traderinputTraderInput Research / questions before conclusions
A convincing chart is a starting point. Research asks what remains after the rule is defined, costs are included and observations that disagree are kept in the sample.
These are open questions and suggested methods. They are not published performance results.
01 / Order flow
Define the delta interval and what “winning” means. Compare aggressive buying with subsequent price progress at a preselected location. Keep high-delta failures and quiet advances.
Understand the observation02 / Market structure
Specify the boundary, the required distance and the observation window. Compare a brief excursion with sustained activity outside the range before changing the definition.
Define the reference03 / Execution
Record the decision time, available entry, invalidation and costs. Test whether a delayed entry changes the result instead of assuming the original chart opportunity remains available.
Examine the executionBefore inspecting the result
Record the instrument, contract, dates, session, timezone, source and exclusions. Consecutive observations help prevent a collection of memorable charts from becoming the whole argument.
Write the exact event and what would count as failure. Specify what you compare it with. Record every revision so that a rule discovered after inspecting the data is not presented as a prior prediction.
Include fees, spread, slippage assumptions and plausible fills. A chart touching a limit is not proof that an order would have filled.
Use later or otherwise untouched observations to evaluate the idea. A sample used repeatedly to choose rules no longer provides independent confirmation simply because it is renamed.
A small sample, missing records or sensitive assumptions limit the claim. A descriptive relationship does not establish causation or a dependable future return.
Read the methodology