Questions that keep creator work grounded
If you cannot answer these cleanly, the strategy is not ready for the backtester yet.
- 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.
A healthy strategy spec
- The logic fits one market behavior instead of many contradictory ones.
- The stop, target, and no-trade conditions are explicit.
- The capital budget feels realistic for the desk, not optimistic for the screenshot.
Warnings to catch early
- The rule only makes sense after you look at the chart manually.
- The system needs constant parameter nudging to stay believable.
- The exit exists because the backtest needed help, not because the thesis demanded it.
What SFZ should make easier
- Seeing the full strategy definition in one workflow.
- Linking position logic to capital constraints from the start.
- Passing a coherent rule set into testing without rewriting the idea.