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So I've encountered a problem - I have a lot of 1 min data, but my strategy works better on longer timeframes and backtrader has some problems with backtesting on 1 mln rows.

I want to convert it to 1h/4h/1d timeframes, tried to convert to 4h just by selecting every 240th candle but not sure that's the right way, any thoughts on how to do it?

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You need to get the open of the first candle, the high and low over all candles in the time frame and the close of the last candle.

R has a package for this, your language of choice might have it as well.

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