Some of the properties of the grid, throwing the cube.

The grid is a good choice for the first-time quantitative investor. Let's discuss how to determine the size of the grid.

In the book, it is said that measuring the frequency with at is a good option. But what I don't understand is how long it takes to measure the frequency with at, 5 minutes and 1 hour at must be different.

In general, the longer the cycle, the larger the corresponding atr, however, when the cycle numbers are small, the percentages are more pronounced, 5 minutes is much larger than 1 minute atr, but 2 hours is not necessarily much larger than 20 minutes atr.