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Forums>StrategyQuant>Extras & Strategies>Strategy development for the daily timeframe

  • #268891 |
    Customer
    1 Posts

    Hi everyone,

     

    Hope you are having a better start to 2021, then last year!  I am reaching out as I have only just started to test StrategyQuantX seriously after having bought it a few years ago.  While I have followed the tutorials for H1 timeframe, I am struggling to replicate similar performance on the D1 timeframe (despite beautiful equity curves during build phase, all strategies are failing the 2nd OOS, and another market test).  I am mainly interested in D1 (due to time constraints) as I want to manually execute the trades to start off, and eventually if successful move to shorter timeframes and other markets.

    Would be great if you can guide with the below (or also what questions I should be considering):

    • Is there enough historical data available through Dukascopy to allow me to develop a strategy for D1 timeframe?
    • Has anyone had success with D1 timeframe, using StrategyQuantX, or in general?

    Thanks for your help in advance.

     

    Regards

    Parag

    #268982
    Customer
    5 Posts

    <p style=”text-align: center;”>Hi Parag
    I’m working on tf daily and I just put some strategies in a demo account.

    I used dukaskpy data, did some oos, Slippage tests, other market and some Monte Carlo. Strategies didn’t come out on Friday but have as their rule an exit after bars max 20 days.

    Hope someone can help us

    #268999
    Customer
    789 Posts

    i dont like DAILY TFs, trying it many times without luck – it tooks months to evaluate the strategies because of low number of trades – and they can fail the same way like lower TFs, so the edge is not bigger i think

    so i am using only M15-H4

    You want to be a profitable algotrader? We started using StrateQuant software in early 2016. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM. 1500+ final SQX strategies for members running on demo accounts to verify the edge DEMO ACCS. We provide also strategies for indices - DAX, DOW JONES, NASDAQ, SP, UK, because we have realtick data from our brokers.

    #269007
    Customer
    43 Posts

    I am only trading M1 at the moment. Can get lots more trades to confirm what works / doesn’t work in backtesting and provides much greater granularity for entry / exit than a 1 hour chart would. You can always set indicators to have large periods, like I will often use a 100 period ATR on an M1 chart. It means my current favourite strategy is delivering about 40 trades per week across 7 pairs. With regular, small profits and a max 10 stop, you can develop strategies with really smooth equity curves over multiple years, with minimal drawdown.

    I am only trading strategies on my account that have a Profit Factor > 2, and Sharpe Ratio > 5 (the best strategies have a profit factor significantly higher than this and are profitable every month).  I think that is hard to find in the higher timeframes.

    #269209
    Customer
    2 Posts

    How long do you run the backtest whit 1min timeframe, it takes long time to generate?

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