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Other time frame testing – Forex

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David Turner

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1 year ago #280950

I’m looking at robustness checking and specifically, testing on other timeframes.

In the video lessons, for an H1 strategy, it was suggested to run it on one timeframe higher and one lower, ie H4 and M30

In the lesson of a GBPJPY D1 strategy build, being D1, it was suggested that just the other JPY pairs was sufficient, so no need to test on additional timeframes.

I can understand both scenarios. In your experience, what about H4 strategies, specifically?

H1 seems a lot more volatile than H4, and H4 tends to be more stable, so could it be enough to do a test of H4 strategies on D1? Or just H1? Or both?

Looking to get a systemised approach to my strategy building, so how does this cheat sheet look?

  • H1 Strategy – Test on same currency pair M30 and H4. Other currencies H1.
  • H4 Strategy – Test on same currency pair ?? see above. Other currencies H4.
  • D1 Strategy – Test on other currency pairs D1.

Any thoughts and experiences most welcome, thank you so much in advance.

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Massimo Scapini

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1 year ago #281116

I personally always use M15,M30,H1,H4 (I am currently not using D1: the number of trades is usally very small and live testing could require more than one year …).

Test is succesfull if 2 out of 3 tests are ok (I use PF > 1.1 as criteria).

EG:

  • Main Strategy is H1. Test is on M15, M30, H4
  • Main Strategy is M15. Test is on M30, H1, H4
  • ….

 

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David Turner

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1 year ago #281119

Thank you Massimo.

Based on that, would you test you H4 strategies on M15, M30 and H1? Then look for it to pass at least two of those?

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Massimo Scapini

Subscriber, bbp_participant, customer, community, sq-ultimate, 44 replies.

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1 year ago #281125

Yes, correct !

Even though I am currently not using H4 to Build but I use it only to check M15,M30 and H1 (and it usually the toughest to pass)

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