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Forums>StrategyQuant>General Discussion>Daily timeframe strategies (D1 or M1 robustness testing)

  • #257419 |
    Customer
    15 Posts

    Hi all.

    I’m only starting to generate daily strategies now and I’m wondering if anyone has tested the difference in monte carlo tests
    run on DAILY vs 1 minute timeframe. Obviously running them on the daily will be much faster but I wonder what the change in results will be.

    I was going to run 5k daily strategies twice through a workflow to test this but wondered if someone has already tested this?

    Thanks,

    #257422
    Customer
    793 Posts

    you mean 1M precision vs selected TF only?

    imagine that you are testing strategy only on daily OHLC data and this candle has for example 300 pips range

    and your strategy has SL 50 and TP 100 – from OHLC data you cant know if the SL or TP was hitted first

    so for me 1M precision is crucial and selected TF only could be used only for first buidling task and crosscheck on 1M precision need to be done so the the another tasks

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    #257424
    Customer
    15 Posts

    Thanks hankeys appreciate the response. I 100% agree with your logic in regards to the SL/TP.

    Have an excellent weekend.

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