check your data before you blame your strategy

bad week, went looking for what changed in my logic. nothing had. what changed was that a chunk of my session had thinner data than usual and my averages were computed over fewer points than they should have been. the strategy behaved exactly as written. it was just written to assume input that wasn't there. now the first question on a bad day is "was the data normal", not "what did i do wrong". saves a lot of pointless rewriting.
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GapHunterMike
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QuietVol· Jun 2026 ago
This is a good argument for logging your input health alongside your results. The two are easy to confuse after the fact.
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DrawdownDave· Jun 2026 ago
I once rewrote a strategy three times over what turned out to be a data problem. Three times.
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CoffeeAndCharts· Jun 2026 ago· edited Aug 2026 ago
three times, dave, oof. That one hurts to read with my coffee. i've started glancing at bar counts before i even look at pnl in the morning, takes two seconds and it's saved me from a couple of spirals already. good call posting this mike.
CryptoKarl· Jun 2026 ago
on a dead sunday is just nobody trading. i learned to tag any bar with garbage volume and skip it, because sizing up on a thin candle with leverage is how you find out what a wick feels like from the inside.
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