: 300 candles (75 hours)
- Storage per symbol: ~35 KB per day
Characteristics:
- Moderate signal frequency
- Good signal quality
- Popular for day trading
- Reasonable transaction costs
- Good risk/reward ratios
Strategy Suitability:
✅ Good For:
- Day trading
- Swing trading (intraday)
- Trend following
- Breakout strategies
- Pattern recognition
❌ Not Good For:
- High-frequency scalping
- Long-term position trading
Example Configuration:
{
"name": "15-Minute Trend Follower",
"timeframe": "15m",
"strategyType": "momentum",
"positionSizing": {
"method": "risk_based",
"riskPercentage": 1.5
},
"riskParameters": {
"stopLoss": 1.0,
"takeProfit": 2.0,
"maxDailyLoss": 2000
}
}
Best Practices:
- Use 0.8-1.5% stops
- Target 1.5-3.0% profits
- Win rate target: 50-60%
- Excellent for EMA crossovers
- Good for candlestick patterns
30 Minutes (30m)
Execution Frequency: Every 30 minutes
Data Requirements:
- Minimum historical data: 200 candles (100 hours)
- Recommended historical data: 250 candles (125 hours)
- Storage per symbol: ~18 KB per day
Characteristics:
- Lower signal frequency
- Higher signal quality
- Good for part-time traders
- Low transaction costs
- Clearer trends
Strategy Suitability:
✅ Good For:
- Day trading
- Swing trading
- Trend following
- Mean reversion
- Multi-timeframe analysis
❌ Not Good For:
- Scalping
- High-frequency trading
Example Configuration:
{
"name": "30-Minute Swing",
"timeframe": "30m",
"strategyType": "swing",
"positionSizing": {
"method": "risk_based",
"riskPercentage": 2.0
},
"riskParameters": {
"stopLoss": 1.5,
"takeProfit": 3.0,
"maxDailyLoss": 3000
}
}
Best Practices:
- Use 1.0-2.0% stops
- Target 2.0-4.0% profits
- Win rate target: 45-55%
- Good for RSI divergence
- Combine with 1h confirmation
1 Hour (1h)
Execution Frequency: Every 1 hour
Data Requirements:
- Minimum historical data: 200 candles (200 hours / 8.3 days)
- Recommended historical data: 250 candles (250 hours / 10.4 days)
- Storage per symbol: ~9 KB per day
Characteristics:
- Low signal frequency
- High signal quality
- Excellent for swing trading
- Very low transaction costs
- Strong trend identification
Strategy Suitability:
✅ Good For:
- Swing trading
- Position trading (short-term)
- Trend following
- Mean reversion
- Multi-timeframe confirmation
❌ Not Good For:
- Scalping
- Day trading (too slow)
- High-frequency strategies
Example Configuration:
{
"name": "1-Hour Swing Trader",
"timeframe": "1h",
"strategyType": "swing",
"positionSizing": {
"method": "risk_based",
"riskPercentage": 2.0
},
"riskParameters": {
"stopLoss": 2.0,
"takeProfit": 4.0,
"maxDailyLoss": 5000
}
}
Best Practices:
- Use 1.5-3.0% stops
- Target 3.0-6.0% profits
- Win rate target: 40-50%
- Excellent for MACD signals
- Use with 4h trend filter
4 Hours (4h)
Execution Frequency: Every 4 hours
Data Requirements:
- Minimum historical data: 200 candles (800 hours / 33 days)
- Recommended historical data: 250 candles (1,000 hours / 42 days)
- Storage per symbol: ~2.3 KB per day
Characteristics:
- Very low signal frequency
- Very high signal quality
- Excellent for swing trading
- Minimal transaction costs
- Strong trend clarity
Strategy Suitability:
✅ Good For:
- Swing trading
- Position trading
- Trend following
- Long-term strategies
- Multi-timeframe analysis (higher TF)
❌ Not Good For:
- Day trading
- Scalping
- Strategies requiring frequent signals
Example Configuration:
{
"name": "4-Hour Position Trader",
"timeframe": "4h",
"strategyType": "position",
"positionSizing": {
"method": "risk_based",
"riskPercentage": 2.5
},
"riskParameters": {
"stopLoss": 3.0,
"takeProfit": 6.0,
"maxDailyLoss": 10000
}
}
Best Practices:
- Use 2.0-4.0% stops
- Target 4.0-8.0% profits
- Win rate target: 35-45%
- Excellent for moving average systems
- Use with daily trend confirmation
1 Day (1d)
Execution Frequency: Once per day (at market close)
Data Requirements:
- Minimum historical data: 200 candles (200 days)
- Recommended historical data: 250 candles (250 days)
- Storage per symbol: ~0.5 KB per day
Characteristics:
- Minimal signal frequency
- Highest signal quality
- Best for position trading
- Negligible transaction costs
- Clearest trend identification
Strategy Suitability:
✅ Good For:
- Position trading
- Long-term investing
- Trend following
- Mean reversion (long-term)
- Portfolio strategies
❌ Not Good For:
- Day trading
- Scalping
- Strategies requiring quick exits
Example Configuration:
{
"name": "Daily Position Trader",
"timeframe": "1d",
"strategyType": "position",
"positionSizing": {
"method": "percentage",
"percentage": 5.0
},
"riskParameters": {
"stopLoss": 5.0,
"takeProfit": 10.0,
"maxDailyLoss": 20000
}
}
Best Practices:
- Use 3.0-7.0% stops
- Target 6.0-15.0% profits
- Win rate target: 30-40%
- Excellent for long-term trends
- Use with weekly confirmation
1 Week (1w)
Execution Frequency: Once per week (at week close)
Data Requirements:
- Minimum historical data: 200 candles (200 weeks / 3.8 years)
- Recommended historical data: 250 candles (250 weeks / 4.8 years)
- Storage per symbol: ~0.1 KB per day
Characteristics:
- Rare signal frequency
- Extremely high signal quality
- Best for long-term investing
- No transaction cost concerns
- Major trend identification
Strategy Suitability:
✅ Good For:
- Long-term position trading
- Investment strategies
- Major trend following
- Portfolio rebalancing
- Low-maintenance strategies
❌ Not Good For:
- Day trading
- Swing trading
- Active trading strategies
Example Configuration:
{
"name": "Weekly Long-Term Investor",
"timeframe": "1w",
"strategyType": "position",
"positionSizing": {
"method": "percentage",
"percentage": 10.0
},
"riskParameters": {
"stopLoss": 10.0,
"takeProfit": 20.0,
"maxDailyLoss": 50000
}
}
Best Practices:
- Use 7.0-15.0% stops
- Target 15.0-30.0% profits
- Win rate target: 25-35%
- Focus on major trends
- Minimal monitoring required
Multi-Timeframe Analysis
Timeframe Combinations
Scalping (1m/5m):
{
"timeframe": "1m",
"multiTimeframe": {
"enabled": true,
"higherTimeframe": "5m",
"confirmationRequired": true
}
}
Day Trading (15m/1h):
{
"timeframe": "15m",
"multiTimeframe": {
"enabled": true,
"higherTimeframe": "1h",
"confirmationRequired": true
}
}
Swing Trading (1h/4h):
{
"timeframe": "1h",
"multiTimeframe": {
"enabled": true,
"higherTimeframe": "4h",
"confirmationRequired": true
}
}
Position Trading (1d/1w):
{
"timeframe": "1d",
"multiTimeframe": {
"enabled": true,
"higherTimeframe": "1w",
"confirmationRequired": true
}
}
Timeframe Ratio Guidelines
Recommended Ratios:
- 1:3 to 1:5 ratio between timeframes
- Example: 15m entry with 1h confirmation (1:4 ratio)
- Example: 1h entry with 4h confirmation (1:4 ratio)
Avoid:
- Too close: 15m with 30m (1:2 ratio) - not enough separation
- Too far: 5m with 4h (1:48 ratio) - too much lag
Timeframe Selection Guide
By Trading Style
Scalper:
- Primary: 1m or 5m
- Confirmation: 5m or 15m
- Holding time: Minutes
- Trades per day: 10-50+
Day Trader:
- Primary: 15m or 30m
- Confirmation: 1h
- Holding time: Hours
- Trades per day: 2-10
Swing Trader:
- Primary: 1h or 4h
- Confirmation: 4h or 1d
- Holding time: Days to weeks
- Trades per week: 2-10
Position Trader:
- Primary: 1d or 1w
- Confirmation: 1w
- Holding time: Weeks to months
- Trades per month: 1-5
By Available Time
Full-Time Trader:
- Can use: 1m, 5m, 15m, 30m
- Best: 5m or 15m
- Requires constant monitoring
Part-Time Trader:
- Can use: 30m, 1h, 4h
- Best: 1h or 4h
- Check 2-4 times per day
Passive Trader:
- Can use: 1d, 1w
- Best: 1d
- Check once per day
By Market Volatility
High Volatility:
- Use higher timeframes (1h, 4h, 1d)
- Reduces noise and false signals
- Wider stops required
Low Volatility:
- Can use lower timeframes (15m, 30m, 1h)
- Tighter stops possible
- More frequent signals
By Instrument Type
Stocks (NSE/BSE):
- Recommended: 15m, 30m, 1h, 1d
- Avoid: 1m (too noisy)
Futures (MCX):
- Recommended: 5m, 15m, 30m, 1h
- Good for: All timeframes
Options:
- Recommended: 15m, 30m, 1h
- Avoid: 1d, 1w (time decay)
Commodities (NCDEX):
- Recommended: 15m, 1h, 4h, 1d
- Good for: Medium to long-term
Data Requirements
Historical Data Needs
For Indicators:
- SMA/EMA: Requires period × 2 candles minimum
- RSI: Requires 14 candles minimum
- MACD: Requires 26 candles minimum
- Bollinger Bands: Requires 20 candles minimum
Example:
Strategy uses 200 SMA on 15m timeframe
Minimum data: 200 × 2 = 400 candles
Time required: 400 × 15 minutes = 6,000 minutes = 100 hours
Storage Considerations
Per Symbol Storage (approximate):
- 1m: 500 KB/day × 365 = 182 MB/year
- 5m: 100 KB/day × 365 = 36 MB/year
- 15m: 35 KB/day × 365 = 13 MB/year
- 1h: 9 KB/day × 365 = 3.3 MB/year
- 1d: 0.5 KB/day × 365 = 182 KB/year
For 100 Symbols:
- 1m: 18 GB/year
- 15m: 1.3 GB/year
- 1d: 18 MB/year
Execution Frequency
Signal Generation
How Often Algorithms Check Conditions:
- 1m: Every minute (375 times/day)
- 5m: Every 5 minutes (75 times/day)
- 15m: Every 15 minutes (25 times/day)
- 1h: Every hour (6 times/day)
- 1d: Once per day (1 time/day)
Candle Close Timing
When Signals Are Generated:
- Signals generate at candle close
- 15m timeframe: Signals at :00, :15, :30, :45
- 1h timeframe: Signals at :00 of each hour
- 1d timeframe: Signals at market close (3:30 PM IST)
Example:
15m timeframe on NSE:
9:15 AM - First candle closes at 9:30 AM
9:30 AM - Second candle closes at 9:45 AM
...
3:15 PM - Last candle closes at 3:30 PM
Performance Considerations
Transaction Costs by Timeframe
Estimated Trades per Day:
- 1m: 20-50 trades → High costs
- 5m: 10-30 trades → High costs
- 15m: 3-10 trades → Moderate costs
- 1h: 1-5 trades → Low costs
- 1d: 0-2 trades → Very low costs
Cost Impact:
Brokerage: ₹20 per trade
STT: 0.025% (intraday sell)
Total per trade: ~₹25-50
1m strategy (30 trades/day): ₹750-1,500/day
15m strategy (5 trades/day): ₹125-250/day
1d strategy (1 trade/day): ₹25-50/day
Slippage by Timeframe
Expected Slippage:
- 1m: 0.05-0.15% (high)
- 5m: 0.03-0.10% (moderate-high)
- 15m: 0.02-0.05% (moderate)
- 1h: 0.01-0.03% (low)
- 1d: 0.01-0.02% (very low)
Best Practices
1. Start with Higher Timeframes
Begin with 15m or 1h to learn:
- Clearer signals
- Lower costs
- Less stress
- Better risk management
2. Match Timeframe to Strategy
- Scalping → 1m, 5m
- Day trading → 15m, 30m, 1h
- Swing trading → 1h, 4h
- Position trading → 1d, 1w
3. Use Multi-Timeframe Confirmation
Always confirm with higher timeframe:
{
"timeframe": "15m",
"multiTimeframe": {
"enabled": true,
"higherTimeframe": "1h"
}
}
4. Adjust Stops and Targets
Scale stops/targets with timeframe:
- 1m: 0.2% stop, 0.3% target
- 15m: 1.0% stop, 2.0% target
- 1h: 2.0% stop, 4.0% target
- 1d: 5.0% stop, 10.0% target
5. Consider Your Lifestyle
Choose timeframe based on availability:
- Full-time: 5m, 15m
- Part-time: 1h, 4h
- Passive: 1d
Common Mistakes
- Using 1m without experience - Start with 15m or higher
- Mixing incompatible timeframes - Use 1:4 or 1:5 ratio
- Not adjusting stops - Scale stops with timeframe
- Ignoring transaction costs - Lower timeframes = higher costs
- No multi-timeframe confirmation - Always use higher TF filter
Timeframe Quick Reference
| Timeframe | Trades/Day | Stop % | Target % | Win Rate | Best For |
|---|---|---|---|---|---|
| 1m | 20-50 | 0.1-0.3 | 0.2-0.5 | 60%+ | Scalping |
| 5m | 10-30 | 0.3-0.8 | 0.5-1.5 | 55-65% | Scalping/Day |
| 15m | 3-10 | 0.8-1.5 | 1.5-3.0 | 50-60% | Day Trading |
| 30m | 2-6 | 1.0-2.0 | 2.0-4.0 | 45-55% | Day/Swing |
| 1h | 1-5 | 1.5-3.0 | 3.0-6.0 | 40-50% | Swing |
| 4h | 0-2 | 2.0-4.0 | 4.0-8.0 | 35-45% | Swing/Position |
| 1d | 0-1 | 3.0-7.0 | 6.0-15.0 | 30-40% | Position |
| 1w | 0-1 | 7.0-15.0 | 15.0-30.0 | 25-35% | Long-Term |