Horizon Periods per Day
| Units: | - |
| Default Value: | 24 |
| Validation Rule: | Between 1 And 86400 |
| Description: | Number of intervals in each trading day |
| Detail: |
Horizon Periods per Day allows the simulator to model any feasible number of intervals per simulated day. The default is 24-periods-per-day (hourly) simulation. The values allowed are shown in the following table:
| Periods per Day | Interval Length |
|---|---|
| 1 | 24 hours |
| 2 | 12 hours |
| 3 | 8 hours |
| 4 | 6 hours |
| 6 | 4 hours |
| 8 | 3 hours |
| 12 | 2 hours |
| 24 | 1 hour |
| 48 | 30 minutes |
| 72 | 20 minutes |
| 96 | 15 minutes |
| 120 | 12 minutes |
| 144 | 10 minutes |
| 240 | 6 minutes |
| 288 | 5 minutes |
| 360 | 4 minutes |
| 480 | 3 minutes |
| 720 | 2 minutes |
| 1440 | 1 minute |
| 2880 | 30 seconds |
| 4320 | 20 seconds |
| 5760 | 15 seconds |
| 7200 | 12 seconds |
| 8640 | 10 seconds |
| 14400 | 6 seconds |
| 17280 | 5 seconds |
| 21600 | 4 seconds |
| 28800 | 3 seconds |
| 43200 | 2 seconds |
| 86400 | 1 second |
Values above 24 are referred to as "sub-hourly", while values above
1440 are referred to as "sub-minute" resolution.
Data Files read into the simulation need not have the same number of periods-per-day as this setting. If, for example, the data file contains hourly data, but Periods per Day is set to 288 (5-minute) then the simulator will upscale the data automatically. Likewise, data of higher resolution will be scaled down automatically.
The setting Compression Factor allows you to run the simulation at a lower resolution but still output data to the solution file in the original resolution.
See also: