Building a Strategy
From idea to rule set — defining signals, entries, exits and filters you can test.
Lessons
- From Idea to Testable RulesTurning "buy strong stocks" into precise, unambiguous instructions a computer can follow.
- Designing Entry SignalsThe trigger that puts you in. Keeping it simple enough to survive out of sample.
- Exits: Targets, Stops & TimeExits drive most of a strategy’s result. The three families and how to combine them.
- Filters & Regime SwitchesTurning a strategy off in the conditions where it bleeds — a market filter as a circuit breaker.
- The Fewer Rules, the BetterEvery parameter you add is a chance to overfit. Why robust strategies are almost boring.