what's the intrinsic cause to a strategy work on specific timeframes and other timeframes not?

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mrluck1
926
mrluck1  
depending on the timeframe, some setups can have total different accuracy, even if all the logic is the same, why?
Amir Yacoby
1262
Amir Yacoby  

Are you busy with inventing theories and fighting with the market?

If you found a strategy that works on one timeframe - go to that timeframe and start making money.

Why would you be interested in making the market give you the money in other timeframes too ? (:‌

Waseem Raza
10026
Waseem Raza  
mrluck1:
depending on the timeframe, some setups can have total different accuracy, even if all the logic is the same, why?

Time frame effects on short time scalping strategies 
Amir Yacoby
1262
Amir Yacoby  
Waseem Raza:

Time frame effects on short time scalping strategies 
It's also harder to backtest short timeframes - you can not rely on the tester to say if it's the same results or not
mrluck1
926
mrluck1  
Amir Yacoby:

Are you busy with inventing theories and fighting with the market?

If you found a strategy that works on one timeframe - go to that timeframe and start making money.

Why would you be interested in making the market give you the money in other timeframes too ? (:‌


Yes i understand what you say, but the logic should be proportional, if a strategy "always" make 100 points on 10 min timeframe, is should make 50 on 5 min timeframe, using logic, but that's not true on real life,  

and i would like to know if there is a explanation for that.

Amir Yacoby
1262
Amir Yacoby  
mrluck1:


Yes i understand what you say, but the logic should be proportional, if a strategy "always" make 100 points on 10 min timeframe, is should make 50 on 5 min timeframe, using logic, but that's not true on real life,  

and i would like to know if there is a explanation for that.

If we think about it and try to understand the question and thru it the answer, then:
1. You assume that there is a difference - it is not proved, and it is hard to prove even with backtester as mentioned (not accurate).
2. Even if there was a difference (which I'm sure there is btw) - no one says that the difference has to do anything with your strategy.
    By this I mean that even the time frame with the right results does not nessecerily produce those results because of your strategy.
3. There is never "always" in forex - your strategy in one tf is not the reason that the price moves that way in this tf - it just happens to successfuly exploit some advantage in that tf movement at the tested period.
    The price has no rules that your strategy broke on that tf and not on other.

All this comes to one conclusion for me, and that is it is a mistake to look for a system that breaks the market - it does not exists and it deludes you quite easily.
All you need to do is make the odds (risks/rewards/expectations) to work for you a little more than a coincidence and count on the long run rule of statistics.
This is why the question is for me not relevant - because it is based on the assumption that price has rules (which is not so) and then it tries to understand why those supposedly working rules don't work the same in other tf.
Testing trading strategies on real ticks
Testing trading strategies on real ticks
  • 2016.08.04
  • MetaQuotes Software Corp.
  • www.mql5.com
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC", "Every tick" and "Every tick based on real ticks" using actual historical data.
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