I notice all strategies only allow you to backtest on one time frame at a time.
It would be helpful if I can run a backtest on say the 1m, 5m, 15m, 1h etc at the same time, then see which time frame is best rather than running 5 different back tests.
I tried listing time frames with AddStringAlternative and it allows me to select them but then the backtest crashes. Is there a way this can be done now, or is that something that will need to be added to Marketscope?