How do you test different timeframe for robustness verification

Hi guys

as title

if i have M15 strategy, Is there a rule to follow ? so that i can know what period i should use to test? M30? M5 ?

if i have H1 strategy, what period i have to use to test?

Strategy

M15 – > test M15, H1

H1 -> test H4, M30

try to test lower and higher TFs – so for M15 – M5,M30 for H1 – M30,H4

but the workflow could be different, its up to you, how do you filter your final strategies

many traders dont use this test, because of value of parameters, and they are focusing more on different markets and the same TF

how about using other markets with which ATR is similar?

samuel wrote:

Hi guys as title if i have M15 strategy, Is there a rule to follow ? so that i can know what period i should use to test? M30? M5 ? if i have H1 strategy, what period i have to use to test?

I think the best way is:

A timeframe over it
A timeframe underneath
A partner forex test in the same timeframe, e.g. EURUSD with GBPUSD

Marcel wrote:

I think the best way is: A timeframe over it A timeframe underneath A partner forex test in the same timeframe, e.g. EURUSD with GBPUSD

yah, i know,

but that’s is too vague,

I mean maybe there is a rule is “2~4 times current TF…or 1/2~1/4”

HI.

In SQx, you can retest on timeframes as listed below:

*2x: For example, if you’re using time frame H1, you can retest on timeframes of M30 and H2.

*0.5x: For example, if you’re using time frame M15, you can retest on timeframes of M8 and M30.

These timeframe retests are done to test the market volatility. in other words, if the speed of the market was doubled, or was 1/2 of the normal, what will be the behavior of your strategy.