Low Timeframes WFA Opinions
3 replies
RNG
4 years ago #247271
Hi fellas,
As you know, i’m using strategies on very low Timeframes like M5, M15.
The question is, do you think the Walk Forward Analysis is valid as well on this lower tf? I’m not actually using it, like i said in other post i’m using different method to choose the robust strategies. I’m interested to have a your opinion, do you think can I improve the Ret/DD of my portfolios by using the WFA on it?
mabi
4 years ago #247272
I recon that you would need to do it very often for it to have an effect on 5 min. Like monthly.
coensio
4 years ago #247273
It depends on the market, there are markets you can go as low as M15 and still have a nice multiple year OOS WFM equity curve.
This is a false statement.
mabi
4 years ago #247275
yes it depends on market. But to extended periods is not good anymore i think. I do 6 months on H1 now get better result from the average if any improvement at all. If you did 2017-2018 march ( EU) it was bias long right after that it is short and long optimized strategies do not work on short market. This is not so easy really..
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