Why doesn’t “a strategy signal appears” mean “you should place an order immediately”?
Identifying a pattern only means that the price meets certain conditions. Whether it becomes an actionable opportunity also depends on market conditions, liquidity, news windows, existing positions, and the risk budget.
Even if it passes the execution criteria, that doesn’t guarantee a fill: quote deviations, widening spreads, or an unfilled limit order may leave the opportunity in the observation log.
In my reviews, I focus on three questions:
1. How many independent opportunities were identified?
2. Which passed formal eligibility checks, which were filtered out, and why?
3. After execution, what were the results after fees and slippage?
Copying the same opportunity across multiple accounts doesn’t count as multiple independent strategy samples. Separating “identification,” “eligibility,” and “execution” helps avoid mistaking a flurry of signals for evidence that a strategy is effective.
This article discusses trading methods and does not constitute investment advice. #交易复盘 #RiskManagement
Identifying a pattern only means that the price meets certain conditions. Whether it becomes an actionable opportunity also depends on market conditions, liquidity, news windows, existing positions, and the risk budget.
Even if it passes the execution criteria, that doesn’t guarantee a fill: quote deviations, widening spreads, or an unfilled limit order may leave the opportunity in the observation log.
In my reviews, I focus on three questions:
1. How many independent opportunities were identified?
2. Which passed formal eligibility checks, which were filtered out, and why?
3. After execution, what were the results after fees and slippage?
Copying the same opportunity across multiple accounts doesn’t count as multiple independent strategy samples. Separating “identification,” “eligibility,” and “execution” helps avoid mistaking a flurry of signals for evidence that a strategy is effective.
This article discusses trading methods and does not constitute investment advice. #交易复盘 #RiskManagement