Hello,
I'm testing some strategies based on price action but I'm noticing that some of them only work in particular time frames.
Example: It works great in H1 but medium to poorly in H4.
With that said, I have two question
1- Is normal to have strategies that works only in especific timeframes, or this divergence in results between timeframes is a proof that this strategy will not going sustentable in a long-term?
2- A strategy with works in multiple timeframes have better chance to be a good strategy in long term?
I'm testing some strategies based on price action but I'm noticing that some of them only work in particular time frames.
Example: It works great in H1 but medium to poorly in H4.
With that said, I have two question
1- Is normal to have strategies that works only in especific timeframes, or this divergence in results between timeframes is a proof that this strategy will not going sustentable in a long-term?
2- A strategy with works in multiple timeframes have better chance to be a good strategy in long term?
The best way to figure it out is by backtesting it yourself