the two-engines piece got me thinking about my own spreadsheet
So I read that research write up about keeping two versions of the same trading logic and checking them against each other value by value instead of just eyeballing the final trade list. Interesting read, and honestly a bit humbling for someone like me who does most of his "research" in a spreadsheet on Sunday afternoon with a coffee.
The part that stuck with me was the argument that comparing the finished trades is basically useless as a check, because two versions can disagree all over the place inside and still spit out roughly the same entries most of the time. Which, yeah. I've had that exact thing happen at the amateur level. My sheet said a setup would have triggered, then when I went back and stepped through it bar by bar it turned out my sheet was using the close of the signal bar and my actual habit is to wait for the next open. Same trade list nine times out of ten. Different animal on the tenth.
So my question for people here who are more technical than me: what's the amateur version of comparing intermediates? I'm not going to build a second engine, I'm a swing guy, my whole edge is being too lazy to overtrade. But is there a sensible middle ground where I dump the intermediate stuff my sheet calculates — the stop distance, the ATR value, whatever the filter said that day — and then check a handful of those against what I'd actually have seen on the chart at the time? Like a spot check of the guts rather than the output?
Also curious whether people think there's a point where the extra rigour stops paying for itself if you only take a couple of positions a month. The piece is clearly written for someone running things at nine in the morning under pressure. My positions sit for weeks. Feels like my failure modes are more "Sam forgot" than "the numbers disagreed by a rounding error".
Anyway. You day traders can go back to staring at your five minute candles, I'll be here checking my ATR column.