Simple ETF style Higher TF Strategy

• 02/08/2023 at 12:21 PM #209348
  coincatcha

  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

  

  coincatcha

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

  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

   

  

  coincatcha

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  Replies: 33

  Been thanked: 13 times
  02/14/2023 at 3:10 PM #209667
  Nicolas

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

  1 user thanked author for this post.

  coincatcha

  

  Nicolas

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