DataFrame resample

Raw price data is structured in a DataFrame using the Pandas library in Python. Pandas allows for quick and easy resampling of the DataFrame based on any given timeframe.

Each Series in the DataFrame is resampled using an appropriate aggregation function based on the type of data it represents. For example, the "High" Series uses the max function, the "Low" Series uses min, and so on.

Resample example from 1 min timeframe to 5 min timeframe

Different timeframes produce different price action charts, which in turn lead to different indicator values and signals.

It’s important to understand that the selected timeframe has a significant impact on the generated signals, as the underlying price data used for calculations will vary accordingly.