different markets different strategys

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different markets different strategys

Postby kot » Thu Jun 08, 2006 7:57 pm

i'm a newbe in system trading. and there is one big question that keeps bothering me. maybe there is no answer.
the question is: why is it much more difficult to model a strategy for one market then another?
from my own experience i found it much easier to model a strategy for the EURUSD then the USDJPY. as a matter of fact i still don't have a good strategy for the USDJPY.
another tough question is why does different time frames of the same market work and some fail?

p.s i really like your forum.

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Re: different markets different strategys

Postby michal.kreslik » Thu Jun 08, 2006 8:28 pm


every timeframe and market has its own disctint statistical characteristics. Anyway, a robust and sound model should display some moderate functionality accross a wide range of markets and timeframes simply because there are some uniform characteristics which show in any liquid enough market.

The higher timeframes always offer the bigger profit opportunities in backtesting. The problem is that higher timeframe trading is much "slower" than the lower timeframe one.

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