Simple ETF style Higher TF Strategy

coincatcha · 2023-02-08T11:21:30+00:00

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

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02/08/2023 at 12:21 PM #209348 quote

coincatcha
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Junior

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

02/08/2023 at 12:24 PM #209349 quote

coincatcha
Participant

Junior

coincatcha wrote:

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 Detailed-report-ProBacktest-FX-env-trend-follow-LONG-only-Hong-Kong-HS50-Cash-1.png

02/14/2023 at 3:10 PM #209667 quote

Nicolas
Keymaster

Legend

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

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