Coming up with a "Strategy"-strategy
Just my 2 cents...

Quote:As far as I can see it there are a couple of steps involved in defining what strategy you're going to use:
Determine which asset/currency you're going to trade;

I use EUR/XBT on Kraken

Quote:What timeframe would you like to cover in your upcoming trade-periode;
Are you looking for shortterm (few weeks, a month) or longer term (months, year) trade-period?

My goal is on long-term trading (above 2 years)

Quote:What timeframe in the history would resemble your upcoming trade-periode (I guess this requires some feeling for the market);
Do you expect your upcoming trade-periode to be overall bullish or bearish?
Was there a time-span in history with a comparable trend?

I backtest uptrending (from 8 to 200%) and downtrending (-50% approx) market  (4-6 months up an year), then the whole period from 01-01-2016 to actual time.

Quote:What is the actual trade strategy you're going to use?
Do you base that on trying out a couple of strategies? Do you have a go-to strategy?

The only medium-long term strategies that I find useful in REAL time trading are tma, bullbearrsi and neural (better in bullish market). bbrsi for bearish market works well too.  I actually using 2 separate accounts with 2 real live strategies running.

Quote:Finding the right parameters

Bruteforce backtesting

Quote:To papertrade or not to papertrade?
Once you have your tradeperiod, strategy and parameters, do you actually start papertrading or do you start live-trading based on your research so far?

Generally i start directly live trading. Actually i have a neural net stategy running in papertrading.

Quote:How did you come up with the set-up you're using for live-trading and which strategy are you using?

I said some lines above. Note: with a neural stategy i did double my capital in 6 months.


Messages In This Thread
RE: Coming up with a "Strategy"-strategy - by c00l - 08-11-2019, 10:34 AM

Forum Jump:

Users browsing this thread: