How Hard is It to find HighTimeFrame Strategies
35 replies
gentmat
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
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geektrader
8 years ago #131983
1) Sure it´s a intrabar backtest, but still, the trailing only adjust itselfs on bar open, regardless if you run a intrabar backtest or not. That´s how SQ and the resulting MT4 EAs do it (just check the SQ / MT4 backtests and you´ll see). So trailing stop is only adjusted on each new bar, not intrabar. However, once activated, the intrabar backtest checks if the new SL of the trailing stop is hit intrabar of course.
2) Yes, I don´t know, but I have written my own EA that runs aside to all other EAs that controls the spread and in case of a to high spread, deletes all stop orders if they are about to being triggered.
gentmat
8 years ago #131984
Wow thats smth new i have to investigate !!!
By coding i check close[0] which is price of this tick… if price higher than x then modify order . trailing is just modify TP ! So by theory and coding it should be instantly modified. But ill check it anyway im just chocked about that.
2- nice idea to delete pending orders.
3- i want to ask if the strategy you showed was like that before optimizing parameters (cause i
never had such great curve before. and do you change parameters value for the same strategy but for different symbols ?
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geektrader
8 years ago #131995
Not much to investigate, any stop adjustment is done on bar open only in SQ, regardless if backtested with ticks or not or whatever;) You can already see that in the MT4 code it exports:
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gentmat
8 years ago #132001
Oh i see thanks for the explanation . Well your right its a sword with double side but now if u move to 15 mins it will be the good side (as i like on bar open trailing idea more than tick , it gives more edge for the mood ) .
You missed one quest that i would like to know that will help me a lot with researching strategies wich is:
when your using this strategy on lets say usdcad or any other symbol that u said it works on multiple
* is it giving same great curve or u are optimising the parameters of indis and st and tp . so in summary all symbol use same or different values of parameters.?
Thank you for all the help your help so far helped me a lot and ill be updating here in case i succeed
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geektrader
8 years ago #132013
Yes, it´s very interesting that it trails on bar open only, because M30 and M15 and M5 all work with that scalper, all deliver good results, but trade at different times and with low correlation, so that will be interesting for my new portfolio of scalpers. Currently working on that.
I am using a custom optimization for each pair on 14 years of data, seems to work best so far live forward. Although for that system, the ideal parameters for each pair don´t really look a lot different between pairs, which underlines the stability of that system.