1-Minute Bars (Timeframe Mixing)
Running second-level triggers against minute-level context in the same strategy.
What it means
Seconds catch events; minutes carry context. Good intraday systems usually need both: the trigger fires on tick-level aggression, but the regime filter — trend, average, participation — lives on a slower clock that smooths the noise.
TraderWe runs both frames simultaneously: any factor or function gets a minute-frame twin via the _1m suffix, and the engine aggregates live ticks into minute bars with the same code the backtester uses, so both frames stay consistent between live and replay.
Why traders care
- Slower-frame filters remove most of the fake triggers a fast frame generates.
- Same aggregation in live and backtest means the mixed-frame strategy tests honestly.
In a TraderWe strategy
if BuyVol_1m > SellVol_1m and Price > Sma_1m(20) and BuyVol > SellVol * 2:
Buy()Minute-frame trend and participation, second-frame trigger.
Educational content, not investment advice. Engine details describe how TraderWe computes this value; other platforms may define it differently.