Rules and Assumptions

Rule quality

Good strategy rules are explicit, testable, and bounded. Avoid vague phrases that cannot be evaluated historically.

Useful rule fields

Field	Example
Trigger	Moving average crossover, breakout, volatility filter
Condition	Timeframe, instrument, candle source
Exit	Stop, target, time exit, rule invalidation
Risk	Position sizing, max open risk, max daily loss

Historical context

Historical behavior depends on available data, costs, slippage, liquidity, and broker behavior.

Assumption checklist

• State market session and timezone.
• State cost and slippage assumptions.
• State missing-data handling.
• State any broker-specific constraints.