Three parts of a strategy that must agree with each other
Most fragile bots fail because one component was designed in isolation from the others.
- Do not optimize entries before defining exits.
- Do not increase size to compensate for weak edge quality.
- Do not stack filters until the original idea disappears.
Know the behavior you want to capture
Trend-following, pullback continuation, breakout confirmation, and reversion all require different expectations about holding time and failure rate.
Entries and exits are one conversation
A precise entry with a vague exit is still vague. The path out of the trade must be just as specific as the reason to enter it.
Sizing changes the strategy itself
A sound signal can become a bad system if the position sizing creates unacceptable volatility, concentration, or correlated risk across bots.