Скачать или смотреть MULTIPLE Time Frame Trading Strategy (+Backtest)

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Looking for a winning multiple timeframe trading strategy? Look no further! In this video, we'll teach you how to create a trading strategy using different timeframes and provide an example with specific trading rules and backtested results.

If you're new to multiple timeframe trading, let's define what it means. Essentially, it's a method of analyzing an asset's price chart in different timeframes to determine the best time to take a position and when to exit the trade. For instance, you can use a weekly timeframe to identify the longer trend, daily bars to find the medium trend, and an intraday timeframe to make the entry.

Our main idea is to trade with the long-term trend while entering on short-term pullbacks. There are different ways to approach multiple timeframe trading, but this method has proven to be a standout in short-term trading. By combining different timeframes in your analysis, you'll have a better chance of making profitable trading decisions.

So, let's dive into the trading rules we've developed for our strategy. We'll also share some trading statistics and performance metrics to give you an idea of how this strategy has performed in the past.

Ready to start trading with a winning multiple timeframe trading strategy? Watch the video to learn more!

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You can read more about it here:
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RISK DISCLAIMER
Quantified Strategies (SIA Lofjord) is not an investment advisor. The content and information provided are educational and should not be treated as financial advisory services or investment advice. Trading and investment in securities involve substantial risk of loss and is not recommended for anyone that is not a trained trader or investor – it shall be conducted at your own risk. It is recommended that you never risk more than you are willing to lose. Leverage can lead to substantial losses. Any use of leverage, margin, or shorting is at your discretion. Quantified Strategies (SIA Lofjord) is not responsible for any losses that occur as a result of its content and information.
Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, Since the trades have not been executed, the results may have under or overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs, in general, are also subject to the fact that they are designed with the benefit of hindsight. No representations are made that any account will or is likely to achieve profit or losses similar to those shown.