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Documentation Index

Fetch the complete documentation index at: https://uncoded.ch/docs/llms.txt

Use this file to discover all available pages before exploring further.

Every SignalEditor strategy is anchored to a timeframe at the Price node. The SignalEditor exposes 15 timeframes — 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M. Pick the one that matches your strategy’s natural rhythm.

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The 15 timeframes

TimeframeBars per dayBest for
1m1,440Scalping (rare in unCoded)
3m480Fast-feedback strategies
5m288Active operators
15m96The recommended default for most strategies
30m48Slower mean-reversion
1h24Trend-follow setups
2h12Patient mean-reversion
4h6Multi-day swing trades
6h4Less active operators
8h3Asia/EU/US session marker
12h2Half-day cycle
1d1Daily trend filter
3d0.33Multi-day macro trend
1w0.14Weekly cycle
1M0.03Monthly cycle (very slow)

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Choosing a timeframe

A mean-reversion bounce setup typically resolves in hours. A 15m timeframe captures the rhythm: enough granularity to see the bounce, slow enough to filter noise.A trend-follow strategy resolves in days/weeks. A 1h or 4h timeframe catches the trend without firing on every minor wiggle.A daily trend filter (used in multi-timeframe compositions) resolves over weeks. 1d is the right choice.
15m is the right default for the vast majority of unCoded strategies. Granular enough to see meaningful moves, slow enough to filter intra-minute noise.If you’re not sure, start with 15m. Move slower (1h, 4h) for trend-follow; faster (5m) only with deliberate reason.
Sub-5m timeframes generate excessive signal volume. Most strategies built on these timeframes are noise-trading. The signal-to-noise ratio is poor.Reserve fast timeframes for HFT-style approaches that aren’t in unCoded’s design space anyway.
1d, 3d, 1w, 1M timeframes are excellent for trend filters in multi-timeframe compositions (“only allow buying when the daily trend is up”).They’re rarely the right entry timeframe alone — too few signals per year for meaningful sample size.

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Multi-timeframe composition

A common pattern: combine a slow timeframe filter with a faster timeframe entry.
  • Daily trend filter: a strategy on 1d price node that flips a config flag based on EMA(50) and trend direction.
  • 15m entry trigger: a separate strategy on 15m price node, conditioned on the daily trend filter flag being set.
Together: enter on 15m granularity only when the 1d regime confirms tradability. See Multi-Timeframe recipe for the full setup.

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Trigger mode interaction with timeframe

The trigger mode once_per_bar_close fires on each timeframe’s bar close:
  • 15m strategy + once_per_bar_close = up to 96 firings per day.
  • 1h strategy + once_per_bar_close = up to 24 firings per day.
  • 1d strategy + once_per_bar_close = up to 1 firing per day.
Choose timeframe + trigger combination to match your strategy’s natural firing rate.

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Practical timeframe selection by strategy type

15m to 1h typical. Fast enough to catch bounces, slow enough to avoid intra-bar noise.5m for very-active operators willing to manage higher signal volume.
1h to 4h typical. Captures multi-day to multi-week trends without firing on every minor cross.
1h to 1d typical. Breakouts on faster timeframes are too noisy; on slower timeframes, they confirm but you’ve missed entry.
4h to 1d typical. Volatility regimes shift on multi-day timescales.
1d only. The slowest meaningful timeframe for filter use.
Independent of timeframe. Time-window conditions evaluate against current real time, not bar time.

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Best practices

  • ✅ Default to 15m for first strategies — most-tested, most-documented.
  • ✅ Use 1h or 4h for trend-following — trend signals need slower timeframes to avoid whipsaws.
  • ✅ Use 1d for filter strategies in multi-timeframe compositions.
  • ✅ Avoid sub-5m unless you have a specific high-frequency need.
  • ✅ Match trigger mode to timeframe — once_per_bar_close for predictable firing.
  • ✅ One timeframe per strategy — don’t mix timeframes within one Price node.
  • ✅ Compose multi-timeframe via separate strategies — the multi-timeframe recipe pattern.
  • ✅ Backtest on the same timeframe you’ll run live — different timeframes produce different behavior.

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What’s next

Indicators

Indicators evaluated at the timeframe of the Price node.

Conditions

Conditions on indicator outputs.

Triggers

Trigger modes that interact with timeframe boundaries.

Multi-Timeframe Recipe

Combine multiple timeframes in one composed strategy.
Last modified on May 3, 2026