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Robustness Testing on Multi Timeframe Strategy

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Cdub

Subscriber, bbp_participant, customer, community, 15 replies.

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4 weeks ago #274915

Hello,

I have run a few builds on D1 H1 & H1 D1 Gold.

I have some algos that are reasonable, certainly not the results I hoped for but they are an ok start.

I cannot test Gold on additional markets which already gives me some concern.

I am wondering how I can test the strategy on different timeframes?

I had a workflow set up where I tested ‘D1 H1’ on ‘D1 H4’ and ‘D1 30m’. Is this trustworthy though?

Do I need to restest on multiple timeframes when I am already using multiple timeframe?

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tomas262

Administrator, sq-ultimate, 809 replies.

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2 weeks ago #275066

Hello,

there is no strictly better way of doing this. I would say more timeframe the strategy shows positive expectancy on the better. There are also strategies that work for a long time using a specific timeframe only but the most robust strategies tend to (somehow) work across more timeframe I believe

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