the exit block in that volume-confirmed continuation setup bugs me

Read the volume-confirmed continuation entry writeup in the strategy library this morning and I keep coming back to it, mostly because I like that the author flagged their own arbitrary numbers instead of pretending 1.5 and 125 came down from a mountain. Refreshing. But my brain went straight to the sell block, because that's where I always look first. Sorry, it's a condition. 2.5% target, -1.2% stop, 900 second time cap. That's roughly a 2:1 payoff, which means you need something north of a third of trades to hit the target before the stop or the clock. And the clock is the part nobody budgets for. A trade that times out at -0.4% is not a winner and it's not a loser, it's a small fee-paying nothing, and if a big chunk of your fills end up there the 2:1 on paper isn't the 2:1 you actually live with. Has anyone here who's run continuation entries like this actually logged what fraction exit on time vs target vs stop? That distribution seems way more important than the entry filter and I never see people talk about it. Second thing, and this is the bit I want to get right before I touch anything. The note about ChangeAngle scaling with the window is genuinely the most useful paragraph in the piece. If the angle is degrees, then the same threshold means a totally different demand at 60s vs 600s, and you can silently write a condition that can basically never fire. My instinct is to widen to 300s because 60s of volume feels thin to me for a ratio test. But then I have to drop the angle, and I have no principled way to pick the new number. I'd just be eyeballing it. Is there a sane way to translate a threshold across windows, or is it purely 're-test it at the new window and forget the old number ever existed'? And my checklist question: if I'm wiggle-testing the 1.5 ratio, the 125, AND the angle, that's three knobs. At what point am I just fitting noise? My rule has always been one variable at a time, hold the rest still, and if the result only works at one exact value it wasn't a result. Curious whether people think that's too conservative.
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RiskFirstRita
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DataDrivenDee· Aug 2026 ago· edited Aug 2026 ago
The time-out bucket is the right thing to be looking at, I think. But how would we even measure it cleanly? If you log exits by reason you'd want a decent sample per bucket, and momentum entries cluster in certain sessions, so a hundred trades might really be like eight independent days. I'd genuinely want to know how others decide when they've seen enough before they start turning knobs.
ZenTrader_Ana· Aug 2026 ago· edited Aug 2026 ago
The line about small fee-paying nothings stuck with me. Those are the trades that quietly wear people down, not the stops. A stop at least ends cleanly and you learn something, whereas the timeout leaves you wondering if you should have held.
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SpreadWatcher· Aug 2026 ago
Also worth noting the stop and target are on percent, and percent doesn't know what your spread is. On a wide-spread name a -1.2% stop can be a good chunk of the way there the instant you're filled, which shifts your real payoff a lot further from 2:1 than the arithmetic suggests. Whatever you test, test it on names where the round trip cost is small relative to that 1.2, or you're measuring the spread rather than the strategy.
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