Robustness Testing on Multi Timeframe Strategy
4 weeks ago #274915
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?
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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