[R-SIG-Finance] [OT] Day-to-day bar size modification

[Mark Knecht]

Hi all,
   This is a bit off-topic for R so for that I apologize up front
however I couldn't think of a better place to ask a quick question.
Thanks in advance.

   I must admit I've been a bit surprised and skeptical about this but
in three different venues recently I've seen people touting trading
systems where they use a proprietary indicator to determine what bar
size to run each day. The value is consistent for the day. One day 273
ticks, the next day 410 ticks, the next day 330 ticks, etc.

   Again, I'm skeptical of the value of this, and it certainly
complicates testing, but I wondered if there are any papers to read or
R packages that might specifically address this sort of idea?

Thanks,
Mark