Are the bar stats diferent for different time frames?

[pika]

Currently I think the bar statistics for different time frames are not significantly different from each other. e.g. percentage of overlap of a bar candle over its preceding bar, percentage count of consecutive bars in the same direction, percentage of bar High-Low range over the ATR of sample size, etc. are generally similar. I also assume that this view is true for any currency pairs that are freqently traded.

Most people may think that longer time frames are more stable in their trends and hence more reliable for trading but I doubt this view. The only difference probably lies in the spread since the transaction costs wll be much higher when we trade in short time frames, however, this disadvantage is offset by the more frequent setup opportunities seen in short time frames too.

Any opinions?