Trend strategies on commodities

Discussion in 'Commodity Futures' started by ssp729, Aug 6, 2020.

  1. ssp729

    ssp729

    I am testing trend indicators on indexes, forex and commodities. It seems trend indicators work best on commodities...
    I am missing something?
     
    murray t turtle likes this.
  2. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    Time frame you are using?
    Many markets will go between trending periods and consolidation periods. The better mix you have more chances to catch a few trending markets.

    What are the indicators based on?
     
    murray t turtle likes this.
  3. ssp729

    ssp729

    45 minutes, testing on soybeans and corn futures. ATR with moving averages.
    But it seems on ES, NQ and EURUSD i got mixed results on backtesting.
     
  4. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    what years have you tested so far?
    for indices try using 15 minutes or 30 minutes
    hourly on euro
     
  5. ssp729

    ssp729

    Since 2018
     
  6. CannonTrading_Ilan

    CannonTrading_Ilan Sponsor

    can you send a screen shot of the chart you are using?
    Some markets trend better than others at times.
    Pick out a few different years to test out.
    Assume enough for slippage and commissions.
    I am happy to assist in private if you like.
     
  7. bone

    bone

    If you are legitimately modeling trend you'll need much longer timeframes than 45 minutes. Especially if you are swing trading, which is the best way to trade trend.
     
  8. ssp729

    ssp729

    45 minutes and 1 hour are giving almost same results... My fear is this is only good on backtest, not in real trading
     
  9. bone

    bone

    Try Daily and Weekly. Seriously.
     
  10. ssp729

    ssp729

    Let me try. Thanks!
     
    #10     Aug 6, 2020