Coming up with a "Strategy"-strategy
Hi all,

I'm wondering: how do you guys define which strategy you are eventually going to use in live trading?

I've been doing a fair bit of backtesting, with both manual parameters setting and bruteforce/gekkoga results. Both on various strategies like MACD, RSI_BULL_BEAR(_ADX), RSI, etc. And of course on various timeframes.

With all these combinations I obviously get very mixed results. One strategy with a certain set of parameters perform better on certain timeframes and other strategies better on other timeframes.

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;

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?

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?

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?

Finding the right parameters

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?

To be honest, I'm quite struggling with these steps. Perhaps my aproach is faulty or my knowledge lacking.

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

I would love to read it!

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