Reply

How Hard is It to find HighTimeFrame Strategies

35 replies

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #114043

I just wonder who finds Strategies for 1H , 4H + … How do they find something reliable . 

 

Each time i use H4 and Daily TimeFrame (DATA of 10 – 12 years) , I ll get something around 150-250 Trades for 10 years . 

 

But the problem with 200 Samples is that it can be achieved by chance nothing more or less . I think everything less than 1500 trades is a bit useless Sample to work with but with H4 and daily im never exceeding 300 Trades with good equity . 

 

 

 

1- How do you guys work with high timeframe and how much trade you accept to achieve per year . 

2- Which Number of sample is considered  bit reliable for H4 or D1 

 

Best regards,
Maroun 

0

mikeyc

Customer, bbp_participant, community, 877 replies.

Visit profile

8 years ago #131835

I don’t work with high timeframes for that reason. Trades are open for too long and there’s tonnes of economic news to contend with and stagnation that lasts for months.

 

I consider trading like overtaking vehicles on a single carriageway road.  The longer the timeframe, the higher the chance of something big coming the other way!  Quick trades, short duration, miminise time exposed to danger, and give statistical significance to analysing trading history (for example 20,000 trades all good in sample and out of sample).

0

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #131836

mikeyc 20 000 Trades !! in 10 years ! ??

What timeframe you using ? 

0

mikeyc

Customer, bbp_participant, community, 877 replies.

Visit profile

8 years ago #131837

Sorry typo, meant 2,000!

 

M5 mostly at the moment.

0

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #131839

Aha i see !! Thanks . 

And did any Strategy on 5 mins timeframe went online ? did you succed live with it ( or as you told me before its less than 1 month you testing )

0

Threshold

Customer, bbp_participant, community, 723 replies.

Visit profile

8 years ago #131849

Higher timeframes have more reliable signals that are less prone to breaking down from minor market changes. 250 is a decent sample for H4 and D1. Many hedge fund D1 systems on the S&P are only built on the last 20 years of data often with just 5-20 signals per year. If I had 1000 sample of h4, and 1000 sample of M5, I’d take the H4 because I’d give more weight to higher timeframe quality of signals.

0

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #131850

 If I had 1000 sample of h4, and 1000 sample of M5, 

you mean 100 of h4 and 1000 on m5 ? right

0

Threshold

Customer, bbp_participant, community, 723 replies.

Visit profile

8 years ago #131852

No I meant it the way I said it, but you do understand the point. Maybe 250H4=1000M5. M5 is very susceptible to very minor market changes, slippage, and spread. All of these have little to no effect on higher timeframes. The backtests will be much closer to forward tests.

0

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #131866

Threshold do you know how the Selected “Timeframe Only” Works . Is it H L O C 

I found a holy grail on daily chart using TimeFrame only but when tested on tick mode it fails big time . 

So is it because the H L recognition of selected time . 

0

mikeyc

Customer, bbp_participant, community, 877 replies.

Visit profile

8 years ago #131870

No I meant it the way I said it, but you do understand the point. Maybe 250H4=1000M5. M5 is very susceptible to very minor market changes, slippage, and spread. All of these have little to no effect on higher timeframes. The backtests will be much closer to forward tests.

 

I don’t trade M5 24 hours per day, but only in quiet hours outside of market news.  There the spread, slippage and market changes are quite rare.

0

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #131885

True mickey But spread in such hours can go up to 10 pips . because the market is too quite 

0

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #131886

What Risk Reward do you use in such hours ? do you use atr or fixed pips or indicator signal in such calm hours ? 

0

mikeyc

Customer, bbp_participant, community, 877 replies.

Visit profile

8 years ago #131887

True mickey But spread in such hours can go up to 10 pips . because the market is too quite 

 

Then you can’t really win.  Quiet market, high spread, economic news, high spread.

 

I’ve not found this a problem with true ECN brokers.  Quiet period spread does not go too wide.

0

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #131888

I am using Tickmill and ICMarkets what are you using ? 

0

mikeyc

Customer, bbp_participant, community, 877 replies.

Visit profile

8 years ago #131889

I am using Tickmill and ICMarkets what are you using ? 

 

 IC Markets, Global Prime, Pepperstone, Axi Trader Pro, and FXOpen ECN are my main choices so far.

0

gentmat

Customer, bbp_participant, community, 234 replies.

Visit profile

8 years ago #131891

Mickey what are you using as StopLoss in such calm hours ,

Indicators Stop values , Or ATR or Fixed Pips ?

0

Viewing 15 replies - 1 through 15 (of 35 total)

1 2 3