How Hard is It to find HighTimeFrame Strategies

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 

Fixed pips mostly, based on historic ranges over that period.

And rr 1:1 ?

And rr 1:1 ?

No, it’s scalping so risk is higher than reward, but win rate is very high.

Well seems i and u do the same . i scalp around 8 pairs a time when its calm . with higher risk than reward but some people on forums scalp with reward higher than risk , i wonder how that works with them

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.

Can´t agree with that, for me it´s the exact opposite, while all H1 strategies don´t go well with the current market (but did for the last 14 years in the backtest and are stable against all robustness tests too), all my scalpers are doing fine constantly even in the current market. Limiting market exposure and not relaying on long moves was always the key to profit for me. That´s also my past experience of my last 10 years doing this full time, scalpers always did better than longer term systems, also because the trade amount (my scalpers have about 5000 trades in 14 years of backtest) and hence statistical significance are are better than just a few hundred trades in 14 years.

Nice, those are really robust. I’ve always been lower timeframe adverse due to my personal lack of good experience with scalping strategies lasting very long but you might have just encouraged me to going back and experimenting more there.

Geektrader do you also use risk higher than reward for scalping ? And you scalp on h1 ?!!!!

Hi Gentmat,

not really, my scalping strategies are on M30 and have a 48% win rate with the average winner being twice as big as the average loser. EURUSD M30, trading 1 lot fixed, 0.8 spread, 0.8 slippage, looks like this (it works on several pairs):

That looks very much like one of my M5 strategies.  Very linear and stable equity curve.  I test mine with 0.1 lot and usually get a profit of about $10,000 over a five or six year test period using tick data.  What is the typical Ret/DD of a strategy like this?  Mine are usually around 10.

🙂

WOW Geektrader is that 

1-EURUSD only with 4100 trades or thats a full portfolio !!!  ????

2- Do you only trade the calm hours or you trade always and allow weekend open trades ? 

That´s a 24 hours strategy, EURUSD only, yes. Ret / DD on this one is 49. The other pairs look similar with that strategy. And so far they translate like this into live trading as well (meaning the live trades match the backtest pretty accurate with about 98%, even though it´s a scalper).

WOW man congradulation ! 

Hope you the best , thx for the help

As its a scalper i assume this strategy isn´t trading on bar open only or am i wrong? 

Thanks Gentmat:)

Trailing is started on bar open only each 30 minutes as it´s M30 timeframe (there is no other way in SQ than this right now and hence I am currently trying to adapt that scalper to lower timeframes to see if profits can be locked earlier this way as it won´t have to wait 30 minutes until the trailing starts), yes, but it´s using STOP orders that are of course triggered intrabar.

You lost me here

1-Trailing is started on bar open only each 30 minutes as it´s M30 timeframe

* but if u testing it on 1 min data it will trail on atr normal !!

 2-but it´s using STOP orders

* Your using 0.8 spread but with stop order you can not check spread max before you enter a trade ! what if it was news time the spread can be 20  – 100 pips