Simple ETF style Higher TF Strategy

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  • #209348 quote
    coincatcha
    Participant
    New

    G’day,

    I’m looking for feedback on higher time frame strategies please.

    Here I have a long only based on an Envelope indicator. The results look good across various indices with HK50 giving a 3.68% Draw down for an average 17%pa return. I would not run this monster size of 20USD contracts.

    Does anyone here have experience with weekly/daily TF?

    I ask because I trade 1/5min TF which can be tricky to build and finicky in practice but these daily and weekly TF seem quite a bit easier if one can handle the swings. Maybe a good baseline for investment style algo?

    CC

    #209349 quote
    coincatcha
    Participant
    New

    G’day,

    I’m looking for feedback on higher time frame strategies please.

    Here I have a long only based on an Envelope indicator. The results look good across various indices with HK50 giving a 3.68% Draw down for an average 17%pa return. I would not run this monster size of 20USD contracts.

    Does anyone here have experience with weekly/daily TF?

    I ask because I trade 1/5min TF which can be tricky to build and finicky in practice but these daily and weekly TF seem quite a bit easier if one can handle the swings. Maybe a good baseline for investment style algo?

    CC

    HANGSENG-Weekly.png HANGSENG-Weekly.png Detailed-report-ProBacktest-FX-env-trend-follow-LONG-only-Hong-Kong-HS50-Cash-1.png Detailed-report-ProBacktest-FX-env-trend-follow-LONG-only-Hong-Kong-HS50-Cash-1.png
    #209667 quote
    Nicolas
    Keymaster
    Master

    Good work, seems ok as long as beat ‘buy and hold’ and the fees.

    coincatcha thanked this post
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Simple ETF style Higher TF Strategy


General Trading: Market Analysis & Manual Trading

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coincatcha @coincatcha Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by Nicolas
2 years, 12 months ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 02/08/2023
Status: Active
Attachments: 2 files
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