Multi-Timeframe Alignment
Multi-timeframe analysis compares observations at different aggregation intervals. Alignment means predefined conditions agree across those intervals; it does not create independent evidence from the same underlying trades.
How it works
Compute higher-timeframe conditions using only completed higher-timeframe bars. An intraday system must not use the final daily close before the day ends. Decide in advance which timeframe provides context, which supplies an event, and which determines execution.
Worked example
At 10:00 a daily candle is still incomplete. If yesterday’s daily close is above its completed 20-day average, that condition is known. Today’s eventual daily high is not. An hourly close can add a separate timing rule, but it overlaps the daily data and should not be counted as an independent confirmation with an assumed probability multiplier.
Amounts, prices and scenarios are fictional teaching examples. They exclude any effects not explicitly stated and are not trade recommendations.
Limits and common mistakes
More filters can overfit and reduce sample size. Conflicting timeframes are common rather than an automatic error. Waiting for higher-timeframe confirmation changes when a strategy can actually act.
Knowledge check
Why avoid multiplying the success rates of daily and hourly signals?
Read the explanation
They usually share price observations and are statistically dependent. Their joint behavior must be measured directly rather than assumed independent.
References and further reading
These sources explain the underlying concepts and specifications. They do not endorse QBMFX Academy. Check the relevant market, protocol version and reporting rules before applying an example.