# Confirm across timeframes

> Higher timeframe context filters bad trades.

Source: https://www.texttoquant.com/academy/multi-timeframe
Level: Intermediate · 5 min · lesson 11 of 12

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A signal is stronger when the bigger trend agrees with it. A multi timeframe filter keeps you from fighting the dominant trend, one of the cheapest ways to improve a strategy's quality.

## Trade with the bigger trend

This strategy only takes long trades when the bigger trend is up: it buys a momentum turn on the daily chart, but only while the close is above the 200 day SMA, the slow line most traders use for the long trend. It simply refuses to buy dips inside a larger downtrend, where so many entries go to die. On Power and above you can split the two across timeframes, a 1 hour entry with a daily filter (write 'daily' for both the close and the average so the parse reads a daily leg rather than a 200 hour one); the run below keeps both on one chart so it works on every plan.

## No look ahead, by construction

TextToQuant resolves the daily leg on its own aligned series and only ever reads completed higher timeframe bars. A 1 hour strategy consulting the daily trend sees yesterday's finished daily bar, never today's still forming one, so the filter can't cheat by peeking at the future.

## Fewer trades, better ones

A filter's job is to say no. Run this, then delete the 'but only while' clause and run it again. Compare the two trade counts and win rates: the filtered version should take materially fewer trades, on setups where the wind was at your back.

## Try it

```
Buy ETH on the daily chart when RSI crosses above 40, but only while the close is above the 200 SMA; exit when RSI crosses below 50, last 3 years.
```

Run it: https://www.texttoquant.com/terminal?q=Buy%20ETH%20on%20the%20daily%20chart%20when%20RSI%20crosses%20above%2040%2C%20but%20only%20while%20the%20close%20is%20above%20the%20200%20SMA%3B%20exit%20when%20RSI%20crosses%20below%2050%2C%20last%203%20years.&parse=1

**Takeaway:** Filters trade fewer, better setups. Compare this run's trade count and win rate to the same rules without the daily filter.

## Check yourself

How does a 1 hour strategy read the daily trend without look ahead?

1. It reads today's daily bar as it forms
2. It averages the last 24 hourly closes
3. It only reads the last completed daily bar

Answer: 3. The daily leg is resolved on its own series and only completed bars are readable, so the filter never sees the future.

Terms used: [multi-timeframe](https://www.texttoquant.com/academy/glossary#multi-timeframe), [rsi](https://www.texttoquant.com/academy/glossary#rsi), [moving-average](https://www.texttoquant.com/academy/glossary#moving-average)